NPORT-P false 0000857490 XXXXXXXX S000004395 C000012151 VANGUARD VARIABLE INSURANCE FUNDS 811-05962 0000857490 549300N9FZ0B1IR95761 100 Vanguard Boulevard Malvern 19355 610-669-1000 TOTAL BOND MARKET INDEX PORTFOLIO S000004395 5ZDDIRU2ZZ8157CR8U65 2020-12-31 2020-12-31 N 4951105388.40 85214100.89 4865891287.51 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 83818587.89000000 0.00000000 0.00000000 26511064.62000000 USD N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REF1 706000.00000000 PA USD 776717.20000000 0.015962485680 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36211HLE9 1469.40000000 PA USD 1574.85000000 0.000032365088 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.00000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AX8 500000.00000000 PA USD 488427.50000000 0.010037780771 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Freddie Mac Pool N/A 3132D55T5 614379.98000000 PA USD 640279.84000000 0.013158531544 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KL4 265000.00000000 PA USD 282372.61000000 0.005803101493 Long DBT CORP US N 2 2050-05-15 Fixed 2.95000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024WS7 75000.00000000 PA USD 80881.50000000 0.001662213461 Long DBT MUN US N 2 2031-04-01 Fixed 2.57400000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 925524AX8 240000.00000000 PA USD 348082.80000000 0.007153526033 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RN0 15911.29000000 PA USD 17936.66000000 0.000368620237 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 5.50000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAS8 75000.00000000 PA USD 85040.78000000 0.001747691737 Long DBT CORP US N 2 2027-04-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 3140X7YC7 138827.96000000 PA USD 148061.94000000 0.003042853431 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAZ2 100000.00000000 PA USD 105939.00000000 0.002177175644 Long DBT CORP JP N 2 2025-09-13 Variable 2.55500000 N N N N N N Fannie Mae Pool N/A 31417ECJ8 82095.19000000 PA USD 89168.95000000 0.001832530665 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730AE9 75000.00000000 PA USD 85812.00000000 0.001763541249 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBD7 100000.00000000 PA USD 109635.50000000 0.002253143227 Long DBT CORP US N 2 2026-11-18 Fixed 2.90000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAA2 100000.00000000 PA USD 146901.30000000 0.003019000863 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAH3 475000.00000000 PA USD 482119.30000000 0.009908139568 Long DBT CORP JP N 2 2021-10-19 Fixed 2.44200000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AQ9 350000.00000000 PA USD 511326.20000000 0.010508376981 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 150000.00000000 PA USD 260121.00000000 0.005345803772 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N Fannie Mae Pool N/A 3138WCH97 21787.46000000 PA USD 23819.74000000 0.000489524705 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBA8 11482000.00000000 PA USD 11467647.50000000 0.235674141126 Long DBT UST US N 2 2023-12-15 Fixed 0.12500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CP8 190000.00000000 PA USD 194701.85000000 0.004001360459 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233835AQ0 250000.00000000 PA USD 394516.75000000 0.008107800332 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31417Y4C8 232666.11000000 PA USD 253477.81000000 0.005209278116 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N BBCMS Mortgage Trust 2020-C7 N/A 05492VAF2 50000.00000000 PA USD 52149.00000000 0.001071725546 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 2.03700000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAX9 175000.00000000 PA USD 182168.35000000 0.003743781750 Long DBT CORP US N 2 2023-03-15 Fixed 2.25000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 251799AA0 163000.00000000 PA USD 228607.50000000 0.004698162915 Long DBT CORP US N 2 2032-04-15 Fixed 7.95000000 N N N N N N Fannie Mae Pool N/A 31410KUG7 12720.62000000 PA USD 15095.89000000 0.000310238949 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413NTK1 2248.18000000 PA USD 2267.39000000 0.000046597629 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687ET9 100000.00000000 PA USD 146183.00000000 0.003004238922 Long DBT CORP US N 2 2043-10-01 Fixed 5.40000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EK5 250000.00000000 PA USD 268488.00000000 0.005517755825 Long DBT CORP US N 2 2023-06-26 Fixed 3.40000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAK6 50000.00000000 PA USD 56573.75000000 0.001162659555 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 650000.00000000 PA USD 723603.40000000 0.014870932317 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 N/A 36257AAE1 50000.00000000 PA USD 50688.25000000 0.001041705352 Long ABS-CBDO CORP US N 2 2023-03-20 Fixed 2.72000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-2 N/A 34528QGD0 200000.00000000 PA USD 211975.94000000 0.004356364075 Long ABS-CBDO CORP US N 2 2025-03-15 Fixed 3.17000000 N N N N N N Freddie Mac Gold Pool N/A 3128LBUV8 33622.97000000 PA USD 38659.64000000 0.000794502748 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AR6 50000.00000000 PA USD 51285.40000000 0.001053977513 Long DBT CORP US N 2 2022-02-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3140KEJ58 78831.84000000 PA USD 83179.07000000 0.001709431326 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Michigan State University N/A 594712UF6 50000.00000000 PA USD 57225.50000000 0.001176053812 Long DBT MUN US N 2 2048-08-15 Fixed 4.49600000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AY2 150000.00000000 PA USD 163199.70000000 0.003353952859 Long DBT CORP US N 2 2026-11-15 Fixed 2.40000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JD3 175000.00000000 PA USD 233562.18000000 0.004799987632 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N Iraq Government AID Bond N/A 462652AD0 100000.00000000 PA USD 102008.30000000 0.002096394965 Long DBT NUSS IQ N 2 2022-01-18 Fixed 2.14900000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C22 N/A 46642NBD7 175000.00000000 PA USD 192466.75000000 0.003955426429 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.80120000 N N N N N N Freddie Mac Gold Pool N/A 312940CM9 38892.96000000 PA USD 43437.46000000 0.000892692775 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAZ8 200000.00000000 PA USD 219498.40000000 0.004510959802 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31409WWK3 258.37000000 PA USD 260.62000000 0.000005356058 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HJ5 350000.00000000 PA USD 406651.00000000 0.008357173968 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FQ1 120000.00000000 PA USD 157460.28000000 0.003236000779 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971MZG0 150000.00000000 PA USD 195493.50000000 0.004017629832 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N Fannie Mae Pool N/A 31418DME9 216522.16000000 PA USD 227105.85000000 0.004667302177 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDC3 250000.00000000 PA USD 279067.50000000 0.005735177452 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7NS8 46316.53000000 PA USD 50495.71000000 0.001037748420 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140X7FK0 225988.51000000 PA USD 240619.01000000 0.004945014094 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ENL9 8313.78000000 PA USD 9680.65000000 0.000198949163 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 6.50000000 N N N N N N Aegon NV O4QK7KMMK83ITNTHUG69 007924AJ2 200000.00000000 PA USD 225750.00000000 0.004639437806 Long DBT CORP NL N 2 2048-04-11 Variable 5.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAE7 195000.00000000 PA USD 204858.62000000 0.004210094469 Long DBT CORP US N 2 2023-01-29 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179TAK1 1093962.41000000 PA USD 1165291.06000000 0.023948152376 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AE8 75000.00000000 PA USD 89877.38000000 0.001847089766 Long DBT CORP US N 2 2048-10-01 Fixed 3.93000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 N/A 36258NAD4 30000.00000000 PA USD 31060.16000000 0.000638324166 Long ABS-CBDO CORP US N 2 2025-03-17 Fixed 1.90000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAX4 75000.00000000 PA USD 79109.63000000 0.001625799372 Long DBT CORP US N 2 2024-04-01 Fixed 3.87500000 N N N N N N State of California N/A 13063BFR8 205000.00000000 PA USD 355783.65000000 0.007311787892 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N Fannie Mae Pool N/A 3140X75B1 353168.76000000 PA USD 374951.26000000 0.007705705652 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AP6 50000.00000000 PA USD 59563.65000000 0.001224105646 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AY0 850000.00000000 PA USD 987654.95000000 0.020297513685 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Fannie Mae Pool N/A 3138ER5G1 206128.53000000 PA USD 225663.39000000 0.004637657865 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5NP1 21170.68000000 PA USD 24618.92000000 0.000505948829 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAU4 100000.00000000 PA USD 128427.10000000 0.002639333524 Long DBT CORP US N 2 2027-10-01 Fixed 6.80000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AW9 450000.00000000 PA USD 474523.20000000 0.009752030449 Long DBT CORP US N 2 2030-03-12 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3140QANJ5 273618.33000000 PA USD 302873.27000000 0.006224415057 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBN1 650000.00000000 PA USD 709410.65000000 0.014579253996 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AD6 325000.00000000 PA USD 332445.75000000 0.006832165586 Long DBT MUN US N 2 2025-07-01 Fixed 1.25800000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AD3 350000.00000000 PA USD 383250.00000000 0.007876254880 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCRV9 1137038.93000000 PA USD 1245539.51000000 0.025597355888 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138ERA59 68756.29000000 PA USD 75260.29000000 0.001546690740 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust 2018-C9 N/A 90291JAW7 275000.00000000 PA USD 322055.25000000 0.006618628139 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.11700000 N N N N N N Ginnie Mae II Pool N/A 36202FHX7 90041.20000000 PA USD 99292.23000000 0.002040576415 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AP0 125000.00000000 PA USD 138251.00000000 0.002841226649 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36207KF88 2227.98000000 PA USD 2616.16000000 0.000053765278 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 7.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HAY1 50000.00000000 PA USD 55352.50000000 0.001137561378 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.91700000 N N N N N N Ginnie Mae II Pool N/A 36179RF95 499427.58000000 PA USD 540733.59000000 0.011112734708 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BT0 125000.00000000 PA USD 129361.50000000 0.002658536583 Long DBT CORP US N 2 2023-03-01 Fixed 2.05000000 N N N N N N State of Utah N/A 917542QV7 50000.00000000 PA USD 54396.00000000 0.001117904136 Long DBT MUN US N 2 2025-07-01 Fixed 3.53900000 N N N N N N Ginnie Mae II Pool N/A 36202FB47 201973.31000000 PA USD 227451.74000000 0.004674410638 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CR9 625000.00000000 PA USD 680048.13000000 0.013975818402 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CV7 350000.00000000 PA USD 391486.20000000 0.008045518834 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6XE3 16054.31000000 PA USD 19333.80000000 0.000397333167 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BS4 279000.00000000 PA USD 312497.58000000 0.006422206365 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Alleghany Corp 549300DCJE6AYX159479 017175AE0 100000.00000000 PA USD 112990.70000000 0.002322096679 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BD7 200000.00000000 PA USD 261648.00000000 0.005377185484 Long DBT CORP US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31416BK72 346420.17000000 PA USD 398328.01000000 0.008186126373 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAF3 65000.00000000 PA USD 66840.80000000 0.001373659953 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.79100000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUM9 50000.00000000 PA USD 54631.00000000 0.001122733673 Long DBT CORP US N 2 2023-10-12 Fixed 3.65000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CD0 92000.00000000 PA USD 132790.78000000 0.002729012469 Long DBT CORP US N 2 2041-11-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0Q89 1200000.00000000 PA USD 1211577.60000000 0.024899397220 Long DBT USGSE US N 2 2021-10-07 Fixed 1.37500000 N N N N N N Freddie Mac Gold Pool N/A 31293SEF2 1160.96000000 PA USD 1254.09000000 0.000025773078 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REQ7 169000.00000000 PA USD 187375.54000000 0.003850795854 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062AE1 75000.00000000 PA USD 104244.08000000 0.002142342971 Long DBT CORP US N 2 2034-11-01 Fixed 6.12500000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RG34 450000.00000000 PA USD 470943.00000000 0.009678452973 Long DBT MUN US N 2 2041-07-01 Fixed 2.51400000 N N N N N N Fannie Mae Pool N/A 3140KNKS6 386228.44000000 PA USD 401452.10000000 0.008250330233 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V72 8835000.00000000 PA USD 9002036.28000000 0.185002823698 Long DBT UST US N 2 2022-01-31 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXL9 217775.09000000 PA USD 238522.63000000 0.004901930929 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AEE36 436133.99000000 PA USD 483562.43000000 0.009937797649 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HM8 200000.00000000 PA USD 241390.60000000 0.004960871210 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N CSAIL 2018-CX11 Commercial Mortgage Trust N/A 12652UAU3 275000.00000000 PA USD 315895.25000000 0.006492032627 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03310000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BH6 200000.00000000 PA USD 234674.80000000 0.004822853330 Long DBT CORP JP N 2 2029-03-07 Fixed 3.74100000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JF8 75000.00000000 PA USD 88151.63000000 0.001811623498 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N AXIS Specialty Finance LLC N/A 05463HAB7 50000.00000000 PA USD 55621.80000000 0.001143095821 Long DBT CORP US N 2 2029-07-15 Fixed 3.90000000 N N N N N N FLIR Systems Inc VOBD35NEPH6WISIRTJ85 302445AE1 100000.00000000 PA USD 104803.70000000 0.002153843844 Long DBT CORP US N 2 2030-08-01 Fixed 2.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAR5 100000.00000000 PA USD 94452.40000000 0.001941112006 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BM3 275000.00000000 PA USD 306456.43000000 0.006298053365 Long DBT CORP US N 2 2026-04-01 Fixed 3.00000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 796253T93 125000.00000000 PA USD 189023.75000000 0.003884668580 Long DBT MUN US N 2 2039-02-01 Fixed 5.98500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C33 N/A 46645JAD4 82000.00000000 PA USD 92544.38000000 0.001901899868 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.76970000 N N N N N N Sanofi 549300E9PC51EN656011 801060AC8 225000.00000000 PA USD 241307.78000000 0.004959169158 Long DBT CORP FR N 2 2023-06-19 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUM3 292369.11000000 PA USD 309473.43000000 0.006360056394 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBB2 775000.00000000 PA USD 1012972.28000000 0.020817815691 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXS72 63899.84000000 PA USD 67054.02000000 0.001378041884 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402DP79 76296.48000000 PA USD 88961.21000000 0.001828261355 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAD2 425000.00000000 PA USD 519939.90000000 0.010685399021 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAH7 605000.00000000 PA USD 729864.74000000 0.014999610490 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FV3 300000.00000000 PA USD 313758.60000000 0.006448121864 Long DBT CORP US N 2 2026-01-13 Fixed 1.75000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBH3 50000.00000000 PA USD 53835.05000000 0.001106375930 Long DBT CORP US N 2 2026-09-09 Fixed 2.30000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 941053AJ9 200000.00000000 PA USD 227217.00000000 0.004669586445 Long DBT CORP CA N 2 2029-05-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282Y5 3394000.00000000 PA USD 3632640.63000000 0.074655195016 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N Freddie Mac Pool N/A 3132AEKB1 6324249.25000000 PA USD 6622768.99000000 0.136105979330 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X6ZG9 149527.87000000 PA USD 157304.98000000 0.003232809175 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z60 4868000.00000000 PA USD 4933413.75000000 0.101387668949 Long DBT UST US N 2 2022-01-31 Fixed 1.37500000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBM0 200000.00000000 PA USD 228546.40000000 0.004696907236 Long DBT CORP US N 2 2025-07-28 Fixed 3.95000000 N N N N N N Freddie Mac Pool N/A 3132DV4H5 875045.96000000 PA USD 916317.42000000 0.018831440446 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CK7 150000.00000000 PA USD 179957.40000000 0.003698344031 Long DBT CORP US N 2 2034-10-01 Fixed 4.25000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BN2 100000.00000000 PA USD 129078.80000000 0.002652726753 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QHV6 80626.94000000 PA USD 84912.50000000 0.001745055427 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 3.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHS2 75000.00000000 PA USD 89105.70000000 0.001831230800 Long DBT CORP US N 2 2028-04-26 Fixed 3.90000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AB5 250000.00000000 PA USD 267514.50000000 0.005497749213 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N BBCMS Mortgage Trust 2020-C6 N/A 05492TAG5 35000.00000000 PA USD 37950.50000000 0.000779929056 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.84000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BN5 225000.00000000 PA USD 273455.33000000 0.005619840515 Long DBT CORP US N 2 2025-12-03 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 3138WHBS0 223623.65000000 PA USD 242449.38000000 0.004982630430 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVR2 200000.00000000 PA USD 228006.20000000 0.004685805467 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N New York State Thruway Authority N/A 650009S53 75000.00000000 PA USD 81313.50000000 0.001671091588 Long DBT MUN US N 2 2035-01-01 Fixed 2.90000000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAA4 100000.00000000 PA USD 110266.80000000 0.002266117212 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGQ6 1300000.00000000 PA USD 1350531.00000000 0.027755059046 Long DBT CORP US N 2 2023-07-21 Variable 2.81600000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAJ8 9000.00000000 PA USD 9867.39000000 0.000202786897 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36225BX86 7756.31000000 PA USD 8802.26000000 0.000180897177 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498AB7 75000.00000000 PA USD 83657.48000000 0.001719263235 Long DBT CORP US N 2 2026-10-01 Fixed 3.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013X6D5 300000.00000000 PA USD 309380.40000000 0.006358144514 Long DBT CORP CA N 2 2022-04-29 Fixed 2.80000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBE5 250000.00000000 PA USD 323443.00000000 0.006647148094 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N CNOOC Petroleum North America ULC 549300I04PB7X2824122 65334HAA0 50000.00000000 PA USD 73589.75000000 0.001512359106 Long DBT CORP CA N 2 2032-03-15 Fixed 7.87500000 N N N N N N COMM 2012-CCRE3 Mortgage Trust N/A 12624PAJ4 78000.00000000 PA USD 80057.64000000 0.001645282133 Long ABS-MBS CORP US Y 2 2045-10-15 Fixed 3.41600000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDG1 125000.00000000 PA USD 142067.75000000 0.002919665516 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AC8 275000.00000000 PA USD 288014.93000000 0.005919058050 Long DBT CORP US N 2 2022-04-01 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31417AJM2 49674.80000000 PA USD 53952.09000000 0.001108781245 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QCC8 200000.00000000 PA USD 229402.40000000 0.004714499080 Long DBT CORP US N 2 2050-01-01 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36290VXK5 8264.72000000 PA USD 9513.51000000 0.000195514232 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBL2 200000.00000000 PA USD 220250.00000000 0.004526406098 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1 N/A 58769VAC4 50000.00000000 PA USD 50246.48000000 0.001032626440 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.55000000 N N N N N N Altera Corp N/A 021441AF7 75000.00000000 PA USD 82651.58000000 0.001698590764 Long DBT CORP US N 2 2023-11-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31413NVK8 67517.84000000 PA USD 80129.73000000 0.001646763671 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 1000000.00000000 PA USD 1263689.00000000 0.025970350041 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7C2 650000.00000000 PA USD 691248.35000000 0.014205996582 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36291AQ69 44949.85000000 PA USD 50190.67000000 0.001031479476 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J62G8 104685.57000000 PA USD 109837.84000000 0.002257301561 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Los Angeles County Metropolitan Transportation Authority 54930051IHTXE1N9RB42 5447122H4 75000.00000000 PA USD 102822.75000000 0.002113132906 Long DBT MUN US N 2 2039-06-01 Fixed 5.73500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148SC8 500000.00000000 PA USD 497935.00000000 0.010233171490 Long DBT NUSS CA N 2 2025-07-23 Fixed 0.60000000 N N N N N N Fannie Mae Pool N/A 3138A2RB7 6869.63000000 PA USD 7288.82000000 0.000149794139 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 2.60900000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DM2 100000.00000000 PA USD 109874.40000000 0.002258052913 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDA6 300000.00000000 PA USD 326614.50000000 0.006712326287 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T91 3750000.00000000 PA USD 3905859.38000000 0.080270173524 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 3138XYRT3 213441.73000000 PA USD 225099.19000000 0.004626062866 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132A5HX6 675289.63000000 PA USD 711734.47000000 0.014627011331 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMW2 177.56000000 PA USD 196.52000000 0.000004038725 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7.50000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFB5 760000.00000000 PA USD 823578.56000000 0.016925543776 Long DBT NUSS CA N 2 2023-10-17 Fixed 3.40000000 N N N N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509AE2 100000.00000000 PA USD 107879.30000000 0.002217051175 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBG3 500000.00000000 PA USD 554375.00000000 0.011393082320 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BE8 75000.00000000 PA USD 95377.73000000 0.001960128666 Long DBT CORP US N 2 2044-09-01 Fixed 5.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAU5 150000.00000000 PA USD 202069.65000000 0.004152777735 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31410GQ55 36312.12000000 PA USD 42249.63000000 0.000868281420 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHXJ1 175000.00000000 PA USD 191908.50000000 0.003943953710 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 3.02300000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AN7 150000.00000000 PA USD 168431.40000000 0.003461470675 Long DBT CORP US N 2 2027-08-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 3138X0CJ5 5906.30000000 PA USD 6309.06000000 0.000129658877 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AQ0 26000.00000000 PA USD 27071.82000000 0.000556358915 Long DBT CORP US N 2 2022-05-15 Fixed 3.37500000 N N N N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187AC6 175000.00000000 PA USD 192152.63000000 0.003948970880 Long DBT CORP US N 2 2030-06-01 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31414JVC4 15186.38000000 PA USD 15734.75000000 0.000323368301 Long ABS-MBS USGSE US N 2 2037-12-01 Floating 3.78000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BJ0 75000.00000000 PA USD 78421.95000000 0.001611666709 Long DBT CORP US N 2 2022-09-15 Fixed 3.25000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CW7 175000.00000000 PA USD 220224.20000000 0.004525875877 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EV1 1300000.00000000 PA USD 1300733.20000000 0.026731653527 Long DBT CORP N/A N 2 2023-07-14 Fixed 0.25000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BW0 200000.00000000 PA USD 225618.00000000 0.004636725045 Long DBT CORP US N 2 2026-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HYM1 86479.73000000 PA USD 102599.18000000 0.002108538270 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAQ3 50000.00000000 PA USD 54560.50000000 0.001121284812 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.14800000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 272000.00000000 PA USD 301213.07000000 0.006190295923 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AV1 100000.00000000 PA USD 105151.30000000 0.002160987448 Long DBT CORP US N 2 2023-03-06 Fixed 2.62500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 1742000.00000000 PA USD 2071990.54000000 0.042581932426 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAD0 50000.00000000 PA USD 74150.20000000 0.001523877037 Long DBT CORP US N 2 2033-03-15 Fixed 6.95000000 N N N N N N Fannie Mae Pool N/A 31400WSV3 744.25000000 PA USD 861.65000000 0.000017707958 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CY4 325000.00000000 PA USD 350474.48000000 0.007202677973 Long DBT CORP US N 2 2060-06-01 Fixed 2.75000000 N N N N N N Hungary Government International Bond N/A 445545AL0 350000.00000000 PA USD 398161.75000000 0.008182709527 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.37500000 N N N N N N Freddie Mac Pool N/A 3132D56R8 304827.07000000 PA USD 317824.65000000 0.006531684150 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CLA0 15252.37000000 PA USD 17145.51000000 0.000352361139 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBC6 275000.00000000 PA USD 318657.63000000 0.006548802905 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8D99 94377.12000000 PA USD 100958.03000000 0.002074810636 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AFFX0 315000.00000000 PA USD 374874.57000000 0.007704129579 Long DBT USGSE US N 2 2028-11-16 Fixed 3.25000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DY0 300000.00000000 PA USD 302414.40000000 0.006214984719 Long DBT CORP US N 2 2030-10-15 Fixed 1.70000000 N N N N N N Fannie Mae Pool N/A 3138MQVM2 203644.61000000 PA USD 212481.20000000 0.004366747784 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 12201PAN6 175000.00000000 PA USD 260293.60000000 0.005349350912 Long DBT CORP US N 2 2031-12-01 Fixed 7.40000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBA6 200000.00000000 PA USD 210758.20000000 0.004331338033 Long DBT CORP GB N 2 2024-10-24 Fixed 2.12500000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAK9 300000.00000000 PA USD 347247.00000000 0.007136349323 Long DBT CORP US N 2 2050-06-15 Fixed 3.75000000 N N N N N N Community Health Network Inc N/A 20369EAE2 250000.00000000 PA USD 251614.00000000 0.005170974547 Long DBT CORP US N 2 2050-05-01 Fixed 3.09900000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HC0 125000.00000000 PA USD 155478.88000000 0.003195280593 Long DBT CORP US N 2 2050-05-01 Fixed 3.95000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAM7 600000.00000000 PA USD 603471.00000000 0.012402064993 Long DBT CORP GB N 2 2026-08-21 Variable 1.53200000 N N N N N N Fannie Mae-Aces N/A 3136AVY52 200000.00000000 PA USD 219476.00000000 0.004510499454 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.66980000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDY5 200000.00000000 PA USD 215600.00000000 0.004430842928 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 31296M2Q1 4715.92000000 PA USD 5589.20000000 0.000114864876 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GE68 219.07000000 PA USD 233.31000000 0.000004794805 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DH8 175000.00000000 PA USD 235193.00000000 0.004833502972 Long DBT CORP US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Ginnie Mae II Pool N/A 36179VTW0 4795780.64000000 PA USD 5082011.05000000 0.104441524681 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJHU6 1000000.00000000 PA USD 1005412.00000000 0.020662442717 Long DBT USGSE US N 2 2025-04-14 Fixed 0.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MEH79 45528.62000000 PA USD 47556.74000000 0.000977349003 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140J9SN2 247414.29000000 PA USD 260805.46000000 0.005359870259 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 25000.00000000 PA USD 29090.65000000 0.000597848334 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AP0 100000.00000000 PA USD 112528.40000000 0.002312595850 Long DBT CORP US N 2 2027-11-15 Fixed 3.35000000 N N N N N N BANK 2018-BNK14 N/A 06035RAU0 25000.00000000 PA USD 29865.00000000 0.000613762170 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.48100000 N N N N N N Fannie Mae Pool N/A 31371K3A7 11601.12000000 PA USD 13579.46000000 0.000279074463 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BR2 200000.00000000 PA USD 222686.60000000 0.004576481200 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAP4 275000.00000000 PA USD 288061.13000000 0.005920007517 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAP9 39000.00000000 PA USD 40983.15000000 0.000842253712 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 3.37500000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AH9 500000.00000000 PA USD 483201.00000000 0.009930369822 Long DBT CORP US N 2 2050-08-12 Fixed 2.34300000 N N N N N N Ginnie Mae I Pool N/A 36209YRC4 1990.11000000 PA USD 2086.46000000 0.000042879297 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBD6 27000.00000000 PA USD 28886.84000000 0.000593659790 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AF1 125000.00000000 PA USD 144783.88000000 0.002975485300 Long DBT CORP US N 2 2119-08-01 Fixed 3.95400000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BM7 25000.00000000 PA USD 26313.78000000 0.000540780269 Long DBT CORP US N 2 2023-02-15 Fixed 3.45000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BL3 422000.00000000 PA USD 468768.15000000 0.009633757153 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAG0 250000.00000000 PA USD 274715.25000000 0.005645733407 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAE2 21958.06000000 PA USD 22883.15000000 0.000470276638 Long ABS-MBS CORP US N 2 2046-08-15 Variable 3.76070000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AT3 75000.00000000 PA USD 83245.73000000 0.001710801271 Long DBT CORP US N 2 2025-05-01 Fixed 3.70000000 N N N N N N UBS Commercial Mortgage Trust 2018-C8 N/A 90276VAE9 275000.00000000 PA USD 322217.50000000 0.006621962575 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.98300000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BV1 100000.00000000 PA USD 130726.90000000 0.002686597218 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCY6 350000.00000000 PA USD 398935.25000000 0.008198605896 Long DBT CORP US N 2 2027-04-15 Fixed 3.37500000 N N N N N N Fannie Mae-Aces N/A 3136B8TG4 125000.00000000 PA USD 133232.50000000 0.002738090354 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.21000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLAC2 225000.00000000 PA USD 250402.50000000 0.005146076745 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.28400000 N N N N N N Freddie Mac Pool N/A 3132DMC60 1416826.40000000 PA USD 1564499.95000000 0.032152381908 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FG3 375000.00000000 PA USD 483580.50000000 0.009938169010 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132AD3U0 56856.80000000 PA USD 61654.62000000 0.001267077629 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AM8 400000.00000000 PA USD 465500.00000000 0.009566592685 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N Fannie Mae Pool N/A 3140X66J5 100085.34000000 PA USD 111392.16000000 0.002289244732 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 350000.00000000 PA USD 410711.35000000 0.008440619112 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 2000000.00000000 PA USD 2041078.00000000 0.041946642031 Long DBT CORP GB N 2 2026-04-18 Variable 1.64500000 N N N N N N Timken Co/The B0I35MLPFXZSE70ASS73 887389AJ3 100000.00000000 PA USD 106846.60000000 0.002195827931 Long DBT CORP US N 2 2024-09-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31418CS62 468777.65000000 PA USD 510607.85000000 0.010493614012 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAK0 300000.00000000 PA USD 329654.10000000 0.006774793774 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAH7 150000.00000000 PA USD 213323.10000000 0.004384049856 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z78 1335000.00000000 PA USD 1414265.63000000 0.029064883418 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 31417T6M5 5849.09000000 PA USD 6147.95000000 0.000126347870 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 2.18500000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CK2 600000.00000000 PA USD 600280.20000000 0.012336490162 Long DBT NUSS JP N 2 2023-09-15 Fixed 0.37500000 N N N N N N Ginnie Mae I Pool N/A 36205BVZ2 46.66000000 PA USD 51.21000000 0.000001052427 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 8.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHQ71 75000.00000000 PA USD 93546.75000000 0.001922499794 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 3.99000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAL6 175000.00000000 PA USD 180025.48000000 0.003699743158 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Freddie Mac Pool N/A 31339SWL5 942204.15000000 PA USD 992746.62000000 0.020402153713 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVA1 752.99000000 PA USD 828.59000000 0.000017028534 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081EQ6 25000.00000000 PA USD 35939.55000000 0.000738601581 Long DBT CORP US N 2 2034-04-01 Fixed 5.62500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBM9 125000.00000000 PA USD 146793.63000000 0.003016788113 Long DBT CORP US N 2 2047-06-15 Fixed 4.36800000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AT2 100000.00000000 PA USD 109256.70000000 0.002245358425 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AB6 75000.00000000 PA USD 90220.13000000 0.001854133696 Long DBT CORP US N 2 2043-11-15 Fixed 3.77400000 N N N N N N GE Capital International Funding Co Unlimited Co 549300G6UZOB126GBY72 36164Q6M5 358000.00000000 PA USD 397709.72000000 0.008173419760 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AE3 100000.00000000 PA USD 103596.50000000 0.002129034412 Long DBT CORP US N 2 2022-05-20 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FP8 6075000.00000000 PA USD 8712879.21000000 0.179060293277 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 175000.00000000 PA USD 235493.65000000 0.004839681696 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3138WA5G8 171730.27000000 PA USD 181080.79000000 0.003721431065 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 400000.00000000 PA USD 425145.20000000 0.008737252332 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 3138WPJG0 1861557.68000000 PA USD 1943282.85000000 0.039936832435 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBF2 380000.00000000 PA USD 429413.68000000 0.008824974801 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DZ6 400000.00000000 PA USD 600287.20000000 0.012336634021 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 31391UQ65 14825.70000000 PA USD 17249.57000000 0.000354499699 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N Flex Ltd 549300EAQH74YHD07T53 33938XAA3 50000.00000000 PA USD 59170.60000000 0.001216027989 Long DBT CORP SG N 2 2029-06-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31418CMJ0 687197.43000000 PA USD 726089.78000000 0.014922030458 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AR5 125000.00000000 PA USD 146837.00000000 0.003017679420 Long DBT CORP US N 2 2026-10-15 Fixed 4.12500000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAM2 150000.00000000 PA USD 167631.60000000 0.003445033809 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371KWH0 131750.28000000 PA USD 153298.09000000 0.003150462699 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVN7 288874.84000000 PA USD 310707.77000000 0.006385423587 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XFN4 137080.25000000 PA USD 146020.01000000 0.003000889279 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AG7 75000.00000000 PA USD 82285.28000000 0.001691062852 Long DBT CORP US N 2 2028-09-15 Fixed 4.37500000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCY3 125000.00000000 PA USD 149037.50000000 0.003062902378 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAJ6 125000.00000000 PA USD 134867.63000000 0.002771694269 Long DBT CORP US N 2 2023-08-11 Fixed 3.45000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AZ8 125000.00000000 PA USD 148682.38000000 0.003055604229 Long DBT CORP US N 2 2029-02-01 Fixed 4.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAC7 300000.00000000 PA USD 307735.20000000 0.006324333648 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAV2 100000.00000000 PA USD 110244.90000000 0.002265667140 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHK1 580000.00000000 PA USD 593104.52000000 0.012189021187 Long DBT NUSS CA N 2 2022-07-18 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31417YSY4 233382.30000000 PA USD 255560.95000000 0.005252089183 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FT0 550000.00000000 PA USD 648722.25000000 0.013332033365 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCU3 350000.00000000 PA USD 428010.45000000 0.008796136713 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CS2 625000.00000000 PA USD 674676.88000000 0.013865432664 Long DBT CORP US N 2 2023-05-01 Fixed 4.50800000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AZ1 200000.00000000 PA USD 218444.20000000 0.004489294706 Long DBT CORP US N 2 2027-11-15 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36209RUT8 77872.04000000 PA USD 84224.76000000 0.001730921531 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AQ2 350000.00000000 PA USD 377320.30000000 0.007754392313 Long DBT CORP US N 2 2026-09-15 Fixed 2.25000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ES7 200000.00000000 PA USD 294856.20000000 0.006059654492 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AL4 450000.00000000 PA USD 570974.40000000 0.011734220233 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 455000.00000000 PA USD 589793.75000000 0.012120980826 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust 2019-C16 N/A 90276YAH6 25000.00000000 PA USD 28635.50000000 0.000588494446 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.88720000 N N N N N N Ginnie Mae I Pool N/A 36241KDX3 9761.89000000 PA USD 10859.03000000 0.000223166309 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Children's Hospital Corp/The 549300NXFO6BISJLOS32 16876BAA0 75000.00000000 PA USD 96078.00000000 0.001974520068 Long DBT CORP US N 2 2047-01-01 Fixed 4.11500000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 725906AN1 75000.00000000 PA USD 101957.48000000 0.002095350552 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFH8 13285.65000000 PA USD 14958.12000000 0.000307407607 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BP9 100000.00000000 PA USD 120873.00000000 0.002484087556 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 3140Q9SE4 956611.19000000 PA USD 1026913.02000000 0.021104314899 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CDG6 259197.53000000 PA USD 271042.73000000 0.005570258642 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Colombia Government International Bond N/A 195325DP7 450000.00000000 PA USD 520789.50000000 0.010702859337 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NP6 150000.00000000 PA USD 172390.95000000 0.003542844256 Long DBT CORP US N 2 2028-02-07 Fixed 3.40000000 N N N N N N Benchmark 2018-B2 Mortgage Trust N/A 08161CAB7 125000.00000000 PA USD 131100.00000000 0.002694264878 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.66230000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAK7 100000.00000000 PA USD 118125.00000000 0.002427612805 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FM5 150000.00000000 PA USD 180183.75000000 0.003702995799 Long DBT CORP US N 2 2045-03-01 Fixed 3.75000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAG5 100000.00000000 PA USD 131399.40000000 0.002700417913 Long DBT CORP US N 2 2045-06-15 Fixed 4.37500000 N N N N N N Ginnie Mae II Pool N/A 36202ESC4 20039.69000000 PA USD 23037.58000000 0.000473450363 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KT40 55505.86000000 PA USD 61476.34000000 0.001263413758 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAA7 250000.00000000 PA USD 292141.00000000 0.006003853821 Long DBT CORP ES N 2 2025-11-19 Fixed 5.17900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QN1 3956000.00000000 PA USD 6314765.00000000 0.129776121719 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AT5 50000.00000000 PA USD 56341.60000000 0.001157888589 Long DBT CORP US N 2 2050-03-15 Fixed 3.55000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JB1 1600000.00000000 PA USD 1640680.00000000 0.033717974838 Long DBT CORP DE N 2 2022-08-22 Fixed 1.75000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAS0 200000.00000000 PA USD 206601.40000000 0.004245910724 Long DBT CORP AU N 2 2022-05-19 Fixed 2.62500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CC1 225000.00000000 PA USD 244982.93000000 0.005034697972 Long DBT CORP US N 2 2024-02-22 Fixed 3.40000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAE5 325000.00000000 PA USD 491716.55000000 0.010105374759 Long DBT CORP US N 2 2040-04-16 Fixed 6.75000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AU4 375000.00000000 PA USD 482415.38000000 0.009914224373 Long DBT CORP US N 2 2060-06-01 Fixed 4.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QK7 3015000.00000000 PA USD 4315689.69000000 0.088692686190 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N Freddie Mac Pool N/A 3132DVKP9 1655884.49000000 PA USD 1792198.89000000 0.036831872808 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C4 N/A 90276RBH0 62000.00000000 PA USD 70260.26000000 0.001443934026 Long ABS-MBS CORP US N 2 2050-10-15 Variable 3.83600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SE9 4300000.00000000 PA USD 6036796.66000000 0.124063533344 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCN0 180000.00000000 PA USD 188535.06000000 0.003874625404 Long DBT CORP US N 2 2022-07-15 Fixed 3.35000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAQ2 911000.00000000 PA USD 1015755.89000000 0.020875022272 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EV4 175000.00000000 PA USD 239656.20000000 0.004925227175 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 28368EAE6 265000.00000000 PA USD 381576.15000000 0.007841855221 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBH3 150000.00000000 PA USD 158958.75000000 0.003266796165 Long DBT CORP US N 2 2025-02-14 Fixed 2.00000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAP6 500000.00000000 PA USD 585631.50000000 0.012035441513 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAT2 525000.00000000 PA USD 652719.38000000 0.013414179261 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAR1 65000.00000000 PA USD 71630.98000000 0.001472103994 Long DBT CORP US N 2 2031-08-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140HJZU8 325666.80000000 PA USD 348441.56000000 0.007160898988 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC27 N/A 17323CAE7 225000.00000000 PA USD 244093.50000000 0.005016419101 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.13700000 N N N N N N CFCRE Commercial Mortgage Trust 2017-C8 N/A 12532CBA2 50000.00000000 PA USD 56530.50000000 0.001161770714 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.57190000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAD5 25000.00000000 PA USD 26123.30000000 0.000536865672 Long DBT CORP US N 2 2022-06-15 Fixed 4.20000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034AM3 75000.00000000 PA USD 83988.53000000 0.001726066717 Long DBT CORP US N 2 2050-05-01 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 3140X7YM5 147799.61000000 PA USD 158077.73000000 0.003248690130 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31366SK83 414.17000000 PA USD 426.13000000 0.000008757491 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 8.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAX6 250000.00000000 PA USD 263966.00000000 0.005424823211 Long DBT CORP US N 2 2023-02-15 Fixed 3.20000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 313380GJ0 250000.00000000 PA USD 257781.00000000 0.005297713918 Long DBT USGSE US N 2 2022-09-09 Fixed 2.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 125000.00000000 PA USD 163344.00000000 0.003356918400 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AG5 467000.00000000 PA USD 536774.00000000 0.011031360305 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAE3 125000.00000000 PA USD 135666.88000000 0.002788119832 Long DBT CORP US N 2 2026-08-17 Fixed 2.45000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAX2 125000.00000000 PA USD 147633.38000000 0.003034046000 Long DBT CORP US N 2 2028-11-15 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36202FXB7 137515.21000000 PA USD 152452.08000000 0.003133076162 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TEZ4 2556935.39000000 PA USD 2755290.16000000 0.056624572913 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FZ5 300000.00000000 PA USD 326860.20000000 0.006717375721 Long DBT CORP US N 2 2025-04-01 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36210PYN8 1640.02000000 PA USD 1847.98000000 0.000037978242 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAG6 75000.00000000 PA USD 82148.25000000 0.001688246718 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.27800000 N N N N N N FedEx Corp 2020-1 Class AA Pass Through Trust N/A 314353AA1 500000.00000000 PA USD 510361.00000000 0.010488540944 Long DBT CORP US N 2 2035-08-20 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GPE0 417.05000000 PA USD 463.05000000 0.000009516242 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Linde Inc/CT ZU69GUVJQGZ6Z1UOOO79 74005PBT0 500000.00000000 PA USD 494074.50000000 0.010153833507 Long DBT CORP US N 2 2030-08-10 Fixed 1.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSP9 82222.71000000 PA USD 87870.22000000 0.001805840180 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DSJ2 3731410.93000000 PA USD 3932831.75000000 0.080824488621 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CF0 200000.00000000 PA USD 201955.40000000 0.004150429758 Long DBT CORP US N 2 2059-03-01 Fixed 3.82500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CU0 750000.00000000 PA USD 807356.25000000 0.016592155522 Long DBT CORP N/A N 2 2026-06-02 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EKM0 29509.67000000 PA USD 35560.51000000 0.000730811847 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136AX7E9 300000.00000000 PA USD 338439.00000000 0.006955334182 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.18110000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBK0 250000.00000000 PA USD 286244.00000000 0.005882663279 Long DBT CORP US N 2 2049-09-06 Fixed 4.75800000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AS6 125000.00000000 PA USD 161174.63000000 0.003312335201 Long DBT CORP US N 2 2040-03-15 Fixed 6.35000000 N N N N N N Ginnie Mae II Pool N/A 36202EJG5 11865.12000000 PA USD 13312.61000000 0.000273590370 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AST5 1830.01000000 PA USD 1987.81000000 0.000040851919 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYC8 1359626.36000000 PA USD 1452111.27000000 0.029842657474 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBD2 150000.00000000 PA USD 194895.75000000 0.004005345341 Long DBT CORP US Y 2 2030-07-15 Fixed 6.20000000 N N N N N N Ginnie Mae I Pool N/A 36290QZG3 11589.77000000 PA USD 13259.10000000 0.000272490674 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXF2 115542.40000000 PA USD 123526.50000000 0.002538620217 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AH2 100000.00000000 PA USD 126269.20000000 0.002594986047 Long DBT CORP US N 2 2036-11-17 Fixed 6.20000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BM3 275000.00000000 PA USD 299029.78000000 0.006145426651 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Fannie Mae Pool N/A 31418DQ88 3110025.85000000 PA USD 3277313.52000000 0.067352789578 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N PSEG Power LLC N/A 69362BAJ1 96000.00000000 PA USD 145344.29000000 0.002987002409 Long DBT CORP US N 2 2031-04-15 Fixed 8.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZC7 330000.00000000 PA USD 341601.55000000 0.007020328441 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AT4 175000.00000000 PA USD 222866.35000000 0.004580175282 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N Freddie Mac Pool N/A 3132DV3V5 846916.26000000 PA USD 905345.01000000 0.018605944039 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBG4 450000.00000000 PA USD 461354.40000000 0.009481395549 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AY7 175000.00000000 PA USD 190950.03000000 0.003924255983 Long DBT CORP CA N 2 2023-10-01 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31371CZ44 107.71000000 PA USD 116.83000000 0.000002400998 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 N/A 61767CAV0 150000.00000000 PA USD 169927.50000000 0.003492217354 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.59900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 575000.00000000 PA USD 664202.63000000 0.013650174053 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHV5 650000.00000000 PA USD 952961.75000000 0.019584526116 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N Benchmark 2020-B20 Mortgage Trust N/A 08162XBL7 10000.00000000 PA USD 10513.60000000 0.000216067301 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.37480000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AV8 450000.00000000 PA USD 544005.00000000 0.011179966173 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 N/A 61762XAU1 100000.00000000 PA USD 108547.00000000 0.002230773225 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.25900000 N N N N N N Fannie Mae Pool N/A 3140J8AM5 94165.88000000 PA USD 103604.45000000 0.002129197794 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAV9 95000.00000000 PA USD 104078.20000000 0.002138933935 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.99650000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKA9 600000.00000000 PA USD 627548.40000000 0.012896884926 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030413 1902000.00000000 PA USD 1995019.59000000 0.041000085536 Long ABS-MBS USGSE US N 2 2021-01-19 Fixed 3.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DE8 140000.00000000 PA USD 153059.76000000 0.003145564727 Long DBT CORP US N 2 2026-10-15 Fixed 2.65000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BD4 200000.00000000 PA USD 240271.60000000 0.004937874395 Long DBT CORP CL N 2 2047-11-02 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXX3 273017.60000000 PA USD 291588.48000000 0.005992498861 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AE4 150000.00000000 PA USD 187588.05000000 0.003855163194 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBB7 300000.00000000 PA USD 308223.30000000 0.006334364698 Long DBT CORP US N 2 2022-08-16 Fixed 1.90200000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAK0 100000.00000000 PA USD 129119.30000000 0.002653559078 Long DBT CORP US N 2 2048-02-26 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31402CVV1 101307.99000000 PA USD 117250.24000000 0.002409635420 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Ford Foundation/The 54930013YZ3DULPNNT44 34531XAC8 150000.00000000 PA USD 160413.30000000 0.003296688941 Long DBT CORP US N 2 2070-06-01 Fixed 2.81500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JG2 2000000.00000000 PA USD 1993420.00000000 0.040967212011 Long DBT CORP N/A N 2 2025-12-15 Fixed 0.37500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CK9 150000.00000000 PA USD 155901.90000000 0.003203974170 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 3138ETQP4 229396.02000000 PA USD 248248.15000000 0.005101802225 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAQ2 400000.00000000 PA USD 436060.40000000 0.008961573003 Long DBT CORP JP N 2 2030-01-16 Fixed 3.10300000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DA3 125000.00000000 PA USD 136805.13000000 0.002811512257 Long DBT CORP US N 2 2023-08-15 Fixed 4.00000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAF2 400000.00000000 PA USD 448500.00000000 0.009217221953 Long DBT CORP KY N 2 2025-08-08 Fixed 5.12500000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAG0 214000.00000000 PA USD 234214.01000000 0.004813383533 Long DBT CORP US N 2 2025-03-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUN8 168915.55000000 PA USD 185567.06000000 0.003813629385 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2BZ1 38896.54000000 PA USD 45454.43000000 0.000934143968 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AX7 100000.00000000 PA USD 111392.10000000 0.002289243499 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 200000.00000000 PA USD 219655.40000000 0.004514186343 Long DBT CORP KY N 2 2024-05-14 Fixed 4.37500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAY4 75000.00000000 PA USD 81049.20000000 0.001665659900 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N Gulf Power Co BLVY3B5CY5IDPCFLQ577 402479CF4 50000.00000000 PA USD 56272.70000000 0.001156472610 Long DBT CORP US N 2 2027-05-30 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 3138Y9MQ8 146150.84000000 PA USD 159113.07000000 0.003269967629 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418AJV1 167072.74000000 PA USD 177380.33000000 0.003645382099 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AS8 450000.00000000 PA USD 519881.40000000 0.010684196774 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285J5 4015000.00000000 PA USD 4525657.81000000 0.093007787116 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAM3 500000.00000000 PA USD 522188.50000000 0.010731610493 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31403DGY9 23757.45000000 PA USD 27147.36000000 0.000557911354 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36225FF61 11182.60000000 PA USD 11626.85000000 0.000238945946 Long ABS-MBS USGA US N 2 2041-07-20 Floating 2.25000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBJ7 200000.00000000 PA USD 233500.00000000 0.004798709757 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FK9 200000.00000000 PA USD 225771.00000000 0.004639869381 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRS1 300000.00000000 PA USD 335945.70000000 0.006904093826 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179UXS6 2092510.99000000 PA USD 2202873.79000000 0.045271742828 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAK8 104000.00000000 PA USD 120122.91000000 0.002468672292 Long DBT CORP US N 2 2029-08-15 Fixed 4.25000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AW1 200000.00000000 PA USD 255644.00000000 0.005253795962 Long DBT CORP US Y 2 2050-10-15 Fixed 4.25000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBB2 50000.00000000 PA USD 58955.95000000 0.001211616670 Long DBT CORP US N 2 2028-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417EHJ3 172473.54000000 PA USD 183114.66000000 0.003763229574 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAJ4 250000.00000000 PA USD 341984.75000000 0.007028203669 Long DBT CORP US N 2 2039-01-25 Fixed 5.47600000 N N N N N N Ginnie Mae I Pool N/A 36201XAN8 7877.97000000 PA USD 8934.30000000 0.000183610760 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KFF54 4291.94000000 PA USD 4752.57000000 0.000097671109 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WCPV9 48231.81000000 PA USD 52498.64000000 0.001078911075 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Benchmark 2020-B19 Mortgage Trust N/A 08162WBC9 63000.00000000 PA USD 64610.91000000 0.001327832994 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBW9 370000.00000000 PA USD 403146.82000000 0.008285158795 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138AGE38 3079.01000000 PA USD 3257.52000000 0.000066946008 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 2.61400000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UQ6 60000.00000000 PA USD 61499.58000000 0.001263891368 Long DBT NUSS CA N 2 2022-05-04 Fixed 2.12500000 N N N N N N AXIS Specialty Finance PLC N/A 05464HAC4 550000.00000000 PA USD 608504.60000000 0.012505511612 Long DBT CORP GB N 2 2027-12-06 Fixed 4.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AG6 50000.00000000 PA USD 61924.65000000 0.001272627075 Long DBT CORP US N 2 2044-05-15 Fixed 4.37500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AW6 50000.00000000 PA USD 68511.60000000 0.001407996931 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQPW5 1425.39000000 PA USD 1509.72000000 0.000031026587 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.00000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AD2 50000.00000000 PA USD 65563.50000000 0.001347409880 Long DBT CORP US N 2 2052-11-15 Fixed 4.12800000 N N N N N N Freddie Mac Gold Pool N/A 3128M9DZ2 12181.25000000 PA USD 13852.30000000 0.000284681658 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AN6 475000.00000000 PA USD 615531.13000000 0.012649915372 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MT5 500000.00000000 PA USD 501477.00000000 0.010305963910 Long DBT CORP US N 2 2024-10-30 Variable 0.77600000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AD3 100000.00000000 PA USD 109970.00000000 0.002260017610 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 150000.00000000 PA USD 169747.20000000 0.003488511969 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C8 N/A 92936YAC5 75000.00000000 PA USD 77308.50000000 0.001588783954 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.00100000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDN8 500000.00000000 PA USD 495714.50000000 0.010187537507 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 2846000.00000000 PA USD 2994697.81000000 0.061544692083 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4X5 68244.47000000 PA USD 74022.29000000 0.001521248331 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAF2 200000.00000000 PA USD 297397.80000000 0.006111887471 Long DBT CORP US N 2 2043-09-15 Fixed 5.30000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ED1 250000.00000000 PA USD 328522.50000000 0.006751538014 Long DBT CORP US N 2 2046-12-15 Fixed 4.12500000 N N N N N N Ginnie Mae II Pool N/A 36179VMC1 1762579.89000000 PA USD 1879305.33000000 0.038622016378 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 2.50000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BL6 50000.00000000 PA USD 55562.50000000 0.001141877134 Long DBT CORP US N 2 2024-02-06 Fixed 4.64000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EJ8 150000.00000000 PA USD 154836.45000000 0.003182077873 Long DBT CORP AU N 2 2023-01-13 Fixed 2.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAB2 250000.00000000 PA USD 271835.50000000 0.005586551033 Long DBT CORP US N 2 2024-03-15 Fixed 3.65000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CB6 150000.00000000 PA USD 176737.65000000 0.003632174242 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N SSM Health Care Corp 5493000QP6H63JFPC580 784710AA3 100000.00000000 PA USD 113061.50000000 0.002323551705 Long DBT CORP US N 2 2027-06-01 Fixed 3.82300000 N N N N N N BNSF Funding Trust I N/A 05567SAA0 65000.00000000 PA USD 74777.63000000 0.001536771489 Long DBT CORP US N 2 2055-12-15 Variable 6.61300000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DH6 400000.00000000 PA USD 493316.00000000 0.010138245407 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HQW3 685000.00000000 PA USD 765284.74000000 0.015727534685 Long DBT CORP US N 2 2026-04-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 3138EPTZ7 211856.27000000 PA USD 227186.66000000 0.004668962921 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Texas Private Activity Bond Surface Transportation Corp N/A 882667AZ1 175000.00000000 PA USD 199529.75000000 0.004100579692 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N Fannie Mae Pool N/A 31412SK20 4417.93000000 PA USD 4583.26000000 0.000094191582 Long ABS-MBS USGSE US N 2 2038-03-01 Floating 3.62700000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CA1 60000.00000000 PA USD 63868.26000000 0.001312570631 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36200KJQ1 24868.12000000 PA USD 28496.91000000 0.000585646252 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CY2 450000.00000000 PA USD 496408.50000000 0.010201800054 Long DBT CORP N/A N 2 2027-07-07 Fixed 2.37500000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BB1 150000.00000000 PA USD 216483.75000000 0.004449005068 Long DBT CORP US N 2 2041-03-01 Fixed 5.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 N/A 46639YAQ0 208000.00000000 PA USD 217617.92000000 0.004472313644 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 2.95990000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAU4 140000.00000000 PA USD 162318.52000000 0.003335843536 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AG9 125000.00000000 PA USD 139608.88000000 0.002869132739 Long DBT CORP US N 2 2027-09-15 Fixed 3.10300000 N N N N N N Fannie Mae Pool N/A 31418DNJ7 229917.09000000 PA USD 243205.22000000 0.004998163864 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KBH0 44312.01000000 PA USD 50047.43000000 0.001028535720 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 4.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFS2 145000.00000000 PA USD 147295.79000000 0.003027108114 Long DBT CORP US N 2 2022-12-09 Variable 2.02800000 N N N N N N Fannie Mae Pool N/A 31417A4P1 24909.48000000 PA USD 27615.42000000 0.000567530558 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CG5 85000.00000000 PA USD 105402.64000000 0.002166152792 Long DBT CORP US N 2 2030-03-25 Fixed 4.49700000 N N N N N N GS Mortgage Securities Trust 2019-GC42 N/A 36257UAL1 275000.00000000 PA USD 306520.50000000 0.006299370082 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.00050000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBE1 125000.00000000 PA USD 198680.75000000 0.004083131707 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAG3 400000.00000000 PA USD 438959.20000000 0.009021146878 Long DBT CORP US N 2 2024-05-06 Fixed 3.40000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAE5 50000.00000000 PA USD 54379.00000000 0.001117554766 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.04600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828D56 11564000.00000000 PA USD 12460210.00000000 0.256072510949 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 31297UT75 3013.12000000 PA USD 3362.95000000 0.000069112723 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRP86 16374.16000000 PA USD 17282.49000000 0.000355176245 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 125000.00000000 PA USD 132718.88000000 0.002727534837 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614NAA0 200000.00000000 PA USD 202634.40000000 0.004164384036 Long DBT CORP US N 2 2023-05-01 Fixed 2.16900000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BJ6 75000.00000000 PA USD 79122.45000000 0.001626062838 Long DBT CORP US N 2 2023-02-11 Fixed 3.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBB5 160000.00000000 PA USD 175882.40000000 0.003614597811 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZD5 12725800.00000000 PA USD 12829197.13000000 0.263655646457 Long DBT UST US N 2 2023-03-15 Fixed 0.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7YQ0 192983.81000000 PA USD 203605.33000000 0.004184337831 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CU4 150000.00000000 PA USD 161639.25000000 0.003321883709 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31407KDX4 39956.75000000 PA USD 42673.73000000 0.000876997192 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.33700000 N N N N N N Fannie Mae Pool N/A 31371KUA7 19984.01000000 PA USD 23188.97000000 0.000476561612 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N University of Virginia N/A 915217XF5 335000.00000000 PA USD 331643.30000000 0.006815674259 Long DBT MUN US N 2 2050-09-01 Fixed 2.25600000 N N N N N N Banc of America Commercial Mortgage Trust 2017-BNK3 N/A 06427DAS2 72000.00000000 PA USD 81728.64000000 0.001679623221 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.57400000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CC0 500000.00000000 PA USD 545971.50000000 0.011220380147 Long DBT NUSS KR N 2 2024-01-22 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140E0E50 194901.60000000 PA USD 208935.10000000 0.004293871105 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QYT2 300069.23000000 PA USD 327445.18000000 0.006729397774 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AV6 200000.00000000 PA USD 234401.20000000 0.004817230516 Long DBT CORP JP N 2 2028-03-02 Fixed 3.96100000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 800000.00000000 PA USD 903417.60000000 0.018566333413 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N Fannie Mae Pool N/A 31418AXN3 166576.91000000 PA USD 180205.97000000 0.003703452447 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BW3 620000.00000000 PA USD 633608.38000000 0.013021424905 Long DBT CORP US N 2 2022-02-06 Fixed 2.40000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BQ7 500000.00000000 PA USD 501249.00000000 0.010301278232 Long DBT CORP US N 2 2025-12-03 Fixed 0.90000000 N N N N N N DBJPM 16-C3 Mortgage Trust N/A 23312VAF3 100000.00000000 PA USD 109457.00000000 0.002249474834 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N SYNIT_18-A1 N/A 87166PAA9 275000.00000000 PA USD 280948.50000000 0.005773834296 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N Fannie Mae-Aces N/A 3136B26W7 50000.00000000 PA USD 59918.00000000 0.001231387971 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 3.77530000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159TF3 1875000.00000000 PA USD 1972192.50000000 0.040530960999 Long DBT CORP CA N 2 2025-02-03 Fixed 2.20000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 750000.00000000 PA USD 862500.00000000 0.017725426834 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EK9 485000.00000000 PA USD 491208.49000000 0.010094933507 Long DBT NUSS CA N 2 2025-05-20 Fixed 1.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2D8 250000.00000000 PA USD 251884.50000000 0.005176533652 Long DBT CORP US N 2 2023-07-07 Fixed 0.65000000 N N N N N N Fannie Mae Pool N/A 31409AKE8 137.80000000 PA USD 138.14000000 0.000002838945 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 6.00000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EK3V6 225000.00000000 PA USD 228312.00000000 0.004692090030 Long DBT USGSE US N 2 2021-12-28 Fixed 1.60000000 N N N N N N Ginnie Mae I Pool N/A 36290YVQ8 5367.80000000 PA USD 6167.56000000 0.000126750879 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AF2L0 28150.51000000 PA USD 29533.39000000 0.000606947180 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400EB5 75000.00000000 PA USD 94183.13000000 0.001935578179 Long DBT CORP US N 2 2029-04-01 Fixed 6.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RV2 9000000.00000000 PA USD 11764687.50000000 0.241778675372 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UCY3 123669.08000000 PA USD 131409.58000000 0.002700627125 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AF6 100000.00000000 PA USD 106091.70000000 0.002180313815 Long DBT CORP JP N 2 2024-07-02 Fixed 2.35800000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AP0 100000.00000000 PA USD 109503.90000000 0.002250438686 Long DBT CORP US N 2 2029-11-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140QADK3 586042.18000000 PA USD 634677.82000000 0.013043403201 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCJ8 175000.00000000 PA USD 212819.78000000 0.004373706016 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Los Angeles Community College District/CA N/A 54438CYM8 100000.00000000 PA USD 103740.00000000 0.002131983512 Long DBT MUN US N 2 2028-08-01 Fixed 1.60600000 N N N N N N Freddie Mac Pool N/A 3132ADZD3 219879.77000000 PA USD 240488.16000000 0.004942324967 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-C1 N/A 17290YAS7 55000.00000000 PA USD 58384.15000000 0.001199865483 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.00300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJEH8 100000.00000000 PA USD 119880.00000000 0.002463680195 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEG4 600000.00000000 PA USD 711445.20000000 0.014621066480 Long DBT CORP US N 2 2028-04-30 Fixed 4.10000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C14 549300GADFYEKC4OLM57 92890PAE4 150000.00000000 PA USD 158691.00000000 0.003261293576 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.33700000 N N N N N N Fannie Mae Pool N/A 31410KGN8 17952.10000000 PA USD 21019.90000000 0.000431984579 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N People's United Bank NA N4662XQCE3KKIZ6EZS08 71270QEB8 100000.00000000 PA USD 107902.90000000 0.002217536184 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_18-A N/A 981464GL8 200000.00000000 PA USD 200609.58000000 0.004122771515 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N Brookfield Finance Inc N/A 11271LAC6 125000.00000000 PA USD 143012.75000000 0.002939086419 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CW5 500000.00000000 PA USD 557794.50000000 0.011463357215 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AC8 75000.00000000 PA USD 88707.30000000 0.001823043195 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAD2 425000.00000000 PA USD 443042.10000000 0.009105055452 Long DBT CORP US N 2 2022-12-15 Fixed 2.77300000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 200000.00000000 PA USD 215533.40000000 0.004429474216 Long DBT CORP KY N 2 2023-09-29 Fixed 3.87500000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AW7 125000.00000000 PA USD 141849.00000000 0.002915169937 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AV6 225000.00000000 PA USD 253383.53000000 0.005207340547 Long DBT CORP US N 2 2025-04-15 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust 2014-GC22 N/A 36253BAV5 32832.44000000 PA USD 34338.46000000 0.000705697229 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.46700000 N N N N N N Fannie Mae-Aces N/A 3136AHAG5 244591.12000000 PA USD 259770.44000000 0.005338599336 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.32900000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 9151375R0 100000.00000000 PA USD 137073.00000000 0.002817017312 Long DBT MUN US N 2 2046-08-15 Fixed 4.79400000 N N N N N N Fannie Mae Pool N/A 3138LY2K2 406675.72000000 PA USD 426648.30000000 0.008768142870 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QH4 2735000.00000000 PA USD 4145661.58000000 0.085198401177 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JE5 1200000.00000000 PA USD 1235038.80000000 0.025381553491 Long DBT CORP DE N 2 2023-02-15 Fixed 1.62500000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AM2 200000.00000000 PA USD 198120.20000000 0.004071611721 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 675000.00000000 PA USD 722784.60000000 0.014854104978 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAW9 375000.00000000 PA USD 398749.50000000 0.008194788507 Long DBT CORP JP N 2 2025-07-16 Variable 2.83900000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBH1 200000.00000000 PA USD 249550.80000000 0.005128573271 Long DBT CORP US N 2 2050-05-15 Fixed 4.65000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HS5 200000.00000000 PA USD 246893.40000000 0.005073960460 Long DBT CORP US N 2 2050-04-15 Fixed 3.80000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AEQ3 400000.00000000 PA USD 412982.80000000 0.008487300179 Long DBT NUSS CA N 2 2022-10-03 Fixed 2.20000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AH1 100000.00000000 PA USD 103065.00000000 0.002118111439 Long DBT CORP US N 2 2022-03-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402DC40 28014.48000000 PA USD 32239.71000000 0.000662565357 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBG2 125000.00000000 PA USD 138652.50000000 0.002849477964 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C41 N/A 95001ABD7 250000.00000000 PA USD 283112.50000000 0.005818307135 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.47200000 N N N N N N Freddie Mac Pool N/A 3133KYUT4 375000.00000000 PA USD 382292.70000000 0.007856581197 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 1.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBB6 450000.00000000 PA USD 491362.65000000 0.010098101683 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AW6 100000.00000000 PA USD 110739.70000000 0.002275835884 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 700000.00000000 PA USD 779702.00000000 0.016023826960 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAL1 50000.00000000 PA USD 54444.35000000 0.001118897788 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Brookfield Finance Inc N/A 11271LAE2 205000.00000000 PA USD 245287.63000000 0.005040959929 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35000000 N N N N N N Freddie Mac Gold Pool N/A 31292GHR0 37.26000000 PA USD 39.71000000 0.000000816088 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.00000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAP1 100000.00000000 PA USD 106430.30000000 0.002187272458 Long DBT CORP US N 2 2049-12-15 Fixed 4.50000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAA2 25000.00000000 PA USD 27065.80000000 0.000556235197 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 36206W7C3 344.11000000 PA USD 378.94000000 0.000007787679 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.50000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78572XAG6 150000.00000000 PA USD 156395.70000000 0.003214122362 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CH6 100000.00000000 PA USD 107036.10000000 0.002199722387 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAJ7 25000.00000000 PA USD 26697.75000000 0.000548671320 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.78800000 N N N N N N Ginnie Mae I Pool N/A 36291YU62 10255.86000000 PA USD 11624.62000000 0.000238900117 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AJ1 100000.00000000 PA USD 114875.30000000 0.002360827507 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AT9 250000.00000000 PA USD 254302.00000000 0.005226216225 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31400SY60 59399.56000000 PA USD 67715.14000000 0.001391628706 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254ENB4 800000.00000000 PA USD 796621.60000000 0.016371545374 Long DBT CORP SE N 2 2025-08-26 Fixed 0.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C4 N/A 90276RBD9 100000.00000000 PA USD 109898.00000000 0.002258537922 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.30100000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_14-A5 N/A 17305EFR1 200000.00000000 PA USD 202081.82000000 0.004153027843 Long ABS-CBDO CORP US N 2 2023-06-07 Fixed 2.68000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAD5 300000.00000000 PA USD 328779.00000000 0.006756809401 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAH3 100000.00000000 PA USD 104598.00000000 0.002149616459 Long DBT CORP US N 2 2030-06-01 Fixed 2.12500000 N N N N N N Rohm and Haas Co N/A 775371AU1 250000.00000000 PA USD 346169.00000000 0.007114195109 Long DBT CORP US N 2 2029-07-15 Fixed 7.85000000 N N N N N N Ginnie Mae II Pool N/A 36179UUJ9 212971.51000000 PA USD 227524.11000000 0.004675897930 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AM3 125000.00000000 PA USD 142101.13000000 0.002920351516 Long DBT CORP US N 2 2028-04-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJPS3 31369.80000000 PA USD 34860.43000000 0.000716424349 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964CAE6 50000.00000000 PA USD 55322.40000000 0.001136942786 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 550000.00000000 PA USD 683232.00000000 0.014041250813 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31418AD96 129297.87000000 PA USD 140494.20000000 0.002887327145 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKM6 284465.17000000 PA USD 311120.98000000 0.006393915556 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Trane Technologies Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AD0 225000.00000000 PA USD 263090.03000000 0.005406820959 Long DBT CORP LU N 2 2029-03-21 Fixed 3.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BSPW7 125000.00000000 PA USD 131037.50000000 0.002692980427 Long ABS-MBS USGSE US N 2 2023-08-25 Fixed 2.45400000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CQ9 225000.00000000 PA USD 294192.23000000 0.006046009099 Long DBT CORP US N 2 2044-10-22 Fixed 4.25000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555DA9 60000.00000000 PA USD 70169.28000000 0.001442064276 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31412AWZ3 62.41000000 PA USD 63.58000000 0.000001306646 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 5.50000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAE0 325000.00000000 PA USD 365599.33000000 0.007513512086 Long DBT CORP US Y 2 2040-06-22 Fixed 3.85000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAJ5 50000.00000000 PA USD 53289.80000000 0.001095170377 Long DBT CORP US N 2 2023-04-15 Fixed 4.00000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAB9 50000.00000000 PA USD 57744.95000000 0.001186729143 Long DBT CORP US N 2 2041-11-15 Fixed 4.87500000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAG8 150000.00000000 PA USD 178519.65000000 0.003668796515 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GUW4 632.39000000 PA USD 725.38000000 0.000014907443 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.50000000 N N N N N N Industrial & Commercial Bank of China Ltd/New York NY 5493002ERZU2K9PZDL40 45580KAK4 250000.00000000 PA USD 276170.50000000 0.005675640569 Long DBT CORP CN N 2 2027-11-08 Fixed 3.53800000 N N N N N N Fannie Mae Pool N/A 31371LEQ8 16756.34000000 PA USD 18783.27000000 0.000386019105 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AW6 405000.00000000 PA USD 502748.78000000 0.010332100540 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MBJ4 200000.00000000 PA USD 234137.60000000 0.004811813215 Long DBT CORP US N 2 2029-05-21 Fixed 3.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBA9 225000.00000000 PA USD 297999.23000000 0.006124247591 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N Freddie Mac Pool N/A 3133KYSQ3 87352.35000000 PA USD 91571.33000000 0.001881902504 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.00000000 N N N N N N Cleveland Clinic Foundation/The 5493005LGDPOFHUC6Z36 18600TAA0 100000.00000000 PA USD 141161.70000000 0.002901045084 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N ONE Gas Inc 549300HXDWI0LATTX840 68235PAH1 100000.00000000 PA USD 104382.10000000 0.002145179450 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BA8 125000.00000000 PA USD 167599.88000000 0.003444381925 Long DBT CORP US N 2 2043-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7XJ7 360635.16000000 PA USD 382107.74000000 0.007852780044 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140KEHY7 141517.64000000 PA USD 149831.29000000 0.003079215731 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Colombia Government International Bond N/A 195325BB0 200000.00000000 PA USD 322709.60000000 0.006632075830 Long DBT NUSS CO N 2 2033-01-28 Fixed 10.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AK0 97905.46000000 PA USD 111237.12000000 0.002286058471 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EU8 290000.00000000 PA USD 366386.00000000 0.007529679114 Long DBT CORP US N 2 2050-03-19 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128G2NP5 3262.70000000 PA USD 3599.69000000 0.000073978019 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAZ3 125000.00000000 PA USD 140886.63000000 0.002895392060 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 3140X6XB2 180255.06000000 PA USD 192245.66000000 0.003950882760 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.50000000 N N N N N N Sanofi 549300E9PC51EN656011 801060AD6 225000.00000000 PA USD 262377.23000000 0.005392172050 Long DBT CORP FR N 2 2028-06-19 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31371NUC7 417.31000000 PA USD 456.00000000 0.000009371356 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAZ1 100000.00000000 PA USD 111304.30000000 0.002287439102 Long DBT CORP US N 2 2027-09-01 Fixed 3.12000000 N N N N N N Fannie Mae Pool N/A 3138WQR79 57239.34000000 PA USD 61740.52000000 0.001268842979 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BP3 100000.00000000 PA USD 113525.10000000 0.002333079250 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AV9 175000.00000000 PA USD 189434.53000000 0.003893110610 Long DBT CORP US N 2 2024-03-01 Fixed 3.45000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BT0 50000.00000000 PA USD 70730.15000000 0.001453590839 Long DBT CORP US N 2 2033-12-15 Fixed 6.87500000 N N N N N N Fannie Mae Pool N/A 31418DAR3 367170.46000000 PA USD 393856.30000000 0.008094227279 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDL2 200000.00000000 PA USD 204443.40000000 0.004201561192 Long DBT CORP US N 2 2025-07-08 Fixed 1.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYZ7 389053.70000000 PA USD 415518.81000000 0.008539418278 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YAX3 100000.00000000 PA USD 109935.00000000 0.002259298317 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.31700000 N N N N N N LYB International Finance II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 200000.00000000 PA USD 222988.00000000 0.004582675337 Long DBT CORP NL N 2 2027-03-02 Fixed 3.50000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AC0 200000.00000000 PA USD 251742.20000000 0.005173609214 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_19-A1 N/A 14041NFT3 75000.00000000 PA USD 77174.81000000 0.001586036461 Long ABS-CBDO CORP US N 2 2024-12-15 Fixed 2.84000000 N N N N N N Ginnie Mae I Pool N/A 36208LPA9 413.76000000 PA USD 484.09000000 0.000009948639 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 8.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAT2 100000.00000000 PA USD 130445.60000000 0.002680816160 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36208FKF6 1348.24000000 PA USD 1563.87000000 0.000032139435 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAK1 425000.00000000 PA USD 617387.73000000 0.012688070766 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N Fannie Mae Pool N/A 31418DPA4 672397.54000000 PA USD 708709.56000000 0.014564845742 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 2.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAV6 275000.00000000 PA USD 291506.60000000 0.005990816127 Long DBT CORP US N 2 2023-09-01 Fixed 3.12500000 N N N N N N UBS Commercial Mortgage Trust 2019-C18 N/A 90278PBA7 75000.00000000 PA USD 83293.50000000 0.001711783002 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.03520000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CJ5 75000.00000000 PA USD 112535.70000000 0.002312745874 Long DBT CORP US N 2 2038-07-15 Fixed 6.35000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDY7 700000.00000000 PA USD 825365.10000000 0.016962259352 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAG2 225000.00000000 PA USD 240944.18000000 0.004951696734 Long DBT CORP US N 2 2023-04-28 Fixed 3.50000000 N N N N N N National Oilwell Varco Inc 549300EHF3IW1AR6U008 637071AK7 125000.00000000 PA USD 126093.75000000 0.002591380336 Long DBT CORP US N 2 2042-12-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31374GGS0 212.34000000 PA USD 242.62000000 0.000004986136 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDR0 300000.00000000 PA USD 319870.50000000 0.006573728862 Long DBT CORP US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31418RP70 80325.12000000 PA USD 90226.59000000 0.001854266457 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DG2 450000.00000000 PA USD 567662.40000000 0.011666154594 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AS4 100000.00000000 PA USD 131122.70000000 0.002694731391 Long DBT CORP US N 2 2035-04-27 Fixed 4.85400000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAC0 175000.00000000 PA USD 203474.43000000 0.004181647677 Long DBT CORP CA N 2 2026-03-04 Fixed 4.15000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETG4 100000.00000000 PA USD 105485.00000000 0.002167845390 Long DBT CORP US N 2 2023-03-06 Fixed 2.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284X5 4860000.00000000 PA USD 5194125.00000000 0.106745603078 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3132J4KR9 250052.28000000 PA USD 263501.22000000 0.005415271415 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P79 2889000.00000000 PA USD 2973864.38000000 0.061116539689 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BT2 411000.00000000 PA USD 552536.48000000 0.011355298492 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AL9 100000.00000000 PA USD 136268.90000000 0.002800492077 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABA0 125000.00000000 PA USD 131403.63000000 0.002700504845 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EGWV2 25000.08000000 PA USD 27867.41000000 0.000572709260 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAC1 200000.00000000 PA USD 210264.60000000 0.004321193951 Long DBT CORP GB N 2 2022-09-07 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128PCY22 457.15000000 PA USD 458.83000000 0.000009429516 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAD4 925000.00000000 PA USD 1036889.85000000 0.021309350923 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C39 N/A 95000XAF4 175000.00000000 PA USD 197727.25000000 0.004063536119 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.41800000 N N N N N N Fannie Mae Pool N/A 31417ARY7 169300.69000000 PA USD 182615.19000000 0.003752964856 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AQ4 50000.00000000 PA USD 57816.85000000 0.001188206776 Long DBT CORP US N 2 2028-03-07 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31418C5E0 126269.31000000 PA USD 136250.23000000 0.002800108386 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MG53 2947101.99000000 PA USD 3219740.16000000 0.066169586818 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.50000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 225000.00000000 PA USD 269336.70000000 0.005535197645 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 150000.00000000 PA USD 168955.35000000 0.003472238486 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N CNOOC Finance 2015 USA LLC 549300Q3CTIH31RFPO82 12634MAB6 500000.00000000 PA USD 538743.00000000 0.011071825656 Long DBT CORP US N 2 2025-05-05 Fixed 3.50000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAC0 500000.00000000 PA USD 502443.00000000 0.010325816388 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RM2 7577000.00000000 PA USD 9826421.88000000 0.201944953131 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BC6 300000.00000000 PA USD 318043.50000000 0.006536181784 Long DBT CORP US N 2 2050-03-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RC4 7405000.00000000 PA USD 10450306.25000000 0.214766537773 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHW5 700000.00000000 PA USD 804122.90000000 0.016525706237 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AX1 100000.00000000 PA USD 114003.40000000 0.002342908899 Long DBT CORP US N 2 2028-06-01 Fixed 3.70000000 N N N N N N Ginnie Mae II Pool N/A 36225FET2 3045.87000000 PA USD 3149.07000000 0.000064717228 Long ABS-MBS USGA US N 2 2041-05-20 Floating 2.37500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAN3 375000.00000000 PA USD 389772.38000000 0.008010297743 Long DBT CORP US N 2 2022-08-09 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31412PD99 23060.15000000 PA USD 27454.53000000 0.000564224072 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXY1 345880.22000000 PA USD 376476.85000000 0.007737058387 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AP3 579000.00000000 PA USD 653627.31000000 0.013432838330 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3140X6QS3 364221.51000000 PA USD 387475.85000000 0.007963101251 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BK9 375000.00000000 PA USD 492444.75000000 0.010120340157 Long DBT CORP US N 2 2035-11-03 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31418BYU4 395585.29000000 PA USD 420738.74000000 0.008646694205 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N CNOOC Finance 2015 USA LLC 549300Q3CTIH31RFPO82 12634MAE0 300000.00000000 PA USD 343054.80000000 0.007050194501 Long DBT CORP US N 2 2028-05-02 Fixed 4.37500000 N N N N N N Chubb Corp/The N/A 171232AQ4 125000.00000000 PA USD 188205.13000000 0.003867844941 Long DBT CORP US N 2 2037-05-11 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416YYD4 27039.35000000 PA USD 28695.59000000 0.000589729369 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 100000.00000000 PA USD 112039.90000000 0.002302556579 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJXV6 1700000.00000000 PA USD 2059397.00000000 0.042323119821 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.05000000 N N N N N N Asian Infrastructure Investment Bank/The 25490065OSV2524LCR32 04522KAA4 500000.00000000 PA USD 531527.00000000 0.010923528056 Long DBT CORP N/A N 2 2024-05-16 Fixed 2.25000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DD7 500000.00000000 PA USD 696987.00000000 0.014323932838 Long DBT CORP US N 2 2046-04-14 Fixed 4.45000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 N/A 46639JAE0 51193.79000000 PA USD 53588.12000000 0.001101301217 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.14250000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EV6 150000.00000000 PA USD 200150.70000000 0.004113340972 Long DBT CORP US N 2 2060-03-19 Fixed 3.87500000 N N N N N N COMM 2015-CCRE24 Mortgage Trust N/A 12593JBE5 241560.74000000 PA USD 265748.22000000 0.005461450005 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.43200000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDU3 310000.00000000 PA USD 386363.23000000 0.007940235553 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAQ6 75000.00000000 PA USD 77432.03000000 0.001591322646 Long DBT CORP US N 2 2022-07-25 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3140J6GM3 81704.68000000 PA USD 87925.14000000 0.001806968853 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3 N/A 43813KAC6 100000.00000000 PA USD 100163.06000000 0.002058473033 Long ABS-CBDO CORP US N 2 2024-10-18 Fixed 0.37000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWV1 581007.41000000 PA USD 614066.91000000 0.012619823866 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJM3 300000.00000000 PA USD 450153.30000000 0.009251199285 Long DBT CORP US N 2 2043-08-16 Fixed 5.62500000 N N N N N N Benchmark 2019-B11 Mortgage Trust N/A 08162BBE1 275000.00000000 PA USD 317253.75000000 0.006519951459 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.54210000 N N N N N N Ascension Health N/A 04351LAB6 175000.00000000 PA USD 225246.19000000 0.004629083896 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N Republic of Italy Government International Bond N/A 465410BX5 475000.00000000 PA USD 498780.88000000 0.010250555356 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.37500000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AR7 225000.00000000 PA USD 247217.85000000 0.005080628304 Long DBT CORP US N 2 2025-08-01 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 312936ZZ3 63146.45000000 PA USD 70100.47000000 0.001440650147 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284L1 3500000.00000000 PA USD 3711640.80000000 0.076278744852 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BG7 100000.00000000 PA USD 109051.90000000 0.002241149535 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N COMM 2015-CCRE23 Mortgage Trust N/A 12593ABA2 100000.00000000 PA USD 111264.00000000 0.002286610888 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.49700000 N N N N N N Columbia Property Trust Operating Partnership LP 549300WBDIMT4TVGZ316 19828JAA6 243000.00000000 PA USD 255795.41000000 0.005256907622 Long DBT CORP US N 2 2025-04-01 Fixed 4.15000000 N N N N N N Connecticut Light and Power Co/The 549300O45IUXEDS1VZ32 207597EL5 160000.00000000 PA USD 207092.32000000 0.004255999728 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BL3 250000.00000000 PA USD 266251.75000000 0.005471798161 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284M9 4060000.00000000 PA USD 4510406.25000000 0.092694348958 Long DBT UST US N 2 2025-04-30 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR56 138439.45000000 PA USD 149843.68000000 0.003079470361 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417YVG9 500394.74000000 PA USD 549603.41000000 0.011295020326 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AN0 100000.00000000 PA USD 141994.70000000 0.002918164250 Long DBT CORP US N 2 2041-05-15 Fixed 5.70000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFJ8 200000.00000000 PA USD 218665.60000000 0.004493844746 Long DBT CORP US N 2 2029-09-01 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31416QXP5 6692.64000000 PA USD 7059.42000000 0.000145079690 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCJ8 125000.00000000 PA USD 134376.00000000 0.002761590673 Long DBT CORP US N 2 2023-07-14 Fixed 3.45000000 N N N N N N Jefferies Group LLC / Jefferies Group Capital Finance Inc N/A 47233JAG3 200000.00000000 PA USD 235688.80000000 0.004843692266 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AL4 200000.00000000 PA USD 204409.60000000 0.004200866561 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHW2 300000.00000000 PA USD 319524.00000000 0.006566607865 Long DBT CORP US N 2 2025-10-22 Variable 2.45600000 N N N N N N Fannie Mae Pool N/A 3138A7FZ6 70695.08000000 PA USD 78552.22000000 0.001614343916 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCR5 205000.00000000 PA USD 254630.09000000 0.005232958875 Long DBT CORP US N 2 2041-12-01 Fixed 4.12500000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BZ0 250000.00000000 PA USD 253395.50000000 0.005207586545 Long DBT CORP US N 2 2060-09-15 Fixed 2.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XZU5 200000.00000000 PA USD 213920.60000000 0.004396329210 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31418DVC3 1659942.86000000 PA USD 1752573.48000000 0.036017522308 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HCX5 150000.00000000 PA USD 164407.05000000 0.003378765374 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179RNY1 60401.80000000 PA USD 66654.79000000 0.001369837221 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.50000000 N N N N N N Mexico Government International Bond N/A 91087BAA8 510000.00000000 PA USD 567392.85000000 0.011660615013 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AV1 500000.00000000 PA USD 499090.50000000 0.010256918424 Long DBT CORP US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AC5 50000.00000000 PA USD 55437.85000000 0.001139315424 Long DBT CORP US N 2 2025-03-15 Fixed 4.65000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBC1 100000.00000000 PA USD 130041.50000000 0.002672511412 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KC4 500000.00000000 PA USD 651593.50000000 0.013391041054 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAS2 250000.00000000 PA USD 274596.25000000 0.005643287812 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FPD92 1654.10000000 PA USD 1933.80000000 0.000039741948 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3140X7LT4 259378.29000000 PA USD 277925.08000000 0.005711699328 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBZ4 175000.00000000 PA USD 183068.73000000 0.003762285657 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N Ginnie Mae II Pool N/A 36179TG74 135694.93000000 PA USD 151392.99000000 0.003111310570 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.00000000 N N N N N N New York City Water & Sewer System N/A 64972FH25 50000.00000000 PA USD 76805.50000000 0.001578446690 Long DBT MUN US N 2 2041-06-15 Fixed 5.75000000 N N N N N N University of Notre Dame du Lac XV74408A6JGDG5126L34 914744AD9 100000.00000000 PA USD 121665.00000000 0.002500364122 Long DBT CORP US N 2 2045-02-15 Fixed 3.43800000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CA0 250000.00000000 PA USD 259588.00000000 0.005334849972 Long DBT CORP US N 2 2022-10-12 Fixed 2.60000000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BR1 50000.00000000 PA USD 61712.40000000 0.001268265079 Long DBT CORP US N 2 2047-04-01 Fixed 4.15000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAF0 350000.00000000 PA USD 404250.00000000 0.008307830490 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Ginnie Mae I Pool N/A 36203C3S9 352.32000000 PA USD 421.82000000 0.000008668915 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAR9 50000.00000000 PA USD 51413.00000000 0.001056599849 Long DBT CORP US N 2 2022-05-09 Fixed 2.70000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AP0 200000.00000000 PA USD 252016.00000000 0.005179236138 Long DBT CORP US N 2 2045-06-15 Fixed 4.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YG9 5215000.00000000 PA USD 5557234.38000000 0.114207943655 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDR2 350000.00000000 PA USD 453621.00000000 0.009322464748 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAD4 150000.00000000 PA USD 166682.40000000 0.003425526592 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UZV7 453098.79000000 PA USD 486477.17000000 0.009997699111 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 375000.00000000 PA USD 482398.13000000 0.009913869864 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233DAP2 50000.00000000 PA USD 77098.80000000 0.001584474363 Long DBT CORP US N 2 2033-01-15 Fixed 7.25000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGL70 2163.06000000 PA USD 2336.96000000 0.000048027377 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 3.88000000 N N N N N N Ginnie Mae II Pool N/A 36202EQ28 14825.36000000 PA USD 17302.81000000 0.000355593846 Long ABS-MBS USGA US N 2 2038-01-20 Fixed 6.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AF0 200000.00000000 PA USD 226533.60000000 0.004655541741 Long DBT CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TG58 1023481.63000000 PA USD 1097496.65000000 0.022554894574 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AH9 125000.00000000 PA USD 133088.00000000 0.002735120703 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAJ9 2310000.00000000 PA USD 2995785.87000000 0.061567053043 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAU0 261000.00000000 PA USD 274526.85000000 0.005641861557 Long DBT CORP US N 2 2023-10-15 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36202FY67 322577.58000000 PA USD 357164.35000000 0.007340162960 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAN5 325000.00000000 PA USD 357516.25000000 0.007347394934 Long DBT CORP US N 2 2024-04-15 Fixed 3.75000000 N N N N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946AK0 100000.00000000 PA USD 112754.80000000 0.002317248646 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128KMAF2 6618.57000000 PA USD 7688.09000000 0.000157999625 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ETZX7 243138.39000000 PA USD 268272.75000000 0.005513332175 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FVG8 279840.04000000 PA USD 317715.05000000 0.006529431736 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371NM28 22.36000000 PA USD 23.01000000 0.000000472883 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 4.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BD0 225000.00000000 PA USD 234816.98000000 0.004825775302 Long DBT CORP US N 2 2022-12-02 Fixed 2.65000000 N N N N N N Ginnie Mae II Pool N/A 36179S2Q9 489520.52000000 PA USD 524919.85000000 0.010787743066 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAH7 250000.00000000 PA USD 289746.00000000 0.005954633650 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AK7 40000.00000000 PA USD 42245.76000000 0.000868201887 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AB0 200000.00000000 PA USD 268055.00000000 0.005508857147 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAD4 100000.00000000 PA USD 106393.00000000 0.002186505898 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.13270000 N N N N N N Ginnie Mae I Pool N/A 36225ADU1 367.23000000 PA USD 405.30000000 0.000008329409 Long ABS-MBS USGA US N 2 2025-04-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138WFLC8 548207.98000000 PA USD 590308.76000000 0.012131564910 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GLB9 3093.76000000 PA USD 3417.35000000 0.000070230710 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 8.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CM3 100000.00000000 PA USD 130997.20000000 0.002692152213 Long DBT CORP US N 2 2035-09-15 Fixed 5.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_17-4 N/A 14314RAC6 16840.19000000 PA USD 16899.87000000 0.000347312938 Long ABS-CBDO CORP US N 2 2022-10-17 Fixed 2.11000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EKSN7 150000.00000000 PA USD 155940.90000000 0.003204775667 Long DBT USGSE US N 2 2023-06-26 Fixed 1.77000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FRB2 50000.00000000 PA USD 54445.50000000 0.001118921422 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N Freddie Mac Gold Pool N/A 31292GZ58 5665.18000000 PA USD 6329.24000000 0.000130073600 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AP9 100000.00000000 PA USD 108192.20000000 0.002223481652 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N Fannie Mae Pool N/A 3138MPWV3 71959.23000000 PA USD 75087.37000000 0.001543137023 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N FIFTH THIRD AUTO TRUST FITAT_19-1 N/A 31680YAD9 125000.00000000 PA USD 126915.74000000 0.002608273233 Long ABS-CBDO CORP US N 2 2023-12-15 Fixed 2.64000000 N N N N N N Fannie Mae Pool N/A 31384DXC1 912.18000000 PA USD 1074.48000000 0.000022081874 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89233P7F7 100000.00000000 PA USD 104508.40000000 0.002147775069 Long DBT CORP US N 2 2023-01-10 Fixed 2.62500000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAX1 200000.00000000 PA USD 216000.00000000 0.004439063415 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BJ8 50000.00000000 PA USD 53625.00000000 0.001102059146 Long DBT CORP US N 2 2024-12-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31418RFU0 10457.36000000 PA USD 11010.97000000 0.000226288861 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 3.14900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 250000.00000000 PA USD 303125.00000000 0.006229588416 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AG6 85000.00000000 PA USD 97714.81000000 0.002008158510 Long DBT CORP US N 2 2050-07-01 Fixed 2.98900000 N N N N N N Fannie Mae-Aces N/A 3136AMM48 115218.57000000 PA USD 117048.24000000 0.002405484074 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 2.50900000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204AZ1 200000.00000000 PA USD 204153.60000000 0.004195605448 Long DBT CORP US N 2 2022-04-23 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 31402CVP4 50195.22000000 PA USD 58743.34000000 0.001207247275 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LS80 35266.39000000 PA USD 37393.40000000 0.000768479971 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 4.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AH7 100000.00000000 PA USD 105252.60000000 0.002163069287 Long DBT CORP JP N 2 2023-09-13 Fixed 2.52700000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CE8 50000.00000000 PA USD 55661.05000000 0.001143902457 Long DBT CORP US N 2 2027-05-25 Fixed 2.90000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C4 N/A 07335CAF1 275000.00000000 PA USD 304018.00000000 0.006247940655 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.91900000 N N N N N N Fannie Mae Pool N/A 3138XQDM0 403893.88000000 PA USD 450028.74000000 0.009248639425 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DUH3 1042310.25000000 PA USD 1100177.86000000 0.022609996709 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418BXZ4 608222.53000000 PA USD 654933.66000000 0.013459685416 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_20-B N/A 98163GAD3 100000.00000000 PA USD 100015.24000000 0.002055435152 Long ABS-CBDO CORP US N 2 2024-02-15 Fixed 0.45000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 402000.00000000 PA USD 471755.44000000 0.009695149606 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 03836WAB9 75000.00000000 PA USD 85115.18000000 0.001749220748 Long DBT CORP US N 2 2029-05-01 Fixed 3.56600000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BM7 500000.00000000 PA USD 705743.50000000 0.014503889591 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DS3 375000.00000000 PA USD 498238.13000000 0.010239401181 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N Ginnie Mae II Pool N/A 36202FWA0 30755.91000000 PA USD 34901.31000000 0.000717264483 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPC1 250000.00000000 PA USD 257586.50000000 0.005293716706 Long DBT CORP US N 2 2022-05-23 Fixed 2.65000000 N N N N N N CSAIL 2015-C1 Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281BE3 50000.00000000 PA USD 52979.50000000 0.001088793334 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.04370000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AT6 200000.00000000 PA USD 240744.00000000 0.004947582791 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55000000 N N N N N N Broadridge Financial Solutions Inc N/A 11133TAD5 75000.00000000 PA USD 82293.38000000 0.001691229317 Long DBT CORP US N 2 2029-12-01 Fixed 2.90000000 N N N N N N Benchmark 2020-IG1 Mortgage Trust N/A 08162LAF7 50000.00000000 PA USD 53982.50000000 0.001109406207 Long ABS-MBS CORP US N 2 2043-09-15 Variable 2.90860000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 370000.00000000 PA USD 443958.56000000 0.009123889823 Long DBT CORP US N 2 2028-07-15 Fixed 4.45000000 N N N N N N UBS Commercial Mortgage Trust 2017-C1 N/A 90276EAE7 100000.00000000 PA USD 111717.00000000 0.002295920590 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.46000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BE9 225000.00000000 PA USD 243574.43000000 0.005005751579 Long DBT CORP US N 2 2023-11-01 Fixed 3.20000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAN9 350000.00000000 PA USD 371583.10000000 0.007636485857 Long DBT CORP US N 2 2022-10-15 Fixed 4.40000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FZ1 500000.00000000 PA USD 508633.00000000 0.010453028437 Long DBT CORP US N 2 2060-12-01 Fixed 3.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBF8 400000.00000000 PA USD 495927.20000000 0.010191908752 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N Yale University 9SFB6DIM0FRWV0EV8S84 98459LAC7 100000.00000000 PA USD 102892.10000000 0.002114558133 Long DBT CORP US N 2 2050-04-15 Fixed 2.40200000 N N N N N N Freddie Mac Gold Pool N/A 31297QT58 68150.10000000 PA USD 77744.03000000 0.001597734626 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N BANK 2019-BNK23 N/A 06541RBE2 75000.00000000 PA USD 83982.75000000 0.001725947930 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.20300000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AV4 250000.00000000 PA USD 272500.00000000 0.005600207318 Long DBT CORP US N 2 2045-05-15 Variable 5.37500000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAB8 310000.00000000 PA USD 343961.74000000 0.007068833224 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ48 176717.93000000 PA USD 184967.64000000 0.003801310573 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.00000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAG8 700000.00000000 PA USD 772914.10000000 0.015884327337 Long DBT CORP US Y 2 2023-06-15 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 3140QADF4 94467.12000000 PA USD 104511.36000000 0.002147835901 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KNJP9 4910.85000000 PA USD 5702.74000000 0.000117198261 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP83 100000.00000000 PA USD 103244.40000000 0.002121798328 Long DBT CORP US N 2 2022-05-10 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36292FSX6 11544.18000000 PA USD 13109.21000000 0.000269410252 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J4AD1 76064.67000000 PA USD 82304.92000000 0.001691466478 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BR6 100000.00000000 PA USD 115451.50000000 0.002372669120 Long DBT CORP US N 2 2029-03-15 Fixed 3.40000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BG0 525000.00000000 PA USD 597039.45000000 0.012269888797 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EN9 600000.00000000 PA USD 615668.40000000 0.012652736438 Long DBT CORP N/A N 2 2022-07-19 Fixed 1.87500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBF5 150000.00000000 PA USD 161812.50000000 0.003325444208 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AM7 175000.00000000 PA USD 192790.85000000 0.003962087079 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283C2 7946500.00000000 PA USD 8217177.66000000 0.168873021908 Long DBT UST US N 2 2022-10-31 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-LC24 5493007OD9MH69ES1S63 95000HBG6 100000.00000000 PA USD 105487.00000000 0.002167886493 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.82500000 N N N N N N Fannie Mae Pool N/A 3140X5BL6 1585834.46000000 PA USD 1693468.06000000 0.034802833847 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416WQU9 69996.36000000 PA USD 74231.24000000 0.001525542508 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36204NFU6 179.00000000 PA USD 183.20000000 0.000003764983 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAH7 125000.00000000 PA USD 143409.50000000 0.002947240115 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BF9 125000.00000000 PA USD 136480.88000000 0.002804848524 Long DBT CORP US N 2 2034-11-01 Variable 3.03100000 N N N N N N Fannie Mae Pool N/A 3138MFSZ1 461722.98000000 PA USD 501459.83000000 0.010305611045 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QCT9 200000.00000000 PA USD 203855.40000000 0.004189477075 Long DBT CORP N/A N 2 2022-02-23 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31371FDP4 286.70000000 PA USD 316.37000000 0.000006501789 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.50000000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765RTL3 100000.00000000 PA USD 171983.00000000 0.003534460386 Long DBT MUN US N 2 2050-11-01 Fixed 6.95000000 N N N N N N Freddie Mac Gold Pool N/A 3129413E5 29215.12000000 PA USD 32636.06000000 0.000670710833 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EY0 125000.00000000 PA USD 126564.00000000 0.002601044547 Long DBT CORP US N 2 2023-05-01 Fixed 0.75000000 N N N N N N Freddie Mac Gold Pool N/A 312941NJ2 239321.38000000 PA USD 267304.32000000 0.005493429758 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286H8 10896000.00000000 PA USD 11188830.00000000 0.229944101478 Long DBT UST US N 2 2022-03-15 Fixed 2.37500000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ACT9 150000.00000000 PA USD 163872.15000000 0.003367772527 Long DBT NUSS CA N 2 2024-05-16 Fixed 3.20000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAX5 250000.00000000 PA USD 254276.25000000 0.005225687031 Long DBT CORP US N 2 2022-08-02 Variable 3.50200000 N N N N N N Ginnie Mae II Pool N/A 36179VN22 4210922.03000000 PA USD 4493886.73000000 0.092354852676 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286X3 6595000.00000000 PA USD 7197823.89000000 0.147924058814 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBG7 175000.00000000 PA USD 245264.08000000 0.005040475947 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AM6 110000.00000000 PA USD 118106.89000000 0.002427240622 Long DBT CORP US N 2 2024-06-14 Fixed 2.70000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETC3 75000.00000000 PA USD 84190.95000000 0.001730226694 Long DBT CORP US N 2 2025-09-11 Fixed 3.40000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BR3 50000.00000000 PA USD 55547.50000000 0.001141568866 Long DBT CORP US N 2 2025-08-15 Fixed 3.05000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 1425000.00000000 PA USD 1510830.60000000 0.031049411315 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAY8 300000.00000000 PA USD 324909.90000000 0.006677294678 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N Freddie Mac Gold Pool N/A 3132WH5N1 130442.79000000 PA USD 137967.59000000 0.002835402228 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAQ6 125000.00000000 PA USD 143338.88000000 0.002945788788 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAC7 100000.00000000 PA USD 103204.80000000 0.002120984500 Long DBT CORP US N 2 2022-09-08 Fixed 2.20000000 N N N N N N Freddie Mac Gold Pool N/A 31288HZ60 17415.43000000 PA USD 19589.12000000 0.000402580305 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XG0 5235000.00000000 PA USD 5391232.29000000 0.110796398263 Long DBT UST US N 2 2022-06-30 Fixed 2.12500000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAP9 450000.00000000 PA USD 644490.45000000 0.013245064715 Long DBT CORP US N 2 2038-05-15 Fixed 5.90000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AX7 300000.00000000 PA USD 330858.60000000 0.006799547717 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AV7 125000.00000000 PA USD 131891.63000000 0.002710533840 Long DBT CORP US Y 2 2032-09-30 Fixed 2.63800000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAC3 100000.00000000 PA USD 111765.80000000 0.002296923490 Long DBT CORP US N 2 2027-09-15 Fixed 3.09400000 N N N N N N Freddie Mac Gold Pool N/A 31292HL85 6347.18000000 PA USD 7346.25000000 0.000150974396 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CW3 1130000.00000000 PA USD 1551551.02000000 0.031886265605 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N BANK 2017-BNK9 N/A 06540RAD6 150000.00000000 PA USD 167371.50000000 0.003439688437 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.27900000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBY4 100000.00000000 PA USD 111000.00000000 0.002281185366 Long DBT CORP US N 2 2054-10-01 Variable 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YM6 9070000.00000000 PA USD 9505077.02000000 0.195340924372 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGY5 400000.00000000 PA USD 467923.20000000 0.009616392400 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PULM2 48197.15000000 PA USD 51234.11000000 0.001052923441 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETW9 150000.00000000 PA USD 166846.50000000 0.003428899047 Long DBT CORP US N 2 2027-09-08 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 312942NF8 481335.18000000 PA USD 528558.93000000 0.010862530598 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N BANK 2017-BNK9 N/A 06540RAE4 150000.00000000 PA USD 171760.50000000 0.003529887740 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.53800000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BPVN6 100000.00000000 PA USD 114729.00000000 0.002357820864 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.08000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAF1 450000.00000000 PA USD 659224.35000000 0.013547864328 Long DBT CORP CA N 2 2037-05-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31418AKN7 69639.32000000 PA USD 74008.00000000 0.001520954654 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAC6 125000.00000000 PA USD 175621.13000000 0.003609228394 Long DBT CORP NO N 2 2040-08-17 Fixed 5.10000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAF5 100000.00000000 PA USD 123417.80000000 0.002536386300 Long DBT CORP US N 2 2042-09-21 Fixed 3.70000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AHSR5 1300000.00000000 PA USD 1318890.30000000 0.027104804075 Long DBT USGSE US N 2 2021-12-20 Fixed 1.62500000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BK5 70000.00000000 PA USD 79791.18000000 0.001639806055 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31419GCZ5 86901.32000000 PA USD 91842.69000000 0.001887479283 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292K4A2 166859.10000000 PA USD 184135.22000000 0.003784203327 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF1 N/A 12529MAF5 125000.00000000 PA USD 146657.50000000 0.003013990476 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78570000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJH6 525000.00000000 PA USD 654645.60000000 0.013453765432 Long DBT CORP US N 2 2042-06-15 Fixed 4.90000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2016-C1 N/A 46645LAZ0 72756.91000000 PA USD 77804.78000000 0.001598983113 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.31580000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAG8 300000.00000000 PA USD 308411.70000000 0.006338236548 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285N6 6285000.00000000 PA USD 7055894.22000000 0.145007231010 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 325000.00000000 PA USD 371163.65000000 0.007627865648 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AM8 100000.00000000 PA USD 114625.00000000 0.002355683537 Long DBT CORP US N 2 2045-06-01 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 31418A6J2 113751.27000000 PA USD 122215.70000000 0.002511681679 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LRH9 10673.31000000 PA USD 11929.26000000 0.000245160840 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5ED8 49241.37000000 PA USD 56393.33000000 0.001158951704 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296QJX9 7843.94000000 PA USD 9416.40000000 0.000193518503 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 7.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 24000.00000000 PA USD 33072.67000000 0.000679683701 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 935000.00000000 PA USD 1066642.39000000 0.021920801904 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAH5 150000.00000000 PA USD 166792.35000000 0.003427786198 Long DBT CORP US N 2 2027-09-15 Fixed 2.75000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CZ8 275000.00000000 PA USD 298614.80000000 0.006136898306 Long DBT CORP US N 2 2023-09-15 Fixed 3.87500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CQ6 50000.00000000 PA USD 52538.40000000 0.001079728191 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HW0 800000.00000000 PA USD 852592.00000000 0.017521805351 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N CNOOC Petroleum North America ULC 549300I04PB7X2824122 65334HAG7 450000.00000000 PA USD 627441.75000000 0.012894693138 Long DBT CORP CA N 2 2037-05-15 Fixed 6.40000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AS8 200000.00000000 PA USD 257457.00000000 0.005291055323 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31379T5X8 981.19000000 PA USD 1123.20000000 0.000023083129 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HKC3 400000.00000000 PA USD 437442.00000000 0.008989966568 Long DBT CORP US N 2 2025-01-23 Fixed 3.12500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAH4 150000.00000000 PA USD 153850.05000000 0.003161806150 Long DBT CORP US N 2 2022-03-15 Fixed 3.05000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BP0 75000.00000000 PA USD 86676.75000000 0.001781312916 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUX5 75000.00000000 PA USD 80246.85000000 0.001649170629 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAY6 200000.00000000 PA USD 226509.60000000 0.004655048512 Long DBT CORP US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDS0 385000.00000000 PA USD 533398.25000000 0.010961984526 Long DBT CORP US N 2 2049-04-15 Fixed 5.01200000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00772BAR2 125000.00000000 PA USD 128459.63000000 0.002640002055 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BQ1 320000.00000000 PA USD 373200.00000000 0.007669715124 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2S8 1060519.03000000 PA USD 1125760.15000000 0.023135743967 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814EJ8 325000.00000000 PA USD 407089.15000000 0.008366178485 Long DBT NUSS CA N 2 2024-07-07 Fixed 8.05000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236THG3 500000.00000000 PA USD 502442.50000000 0.010325806112 Long DBT CORP US N 2 2027-08-13 Fixed 1.15000000 N N N N N N Ginnie Mae II Pool N/A 36176DGR8 44902.71000000 PA USD 50855.69000000 0.001045146448 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AJX8 6919.15000000 PA USD 7749.45000000 0.000159260648 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAU7 250000.00000000 PA USD 264280.50000000 0.005431286569 Long DBT CORP US N 2 2023-02-10 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132DMKC8 189091.59000000 PA USD 208732.21000000 0.004289701468 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCK3 125000.00000000 PA USD 137570.13000000 0.002827233940 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CH5 75000.00000000 PA USD 96130.95000000 0.001975608255 Long DBT CORP US N 2 2038-04-17 Fixed 4.55000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 656531AM2 250000.00000000 PA USD 339433.25000000 0.006975767232 Long DBT CORP NO N 2 2027-09-23 Fixed 7.25000000 N N N N N N Ginnie Mae II Pool N/A 36179MAY6 230426.96000000 PA USD 250489.68000000 0.005147868400 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DC1 200000.00000000 PA USD 205909.60000000 0.004231693390 Long DBT CORP US N 2 2022-09-12 Fixed 2.10000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DG0 150000.00000000 PA USD 211684.20000000 0.004350368462 Long DBT CORP US N 2 2043-08-15 Fixed 5.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 1650000.00000000 PA USD 2228742.45000000 0.045803375338 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AV7 100000.00000000 PA USD 108940.10000000 0.002238851909 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UGE6 486164.50000000 PA USD 529437.86000000 0.010880593681 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FV94 1013355.54000000 PA USD 1116293.31000000 0.022941188860 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZC7 214008.41000000 PA USD 228566.33000000 0.004697316822 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAD5 225000.00000000 PA USD 235606.28000000 0.004841996380 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BC6 275000.00000000 PA USD 313015.18000000 0.006432843676 Long DBT CORP US N 2 2027-06-02 Fixed 3.55000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AH8 200000.00000000 PA USD 252492.20000000 0.005189022628 Long DBT CORP US N 2 2050-04-03 Fixed 4.12500000 N N N N N N Ginnie Mae II Pool N/A 36179TLU7 75206.39000000 PA USD 81396.77000000 0.001672802888 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.50000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BN1 200000.00000000 PA USD 232270.00000000 0.004773431757 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31384FHE0 1039.71000000 PA USD 1247.57000000 0.000025639084 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 8.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884AAZ6 129000.00000000 PA USD 132703.85000000 0.002727225952 Long DBT CORP US N 2 2021-12-15 Fixed 4.62500000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAM1 536000.00000000 PA USD 646297.01000000 0.013282191726 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Yale University 9SFB6DIM0FRWV0EV8S84 98459LAB9 100000.00000000 PA USD 102233.60000000 0.002101025155 Long DBT CORP US N 2 2030-04-15 Fixed 1.48200000 N N N N N N Freddie Mac Gold Pool N/A 3132HQBE1 131597.79000000 PA USD 139274.88000000 0.002862268632 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BC2 275000.00000000 PA USD 290874.93000000 0.005977834538 Long DBT NUSS KR N 2 2022-04-11 Fixed 5.00000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 175000.00000000 PA USD 229445.13000000 0.004715377233 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7ZR0 13801.51000000 PA USD 15898.17000000 0.000326726781 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630AD4 150000.00000000 PA USD 167762.25000000 0.003447718826 Long DBT CORP US N 2 2024-07-18 Fixed 4.25000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AQ7 75000.00000000 PA USD 87263.55000000 0.001793372371 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMNT6 13953.52000000 PA USD 14831.94000000 0.000304814454 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QJV4 43739.60000000 PA USD 49658.02000000 0.001020532869 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 5.00000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAB6 175000.00000000 PA USD 181013.53000000 0.003720048790 Long DBT CORP US Y 2 2025-06-22 Fixed 1.65000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BU1 400000.00000000 PA USD 433356.80000000 0.008906010726 Long DBT NUSS JP N 2 2023-10-31 Fixed 3.37500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 225000.00000000 PA USD 251437.50000000 0.005167347257 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAV1 275000.00000000 PA USD 303187.50000000 0.006230872867 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AJ0 50000.00000000 PA USD 65750.00000000 0.001351242683 Long DBT CORP CA N 2 2037-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BNC8 3064.06000000 PA USD 3488.66000000 0.000071696217 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAV3 175000.00000000 PA USD 222507.25000000 0.004572795339 Long DBT CORP US N 2 2046-04-15 Fixed 4.45000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1 N/A 43813RAD9 20000.00000000 PA USD 20618.20000000 0.000423729154 Long ABS-CBDO CORP US N 2 2026-10-21 Fixed 1.63000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5GM6 31173.30000000 PA USD 36488.88000000 0.000749890982 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RQZ5 760900.20000000 PA USD 810123.59000000 0.016649027734 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BC2 50000.00000000 PA USD 52246.55000000 0.001073730318 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AC5 250000.00000000 PA USD 277399.00000000 0.005700887743 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75000000 N N N N N N Sonoco Products Co GKOMIK4RDJGHEF0VNP11 835495AJ1 220000.00000000 PA USD 298691.36000000 0.006138471707 Long DBT CORP US N 2 2040-11-01 Fixed 5.75000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAJ4 100000.00000000 PA USD 118987.50000000 0.002445338232 Long DBT CORP US N 2 2028-09-19 Fixed 4.50000000 N N N N N N Delta Air Lines 2019-1 Class AA Pass Through Trust N/A 24737BAA3 75000.00000000 PA USD 76699.43000000 0.001576266822 Long DBT CORP US N 2 2025-10-25 Fixed 3.20400000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CR9 200000.00000000 PA USD 228837.80000000 0.004702895861 Long DBT CORP US N 2 2027-03-25 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31418UEE0 109392.19000000 PA USD 120683.98000000 0.002480202965 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138M77D1 329085.41000000 PA USD 351867.89000000 0.007231314248 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371J7G3 609.56000000 PA USD 712.13000000 0.000014635139 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418AQA9 210494.38000000 PA USD 221965.94000000 0.004561670758 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC19 N/A 17322AAE2 16276.16000000 PA USD 17109.82000000 0.000351627666 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.55200000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KB5 130000.00000000 PA USD 137967.70000000 0.002835404489 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AU2 50000.00000000 PA USD 54576.70000000 0.001121617742 Long DBT CORP AU N 2 2023-09-30 Fixed 3.85000000 N N N N N N Indiana University Health Inc Obligated Group N/A 455170AA8 125000.00000000 PA USD 158006.75000000 0.003247231404 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AQ2 50000.00000000 PA USD 69880.00000000 0.001436119219 Long DBT CORP US N 2 2049-04-15 Fixed 4.85000000 N N N N N N Fannie Mae-Aces N/A 3136B1XJ8 165000.00000000 PA USD 187591.80000000 0.003855240261 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.14690000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BY3 375000.00000000 PA USD 386011.88000000 0.007933014882 Long DBT CORP US N 2 2022-03-05 Fixed 2.75000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JM3 150000.00000000 PA USD 188660.40000000 0.003877201294 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSS0 290657.76000000 PA USD 310496.95000000 0.006381090979 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312938FT5 34145.20000000 PA USD 37657.03000000 0.000773897889 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417EMZ1 186427.21000000 PA USD 196921.20000000 0.004046970808 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31413NJC0 1180.97000000 PA USD 1212.88000000 0.000024926163 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 5.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAF7 475000.00000000 PA USD 685677.23000000 0.014091503272 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHS1 250000.00000000 PA USD 327036.50000000 0.006720998901 Long DBT CORP US N 2 2050-03-15 Variable 4.33000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C30 N/A 46644UBA5 100000.00000000 PA USD 112367.00000000 0.002309278883 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.82180000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBC3 100000.00000000 PA USD 116625.00000000 0.002396785976 Long DBT CORP JP N 2 2028-07-19 Fixed 3.94400000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B7MZ9 325000.00000000 PA USD 351113.75000000 0.007215815752 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.52700000 N N N N N N Fannie Mae Pool N/A 3138ETKK1 155776.80000000 PA USD 169437.40000000 0.003482145201 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AH4 140000.00000000 PA USD 156616.88000000 0.003218667881 Long DBT CORP US N 2 2025-11-01 Fixed 3.37500000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BF5 200000.00000000 PA USD 225252.80000000 0.004629219739 Long DBT CORP US N 2 2025-03-15 Fixed 3.95000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EB0 100000.00000000 PA USD 114306.60000000 0.002349140028 Long DBT CORP US N 2 2035-02-01 Fixed 3.37500000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 228227BD5 125000.00000000 PA USD 136706.38000000 0.002809482824 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DK1 250000.00000000 PA USD 337358.50000000 0.006933128589 Long DBT CORP US N 2 2047-11-15 Fixed 4.35000000 N N N N N N TechnipFMC PLC 549300D5I93QWCJTCK36 87854XAD3 75000.00000000 PA USD 77340.53000000 0.001589442209 Long DBT CORP GB N 2 2022-10-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31418CJJ4 336000.19000000 PA USD 355015.58000000 0.007296003116 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECE9 170000.00000000 PA USD 174455.36000000 0.003585270399 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 31292HRY2 7924.41000000 PA USD 9344.26000000 0.000192035938 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L53M3 246037.53000000 PA USD 282168.51000000 0.005798906990 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N State of California N/A 13063DGB8 100000.00000000 PA USD 111728.00000000 0.002296146654 Long DBT MUN US N 2 2025-04-01 Fixed 3.37500000 N N N N N N CSAIL 2017-CX9 Commercial Mortgage Trust N/A 12595FAE2 50000.00000000 PA USD 56193.50000000 0.001154844953 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.44560000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 425000.00000000 PA USD 524421.53000000 0.010777501982 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AW3 470000.00000000 PA USD 513400.74000000 0.010551011308 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Panama Government International Bond N/A 698299BB9 400000.00000000 PA USD 505500.00000000 0.010388641466 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31335BZX7 196062.57000000 PA USD 217447.82000000 0.004468817882 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140X6JZ5 427398.23000000 PA USD 458388.23000000 0.009420437139 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BR8 75000.00000000 PA USD 99552.53000000 0.002045925897 Long DBT CORP US N 2 2046-01-15 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 312945DN5 441166.60000000 PA USD 478887.54000000 0.009841722958 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N COMM 2013-CCRE6 Mortgage Trust N/A 12624XAD0 515000.00000000 PA USD 536738.15000000 0.011030623544 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.10100000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AW1 200000.00000000 PA USD 209000.00000000 0.004295204879 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CY2 200000.00000000 PA USD 210603.20000000 0.004328152594 Long DBT NUSS KR N 2 2024-10-01 Fixed 2.12500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YBB0 300000.00000000 PA USD 309053.40000000 0.006351424266 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 3140HPZ83 11893.29000000 PA USD 12918.32000000 0.000265487230 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBF9 250000.00000000 PA USD 274264.75000000 0.005636475083 Long DBT CORP US N 2 2023-12-06 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283J7 10054500.00000000 PA USD 10786593.28000000 0.221677646347 Long DBT UST US N 2 2024-11-30 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36211EKT4 2517.06000000 PA USD 2982.02000000 0.000061284147 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 100000.00000000 PA USD 131738.10000000 0.002707378611 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BN8 331000.00000000 PA USD 436237.15000000 0.008965205431 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBF4 150000.00000000 PA USD 255135.90000000 0.005243353887 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AJ5 75000.00000000 PA USD 82599.98000000 0.001697530321 Long DBT CORP US N 2 2025-03-15 Fixed 3.37500000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AP1 50000.00000000 PA USD 48164.75000000 0.000989844350 Long DBT CORP US N 2 2050-04-15 Fixed 3.10000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EM1 75000.00000000 PA USD 107490.90000000 0.002209069082 Long DBT CORP US N 2 2036-06-15 Fixed 6.20000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBP5 125000.00000000 PA USD 152930.25000000 0.003142903138 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DM6 250000.00000000 PA USD 270388.00000000 0.005556803143 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N Associated Bank NA/Green Bay WI ZF85QS7OXKPBG52R7N18 04550KAA9 50000.00000000 PA USD 50750.55000000 0.001042985693 Long DBT CORP US N 2 2021-08-13 Fixed 3.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAS0 145000.00000000 PA USD 196679.74000000 0.004042008511 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AP5 150000.00000000 PA USD 191907.30000000 0.003943929049 Long DBT CORP US N 2 2042-12-15 Fixed 4.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCN0 940000.00000000 PA USD 1043147.14000000 0.021437945863 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-1 N/A 254683CD5 225000.00000000 PA USD 238194.95000000 0.004895196705 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 3.03000000 N N N N N N Fannie Mae Pool N/A 31417LKU8 9860.52000000 PA USD 10475.98000000 0.000215294164 Long ABS-MBS USGSE US N 2 2039-08-01 Floating 2.56600000 N N N N N N Freddie Mac Gold Pool N/A 31292GTZ9 792.54000000 PA USD 863.97000000 0.000017755637 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410F2H7 24483.73000000 PA USD 28616.56000000 0.000588105206 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412N4L7 3275.98000000 PA USD 3437.95000000 0.000070654065 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BKRJ1 175000.00000000 PA USD 194999.00000000 0.004007467254 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 3.32900000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BL2 125000.00000000 PA USD 150599.63000000 0.003095006055 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Freddie Mac Pool N/A 31329PS53 77331.40000000 PA USD 84579.34000000 0.001738208583 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MK74 345788.64000000 PA USD 375148.90000000 0.007709767395 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138LQPH1 125429.72000000 PA USD 134113.18000000 0.002756189402 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2L6 1250000.00000000 PA USD 1527501.25000000 0.031392013502 Long DBT CORP US N 2 2031-04-04 Variable 4.47800000 N N N N N N Freddie Mac Pool N/A 3132DVKT1 1101273.13000000 PA USD 1213477.55000000 0.024938443510 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAZ1 200000.00000000 PA USD 225285.40000000 0.004629889709 Long DBT CORP NL Y 2 2024-03-01 Fixed 4.87500000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAV5 100000.00000000 PA USD 117625.00000000 0.002417337195 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N CGMS Commercial Mortgage Trust 2017-B1 N/A 17326CAZ7 250000.00000000 PA USD 283897.50000000 0.005834439843 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.45800000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CS7 725000.00000000 PA USD 804342.55000000 0.016530220312 Long DBT CORP US N 2 2050-02-21 Fixed 3.37500000 N N N N N N Comcast Cable Communications Holdings Inc N/A 00209TAB1 139000.00000000 PA USD 162681.29000000 0.003343298902 Long DBT CORP US N 2 2022-11-15 Fixed 9.45500000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AK5 25000.00000000 PA USD 29576.48000000 0.000607832733 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419AC0 600000.00000000 PA USD 666619.20000000 0.013699837514 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAF2 325000.00000000 PA USD 344472.70000000 0.007079334075 Long DBT CORP US N 2 2023-05-18 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5C0 1812199.69000000 PA USD 1934114.16000000 0.039748404674 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAH6 300000.00000000 PA USD 311900.40000000 0.006409933588 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N Ginnie Mae II Pool N/A 36179NM96 191698.58000000 PA USD 204176.07000000 0.004196067234 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FGR31 100000.00000000 PA USD 119316.00000000 0.002452089308 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.85400000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C24 N/A 92939KAE8 65000.00000000 PA USD 71311.50000000 0.001465538290 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.60700000 N N N N N N SL Green Operating Partnership LP 2K1OXW4LY7IS2U150Y32 78444FAF3 100000.00000000 PA USD 102999.80000000 0.002116771500 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418DRT1 712809.90000000 PA USD 748550.76000000 0.015383630989 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418C7E8 299222.91000000 PA USD 320970.10000000 0.006596326983 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 300000.00000000 PA USD 349980.00000000 0.007192515806 Long DBT CORP US N 2 2029-04-23 Variable 4.00500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AT0 115000.00000000 PA USD 153622.06000000 0.003157120677 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Sompo International Holdings Ltd N/A 614810AB5 100000.00000000 PA USD 107132.10000000 0.002201695304 Long DBT CORP BM N 2 2022-10-15 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31416CCH7 399756.56000000 PA USD 441128.09000000 0.009065720213 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Panama Government International Bond N/A 698299BF0 460000.00000000 PA USD 529000.00000000 0.010871595124 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Freddie Mac Pool N/A 3133KKND7 370581.05000000 PA USD 391837.17000000 0.008052731695 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AS5 90000.00000000 PA USD 116175.15000000 0.002387541010 Long DBT CORP US N 2 2045-08-01 Fixed 4.55000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BX9 50000.00000000 PA USD 56186.85000000 0.001154708288 Long DBT CORP US N 2 2027-08-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31402CVY5 22292.10000000 PA USD 25677.83000000 0.000527710721 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292L4F9 175183.74000000 PA USD 183483.19000000 0.003770803315 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2013-C6 549300G1IXWLFE766Q13 90349GBF1 165000.00000000 PA USD 172997.55000000 0.003555310626 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24430000 N N N N N N Ginnie Mae I Pool N/A 36206JHG2 417.65000000 PA USD 472.07000000 0.000009701614 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418DMW9 132609.50000000 PA USD 145306.00000000 0.002986215503 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828UN8 8298000.00000000 PA USD 8624733.75000000 0.177248796579 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AQ5 75000.00000000 PA USD 84678.08000000 0.001740237810 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N UBS Commercial Mortgage Trust 2017-C5 N/A 90276TAG9 100000.00000000 PA USD 112848.00000000 0.002319164020 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.47400000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DT2 150000.00000000 PA USD 153670.95000000 0.003158125426 Long DBT CORP US N 2 2022-05-02 Fixed 2.25000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CL6 150000.00000000 PA USD 166264.20000000 0.003416932072 Long DBT CORP US N 2 2030-04-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31418CRE6 378969.15000000 PA USD 412785.17000000 0.008483238642 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AL0 200000.00000000 PA USD 214856.80000000 0.004415569261 Long DBT CORP US N 2 2027-07-01 Fixed 2.65000000 N N N N N N Ginnie Mae II Pool N/A 36179RNX3 303821.04000000 PA USD 330787.07000000 0.006798077689 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 200000.00000000 PA USD 309124.80000000 0.006352891623 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAJ5 75000.00000000 PA USD 90936.45000000 0.001868854946 Long DBT CORP US N 2 2042-08-15 Fixed 5.75000000 N N N N N N CSAIL 2017-C8 Commercial Mortgage Trust N/A 12595BAD3 150000.00000000 PA USD 168168.00000000 0.003456057483 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.39200000 N N N N N N BANK 2020-BNK29 N/A 06541TBF5 50000.00000000 PA USD 51773.50000000 0.001064008563 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.99700000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AG0 125000.00000000 PA USD 196698.00000000 0.004042383776 Long DBT CORP US N 2 2041-06-15 Fixed 5.85000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAC7 100000.00000000 PA USD 112724.00000000 0.002316615668 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N PENDING N/A 58770FAC6 50000.00000000 PA USD 50681.28000000 0.001041562110 Long ABS-CBDO CORP US N 2 2022-12-15 Fixed 1.84000000 N N N N N N Fannie Mae Pool N/A 31419BCX1 52100.17000000 PA USD 57477.16000000 0.001181225732 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DM1 1000000.00000000 PA USD 1528411.00000000 0.031410709974 Long DBT USGA US N 2 2030-05-01 Fixed 7.12500000 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 235241LS3 100000.00000000 PA USD 152758.00000000 0.003139363191 Long DBT MUN US N 2 2044-12-01 Fixed 5.99900000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFP4 315000.00000000 PA USD 360489.47000000 0.007408498231 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DJ4 475000.00000000 PA USD 685112.45000000 0.014079896354 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2020-GSA2 N/A 36264KAZ3 25000.00000000 PA USD 25822.75000000 0.000530689003 Long ABS-MBS CORP US N 2 2053-12-10 Fixed 2.22400000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 N/A 36258NAC6 90000.00000000 PA USD 91663.89000000 0.001883804725 Long ABS-CBDO CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBK6 375000.00000000 PA USD 426346.50000000 0.008761940512 Long DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N COMM 2015-CCRE23 Mortgage Trust N/A 12593ABC8 50000.00000000 PA USD 54790.50000000 0.001126011592 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.80100000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETH2 100000.00000000 PA USD 109502.60000000 0.002250411970 Long DBT CORP US N 2 2026-06-10 Fixed 2.65000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CT6 100000.00000000 PA USD 136103.90000000 0.002797101126 Long DBT CORP US N 2 2043-08-01 Fixed 5.15000000 N N N N N N Ginnie Mae II Pool N/A 36202DZX2 35255.20000000 PA USD 39509.17000000 0.000811961625 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMM4 295.65000000 PA USD 331.96000000 0.000006822182 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.00000000 N N N N N N BANK 2017-BNK6 N/A 060352AE1 50000.00000000 PA USD 55615.50000000 0.001142966349 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.25400000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BG2 100000.00000000 PA USD 105773.80000000 0.002173780583 Long DBT CORP US N 2 2050-06-01 Fixed 2.65000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128Q3L82 5847.83000000 PA USD 6151.29000000 0.000126416511 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 3.75700000 N N N N N N Ginnie Mae II Pool N/A 36179NF60 224914.40000000 PA USD 239557.07000000 0.004923189932 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BS2 2000000.00000000 PA USD 2040692.00000000 0.041938709260 Long DBT CORP JP N 2 2025-07-17 Fixed 1.41200000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAD5 300000.00000000 PA USD 385256.40000000 0.007917488847 Long DBT CORP US N 2 2037-10-15 Fixed 6.85000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ER9 191000.00000000 PA USD 208978.07000000 0.004294754191 Long DBT USGA US N 2 2024-09-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUC2 72745.58000000 PA USD 81071.48000000 0.001666117782 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206MAR8 702.65000000 PA USD 838.47000000 0.000017231581 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAE8 15459.75000000 PA USD 16137.51000000 0.000331645510 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 3.55800000 N N N N N N Fannie Mae Pool N/A 31402C4C3 63721.20000000 PA USD 71452.35000000 0.001468432929 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCV9 200000.00000000 PA USD 219519.60000000 0.004511395488 Long DBT CORP US N 2 2024-06-15 Fixed 3.85000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JPMT4 1063.90000000 PA USD 1117.13000000 0.000022958383 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 3.50000000 N N N N N N Fannie Mae Pool N/A 31418NA42 36355.31000000 PA USD 41106.51000000 0.000844788910 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAQ7 100000.00000000 PA USD 104171.60000000 0.002140853419 Long DBT CORP US N 2 2023-03-15 Fixed 2.50000000 N N N N N N BANK 2018-BNK11 N/A 06540TAD2 100000.00000000 PA USD 117655.00000000 0.002417953732 Long ABS-MBS CORP US N 2 2061-03-15 Variable 4.04600000 N N N N N N GS Mortgage Securities Trust 2015-GC30 549300L45M7638EL0H21 36250GAP0 150000.00000000 PA USD 165220.50000000 0.003395482764 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38200000 N N N N N N Freddie Mac Gold Pool N/A 31283G3T2 1314.74000000 PA USD 1449.58000000 0.000029790636 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 7.00000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4 N/A 36260KAC8 115000.00000000 PA USD 115154.57000000 0.002366566846 Long ABS-CBDO CORP US N 2 2025-08-18 Fixed 0.38000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAA5 200000.00000000 PA USD 209623.00000000 0.004308008289 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KB6 400000.00000000 PA USD 504865.60000000 0.010375603772 Long DBT CORP US N 2 2039-05-15 Fixed 4.15000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAB0 300000.00000000 PA USD 328268.10000000 0.006746309783 Long DBT CORP US N 2 2024-04-01 Fixed 3.37500000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DC7 75000.00000000 PA USD 88070.40000000 0.001809954123 Long DBT CORP US N 2 2028-11-15 Fixed 3.80000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BF0 142000.00000000 PA USD 177131.37000000 0.003640265668 Long DBT CORP US N 2 2039-03-15 Fixed 3.87500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AV2 250000.00000000 PA USD 318519.50000000 0.006545964165 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAN0 150000.00000000 PA USD 163290.15000000 0.003355811717 Long DBT CORP US N 2 2026-07-01 Fixed 2.55000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REY0 100000.00000000 PA USD 101698.90000000 0.002090036418 Long DBT CORP US N 2 2021-12-09 Fixed 2.55000000 N N N N N N WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_20-B N/A 98163GAE1 25000.00000000 PA USD 25073.12000000 0.000515283193 Long ABS-CBDO CORP US N 2 2026-02-17 Fixed 0.52000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDH2 375000.00000000 PA USD 477740.63000000 0.009818152559 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 31416LTU0 1481.21000000 PA USD 1649.67000000 0.000033902730 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AN4 500000.00000000 PA USD 568503.50000000 0.011683440225 Long DBT CORP JP N 2 2027-02-22 Fixed 3.67700000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AG0 175000.00000000 PA USD 246531.25000000 0.005066517836 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CQ2 75000.00000000 PA USD 97212.00000000 0.001997825151 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N County of Riverside CA N/A 76913CBF5 50000.00000000 PA USD 55233.00000000 0.001135105507 Long DBT MUN US N 2 2038-02-15 Fixed 3.81800000 N N N N N N Freddie Mac Gold Pool N/A 3128M6JU3 13682.44000000 PA USD 15408.27000000 0.000316658739 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DM9 400000.00000000 PA USD 402868.00000000 0.008279428704 Long DBT CORP US N 2 2027-08-21 Fixed 1.30000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAQ2 100000.00000000 PA USD 105204.90000000 0.002162088994 Long DBT CORP US N 2 2023-03-20 Fixed 2.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C28 549300S7ENI2U7O0XH56 94989JAZ9 175000.00000000 PA USD 194346.25000000 0.003994052446 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54000000 N N N N N N Ginnie Mae II Pool N/A 36179TXW0 355072.55000000 PA USD 382356.40000000 0.007857890310 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CE1 100000.00000000 PA USD 130737.80000000 0.002686821227 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-GC37 N/A 17290XAT7 50000.00000000 PA USD 55507.00000000 0.001140736541 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 3.31400000 N N N N N N Ginnie Mae I Pool N/A 36241KKR8 9349.86000000 PA USD 10276.12000000 0.000211186797 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LUS22 194170.28000000 PA USD 211055.35000000 0.004337444828 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Peruvian Government International Bond N/A 715638DF6 400000.00000000 PA USD 439514.00000000 0.009032548695 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Chevron Corp N/A 166764AH3 225000.00000000 PA USD 238774.73000000 0.004907111891 Long DBT CORP US N 2 2023-06-24 Fixed 3.19100000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 740000.00000000 PA USD 1133335.16000000 0.023291419660 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMW7 91748.00000000 PA USD 101833.52000000 0.002092803023 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31419HL91 9603.21000000 PA USD 10174.42000000 0.000209096738 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.81000000 N N N N N N GS Mortgage Securities Trust 2017-GS7 N/A 36254CAV2 261000.00000000 PA USD 295412.85000000 0.006071094328 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.43000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFJ4 350000.00000000 PA USD 370581.40000000 0.007615899700 Long DBT CORP US N 2 2023-02-13 Fixed 3.45000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAL1 600000.00000000 PA USD 653742.60000000 0.013435207680 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N Fannie Mae Pool N/A 31418BE93 168202.34000000 PA USD 180661.86000000 0.003712821543 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FW1 200000.00000000 PA USD 213806.20000000 0.004393978150 Long DBT CORP US N 2 2028-01-13 Fixed 2.20000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGE4 325000.00000000 PA USD 415971.40000000 0.008548719554 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FU6 100000.00000000 PA USD 130909.30000000 0.002690345761 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBC3 125000.00000000 PA USD 137029.38000000 0.002816120868 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 3140J74X0 123254.81000000 PA USD 131568.04000000 0.002703883671 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418DSH6 5603980.54000000 PA USD 5840885.45000000 0.120037319062 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138AJNH1 118470.14000000 PA USD 131672.33000000 0.002706026958 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CC0 625000.00000000 PA USD 672247.50000000 0.013815505942 Long DBT CORP N/A N 2 2023-10-04 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X6PP0 329033.07000000 PA USD 346146.41000000 0.007113730857 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200M3H4 20079.50000000 PA USD 23008.79000000 0.000472858694 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAF6 450000.00000000 PA USD 486057.15000000 0.009989067187 Long DBT CORP N/A N 2 2024-01-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 313615L53 34.10000000 PA USD 36.47000000 0.000000749502 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6F6 91200.00000000 PA USD 95205.60000000 0.001956591184 Long DBT CORP US N 2 2022-09-07 Fixed 3.15000000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 263534CN7 100000.00000000 PA USD 104064.90000000 0.002138660604 Long DBT CORP US N 2 2025-07-15 Fixed 1.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAD2 50126.31000000 PA USD 58108.90000000 0.001194208759 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBL6 100000.00000000 PA USD 112369.60000000 0.002309332316 Long DBT CORP US N 2 2027-02-15 Fixed 3.95000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AT3 200000.00000000 PA USD 221617.60000000 0.004554511946 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Fannie Mae-Aces N/A 3136B0YM2 425000.00000000 PA USD 464406.00000000 0.009544109651 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 2.99910000 N N N N N N Fannie Mae Pool N/A 31413USF7 22.14000000 PA USD 25.86000000 0.000000531454 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAL1 75000.00000000 PA USD 103702.73000000 0.002131217568 Long DBT CORP US N 2 2036-01-15 Fixed 5.85000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EH9 100000.00000000 PA USD 114795.20000000 0.002359181354 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 775000.00000000 PA USD 1142160.90000000 0.023472799380 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BJ3 145000.00000000 PA USD 165400.92000000 0.003399190615 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 N/A 61764PBS0 41017.32000000 PA USD 43050.55000000 0.000884741303 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.32600000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TBB9 75000.00000000 PA USD 83628.00000000 0.001718657385 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.20700000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LAC6 18381.16000000 PA USD 19175.41000000 0.000394078060 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.66000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYG2 185207.88000000 PA USD 196073.49000000 0.004029549334 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDW2 125000.00000000 PA USD 134380.13000000 0.002761675550 Long DBT CORP US N 2 2024-04-17 Fixed 2.90000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAD5 350000.00000000 PA USD 470213.10000000 0.009663452638 Long DBT CORP US N 2 2045-09-15 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 31367VAH6 192.49000000 PA USD 200.62000000 0.000004122985 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TBJ0 175000.00000000 PA USD 191934.75000000 0.003944493180 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.49430000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AT6 100000.00000000 PA USD 103828.50000000 0.002133802295 Long DBT CORP US N 2 2022-09-15 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31417BFW2 54050.21000000 PA USD 59589.36000000 0.001224634018 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FY7 400000.00000000 PA USD 469320.40000000 0.009645106564 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BX8 50000.00000000 PA USD 51417.70000000 0.001056696439 Long DBT CORP US N 2 2022-06-26 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3140X72M0 131587.71000000 PA USD 138673.50000000 0.002849909539 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371MMG9 9249.73000000 PA USD 10733.27000000 0.000220581787 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138YERQ2 140000.75000000 PA USD 148635.79000000 0.003054646748 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132CWNX8 64333.05000000 PA USD 67079.79000000 0.001378571489 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Chile Government International Bond N/A 168863CF3 460000.00000000 PA USD 520978.98000000 0.010706753382 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N Ginnie Mae II Pool N/A 36179VDP2 909360.50000000 PA USD 980664.18000000 0.020153844836 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HN42 2260.91000000 PA USD 2576.34000000 0.000052946928 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FR0 475000.00000000 PA USD 618259.53000000 0.012705987320 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AV8 100000.00000000 PA USD 106807.20000000 0.002195018213 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PW2 1450000.00000000 PA USD 2152570.24000000 0.044237943530 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039482AA2 100000.00000000 PA USD 108686.90000000 0.002233648340 Long DBT CORP US N 2 2025-03-27 Fixed 2.75000000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAJ7 50000.00000000 PA USD 54664.90000000 0.001123430359 Long DBT CORP US N 2 2029-10-01 Fixed 2.75000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AB4 100000.00000000 PA USD 108892.40000000 0.002237871616 Long DBT CORP US N 2 2024-07-01 Fixed 4.12500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHR4 275000.00000000 PA USD 308419.38000000 0.006338394381 Long DBT CORP US N 2 2027-04-27 Fixed 3.15000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513BC8 50000.00000000 PA USD 62588.00000000 0.001286259727 Long DBT CORP US N 2 2030-03-22 Fixed 4.62500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 575000.00000000 PA USD 654700.18000000 0.013454887117 Long DBT CORP US N 2 2029-01-23 Variable 3.50900000 N N N N N N Ginnie Mae II Pool N/A 36179MSW1 337360.22000000 PA USD 359343.93000000 0.007384955987 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BH0 150000.00000000 PA USD 193621.20000000 0.003979151784 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292HGE8 4777.68000000 PA USD 5781.52000000 0.000118817286 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXJ8 50000.00000000 PA USD 55613.15000000 0.001142918053 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N COMM 2015-CCRE25 Mortgage Trust N/A 12593PAW2 125000.00000000 PA USD 139913.75000000 0.002875398189 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.75900000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AV8 100000.00000000 PA USD 123769.20000000 0.002543607998 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179R7K9 1023451.69000000 PA USD 1115124.71000000 0.022917172705 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBD2 250000.00000000 PA USD 321084.25000000 0.006598672905 Long DBT CORP US N 2 2048-09-14 Fixed 4.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAJ4 300000.00000000 PA USD 450105.60000000 0.009250218991 Long DBT CORP MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAM2 250000.00000000 PA USD 256500.00000000 0.005271387806 Long DBT CORP JP N 2 2022-01-11 Fixed 2.84600000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EQ2 500000.00000000 PA USD 521846.50000000 0.010724581976 Long DBT CORP N/A N 2 2024-10-18 Fixed 1.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFB5 200000.00000000 PA USD 227610.20000000 0.004677667184 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138YUHS3 261863.15000000 PA USD 280717.43000000 0.005769085526 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BR6 285000.00000000 PA USD 290557.79000000 0.005971316924 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAA1 100000.00000000 PA USD 107384.10000000 0.002206874211 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHA3 40000.00000000 PA USD 41848.04000000 0.000860028256 Long DBT NUSS CA N 2 2023-01-24 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSL8 388634.42000000 PA USD 409997.96000000 0.008425958077 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MEK2 48827.21000000 PA USD 51163.48000000 0.001051471908 Long ABS-MBS USGA US N 2 2027-06-20 Fixed 2.50000000 N N N N N N Trustees of the University of Pennsylvania/The 549300FG60YK9HZ7DS75 91481CAA8 50000.00000000 PA USD 71647.05000000 0.001472434252 Long DBT CORP US N 2 2112-09-01 Fixed 4.67400000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAC0 60000.00000000 PA USD 63723.48000000 0.001309595225 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AH2 50000.00000000 PA USD 61240.25000000 0.001258561821 Long DBT CORP US N 2 2045-06-15 Fixed 4.30000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAC7 475000.00000000 PA USD 710790.48000000 0.014607611185 Long DBT CORP ES N 2 2036-06-20 Fixed 7.04500000 N N N N N N City of Hope 549300QIQJNNQEIXBL15 17858PAA9 75000.00000000 PA USD 107311.80000000 0.002205388358 Long DBT CORP US N 2 2043-11-15 Fixed 5.62300000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2T0 200000.00000000 PA USD 206758.00000000 0.004249129045 Long DBT CORP US N 2 2022-09-14 Fixed 2.30000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AM3 400000.00000000 PA USD 427164.80000000 0.008778757575 Long DBT CORP US N 2 2060-03-15 Variable 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QU5 3631000.00000000 PA USD 4756042.84000000 0.097742480441 Long DBT UST US N 2 2042-02-15 Fixed 3.12500000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GX5 1100000.00000000 PA USD 1144624.80000000 0.023523435530 Long DBT CORP N/A N 2 2023-06-19 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 3620A9MT5 8070.51000000 PA USD 8468.53000000 0.000174038619 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140GUMA2 1497041.76000000 PA USD 1588763.71000000 0.032651031766 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 976657AL0 168000.00000000 PA USD 187114.03000000 0.003845421505 Long DBT CORP US N 2 2025-06-15 Fixed 3.55000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CF6 200000.00000000 PA USD 234211.40000000 0.004813329895 Long DBT CORP US N 2 2049-09-19 Fixed 3.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-LC24 5493007OD9MH69ES1S63 95000HBF8 162000.00000000 PA USD 177809.58000000 0.003654203710 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.94200000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AV0 415000.00000000 PA USD 555753.06000000 0.011421403133 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DZ3 100000.00000000 PA USD 101876.60000000 0.002093688370 Long DBT CORP US N 2 2021-12-15 Fixed 2.20000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBK0 500000.00000000 PA USD 564125.50000000 0.011593466986 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLW95 200000.00000000 PA USD 223736.00000000 0.004598047650 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 3.33400000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AL2 175000.00000000 PA USD 226272.55000000 0.004650176845 Long DBT CORP IE N 2 2044-07-02 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3138W9K58 177126.07000000 PA USD 193315.36000000 0.003972866399 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCB3 1025000.00000000 PA USD 1276738.98000000 0.026238543045 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N COMM 2017-COR2 Mortgage Trust N/A 12595EAD7 35000.00000000 PA USD 39816.70000000 0.000818281742 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAR4 500000.00000000 PA USD 545625.00000000 0.011213259149 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371KLC3 5710.75000000 PA USD 6852.26000000 0.000140822299 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AP0 200000.00000000 PA USD 217227.40000000 0.004464287982 Long DBT CORP US N 2 2050-06-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31418BXA9 281728.52000000 PA USD 297985.66000000 0.006123968711 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AJ4 350000.00000000 PA USD 362243.35000000 0.007444542604 Long DBT CORP GB N 2 2022-06-01 Fixed 2.87500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DM7 400000.00000000 PA USD 402616.00000000 0.008274249797 Long DBT CORP N/A N 2 2023-05-24 Fixed 0.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBB6 100000.00000000 PA USD 108331.70000000 0.002226348547 Long DBT CORP US N 2 2024-02-14 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3132HMK26 149173.42000000 PA USD 157875.71000000 0.003244538372 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAD7 125000.00000000 PA USD 130024.13000000 0.002672154438 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAE5 150000.00000000 PA USD 179250.00000000 0.003683806098 Long DBT CORP US Y 2 2030-05-15 Fixed 4.37500000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBD3 200000.00000000 PA USD 215340.00000000 0.004425499610 Long DBT CORP US N 2 2026-08-16 Fixed 2.27500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAK8 375000.00000000 PA USD 397499.63000000 0.008169102154 Long DBT CORP NO N 2 2024-01-15 Fixed 2.65000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXM1 500000.00000000 PA USD 504804.00000000 0.010374337817 Long DBT CORP US N 2 2026-12-09 Variable 1.09300000 N N N N N N United Airlines 2016-2 Class A Pass Through Trust N/A 90932DAA3 42070.70000000 PA USD 38937.78000000 0.000800218864 Long DBT CORP US N 2 2030-04-07 Fixed 3.10000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BQ4 325000.00000000 PA USD 380192.80000000 0.007813425691 Long DBT CORP US N 2 2048-02-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3138EJAC2 25971.43000000 PA USD 27549.10000000 0.000566167601 Long ABS-MBS USGSE US N 2 2041-07-01 Floating 2.60400000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAL5 428000.00000000 PA USD 487355.04000000 0.010015740410 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBD0 1000000.00000000 PA USD 1092500.00000000 0.022452207323 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22546QAP2 575000.00000000 PA USD 637564.60000000 0.013102730051 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DG3 225000.00000000 PA USD 283276.35000000 0.005821674453 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C N/A 98163CAF7 25000.00000000 PA USD 25193.01000000 0.000517747078 Long ABS-CBDO CORP US N 2 2026-10-15 Fixed 0.61000000 N N N N N N TELUS Corp L2TEUTQ8OSHMJWVLCE40 87971MBD4 100000.00000000 PA USD 109240.40000000 0.002245023440 Long DBT CORP CA N 2 2027-02-16 Fixed 2.80000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AE9 100000.00000000 PA USD 136125.00000000 0.002797534756 Long DBT CORP CO N 2 2043-09-18 Fixed 7.37500000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAX4 125000.00000000 PA USD 191813.00000000 0.003941991069 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AW5 325000.00000000 PA USD 414146.85000000 0.008511222827 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEU9 1500000.00000000 PA USD 1498153.50000000 0.030788881450 Long DBT USGSE US N 2 2025-07-21 Fixed 0.37500000 N N N N N N Fannie Mae Pool N/A 31390YZK7 7635.83000000 PA USD 8813.35000000 0.000181125090 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BH9 100000.00000000 PA USD 120492.40000000 0.002476265762 Long DBT CORP US N 2 2048-03-15 Fixed 4.45000000 N N N N N N Ginnie Mae II Pool N/A 36202FVP8 47200.40000000 PA USD 49987.41000000 0.001027302236 Long ABS-MBS USGA US N 2 2026-07-20 Fixed 3.50000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130HCF0 300000.00000000 PA USD 303744.60000000 0.006242321951 Long DBT CORP US Y 2 2031-01-15 Fixed 2.45000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAW1 75000.00000000 PA USD 82916.48000000 0.001704034782 Long DBT CORP US N 2 2046-09-19 Fixed 3.12500000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FG9 500000.00000000 PA USD 555805.00000000 0.011422470564 Long DBT CORP US N 2 2027-03-25 Fixed 2.80000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BH5 275000.00000000 PA USD 395259.43000000 0.008123063312 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N State of Oregon Department of Transportation N/A 68607DNL5 150000.00000000 PA USD 217624.50000000 0.004472448871 Long DBT MUN US N 2 2034-11-15 Fixed 5.83400000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABC5 200000.00000000 PA USD 237500.00000000 0.004880914635 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31418AJK5 921252.33000000 PA USD 979009.14000000 0.020119831746 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXD3 3766.99000000 PA USD 4117.89000000 0.000084627661 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EJBQ0 8798.60000000 PA USD 9114.29000000 0.000187309774 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.42400000 N N N N N N Fannie Mae Pool N/A 31417AEK1 192668.22000000 PA USD 207820.03000000 0.004270955056 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510AG7 75000.00000000 PA USD 82145.03000000 0.001688180543 Long DBT CORP US N 2 2026-03-01 Fixed 3.35000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A1 N/A 17305EGK5 550000.00000000 PA USD 550534.38000000 0.011314152895 Long ABS-CBDO CORP US N 2 2023-01-20 Fixed 2.49000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAW2 150000.00000000 PA USD 167988.00000000 0.003452358264 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06300000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CE8 75000.00000000 PA USD 107390.78000000 0.002207011493 Long DBT CORP US N 2 2041-02-01 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 3138A36V4 75803.31000000 PA USD 83245.89000000 0.001710804559 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BT5 180000.00000000 PA USD 196431.48000000 0.004036906465 Long DBT CORP US N 2 2026-02-25 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31410LE32 16362.84000000 PA USD 18543.35000000 0.000381088456 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAH8 150000.00000000 PA USD 163343.25000000 0.003356902987 Long DBT CORP LU N 2 2029-11-15 Fixed 2.60000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAS1 195000.00000000 PA USD 255164.72000000 0.005243946173 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187AB8 100000.00000000 PA USD 111061.70000000 0.002282453376 Long DBT CORP US N 2 2026-10-01 Fixed 3.20000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBV0 740000.00000000 PA USD 817706.66000000 0.016804869070 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36291EQT1 5332.42000000 PA USD 6118.48000000 0.000125742225 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MTB3 111.35000000 PA USD 112.15000000 0.000002304819 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769CH5 200000.00000000 PA USD 157227.40000000 0.003231214811 Long DBT CORP DE N 2 2037-06-29 None 0.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718DF3 150000.00000000 PA USD 229450.95000000 0.004715496842 Long DBT CORP US N 2 2037-03-05 Fixed 5.55000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-4 N/A 14316HAD4 25000.00000000 PA USD 24969.02000000 0.000513143811 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 0.63000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_16-A2 N/A 17305EFX8 200000.00000000 PA USD 203448.16000000 0.004181107796 Long ABS-CBDO CORP US N 2 2023-11-20 Fixed 2.19000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXCF5 12836.92000000 PA USD 14244.22000000 0.000292736092 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C53 N/A 95002BAE3 200000.00000000 PA USD 223946.00000000 0.004602363406 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 3.04000000 N N N N N N Rio Tinto Alcan Inc 2138007ZSQ7B17SKOX77 013716AU9 225000.00000000 PA USD 342567.90000000 0.007040188112 Long DBT CORP CA N 2 2033-12-15 Fixed 6.12500000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AJ4 300000.00000000 PA USD 320325.60000000 0.006583081722 Long DBT CORP LU N 2 2030-06-26 Fixed 2.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C38 N/A 95001MAG5 54000.00000000 PA USD 60403.86000000 0.001241372986 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.66500000 N N N N N N Ginnie Mae II Pool N/A 36179SLQ8 131823.49000000 PA USD 139550.44000000 0.002867931726 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 2.50000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAD7 250000.00000000 PA USD 278921.50000000 0.005732176974 Long DBT CORP US N 2 2027-09-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3138EKAQ8 109550.44000000 PA USD 117056.26000000 0.002405648895 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214CX9 200000.00000000 PA USD 221809.40000000 0.004558453670 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3138EQJM5 170261.73000000 PA USD 188043.20000000 0.003864517082 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295UBB6 33908.01000000 PA USD 38981.02000000 0.000801107499 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 6.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAG3 450000.00000000 PA USD 468581.40000000 0.009629919213 Long DBT CORP US N 2 2022-11-01 Fixed 2.70000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAK0 225000.00000000 PA USD 242149.73000000 0.004976472257 Long DBT CORP CA N 2 2023-03-15 Fixed 4.45000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BT1 50000.00000000 PA USD 50671.10000000 0.001041352899 Long DBT CORP US N 2 2022-03-01 Fixed 2.12500000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BJ7 150000.00000000 PA USD 203361.45000000 0.004179325800 Long DBT CORP US N 2 2035-05-01 Fixed 5.40000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AX4 150000.00000000 PA USD 163835.40000000 0.003367017270 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBJ3 200000.00000000 PA USD 217210.00000000 0.004463930391 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N BOSTON UNIVERSITY N/A 89838QAA1 50000.00000000 PA USD 63246.70000000 0.001299796815 Long DBT MUN US N 2 2048-10-01 Fixed 4.06100000 N N N N N N Ginnie Mae II Pool N/A 36179SLS4 557328.20000000 PA USD 597475.84000000 0.012278857144 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371EU52 309.68000000 PA USD 335.35000000 0.000006891851 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAF0 100000.00000000 PA USD 106247.70000000 0.002183519805 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AN5 100000.00000000 PA USD 110737.40000000 0.002275788616 Long DBT CORP US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 200000.00000000 PA USD 218000.00000000 0.004480165854 Long DBT CORP CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498AA9 50000.00000000 PA USD 51778.90000000 0.001064119540 Long DBT CORP US N 2 2022-04-01 Fixed 4.37500000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AL6 125000.00000000 PA USD 135162.50000000 0.002777754208 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAB2 150000.00000000 PA USD 162494.40000000 0.003339458084 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAR0 125000.00000000 PA USD 141180.38000000 0.002901428981 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051DZ7 400000.00000000 PA USD 411981.60000000 0.008466724298 Long DBT NUSS CA N 2 2022-07-26 Fixed 2.20000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAZ7 400000.00000000 PA USD 455129.60000000 0.009353468318 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971M5L2 75000.00000000 PA USD 102038.25000000 0.002097010474 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N Fannie Mae Pool N/A 31418UCL6 68921.18000000 PA USD 77426.69000000 0.001591212902 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A3 N/A 17305EGM1 450000.00000000 PA USD 482636.84000000 0.009918775646 Long ABS-CBDO CORP US N 2 2025-05-23 Fixed 3.29000000 N N N N N N CD 2019-CD8 Mortgage Trust N/A 12515BAE8 450000.00000000 PA USD 497371.50000000 0.010221590878 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91200000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAH8 25000.00000000 PA USD 25174.50000000 0.000517366675 Long ABS-MBS CORP US N 2 2046-10-10 Variable 4.76200000 N N N N N N NYU Langone Hospitals N/A 62954RAA4 200000.00000000 PA USD 208116.00000000 0.004277037601 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JS1 175000.00000000 PA USD 227981.95000000 0.004685307100 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N Benchmark 2018-B4 Mortgage Trust N/A 08161HAH3 75000.00000000 PA USD 87462.00000000 0.001797450761 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.31100000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAQ1 25000.00000000 PA USD 36001.63000000 0.000739877401 Long DBT CORP CA N 2 2041-01-15 Fixed 6.12500000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851AQ5 100000.00000000 PA USD 111596.30000000 0.002293440058 Long DBT CORP US N 2 2025-09-15 Fixed 3.35000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNG7 90.97000000 PA USD 103.43000000 0.000002125612 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAX9 75000.00000000 PA USD 105255.08000000 0.002163120254 Long DBT CORP US N 2 2045-09-01 Fixed 4.70000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETV1 400000.00000000 PA USD 412962.80000000 0.008486889155 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AJ0 200000.00000000 PA USD 218706.60000000 0.004494687346 Long DBT NUSS CA N 2 2026-04-20 Fixed 2.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432MT9 25000.00000000 PA USD 26281.25000000 0.000540111737 Long DBT CORP US N 2 2043-04-30 Variable 4.75000000 N N N N N N Fannie Mae Pool N/A 31418CUJ1 125311.99000000 PA USD 132624.25000000 0.002725590075 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AA3 50000.00000000 PA USD 57179.50000000 0.001175108456 Long DBT CORP US N 2 2028-04-01 Fixed 3.70000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FL2 75000.00000000 PA USD 88342.73000000 0.001815550837 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAD5 150000.00000000 PA USD 194305.35000000 0.003993211901 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 1334000.00000000 PA USD 1504961.44000000 0.030928792919 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Fannie Mae Pool N/A 3138E2JY2 179201.43000000 PA USD 193293.96000000 0.003972426603 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0U92 216000.00000000 PA USD 221529.17000000 0.004552694602 Long DBT USGSE US N 2 2022-01-11 Fixed 2.62500000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBD6 65000.00000000 PA USD 97314.30000000 0.001999927541 Long DBT CORP US N 2 2037-12-01 Fixed 6.62500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCA8 175000.00000000 PA USD 220725.40000000 0.004536176148 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAT8 7765000.00000000 PA USD 7731028.13000000 0.158882056198 Long DBT UST US N 2 2025-10-31 Fixed 0.25000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AC2 245000.00000000 PA USD 263122.90000000 0.005407496478 Long DBT CORP US N 2 2045-02-15 Fixed 4.68000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F83Q4 175000.00000000 PA USD 180657.75000000 0.003712737077 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.54700000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AX9 265000.00000000 PA USD 335723.47000000 0.006899526729 Long DBT CORP CA N 2 2043-03-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138W9GP9 278520.04000000 PA USD 299933.86000000 0.006164006597 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CN1 200000.00000000 PA USD 275322.80000000 0.005658219301 Long DBT CORP US N 2 2046-05-15 Fixed 5.15000000 N N N N N N Ginnie Mae I Pool N/A 36241LU95 29948.49000000 PA USD 31790.98000000 0.000653343408 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141EC23 586000.00000000 PA USD 641283.83000000 0.013179164763 Long DBT CORP US N 2 2024-07-08 Fixed 3.85000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AD7 100000.00000000 PA USD 103375.50000000 0.002124492593 Long DBT CORP GB N 2 2022-05-08 Fixed 2.85000000 N N N N N N Georgetown University/The 549300GCL3B0KVXSX752 37310PAC5 68000.00000000 PA USD 86519.26000000 0.001778076304 Long DBT CORP US N 2 2049-04-01 Fixed 4.31500000 N N N N N N Fannie Mae Pool N/A 3140K0GR3 1008899.30000000 PA USD 1056484.14000000 0.021712037478 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132WPRL3 1240250.73000000 PA USD 1316546.61000000 0.027056638387 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CW2 50000.00000000 PA USD 54813.00000000 0.001126473995 Long DBT CORP US N 2 2027-09-15 Fixed 2.95000000 N N N N N N Freddie Mac Pool N/A 3133A3PB8 161422.71000000 PA USD 172189.41000000 0.003538702363 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RYY6 100000.00000000 PA USD 107616.00000000 0.002211640039 Long DBT MUN US N 2 2049-09-01 Fixed 2.90000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAD9 200000.00000000 PA USD 218245.00000000 0.004485200903 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CB5 243000.00000000 PA USD 307177.27000000 0.006312867506 Long DBT CORP US N 2 2042-08-15 Fixed 3.80300000 N N N N N N UBS Commercial Mortgage Trust 2018-C8 N/A 90276VAH2 75000.00000000 PA USD 86694.00000000 0.001781667424 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.21500000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAC5 175000.00000000 PA USD 197228.33000000 0.004053282704 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZB9 1777843.72000000 PA USD 1880402.01000000 0.038644554489 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AN1 850000.00000000 PA USD 946933.15000000 0.019460631034 Long DBT NUSS CA N 2 2027-04-12 Fixed 2.75000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAC7 175000.00000000 PA USD 191027.73000000 0.003925852813 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CF8 100000.00000000 PA USD 159436.80000000 0.003276620676 Long DBT CORP US N 2 2039-11-15 Fixed 7.30000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAJ0 175000.00000000 PA USD 182553.88000000 0.003751704861 Long DBT CORP US N 2 2022-06-01 Fixed 3.37500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAD5 200000.00000000 PA USD 226620.40000000 0.004657325587 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36179RQ28 851869.46000000 PA USD 922326.65000000 0.018954937451 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29364NAT5 125000.00000000 PA USD 137458.88000000 0.002824947617 Long DBT CORP US N 2 2028-06-01 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3138EPAH7 73203.39000000 PA USD 81536.51000000 0.001675674715 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417AEN5 107548.47000000 PA USD 114218.65000000 0.002347332549 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AQ8 75000.00000000 PA USD 80242.28000000 0.001649076710 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 31296MCX5 27008.58000000 PA USD 31457.37000000 0.000646487316 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31306XQT3 98345.58000000 PA USD 102638.11000000 0.002109338329 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MX39 1529422.63000000 PA USD 1629030.10000000 0.033478555186 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 200000.00000000 PA USD 224483.00000000 0.004613399411 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAE3 50000.00000000 PA USD 76562.50000000 0.001573452744 Long DBT CORP KY N 2 2034-01-17 Fixed 8.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7VL7 14654.93000000 PA USD 17115.32000000 0.000351740698 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.50000000 N N N N N N Bemis Co Inc PTVU09TE3QPJPL7K4E13 081437AS4 50000.00000000 PA USD 54000.45000000 0.001109775102 Long DBT CORP US N 2 2026-09-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 3138WFYH3 157154.63000000 PA USD 171449.90000000 0.003523504531 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DV66 1560000.00000000 PA USD 1576745.66000000 0.032404046182 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Eaton Vance Corp 4JJ8ORNW1AFZPSV8GJ79 278265AE3 100000.00000000 PA USD 111180.20000000 0.002284888696 Long DBT CORP US N 2 2027-04-06 Fixed 3.50000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2019-COR4 N/A 48128YAW1 300000.00000000 PA USD 355614.00000000 0.007308301377 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.02910000 N N N N N N Fannie Mae Pool N/A 31402RDH9 44520.07000000 PA USD 52335.13000000 0.001075550745 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAW2 250000.00000000 PA USD 255428.25000000 0.005249362036 Long DBT CORP FR N 2 2021-12-02 Fixed 2.75000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CQ3 100000.00000000 PA USD 112588.70000000 0.002313835088 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBK5 25000.00000000 PA USD 26250.00000000 0.000539469512 Long DBT CORP US N 2 2022-12-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBN5 500000.00000000 PA USD 553092.50000000 0.011366725381 Long DBT CORP US N 2 2051-04-22 Variable 3.10900000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JP6 125000.00000000 PA USD 158728.25000000 0.003262059109 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BG7 25000.00000000 PA USD 36233.88000000 0.000744650421 Long DBT CORP US N 2 2041-03-01 Fixed 5.30000000 N N N N N N Fannie Mae-Aces N/A 3136AGMB5 170308.40000000 PA USD 176241.94000000 0.003621986797 Long ABS-MBS USGSE US N 2 2023-03-25 Variable 2.48990000 N N N N N N Fannie Mae Pool N/A 31418C4C5 80991.90000000 PA USD 86374.86000000 0.001775108708 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBW1 50000.00000000 PA USD 65250.95000000 0.001340986597 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N COMM 2014-UBS4 Mortgage Trust 5493004GWEVMOU8S3L34 12591QAR3 125000.00000000 PA USD 136962.50000000 0.002814746403 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.69400000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEZ8 1000000.00000000 PA USD 1001200.00000000 0.020575880981 Long DBT USGSE US N 2 2023-11-06 Fixed 0.25000000 N N N N N N Ginnie Mae I Pool N/A 3617G2WH5 198133.18000000 PA USD 207825.78000000 0.004271073226 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 3.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CL2 765000.00000000 PA USD 811795.82000000 0.016683394100 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 3138A2BQ1 121887.84000000 PA USD 133862.84000000 0.002751044610 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138M5LN7 326237.45000000 PA USD 354559.43000000 0.007286628678 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ33 50000.00000000 PA USD 51495.10000000 0.001058287104 Long DBT CORP US N 2 2022-09-26 Fixed 2.00000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAM7 50000.00000000 PA USD 54817.15000000 0.001126559282 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 500472AE5 150000.00000000 PA USD 201315.75000000 0.004137284170 Long DBT CORP NL N 2 2042-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAN0 217646.18000000 PA USD 230343.11000000 0.004733831818 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDX7 755000.00000000 PA USD 800086.34000000 0.016442750006 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N GS Mortgage Securities Trust 2019-GC42 N/A 36257UAQ0 50000.00000000 PA USD 55494.00000000 0.001140469375 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.21170000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BD1 100000.00000000 PA USD 113078.50000000 0.002323901076 Long DBT CORP US N 2 2027-12-01 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAB7 8797000.00000000 PA USD 8769509.38000000 0.180224112332 Long DBT UST US N 2 2025-07-31 Fixed 0.25000000 N N N N N N Freddie Mac Pool N/A 3132DVLE3 780912.95000000 PA USD 832953.93000000 0.017118219063 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAG2 60000.00000000 PA USD 65052.60000000 0.001336910262 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAP7 406000.00000000 PA USD 479264.73000000 0.009849474673 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N Ginnie Mae II Pool N/A 36179VMD9 1705881.13000000 PA USD 1785123.23000000 0.036686459366 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X7XM6 797800.02000000 PA USD 836072.56000000 0.017182310713 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253AF8 150000.00000000 PA USD 174569.10000000 0.003587607895 Long DBT CORP US N 2 2044-10-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RY6 6712900.00000000 PA USD 8412102.81000000 0.172878971455 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Philippine Government International Bond N/A 718286AL1 350000.00000000 PA USD 466368.00000000 0.009584431144 Long DBT NUSS PH N 2 2024-10-21 Fixed 9.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6S3 111500.93000000 PA USD 124159.03000000 0.002551619480 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCY0 800000.00000000 PA USD 889116.80000000 0.018272434533 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N Trane Technologies Global Holding Co Ltd 549300UCF0D858BIOV83 45687AAG7 125000.00000000 PA USD 180189.25000000 0.003703108831 Long DBT CORP US N 2 2043-06-15 Fixed 5.75000000 N N N N N N BANK 2017-BNK8 N/A 06650AAE7 150000.00000000 PA USD 171216.00000000 0.003518697600 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.48800000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBD7 60000.00000000 PA USD 69231.36000000 0.001422788876 Long DBT CORP US N 2 2065-02-01 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 520000.00000000 PA USD 640210.48000000 0.013157106112 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJKE8 75000.00000000 PA USD 90132.00000000 0.001852322517 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.92000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DD7 500000.00000000 PA USD 524140.00000000 0.010771716198 Long DBT CORP N/A N 2 2022-09-26 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X7B81 298235.68000000 PA USD 312778.99000000 0.006427989684 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-1 N/A 02007MAE0 12991.72000000 PA USD 13026.09000000 0.000267702035 Long ABS-CBDO CORP US N 2 2022-06-15 Fixed 2.35000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YBA7 500000.00000000 PA USD 501997.00000000 0.010316650544 Long DBT CORP US N 2 2024-03-15 Fixed 1.20000000 N N N N N N Fannie Mae Pool N/A 31402CPL0 268444.56000000 PA USD 309282.39000000 0.006356130289 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205FHD8 2000.71000000 PA USD 2152.81000000 0.000044242870 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371NJ55 4466.83000000 PA USD 5261.54000000 0.000108131063 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAD3 100000.00000000 PA USD 108999.80000000 0.002240078817 Long DBT CORP US N 2 2025-01-29 Fixed 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CH1 200000.00000000 PA USD 337447.20000000 0.006934951482 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N Ginnie Mae I Pool N/A 36206WZ65 449.71000000 PA USD 509.30000000 0.000010466736 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2020-C58 N/A 95002UAJ0 50000.00000000 PA USD 52026.50000000 0.001069208022 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09200000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AB3 85000.00000000 PA USD 121529.09000000 0.002497571006 Long DBT CORP US N 2 2034-04-15 Fixed 5.37500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DP5 250000.00000000 PA USD 271959.50000000 0.005589099384 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903AV2 500000.00000000 PA USD 517500.00000000 0.010635256100 Long DBT CORP US Y 2 2030-10-15 Fixed 2.65000000 N N N N N N Republic of Italy Government International Bond N/A 465410CA4 500000.00000000 PA USD 498217.00000000 0.010238966934 Long DBT NUSS IT N 2 2026-02-17 Fixed 1.25000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFU3 500000.00000000 PA USD 502840.50000000 0.010333985498 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAL5 250000.00000000 PA USD 286438.25000000 0.005886655354 Long DBT CORP AU N 2 2025-11-16 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31418DN73 412558.36000000 PA USD 430659.15000000 0.008850570729 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371JW91 2511.62000000 PA USD 2913.87000000 0.000059883582 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBH2 45059.87000000 PA USD 51421.72000000 0.001056779055 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAE9 50000.00000000 PA USD 52425.95000000 0.001077417206 Long DBT CORP FR N 2 2023-01-25 Fixed 2.70000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAJ1 225000.00000000 PA USD 315476.78000000 0.006483432558 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F62M8 400000.00000000 PA USD 411268.00000000 0.008452058948 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 1.49300000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AM5 100000.00000000 PA USD 120536.50000000 0.002477172071 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MM0 1000000.00000000 PA USD 1404545.00000000 0.028865112617 Long DBT CORP US N 2 2041-03-26 Variable 5.31600000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAQ2 50000.00000000 PA USD 53814.00000000 0.001105943327 Long DBT CORP US N 2 2046-12-01 Fixed 4.12500000 N N N N N N Freddie Mac Pool N/A 3132DVKU8 726412.63000000 PA USD 784517.72000000 0.016122795879 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EQM4 12803.21000000 PA USD 14887.92000000 0.000305964912 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.00000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AK7 50000.00000000 PA USD 59092.75000000 0.001214428077 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CJ0 182000.00000000 PA USD 198772.76000000 0.004085022624 Long DBT CORP US N 2 2024-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EPB9 25970.81000000 PA USD 30230.63000000 0.000621276313 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUB0 661.39000000 PA USD 720.91000000 0.000014815579 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BR9 300000.00000000 PA USD 318024.60000000 0.006535793366 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 300000.00000000 PA USD 334559.10000000 0.006875597505 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340AK8 25000.00000000 PA USD 25738.78000000 0.000528963317 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJL57 50023.33000000 PA USD 55492.33000000 0.001140435055 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LX84 198025.80000000 PA USD 213647.05000000 0.004390707423 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Philippine Government International Bond N/A 718286BG1 550000.00000000 PA USD 808500.00000000 0.016615660980 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.37500000 N N N N N N Ginnie Mae I Pool N/A 36212TW42 2433.29000000 PA USD 2911.59000000 0.000059836725 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.50000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAF5 50000.00000000 PA USD 53378.25000000 0.001096988133 Long DBT CORP US N 2 2023-03-15 Fixed 4.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAY6 25000.00000000 PA USD 31425.45000000 0.000645831321 Long DBT CORP US N 2 2045-03-30 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31418CEF7 286354.33000000 PA USD 304073.85000000 0.006249088441 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 200000.00000000 PA USD 208440.80000000 0.004283712637 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000000 N N N N N N Ginnie Mae I Pool N/A 36290SR94 20184.47000000 PA USD 23719.36000000 0.000487461774 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAE5 225000.00000000 PA USD 227689.43000000 0.004679295457 Long DBT CORP GB N 2 2021-08-05 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBJ8 56357.47000000 PA USD 64506.92000000 0.001325695873 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Mexico Government International Bond N/A 91086QBG2 445000.00000000 PA USD 511342.38000000 0.010508709500 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N Utah Acquisition Sub Inc 254900JOFV74IJ7H9933 62854AAP9 225000.00000000 PA USD 294760.13000000 0.006057680136 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBE8 200000.00000000 PA USD 207731.40000000 0.004269133602 Long DBT CORP US N 2 2023-04-01 Fixed 2.25000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2C0 100000.00000000 PA USD 103510.70000000 0.002127271118 Long DBT CORP US N 2 2025-05-15 Fixed 1.45000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAG8 425000.00000000 PA USD 493531.25000000 0.010142669057 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BJ2 1132000.00000000 PA USD 1264884.35000000 0.025994915941 Long DBT CORP US N 2 2025-11-03 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31418ACN6 294117.30000000 PA USD 310630.57000000 0.006383837033 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DQ3 1000000.00000000 PA USD 1032820.00000000 0.021225710542 Long DBT CORP AU N 2 2022-06-28 Fixed 2.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAT1 75000.00000000 PA USD 99532.20000000 0.002045508091 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287B0 9335000.00000000 PA USD 10070131.25000000 0.206953477893 Long DBT UST US N 2 2026-06-30 Fixed 1.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 513000.00000000 PA USD 586743.75000000 0.012058299607 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31413RD60 306.60000000 PA USD 360.13000000 0.000007401110 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8VT0 5010.20000000 PA USD 6002.88000000 0.000123366504 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 50000.00000000 PA USD 56205.90000000 0.001155099789 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FR3 100000.00000000 PA USD 131475.60000000 0.002701983916 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3140X4QY5 1195348.75000000 PA USD 1269071.29000000 0.026080962664 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.00000000 N N N N N N Republic of Italy Government International Bond N/A 465410BY3 400000.00000000 PA USD 419604.40000000 0.008623382135 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 300000.00000000 PA USD 339375.00000000 0.006974570123 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Colombia Government International Bond N/A 195325BK0 300000.00000000 PA USD 438489.90000000 0.009011502191 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAF6 150000.00000000 PA USD 179625.00000000 0.003691512805 Long DBT CORP US N 2 2036-10-15 Fixed 6.62500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DP0 1000000.00000000 PA USD 1000639.00000000 0.020564351747 Long DBT CORP N/A N 2 2023-11-15 Fixed 0.25000000 N N N N N N Freddie Mac Pool N/A 3132DV4A0 1247781.70000000 PA USD 1335764.66000000 0.027451592751 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFN9 527000.00000000 PA USD 523371.08000000 0.010755913954 Long DBT CORP US Y 2 2030-10-30 Fixed 1.68000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC27 N/A 17323CAJ6 100000.00000000 PA USD 107516.00000000 0.002209584917 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.57100000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AJ2 200000.00000000 PA USD 266685.80000000 0.005480718418 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y79 5105000.00000000 PA USD 5698456.25000000 0.117110225307 Long DBT UST US N 2 2025-07-31 Fixed 2.87500000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC15 N/A 17321JAD6 50000.00000000 PA USD 54638.50000000 0.001122887807 Long ABS-MBS CORP US N 2 2046-09-10 Variable 4.37100000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAC7 200000.00000000 PA USD 226537.60000000 0.004655623946 Long DBT CORP US N 2 2026-06-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3138A8EY8 6453.77000000 PA USD 6850.25000000 0.000140780991 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.78000000 N N N N N N Fannie Mae Pool N/A 3140X4L38 64336.68000000 PA USD 68612.51000000 0.001410070754 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N National Grid USA MOM4570XTJ5YYX7JKH83 49337WAJ9 50000.00000000 PA USD 66647.40000000 0.001369685347 Long DBT CORP US N 2 2035-04-01 Fixed 5.80300000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CX6 300000.00000000 PA USD 316054.80000000 0.006495311574 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N Freddie Mac Pool N/A 3132DV7K5 2204552.31000000 PA USD 2290777.64000000 0.047078274146 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAF0 200000.00000000 PA USD 228604.20000000 0.004698095096 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBT4 601000.00000000 PA USD 743684.01000000 0.015283613341 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N Benchmark 2018-B6 Mortgage Trust N/A 08162CAD2 50000.00000000 PA USD 59915.50000000 0.001231336593 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.26100000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BZ5 150000.00000000 PA USD 172609.35000000 0.003547332642 Long DBT CORP US N 2 2029-04-25 Fixed 3.20000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CT0 695000.00000000 PA USD 791364.53000000 0.016263506174 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Ginnie Mae II Pool N/A 36179SUV7 157974.45000000 PA USD 168592.75000000 0.003464786614 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AT1 150000.00000000 PA USD 206114.25000000 0.004235899197 Long DBT CORP US N 2 2049-05-20 Fixed 5.00000000 N N N N N N BANK 2020-BNK25 N/A 06539WBB1 200000.00000000 PA USD 218358.00000000 0.004487523191 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.64900000 N N N N N N Ginnie Mae II Pool N/A 36179TG41 2607473.08000000 PA USD 2809749.37000000 0.057743776093 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CE2 200000.00000000 PA USD 223757.00000000 0.004598479225 Long DBT CORP US N 2 2027-03-03 Fixed 2.95000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AH9 100000.00000000 PA USD 116512.40000000 0.002394471908 Long DBT CORP US N 2 2045-03-15 Fixed 4.37500000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448ET1 175000.00000000 PA USD 209608.00000000 0.004307700020 Long DBT CORP US N 2 2040-03-19 Fixed 3.50000000 N N N N N N COMM 2016-CR28 Mortgage Trust N/A 12593YBE2 150000.00000000 PA USD 168988.50000000 0.003472919759 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.76200000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDK4 200000.00000000 PA USD 202372.00000000 0.004158991396 Long DBT CORP US N 2 2023-07-07 Fixed 0.87500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AS2 290000.00000000 PA USD 382135.90000000 0.007853358766 Long DBT CORP US N 2 2047-04-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128LDAW4 47174.51000000 PA USD 53448.67000000 0.001098435350 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M86L3 47231.69000000 PA USD 54838.50000000 0.001126998051 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAG4 325000.00000000 PA USD 382658.58000000 0.007864100477 Long DBT CORP US N 2 2045-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BXX1 18190.88000000 PA USD 21679.16000000 0.000445533176 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371KDN8 1885.88000000 PA USD 2227.06000000 0.000045768798 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N Fannie Mae-Aces N/A 3136AUG21 200000.00000000 PA USD 217544.00000000 0.004470794498 Long ABS-MBS USGSE US N 2 2026-10-25 Variable 2.49740000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BU9 100000.00000000 PA USD 108881.20000000 0.002237641442 Long DBT CORP US N 2 2029-09-01 Fixed 2.50000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAE1 50000.00000000 PA USD 55692.10000000 0.001144540572 Long DBT CORP US N 2 2030-06-05 Fixed 3.12500000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAE3 115000.00000000 PA USD 120582.56000000 0.002478118660 Long DBT CORP US N 2 2022-12-01 Fixed 3.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 893526DM2 400000.00000000 PA USD 413008.40000000 0.008487826291 Long DBT CORP CA N 2 2022-08-01 Fixed 2.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAM3 75000.00000000 PA USD 101803.80000000 0.002092192241 Long DBT CORP US N 2 2049-02-15 Fixed 5.20000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2 N/A 43815MAD8 30000.00000000 PA USD 31157.06000000 0.000640315579 Long ABS-CBDO CORP US N 2 2025-03-21 Fixed 2.54000000 N N N N N N Fannie Mae Pool N/A 31418CGG3 391186.77000000 PA USD 410705.15000000 0.008440491694 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Trane Technologies Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AF5 75000.00000000 PA USD 97790.63000000 0.002009716703 Long DBT CORP LU N 2 2049-03-21 Fixed 4.50000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 200000.00000000 PA USD 207748.20000000 0.004269478862 Long DBT CORP US N 2 2025-02-01 Fixed 3.62500000 N N N N N N FirstMerit Bank NA/Akron OH 1OWDXUQZTNL3CMVDJO53 320844PD9 150000.00000000 PA USD 171596.10000000 0.003526509119 Long DBT CORP US N 2 2026-11-25 Fixed 4.27000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JL5 100000.00000000 PA USD 120130.60000000 0.002468830331 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C12 N/A 46639NAU5 26000.00000000 PA USD 27514.50000000 0.000565456529 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.17510000 N N N N N N Ginnie Mae II Pool N/A 36202EMA4 65155.85000000 PA USD 76441.72000000 0.001570970568 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140X7YP8 326237.28000000 PA USD 342863.60000000 0.007046265108 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F82M4 15000.00000000 PA USD 15021.90000000 0.000308718364 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 0.86300000 N N N N N N COMM 2013-LC6 Mortgage Trust N/A 20048EBA8 58000.00000000 PA USD 60385.54000000 0.001240996488 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 3.28200000 N N N N N N People's United Financial Inc ROPY7PEPIPIDJNF0BO69 712704AA3 100000.00000000 PA USD 104548.80000000 0.002148605339 Long DBT CORP US N 2 2022-12-06 Fixed 3.65000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448FA1 500000.00000000 PA USD 501600.00000000 0.010308491710 Long DBT CORP US N 2 2031-02-25 Fixed 1.40000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BT4 300000.00000000 PA USD 391051.80000000 0.008036591384 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36202ENW5 65006.99000000 PA USD 76265.29000000 0.001567344716 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 5.50000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAC3 50000.00000000 PA USD 55179.10000000 0.001133997796 Long DBT CORP US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138W9TL4 155376.63000000 PA USD 177384.92000000 0.003645476430 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F72P9 300000.00000000 PA USD 308427.00000000 0.006338550982 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132HM3B5 49192.15000000 PA USD 52062.05000000 0.001069938618 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N BMW VEHICLE OWNER TRUST BMWOT_18-A N/A 09659QAD9 17449.10000000 PA USD 17487.76000000 0.000359394794 Long ABS-CBDO CORP US N 2 2022-04-25 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWC3 81836.65000000 PA USD 87553.31000000 0.001799327293 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW55 126392.76000000 PA USD 135524.84000000 0.002785200736 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BK9 200000.00000000 PA USD 277800.60000000 0.005709141112 Long DBT CORP US N 2 2043-12-05 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 1000000.00000000 PA USD 1080000.00000000 0.022195317079 Long DBT CORP GB N 2 2024-05-16 Variable 4.33800000 N N N N N N Fannie Mae Pool N/A 31419DMQ1 58507.46000000 PA USD 61885.04000000 0.001271813041 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DQ96 595201.59000000 PA USD 624445.57000000 0.012833117986 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AQ2 75000.00000000 PA USD 90541.73000000 0.001860742968 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AV2 200000.00000000 PA USD 221914.40000000 0.004560611548 Long DBT CORP US N 2 2026-11-01 Fixed 2.70000000 N N N N N N COMM 2014-CCRE21 Mortgage Trust N/A 12592RBF5 159979.02000000 PA USD 172292.61000000 0.003540823249 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.52800000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CT9 200000.00000000 PA USD 237000.00000000 0.004870639025 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 208251AE8 350000.00000000 PA USD 488405.40000000 0.010037326589 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CJ3 90000.00000000 PA USD 99409.23000000 0.002042980907 Long DBT CORP US N 2 2049-09-15 Fixed 3.25000000 N N N N N N Uruguay Government International Bond N/A 760942BB7 150000.00000000 PA USD 177375.00000000 0.003645272561 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AV6 89111.17000000 PA USD 101568.62000000 0.002087359005 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GK96 146.19000000 PA USD 155.99000000 0.000003205784 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BH4 330000.00000000 PA USD 439495.65000000 0.009032171580 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Ginnie Mae II Pool N/A 36179VBF6 2833266.85000000 PA USD 2981054.87000000 0.061264313028 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CYZ1 21441.40000000 PA USD 22866.37000000 0.000469931789 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SS8 8520000.00000000 PA USD 8477400.00000000 0.174220908341 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 3140Q87H2 239933.41000000 PA USD 266498.26000000 0.005476864242 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371KUB5 14501.23000000 PA USD 17123.98000000 0.000351918672 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BY9 350000.00000000 PA USD 380653.35000000 0.007822890556 Long DBT CORP US N 2 2026-03-01 Fixed 2.45000000 N N N N N N Fannie Mae-Aces N/A 3136B4VT2 325000.00000000 PA USD 364715.00000000 0.007495338026 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.93700000 N N N N N N Freddie Mac Pool N/A 3132ADME5 312927.00000000 PA USD 341937.21000000 0.007027226664 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DW9 50000.00000000 PA USD 55820.20000000 0.001147173183 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Banc of America Commercial Mortgage Trust 2017-BNK3 N/A 06427DAV5 28000.00000000 PA USD 31561.88000000 0.000648635124 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.74800000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAA3 100000.00000000 PA USD 152096.90000000 0.003125776779 Long DBT CORP US N 2 2035-07-27 Fixed 7.50000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAP4 325000.00000000 PA USD 346531.25000000 0.007121639788 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Fannie Mae-Aces N/A 3136ARTE8 98371.33000000 PA USD 107323.12000000 0.002205620998 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 2.70200000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AE5 150000.00000000 PA USD 173294.70000000 0.003561417420 Long DBT CORP US N 2 2027-04-15 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SD1 9509600.00000000 PA USD 12502152.25000000 0.256934475336 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Barrick North America Finance LLC N/A 06849RAG7 450000.00000000 PA USD 639189.90000000 0.013136131948 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A 46643ABJ1 50000.00000000 PA USD 54761.00000000 0.001125405332 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.20160000 N N N N N N Fannie Mae Pool N/A 31384M7D8 1949.96000000 PA USD 2094.18000000 0.000043037952 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AK7 125000.00000000 PA USD 130931.50000000 0.002690801998 Long DBT CORP US N 2 2023-01-15 Fixed 2.80000000 N N N N N N Rockefeller Foundation/The 549300JU3NX0IK5I9038 77310VAA2 250000.00000000 PA USD 254767.00000000 0.005235772542 Long DBT CORP US N 2 2050-10-01 Fixed 2.49200000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BJ7 350000.00000000 PA USD 389744.60000000 0.008009726830 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAF9 350000.00000000 PA USD 386780.45000000 0.007948809933 Long DBT CORP US N 2 2025-04-01 Fixed 3.55000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAH6 150000.00000000 PA USD 157075.35000000 0.003228089998 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AR1 175000.00000000 PA USD 182767.20000000 0.003756088847 Long DBT CORP US N 2 2022-07-29 Fixed 3.10000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CH2 120000.00000000 PA USD 132121.92000000 0.002715266581 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167CB3 500000.00000000 PA USD 497277.00000000 0.010219648788 Long DBT CORP AT N 2 2025-09-17 Fixed 0.37500000 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A 12592XBD7 150000.00000000 PA USD 165280.50000000 0.003396715837 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 3.30900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAC5 7974000.00000000 PA USD 7975245.54000000 0.163901021801 Long DBT UST US N 2 2022-07-31 Fixed 0.12500000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBD9 175000.00000000 PA USD 221959.50000000 0.004561538408 Long DBT CORP US N 2 2042-08-13 Fixed 4.12500000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AC2 275000.00000000 PA USD 311384.98000000 0.006399341078 Long DBT CORP US N 2 2044-11-18 Fixed 4.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZW3 9264000.00000000 PA USD 9239392.96000000 0.189880792933 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N Fannie Mae Pool N/A 3140X7YD5 149534.09000000 PA USD 157445.40000000 0.003235694977 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CR0 125000.00000000 PA USD 165233.00000000 0.003395739654 Long DBT CORP US N 2 2042-04-15 Fixed 5.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 919000.00000000 PA USD 987092.39000000 0.020285952391 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417VSE4 12311.84000000 PA USD 12947.71000000 0.000266091230 Long ABS-MBS USGSE US N 2 2040-01-01 Floating 3.52600000 N N N N N N Dartmouth-Hitchcock Health N/A 23745QAA2 100000.00000000 PA USD 117827.90000000 0.002421507038 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N Fannie Mae-Aces N/A 31397U3N7 34394.33000000 PA USD 34566.99000000 0.000710393799 Long ABS-MBS USGSE US N 2 2021-04-25 Fixed 3.76400000 N N N N N N Fannie Mae Pool N/A 31373UET0 291.42000000 PA USD 318.56000000 0.000006546796 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AD8 145000.00000000 PA USD 167027.53000000 0.003432619434 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAB6 11334.79000000 PA USD 11348.39000000 0.000233223254 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 2.94030000 N N N N N N Ginnie Mae I Pool N/A 36184CR56 92668.28000000 PA USD 99038.07000000 0.002035353117 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FLU2 4915.44000000 PA USD 5827.68000000 0.000119765930 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N COMM 2018-COR3 Mortgage Trust N/A 12595VAD9 125000.00000000 PA USD 148611.25000000 0.003054142421 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.22800000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AS2 100000.00000000 PA USD 103222.50000000 0.002121348256 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31410KXY5 60952.51000000 PA USD 70289.86000000 0.001444542342 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285M8 11328000.00000000 PA USD 13405980.00000000 0.275509237832 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N Freddie Mac Pool N/A 3132D55X6 439238.91000000 PA USD 457765.17000000 0.009407632496 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXFW5 14089.43000000 PA USD 16101.39000000 0.000330903200 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AE3 225000.00000000 PA USD 287581.50000000 0.005910150535 Long DBT CORP US N 2 2045-11-01 Fixed 3.87500000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677AAB0 200000.00000000 PA USD 226264.20000000 0.004650005243 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 31292GG67 50.68000000 PA USD 53.16000000 0.000001092502 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 7.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BH6 200000.00000000 PA USD 208176.00000000 0.004278270674 Long DBT CORP US N 2 2022-11-03 Fixed 2.65000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AS2 175000.00000000 PA USD 183028.48000000 0.003761458470 Long DBT CORP US N 2 2023-01-30 Fixed 2.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BZ2 150000.00000000 PA USD 155799.00000000 0.003201859449 Long DBT CORP US N 2 2022-12-01 Fixed 2.75000000 N N N N N N Freddie Mac Pool N/A 3133KHW69 164605.44000000 PA USD 174996.98000000 0.003596401350 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 400000.00000000 PA USD 525489.20000000 0.010799443903 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Fannie Mae Pool N/A 31371HYB8 632.33000000 PA USD 741.57000000 0.000015240167 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C29 549300NYO16WLNMVJJ46 94989KAW3 110790.16000000 PA USD 117085.26000000 0.002406244880 Long ABS-MBS CORP US N 2 2048-06-15 Fixed 3.40000000 N N N N N N Delmarva Power & Light Co NJ98T8DDD027ZFXUDB24 247109BS9 25000.00000000 PA USD 27028.33000000 0.000555465143 Long DBT CORP US N 2 2023-11-15 Fixed 3.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HAZ8 59602.02000000 PA USD 62765.10000000 0.001289899348 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.63600000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAJ2 50000.00000000 PA USD 54772.00000000 0.001125631395 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.96400000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C33 N/A 95000LAZ6 325000.00000000 PA USD 363681.50000000 0.007474098341 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.42600000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JP7 125000.00000000 PA USD 138226.75000000 0.002840728282 Long DBT CORP US N 2 2025-04-27 Fixed 3.30000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AM8 50000.00000000 PA USD 62049.95000000 0.001275202143 Long DBT CORP US N 2 2048-10-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418CUA0 178534.80000000 PA USD 190281.41000000 0.003910515027 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GE5U0 13256.14000000 PA USD 14728.84000000 0.000302695624 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31411LFJ5 2949.83000000 PA USD 3062.68000000 0.000062941808 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAW5 75000.00000000 PA USD 82609.50000000 0.001697725968 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.80800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284F4 1961000.00000000 PA USD 2154648.75000000 0.044280659445 Long DBT UST US N 2 2025-03-31 Fixed 2.62500000 N N N N N N COMM 2015-CCRE27 Mortgage Trust N/A 12635QBG4 125000.00000000 PA USD 139593.75000000 0.002868821799 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.61200000 N N N N N N Ginnie Mae I Pool N/A 36296UXB1 15189.77000000 PA USD 17863.72000000 0.000367121231 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371MF93 8029.41000000 PA USD 8740.03000000 0.000179618275 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402QY39 46610.12000000 PA USD 54412.24000000 0.001118237888 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHF9 690000.00000000 PA USD 734839.65000000 0.015101850957 Long DBT CORP US N 2 2024-03-05 Variable 3.55000000 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBL1 35000.00000000 PA USD 39002.60000000 0.000801550994 Long ABS-MBS CORP US N 2 2053-02-13 Variable 3.17310000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAV4 125000.00000000 PA USD 129920.38000000 0.002670022249 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BV4 200000.00000000 PA USD 225451.20000000 0.004633297101 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N Spectrum Health System Obligated Group N/A 84765EAA6 75000.00000000 PA USD 85892.03000000 0.001765185963 Long DBT CORP US N 2 2049-07-15 Fixed 3.48700000 N N N N N N Fannie Mae Pool N/A 31418DQA3 1562687.56000000 PA USD 1642305.71000000 0.033751385161 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EMY54 211380.26000000 PA USD 234718.78000000 0.004823757172 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXE9 300000.00000000 PA USD 326115.00000000 0.006702060953 Long DBT CORP US N 2 2024-02-20 Fixed 3.62500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AH9 325000.00000000 PA USD 342062.50000000 0.007029801526 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BQ1 175000.00000000 PA USD 188992.65000000 0.003884029437 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAV2 100000.00000000 PA USD 108298.70000000 0.002225670357 Long DBT CORP US N 2 2025-01-15 Fixed 2.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBE5 1500000.00000000 PA USD 1626294.00000000 0.033422324994 Long DBT CORP US N 2 2030-10-15 Variable 2.73900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFZ7 1100000.00000000 PA USD 1119208.20000000 0.023001093404 Long DBT CORP US N 2 2022-10-21 Fixed 2.50300000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAB9 350000.00000000 PA USD 368317.95000000 0.007569383042 Long DBT CORP US N 2 2023-02-01 Fixed 3.25000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AN4 200000.00000000 PA USD 310362.20000000 0.006378321702 Long DBT CORP US N 2 2037-08-15 Fixed 5.95000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AE1 75000.00000000 PA USD 90897.90000000 0.001868062696 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N Ginnie Mae II Pool N/A 36179TLR4 1615578.08000000 PA USD 1711219.17000000 0.035167640805 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418DES7 801382.96000000 PA USD 840049.29000000 0.017264037364 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AG6 50000.00000000 PA USD 53736.25000000 0.001104345469 Long DBT CORP US N 2 2024-04-01 Fixed 3.20000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAF8 200000.00000000 PA USD 258977.20000000 0.005322297287 Long DBT CORP US N 2 2048-07-15 Fixed 4.20000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AC4 40000.00000000 PA USD 50543.84000000 0.001038737551 Long DBT CORP US N 2 2046-06-15 Fixed 4.80000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 171000.00000000 PA USD 184221.21000000 0.003785970526 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31411JUZ7 3992.54000000 PA USD 4191.46000000 0.000086139614 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KHZ3 13588.01000000 PA USD 15276.46000000 0.000313949882 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GU1 1775000.00000000 PA USD 1826444.83000000 0.037535668638 Long DBT CORP N/A N 2 2022-07-01 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GSN7 656.29000000 PA USD 753.06000000 0.000015476301 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31404XJ62 19298.90000000 PA USD 22534.60000000 0.000463113511 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AT3 400000.00000000 PA USD 402019.20000000 0.008261984829 Long DBT CORP US N 2 2030-09-01 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMPU0 14431.19000000 PA USD 15283.71000000 0.000314098879 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236THF5 500000.00000000 PA USD 502122.00000000 0.010319219446 Long DBT CORP US N 2 2023-08-14 Fixed 0.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHY8 1000000.00000000 PA USD 1045811.00000000 0.021492691435 Long DBT CORP US N 2 2026-02-13 Variable 2.01500000 N N N N N N Ginnie Mae I Pool N/A 3620AQJP9 362261.01000000 PA USD 404613.49000000 0.008315300652 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AR8 125000.00000000 PA USD 135594.38000000 0.002786629868 Long DBT CORP LU N 2 2024-08-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31387UCR0 2354.62000000 PA USD 2607.99000000 0.000053597374 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCZ9 25000.00000000 PA USD 25822.05000000 0.000530674617 Long DBT CORP GB N 2 2022-03-17 Fixed 3.06200000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 92334NAC7 39000.00000000 PA USD 55265.18000000 0.001135766845 Long DBT CORP FR N 2 2038-06-01 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 3138EHM90 21117.55000000 PA USD 22003.14000000 0.000452191360 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 2.45200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFP3 300000.00000000 PA USD 465236.10000000 0.009561169218 Long DBT USGSE US N 2 2030-05-15 Fixed 7.25000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAF9 725000.00000000 PA USD 989625.00000000 0.020338000615 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AW2 100000.00000000 PA USD 109630.20000000 0.002253034305 Long DBT CORP US N 2 2030-06-15 Fixed 3.37500000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAJ0 100000.00000000 PA USD 111611.50000000 0.002293752437 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QEG5 100000.00000000 PA USD 100336.00000000 0.002062027161 Long DBT CORP N/A N 2 2025-05-19 Fixed 0.50000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DAY7 100000.00000000 PA USD 109937.60000000 0.002259351750 Long DBT CORP US Y 2 2024-07-15 Fixed 4.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AY5 424000.00000000 PA USD 478740.94000000 0.009838710150 Long DBT CORP US N 2 2025-11-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31418DNG3 1736110.56000000 PA USD 1829763.83000000 0.037603878136 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AR0 150000.00000000 PA USD 171417.90000000 0.003522846892 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3138WE6B0 142581.67000000 PA USD 154902.72000000 0.003183439802 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AS4 120000.00000000 PA USD 133189.32000000 0.002737202952 Long DBT CORP US N 2 2030-05-15 Fixed 3.10000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886FAE7 500000.00000000 PA USD 491149.50000000 0.010093721190 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAS2 50000.00000000 PA USD 62357.80000000 0.001281528836 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3138MRK67 108210.18000000 PA USD 114170.36000000 0.002346340130 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36205CQ29 405.07000000 PA USD 449.98000000 0.000009247637 Long ABS-MBS USGA US N 2 2025-02-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138ELGE7 99596.57000000 PA USD 105673.12000000 0.002171711486 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.50000000 N N N N N N Chubb Corp/The N/A 171232AS0 95000.00000000 PA USD 150904.37000000 0.003101268834 Long DBT CORP US N 2 2038-05-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286L9 6250000.00000000 PA USD 6852538.75000000 0.140828028106 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N Fannie Mae-Aces N/A 3136AJLC8 117426.17000000 PA USD 126026.46000000 0.002589997444 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.50100000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMZ2 500000.00000000 PA USD 502424.00000000 0.010325425915 Long DBT CORP SE N 2 2025-05-14 Fixed 0.62500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CX4 325000.00000000 PA USD 341612.05000000 0.007020544229 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N New York City Water & Sewer System N/A 64972FL20 50000.00000000 PA USD 79454.50000000 0.001632886871 Long DBT MUN US N 2 2042-06-15 Fixed 6.01100000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAP0 275000.00000000 PA USD 313518.70000000 0.006443191626 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N Ginnie Mae II Pool N/A 36202FUF1 53531.14000000 PA USD 58960.41000000 0.001211708328 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HBA6 500000.00000000 PA USD 585888.00000000 0.012040712900 Long DBT CORP CA N 2 2030-04-15 Fixed 4.10000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHU7 25000.00000000 PA USD 28844.83000000 0.000592796433 Long DBT CORP US N 2 2025-11-17 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36198VMH7 71392.53000000 PA USD 80581.22000000 0.001656042341 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAF9 150000.00000000 PA USD 153371.55000000 0.003151972391 Long DBT CORP NO N 2 2022-01-23 Fixed 3.15000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154DD8 500000.00000000 PA USD 489786.50000000 0.010065709878 Long DBT NUSS KR N 2 2030-09-21 Fixed 1.25000000 N N N N N N Fannie Mae Pool N/A 31417YSD0 21988.85000000 PA USD 23344.55000000 0.000479758971 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136B9KC0 150000.00000000 PA USD 154630.50000000 0.003177845349 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 1.78400000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AM8 100000.00000000 PA USD 126063.10000000 0.002590750441 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAL4 130000.00000000 PA USD 186250.09000000 0.003827666484 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C43 549300RVQJTKIK3XGD11 95001LAU6 275000.00000000 PA USD 321986.50000000 0.006617215243 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.01200000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAF8 100000.00000000 PA USD 101470.60000000 0.002085344575 Long DBT CORP US N 2 2021-08-09 Fixed 3.20000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAA7 125000.00000000 PA USD 138773.25000000 0.002851959523 Long DBT CORP US N 2 2024-04-01 Fixed 4.60000000 N N N N N N Colombia Government International Bond N/A 195325DL6 765000.00000000 PA USD 851445.00000000 0.017498233102 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Sonoco Products Co GKOMIK4RDJGHEF0VNP11 835495AL6 105000.00000000 PA USD 116450.78000000 0.002393205542 Long DBT CORP US N 2 2030-05-01 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 312946RQ1 115637.79000000 PA USD 127020.55000000 0.002610427206 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Mexico Government International Bond N/A 91087BAF7 950000.00000000 PA USD 1114033.65000000 0.022894750091 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FDT3 160.49000000 PA USD 187.56000000 0.000003854586 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXN5 5468.61000000 PA USD 6280.24000000 0.000129066590 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XQ8 6025000.00000000 PA USD 6201984.38000000 0.127458342440 Long DBT UST US N 2 2022-07-31 Fixed 2.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BL2 200000.00000000 PA USD 251483.00000000 0.005168282338 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8XA7 45738.47000000 PA USD 53814.05000000 0.001105944354 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BP5 150000.00000000 PA USD 174222.60000000 0.003580486897 Long DBT CORP CA N 2 2049-11-15 Fixed 3.70000000 N N N N N N Ginnie Mae II Pool N/A 36179UH62 182749.93000000 PA USD 199016.72000000 0.004090036300 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAV3 250000.00000000 PA USD 399452.50000000 0.008209236014 Long DBT CORP US N 2 2037-08-15 Fixed 6.95000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AR6 100000.00000000 PA USD 108010.80000000 0.002219753661 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BD3 150000.00000000 PA USD 204944.55000000 0.004211860436 Long DBT CORP US N 2 2040-11-15 Fixed 5.05000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBZ8 200000.00000000 PA USD 253605.00000000 0.005211892025 Long DBT CORP US N 2 2049-05-01 Fixed 3.85000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAK6 160000.00000000 PA USD 173639.68000000 0.003568507180 Long DBT CORP US N 2 2025-02-06 Fixed 2.90000000 N N N N N N Chile Government International Bond N/A 168863CA4 485000.00000000 PA USD 537840.75000000 0.011053283318 Long DBT NUSS CL N 2 2026-01-21 Fixed 3.12500000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBM5 100000.00000000 PA USD 106773.60000000 0.002194327692 Long DBT CORP US N 2 2024-06-01 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36212CPZ8 2201.38000000 PA USD 2423.26000000 0.000049800948 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543BY8 350000.00000000 PA USD 622778.45000000 0.012798856636 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMQ2 195000.00000000 PA USD 205882.76000000 0.004231141795 Long DBT CORP SE N 2 2023-03-14 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31417YUH8 149671.86000000 PA USD 164359.28000000 0.003377783643 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAB1 350000.00000000 PA USD 386036.35000000 0.007933517770 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335AZC5 171068.03000000 PA USD 182744.16000000 0.003755615347 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 N/A 61766LBQ1 100000.00000000 PA USD 105351.00000000 0.002165091527 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.28800000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BC9 725000.00000000 PA USD 824449.70000000 0.016943446766 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAP8 75000.00000000 PA USD 100422.68000000 0.002063808541 Long DBT CORP US N 2 2048-08-20 Fixed 4.45000000 N N N N N N Ginnie Mae I Pool N/A 36200MYJ6 15053.30000000 PA USD 17668.92000000 0.000363117853 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAU9 25000.00000000 PA USD 26935.80000000 0.000553563538 Long DBT CORP US N 2 2024-03-07 Fixed 2.90000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAT5 150000.00000000 PA USD 199098.45000000 0.004091715951 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468N2 500000.00000000 PA USD 799158.00000000 0.016423671487 Long DBT CORP US N 2 2051-03-24 Variable 5.59700000 N N N N N N Fannie Mae Pool N/A 31407NQM8 35248.50000000 PA USD 38972.87000000 0.000800940006 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GA6 175000.00000000 PA USD 241760.23000000 0.004968467557 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BQYS0 150000.00000000 PA USD 163855.50000000 0.003367430349 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.52500000 N N N N N N Fannie Mae Pool N/A 31417KMR5 72474.20000000 PA USD 79499.40000000 0.001633809620 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DWAW3 3896000.00000000 PA USD 4049573.31000000 0.083223670047 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 31306XEA7 427125.62000000 PA USD 445771.49000000 0.009161147745 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAS4 41806.20000000 PA USD 42510.63000000 0.000873645288 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.27100000 N N N N N N Ginnie Mae I Pool N/A 36176XCT4 238571.14000000 PA USD 251182.27000000 0.005162101969 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CBR4 82713.46000000 PA USD 87973.13000000 0.001807955106 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138MQTD5 126029.21000000 PA USD 134621.01000000 0.002766625928 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179T7L3 863495.31000000 PA USD 927756.63000000 0.019066530162 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7CC8 64119.35000000 PA USD 71163.98000000 0.001462506574 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Hungary Government International Bond N/A 445545AE6 422000.00000000 PA USD 427805.45000000 0.008791923713 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.37500000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAJ0 350000.00000000 PA USD 428153.60000000 0.008799078620 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Ginnie Mae I Pool N/A 3622A25S7 208384.47000000 PA USD 227219.93000000 0.004669646660 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 4.00000000 N N N N N N Cleveland Electric Illuminating Co/The N/A 186108CJ3 225000.00000000 PA USD 258993.00000000 0.005322621996 Long DBT CORP US N 2 2024-08-15 Fixed 5.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AW3 175000.00000000 PA USD 189289.98000000 0.003890139931 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DA3 1025000.00000000 PA USD 1072772.18000000 0.022046776563 Long DBT CORP N/A N 2 2023-01-18 Fixed 2.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAN1 100000.00000000 PA USD 108865.40000000 0.002237316733 Long DBT CORP US N 2 2029-11-15 Fixed 3.10000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967DR9 75000.00000000 PA USD 104763.90000000 0.002153025906 Long DBT CORP US N 2 2036-08-25 Fixed 6.12500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BX6 405000.00000000 PA USD 469800.00000000 0.009654962929 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DR5 240000.00000000 PA USD 273918.96000000 0.005629368677 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36202FP42 20241.15000000 PA USD 21532.20000000 0.000442512968 Long ABS-MBS USGA US N 2 2026-02-20 Fixed 4.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216DE7 500000.00000000 PA USD 498374.00000000 0.010242193476 Long DBT CORP US N 2 2031-03-15 Fixed 1.37500000 N N N N N N XLIT Ltd 635400XCGXK8NVDIVE95 98420EAD7 100000.00000000 PA USD 139785.80000000 0.002872768661 Long DBT CORP KY N 2 2045-03-31 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXKU3 25015.72000000 PA USD 28218.77000000 0.000579930136 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312934SC7 94398.17000000 PA USD 105267.31000000 0.002163371595 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCD2 125000.00000000 PA USD 164086.25000000 0.003372172543 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418CJU9 135516.56000000 PA USD 148905.84000000 0.003060196605 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BP6 380000.00000000 PA USD 475511.10000000 0.009772332999 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N Fannie Mae Pool N/A 31418AWX2 268663.26000000 PA USD 288983.66000000 0.005938966633 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECB5 50000.00000000 PA USD 65065.25000000 0.001337170235 Long DBT CORP US N 2 2041-12-15 Fixed 4.70000000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AH9 355000.00000000 PA USD 409135.37000000 0.008408230801 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292HUP7 1111.67000000 PA USD 1246.59000000 0.000025618944 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1KK6 35324.24000000 PA USD 39973.22000000 0.000821498419 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31386GZT3 1815.57000000 PA USD 2145.29000000 0.000044088325 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417DKZ5 69459.84000000 PA USD 75497.14000000 0.001551558297 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAC5 125000.00000000 PA USD 172348.13000000 0.003541964253 Long DBT CORP US N 2 2041-03-01 Fixed 5.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8CY5 408672.70000000 PA USD 430108.52000000 0.008839254611 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 3.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAE4 100000.00000000 PA USD 120319.70000000 0.002472716567 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847RAF9 100000.00000000 PA USD 111128.60000000 0.002283828253 Long DBT CORP US N 2 2024-11-15 Fixed 4.60000000 N N N N N N COMM 2015-LC19 Mortgage Trust N/A 200474AZ7 20903.87000000 PA USD 21937.57000000 0.000450843816 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.04000000 N N N N N N GS Mortgage Securities Trust 2014-GC24 N/A 36253GAK8 25000.00000000 PA USD 23897.00000000 0.000491112492 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.64350000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAE8 100000.00000000 PA USD 111593.30000000 0.002293378405 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 78009PEH0 200000.00000000 PA USD 244830.20000000 0.005031559184 Long DBT CORP GB N 2 2030-01-27 Variable 5.07600000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RME9 329000.00000000 PA USD 329961.68000000 0.006781114918 Long DBT CORP US Y 2 2059-09-15 Fixed 3.65000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632G88 100000.00000000 PA USD 122446.00000000 0.002516414625 Long DBT MUN US N 2 2046-12-01 Fixed 3.79800000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QLSE2 3290.38000000 PA USD 3464.98000000 0.000071209564 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 2.91400000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AJ8 200000.00000000 PA USD 225233.00000000 0.004628812825 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAL7 100000.00000000 PA USD 110353.50000000 0.002267899003 Long DBT CORP US N 2 2026-05-15 Fixed 3.10000000 N N N N N N Israel Government International Bond N/A 46513JB59 200000.00000000 PA USD 264751.00000000 0.005440955918 Long DBT NUSS IL N 2 2120-04-03 Fixed 4.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAM1 100000.00000000 PA USD 109092.50000000 0.002241983915 Long DBT CORP US N 2 2024-03-13 Fixed 3.80000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0BX5 100000.00000000 PA USD 126325.10000000 0.002596134860 Long DBT CORP N/A N 2 2042-08-07 Fixed 3.20000000 N N N N N N Colombia Government International Bond N/A 195325DR3 200000.00000000 PA USD 210196.40000000 0.004319792358 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 400000.00000000 PA USD 483500.00000000 0.009936514636 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MS7 500000.00000000 PA USD 531919.50000000 0.010931594410 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Ginnie Mae II Pool N/A 36179QL58 496533.29000000 PA USD 531253.58000000 0.010917908942 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.50000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110DAL8 150000.00000000 PA USD 156568.80000000 0.003217679778 Long DBT CORP US N 2 2025-06-22 Fixed 1.87500000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 450000.00000000 PA USD 689269.50000000 0.014165328801 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFJ7 925000.00000000 PA USD 1411356.68000000 0.029005100948 Long DBT USGSE US N 2 2030-01-15 Fixed 7.12500000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_18-A N/A 44891KAD7 17769.53000000 PA USD 17894.13000000 0.000367746193 Long ABS-CBDO CORP US N 2 2022-07-15 Fixed 2.79000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282U3 4655000.00000000 PA USD 4935027.11000000 0.101420825464 Long DBT UST US N 2 2024-08-31 Fixed 1.87500000 N N N N N N Steelcase Inc GIE4CCPBJDI8SMV1OX95 858155AE4 125000.00000000 PA USD 146708.00000000 0.003015028313 Long DBT CORP US N 2 2029-01-18 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31419L4J9 93321.62000000 PA USD 100659.88000000 0.002068683290 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BZ7 75000.00000000 PA USD 75433.50000000 0.001550250417 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAE3 100000.00000000 PA USD 118543.00000000 0.002436203215 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EMD5 1937.73000000 PA USD 2149.73000000 0.000044179573 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EM6 875000.00000000 PA USD 975351.56000000 0.020044664016 Long DBT UST US N 2 2022-08-15 Fixed 7.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292JBM1 11016.04000000 PA USD 12150.29000000 0.000249703276 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 4.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CC0 100000.00000000 PA USD 121110.00000000 0.002488958195 Long DBT CORP US N 2 2042-08-13 Fixed 3.60000000 N N N N N N Freddie Mac Pool N/A 3132D6NS5 369546.58000000 PA USD 390428.99000000 0.008023791879 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S2P1 407004.68000000 PA USD 436940.65000000 0.008979663214 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AZ0 350000.00000000 PA USD 395875.20000000 0.008135718136 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DK3 200000.00000000 PA USD 237872.20000000 0.004888563799 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AY5 100000.00000000 PA USD 101218.80000000 0.002080169778 Long DBT CORP US N 2 2022-05-07 Fixed 1.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7A89 11972.38000000 PA USD 13404.35000000 0.000275475739 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 7.00000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAR5 300000.00000000 PA USD 327780.00000000 0.006736278733 Long DBT CORP US N 2 2040-04-05 Fixed 3.37700000 N N N N N N Commonwealth Financing Authority N/A 20281PKT8 100000.00000000 PA USD 117426.00000000 0.002413247503 Long DBT MUN US N 2 2038-06-01 Fixed 3.86400000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4FM4 14618.01000000 PA USD 15252.28000000 0.000313452954 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.85400000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GY3 150000.00000000 PA USD 185113.80000000 0.003804314339 Long DBT CORP US N 2 2044-03-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31418BVK9 135657.01000000 PA USD 143304.16000000 0.002945075249 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.50000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAT7 550000.00000000 PA USD 608201.55000000 0.012499283565 Long DBT CORP US N 2 2026-05-04 Fixed 3.11900000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNV1 250000.00000000 PA USD 268565.50000000 0.005519348545 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36202FCN4 239365.12000000 PA USD 263901.50000000 0.005423497657 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204QHN3 375.54000000 PA USD 413.98000000 0.000008507793 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 8.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QSZL3 4179.65000000 PA USD 4530.45000000 0.000093106272 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 2.85300000 N N N N N N Fannie Mae Pool N/A 3138AXWG2 14249.37000000 PA USD 15265.18000000 0.000313718065 Long ABS-MBS USGSE US N 2 2041-12-01 Floating 2.28700000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WRQ9 100000.00000000 PA USD 112218.00000000 0.002306216751 Long DBT MUN US N 2 2046-08-01 Fixed 5.31000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAD5 75000.00000000 PA USD 84632.78000000 0.001739306840 Long DBT CORP US N 2 2028-08-15 Fixed 3.69500000 N N N N N N Fannie Mae Pool N/A 31418DHD7 544786.55000000 PA USD 567519.68000000 0.011663221524 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBD9 100000.00000000 PA USD 123180.50000000 0.002531509495 Long DBT CORP US N 2 2045-09-15 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 3138EQTZ5 118492.94000000 PA USD 131700.29000000 0.002706601570 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GE7 350000.00000000 PA USD 391300.00000000 0.008041692197 Long DBT CORP N/A N 2 2027-11-22 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WAEQ6 269201.40000000 PA USD 296353.91000000 0.006090434259 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 79741TAR5 100000.00000000 PA USD 156293.00000000 0.003212011752 Long DBT MUN US N 2 2049-05-01 Fixed 6.13800000 N N N N N N Philippine Government International Bond N/A 718286BZ9 700000.00000000 PA USD 836978.10000000 0.017200920664 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AG3 100000.00000000 PA USD 107629.20000000 0.002211911315 Long DBT NUSS JP N 2 2023-07-31 Fixed 3.37500000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAJ2 10000.00000000 PA USD 10854.40000000 0.000223071157 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.70100000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CD0 150000.00000000 PA USD 202794.45000000 0.004167673258 Long DBT CORP US N 2 2043-12-05 Fixed 5.30000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp N/A 75886AAQ1 200000.00000000 PA USD 212000.00000000 0.004356858537 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBR1 500000.00000000 PA USD 493721.50000000 0.010146578927 Long DBT CORP US N 2 2030-10-15 Fixed 1.25000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAK0 100000.00000000 PA USD 127038.90000000 0.002610804321 Long DBT CORP US N 2 2043-11-15 Fixed 5.80000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159JG2 250000.00000000 PA USD 257171.75000000 0.005285193088 Long DBT CORP CA N 2 2022-03-07 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3132GRHH7 187876.78000000 PA USD 206595.26000000 0.004245784539 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2 N/A 03066EAD6 25000.00000000 PA USD 25128.96000000 0.000516430773 Long ABS-CBDO CORP US N 2 2024-12-18 Fixed 0.66000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 150000.00000000 PA USD 158084.40000000 0.003248827206 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31418CU77 909837.51000000 PA USD 969700.18000000 0.019928521265 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402RFV6 184610.08000000 PA USD 212199.28000000 0.004360953984 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCK4 30626.15000000 PA USD 35407.69000000 0.000727671209 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AT1 175000.00000000 PA USD 237907.60000000 0.004889291312 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AR1 340000.00000000 PA USD 432400.10000000 0.008886349374 Long DBT CORP US N 2 2031-01-23 Fixed 4.90000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FL6P4 25000.00000000 PA USD 29587.25000000 0.000608054069 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.56300000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAE3 275000.00000000 PA USD 335659.23000000 0.006898206518 Long DBT CORP GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AJ0 75000.00000000 PA USD 83692.43000000 0.001719981500 Long DBT CORP US N 2 2027-11-13 Fixed 3.20000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CC7 75000.00000000 PA USD 78872.25000000 0.001620920923 Long DBT CORP US N 2 2024-03-01 Fixed 2.80000000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186UJ6 25000.00000000 PA USD 26817.75000000 0.000551137467 Long DBT MUN US N 2 2043-05-01 Fixed 3.27000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AD0 150000.00000000 PA USD 166506.75000000 0.003421916770 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AL5 100000.00000000 PA USD 122877.30000000 0.002525278366 Long DBT CORP GB N 2 2028-12-04 Fixed 5.12500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HH2 500000.00000000 PA USD 512454.50000000 0.010531564922 Long DBT CORP N/A N 2 2022-03-15 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36291SV98 41426.63000000 PA USD 48488.15000000 0.000996490614 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QJT9 124370.77000000 PA USD 136966.54000000 0.002814829430 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.00000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAG6 250000.00000000 PA USD 271611.00000000 0.005581937284 Long DBT CORP US N 2 2024-09-01 Fixed 3.20000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ES8 150000.00000000 PA USD 161624.70000000 0.003321584689 Long DBT CORP US N 2 2024-03-15 Fixed 2.95000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAL2 200000.00000000 PA USD 217806.00000000 0.004476178918 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N BANK 2020-BNK27 N/A 06539XAH7 150000.00000000 PA USD 157540.50000000 0.003237649398 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.14400000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JG9 800000.00000000 PA USD 780464.80000000 0.016039503430 Long DBT CORP N/A N 2 2030-08-26 Fixed 0.75000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DM6 125000.00000000 PA USD 145125.00000000 0.002982495732 Long DBT CORP US N 2 2048-04-01 Variable 5.75000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HZ0 1000000.00000000 PA USD 1025428.00000000 0.021073795927 Long DBT CORP DE N 2 2022-02-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVD5 189.67000000 PA USD 217.64000000 0.000004472767 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBL5 100000.00000000 PA USD 111987.00000000 0.002301469420 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAD8 200000.00000000 PA USD 289299.20000000 0.005945451365 Long DBT CORP CA N 2 2046-03-04 Fixed 5.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FB9 1839000.00000000 PA USD 2521441.50000000 0.051818697768 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 3138EBPJ8 301830.74000000 PA USD 322725.49000000 0.006632402389 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N American Airlines 2016-3 Class AA Pass Through Trust N/A 023771R91 123278.45000000 PA USD 120597.02000000 0.002478415831 Long DBT CORP US N 2 2030-04-15 Fixed 3.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBC6 125000.00000000 PA USD 163056.00000000 0.003350999649 Long DBT CORP US N 2 2044-02-15 Fixed 4.80000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AP2 80000.00000000 PA USD 83047.76000000 0.001706732746 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3140QASR2 59602.43000000 PA USD 66592.98000000 0.001368566950 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BK5 150000.00000000 PA USD 160223.85000000 0.003292795513 Long DBT CORP US N 2 2023-02-15 Fixed 3.75000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AQ8 125000.00000000 PA USD 168920.75000000 0.003471527414 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 N/A 61690FAK9 89399.80000000 PA USD 93507.72000000 0.001921697680 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.04000000 N N N N N N Memorial Health Services 549300FTIZOMIONZZ882 58601VAC6 150000.00000000 PA USD 160608.30000000 0.003300696429 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AP8 50000.00000000 PA USD 65811.30000000 0.001352502473 Long DBT CORP US N 2 2044-04-25 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31418DBH4 106024.98000000 PA USD 115729.37000000 0.002378379687 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134GVJ66 600000.00000000 PA USD 600984.00000000 0.012350954110 Long DBT USGSE US N 2 2022-06-08 Fixed 0.25000000 N N N N N N Ginnie Mae II Pool N/A 36202EJY6 20074.95000000 PA USD 23367.62000000 0.000480233088 Long ABS-MBS USGA US N 2 2036-07-20 Fixed 6.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAP0 150000.00000000 PA USD 214331.70000000 0.004404777816 Long DBT CORP MX N 2 2037-11-15 Fixed 6.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBL3 20206.07000000 PA USD 23552.32000000 0.000484028898 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C7 N/A 46648KAU0 75000.00000000 PA USD 84974.25000000 0.001746324465 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AM4 125000.00000000 PA USD 139843.00000000 0.002873944191 Long DBT CORP US N 2 2024-11-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31418CCM4 308033.08000000 PA USD 323179.31000000 0.006641728943 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 425000.00000000 PA USD 461110.55000000 0.009476384135 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DZ3 75000.00000000 PA USD 80850.68000000 0.001661580072 Long DBT CORP AU N 2 2023-05-15 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36202FM78 509505.76000000 PA USD 559632.21000000 0.011501124397 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AC3 200000.00000000 PA USD 301638.40000000 0.006199036973 Long DBT CORP US N 2 2038-05-16 Fixed 6.37500000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDR3 200000.00000000 PA USD 223655.80000000 0.004596399442 Long DBT CORP US N 2 2027-01-11 Fixed 3.20000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AJ0 940000.00000000 PA USD 1026795.84000000 0.021101906707 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31416BW87 102856.87000000 PA USD 115320.24000000 0.002369971567 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N COMM 2015-LC19 Mortgage Trust N/A 200474BE3 50000.00000000 PA USD 54322.00000000 0.001116383346 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.52700000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687GA8 300000.00000000 PA USD 376600.20000000 0.007739593380 Long DBT CORP US N 2 2060-05-13 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 3138AEJH7 39412.46000000 PA USD 44141.21000000 0.000907155696 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXEL0 3664.79000000 PA USD 4189.54000000 0.000086100156 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLMZ8 125000.00000000 PA USD 137960.00000000 0.002835246244 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N Fannie Mae Pool N/A 31410F6B6 60053.62000000 PA USD 70082.06000000 0.001440271799 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 7.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFM1 900000.00000000 PA USD 904066.20000000 0.018579662934 Long DBT CORP US Y 2 2056-10-30 Fixed 2.98700000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DA2 150000.00000000 PA USD 152240.40000000 0.003128725879 Long DBT CORP US N 2 2022-01-30 Fixed 2.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283V0 6340000.00000000 PA USD 6914562.50000000 0.142102691807 Long DBT UST US N 2 2025-01-31 Fixed 2.50000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AS1 200000.00000000 PA USD 259210.00000000 0.005327081611 Long DBT CORP US N 2 2046-08-15 Fixed 5.00000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BK3 775000.00000000 PA USD 920427.98000000 0.018915917467 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BU1 75000.00000000 PA USD 113444.85000000 0.002331430015 Long DBT CORP US N 2 2037-07-01 Fixed 6.75000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DC4 175000.00000000 PA USD 193225.20000000 0.003971013501 Long DBT CORP AU N 2 2026-08-19 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRM0 337.14000000 PA USD 380.60000000 0.000007821794 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.50000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAJ5 50000.00000000 PA USD 51625.35000000 0.001060963900 Long DBT CORP US N 2 2022-03-22 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LLQ6 126229.06000000 PA USD 140307.46000000 0.002883489410 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Ohio Power Co 06ZODLC132CY1O2Y7D77 677415CQ2 100000.00000000 PA USD 127918.60000000 0.002628883229 Long DBT CORP US N 2 2048-04-01 Fixed 4.15000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AH1 300000.00000000 PA USD 354808.80000000 0.007291753535 Long DBT CORP US N 2 2028-05-15 Fixed 4.20000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BM1 75000.00000000 PA USD 85774.65000000 0.001762773661 Long DBT CORP US N 2 2025-09-15 Fixed 3.87500000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CL4 125000.00000000 PA USD 148193.50000000 0.003045557149 Long DBT CORP US N 2 2045-04-15 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36179UH39 169728.08000000 PA USD 181936.77000000 0.003739022498 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.50000000 N N N N N N State of California N/A 13063BJA1 250000.00000000 PA USD 261280.00000000 0.005369622635 Long DBT MUN US N 2 2021-11-01 Fixed 5.70000000 N N N N N N Fannie Mae Pool N/A 3138EKFB6 262561.79000000 PA USD 286148.90000000 0.005880708858 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 N/A 36257AAD3 52079.44000000 PA USD 52498.91000000 0.001078916623 Long ABS-CBDO CORP US N 2 2022-03-21 Fixed 2.67000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FRUT6 1300000.00000000 PA USD 1399710.00000000 0.028765747471 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.06900000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BG6 265000.00000000 PA USD 273152.46000000 0.005613616167 Long DBT CORP US N 2 2022-06-01 Fixed 2.62500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAJ1 250000.00000000 PA USD 262531.25000000 0.005395337349 Long DBT CORP US N 2 2023-01-15 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPV9 81330.08000000 PA USD 84879.58000000 0.001744378881 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.50000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AA2 97000.00000000 PA USD 104632.15000000 0.002150318283 Long DBT CORP US N 2 2025-04-01 Fixed 4.25000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EQ7 290000.00000000 PA USD 335969.93000000 0.006904591782 Long DBT CORP US N 2 2037-09-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31406VKT2 20904.36000000 PA USD 23263.99000000 0.000478103365 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5G1 198247.25000000 PA USD 210113.50000000 0.004318088662 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AX3 25000.00000000 PA USD 28435.48000000 0.000584383791 Long DBT CORP US N 2 2025-05-21 Fixed 3.85000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAU6 225000.00000000 PA USD 308969.10000000 0.006349691798 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510AH5 50000.00000000 PA USD 53051.55000000 0.001090274049 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 3140X4QW9 413927.30000000 PA USD 446350.80000000 0.009173053272 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBB6 200000.00000000 PA USD 240312.60000000 0.004938716995 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298CF3 250000.00000000 PA USD 306252.00000000 0.006293852079 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MC24 282202.39000000 PA USD 306786.03000000 0.006304827047 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DWAF0 6807912.10000000 PA USD 7076269.10000000 0.145425959642 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 312942PM1 16738.03000000 PA USD 18593.27000000 0.000382114373 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QAY0 270000.00000000 PA USD 283070.97000000 0.005817453643 Long DBT CORP N/A N 2 2024-09-27 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MEA43 496962.60000000 PA USD 532367.56000000 0.010940802589 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C22 N/A 46642NBH8 50000.00000000 PA USD 54543.00000000 0.001120925166 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 4.10950000 N N N N N N Mexico Government International Bond N/A 91087BAB6 760000.00000000 PA USD 867169.12000000 0.017821382944 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 600000.00000000 PA USD 976342.80000000 0.020065035207 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N Freddie Mac Pool N/A 3132DV6D2 818483.30000000 PA USD 861050.65000000 0.017695640924 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X72B4 793197.25000000 PA USD 830430.40000000 0.017066357444 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138E2MD4 822562.71000000 PA USD 862960.66000000 0.017734893958 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Children's Hospital Medical Center/Cincinnati OH 549300EKVCKSAOOWU002 16876AAA2 50000.00000000 PA USD 62776.70000000 0.001290137742 Long DBT CORP US N 2 2044-05-15 Fixed 4.26800000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAP4 480000.00000000 PA USD 517960.32000000 0.010644716237 Long DBT CORP N/A N 2 2025-01-15 Fixed 3.12500000 N N N N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239AF9 185000.00000000 PA USD 217837.50000000 0.004476826281 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZR4 560000.00000000 PA USD 560087.47000000 0.011510480545 Long DBT UST US N 2 2022-05-31 Fixed 0.12500000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAE3 75000.00000000 PA USD 91073.70000000 0.001871675601 Long DBT CORP US N 2 2048-08-15 Fixed 4.09100000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BQ1 150000.00000000 PA USD 166868.40000000 0.003429349119 Long DBT CORP US N 2 2025-08-11 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36182WCX9 32293.71000000 PA USD 34799.49000000 0.000715171958 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WCUU5 798355.67000000 PA USD 876167.57000000 0.018006312065 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417MH71 54782.92000000 PA USD 60774.25000000 0.001248984952 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2019-COR5 N/A 46591EAT4 200000.00000000 PA USD 228062.00000000 0.004686952225 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.38610000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBD0 200000.00000000 PA USD 207839.80000000 0.004271361354 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DD7 210000.00000000 PA USD 241014.90000000 0.004953150116 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N Permanent University Fund - University of Texas System 549300GZUEUTLKVGLF98 9151158F9 50000.00000000 PA USD 60241.50000000 0.001238036290 Long DBT MUN US N 2 2047-07-01 Fixed 3.37600000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YS7 74000.00000000 PA USD 106970.70000000 0.002198378337 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABF9 50000.00000000 PA USD 55303.20000000 0.001136548203 Long DBT CORP US N 2 2026-11-01 Fixed 2.85000000 N N N N N N Ginnie Mae II Pool N/A 36179S2N6 279886.53000000 PA USD 297622.86000000 0.006116512729 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410GUV3 20090.23000000 PA USD 23319.20000000 0.000479237998 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BT0 1635000.00000000 PA USD 2061854.36000000 0.042373621566 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAY6 250000.00000000 PA USD 287345.50000000 0.005905300447 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179NJD1 54793.23000000 PA USD 61051.84000000 0.001254689765 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 5.00000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AC1 25000.00000000 PA USD 26000.00000000 0.000534331707 Long DBT CORP US N 2 2022-05-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292GMB9 704.69000000 PA USD 769.65000000 0.000015817246 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020612 26482000.00000000 PA USD 27508177.50000000 0.565326594340 Long ABS-MBS USGSE US N 2 2021-01-14 Fixed 2.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718ER6 100000.00000000 PA USD 110203.90000000 0.002264824540 Long DBT CORP US N 2 2026-11-03 Fixed 2.45000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340AL6 75000.00000000 PA USD 93851.70000000 0.001928766888 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2018-C8 N/A 46591ABA2 225000.00000000 PA USD 267439.50000000 0.005496207872 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.21060000 N N N N N N BANK 2019-BNK22 N/A 06540XBG5 290000.00000000 PA USD 323808.20000000 0.006654653399 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.97800000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BV2 300000.00000000 PA USD 395485.80000000 0.008127715492 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513BA2 100000.00000000 PA USD 114597.00000000 0.002355108103 Long DBT CORP US N 2 2029-05-22 Fixed 3.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEG7 175000.00000000 PA USD 237016.50000000 0.004870978120 Long DBT CORP US N 2 2047-01-22 Fixed 4.37500000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAK7 450000.00000000 PA USD 469634.40000000 0.009651559647 Long DBT CORP US N 2 2023-03-15 Fixed 2.62500000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AW8 150000.00000000 PA USD 161321.85000000 0.003315360752 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138WDLR0 147028.64000000 PA USD 160024.02000000 0.003288688763 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DTQ5 5454229.36000000 PA USD 5657178.51000000 0.116261917411 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31418DQ54 1194979.55000000 PA USD 1245238.00000000 0.025591159490 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AL0 25000.00000000 PA USD 28942.78000000 0.000594809425 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAQ4 600000.00000000 PA USD 693499.80000000 0.014252266625 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BN3 100000.00000000 PA USD 105115.20000000 0.002160245549 Long DBT CORP US N 2 2030-10-15 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31418BXT8 91446.77000000 PA USD 95751.19000000 0.001967803724 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138AVRH0 2643364.65000000 PA USD 2773140.11000000 0.056991411154 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DF2 50000.00000000 PA USD 72419.50000000 0.001488309041 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMCR1 400000.00000000 PA USD 456944.00000000 0.009390756451 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 2.98200000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAT2 25000.00000000 PA USD 27107.50000000 0.000557092183 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.72300000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AT5 100000.00000000 PA USD 121775.90000000 0.002502643252 Long DBT CORP US N 2 2042-11-15 Fixed 3.60000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AF0 150000.00000000 PA USD 157125.15000000 0.003229113449 Long DBT CORP US N 2 2022-12-01 Fixed 2.95000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4JM0 1325.58000000 PA USD 1358.42000000 0.000027917187 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 3.23600000 N N N N N N Freddie Mac Gold Pool N/A 3128M5CD0 20324.17000000 PA USD 24034.09000000 0.000493929859 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AS4 50000.00000000 PA USD 62588.05000000 0.001286260754 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RHL6 183301.06000000 PA USD 193040.23000000 0.003967212142 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FG6S9 100000.00000000 PA USD 121267.00000000 0.002492184737 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 3.75000000 N N N N N N CSAIL 2015-C4 Commercial Mortgage Trust 54930025J96YEH8FQE77 12635RAX6 200000.00000000 PA USD 225736.00000000 0.004639150089 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.80790000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLUR7 150000.00000000 PA USD 153529.50000000 0.003155218456 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.71600000 N N N N N N Freddie Mac Pool N/A 3132A5JB2 926743.77000000 PA USD 985944.63000000 0.020262364523 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAU7 75000.00000000 PA USD 92841.53000000 0.001908006663 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C3 N/A 05550MAU8 700000.00000000 PA USD 813736.00000000 0.016723267165 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.58300000 N N N N N N Fannie Mae Pool N/A 3138E0SF7 429121.55000000 PA USD 450178.84000000 0.009251724163 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAW0 475000.00000000 PA USD 550355.43000000 0.011310475254 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N Washington Real Estate Investment Trust 549300DI34BGS8LVKW95 939653AM3 75000.00000000 PA USD 76778.48000000 0.001577891396 Long DBT CORP US N 2 2022-10-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138EHFE7 16554.65000000 PA USD 19440.24000000 0.000399520639 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BJ2 210000.00000000 PA USD 216083.91000000 0.004440787868 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBA3 200000.00000000 PA USD 238329.40000000 0.004897959816 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 200000.00000000 PA USD 215028.40000000 0.004419095850 Long DBT CORP GB N 2 2023-05-25 Fixed 3.60000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AR9 150000.00000000 PA USD 168887.25000000 0.003470838948 Long DBT CORP US N 2 2027-12-15 Fixed 3.37500000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAU3 200000.00000000 PA USD 230484.40000000 0.004736735499 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N Fannie Mae Pool N/A 31418CZ98 1012017.38000000 PA USD 1086391.45000000 0.022326669171 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BG3 175000.00000000 PA USD 205246.48000000 0.004218065465 Long DBT CORP US N 2 2028-03-15 Fixed 4.15000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107AD9 100000.00000000 PA USD 105354.20000000 0.002165157291 Long DBT CORP US N 2 2023-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFU8 353811.33000000 PA USD 365029.45000000 0.007501800357 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 225000.00000000 PA USD 257568.08000000 0.005293338152 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EX7 600000.00000000 PA USD 600204.60000000 0.012334936490 Long DBT CORP N/A N 2 2023-10-06 Fixed 0.25000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAK5 160000.00000000 PA USD 181838.72000000 0.003737007451 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 200000.00000000 PA USD 241992.80000000 0.004973247154 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DAZ4 250000.00000000 PA USD 295383.75000000 0.006070496288 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 3140X63C3 159205.98000000 PA USD 168756.14000000 0.003468144478 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAD8 50000.00000000 PA USD 54773.10000000 0.001125654001 Long DBT CORP US N 2 2024-11-15 Fixed 3.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAD3 12560000.00000000 PA USD 12389261.87000000 0.254614440355 Long DBT UST US N 2 2027-07-31 Fixed 0.37500000 N N N N N N Fannie Mae Pool N/A 31371K3B5 19112.60000000 PA USD 22104.07000000 0.000454265594 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RLN7 421485.43000000 PA USD 448751.62000000 0.009222393051 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SUW5 498359.30000000 PA USD 543001.88000000 0.011159350834 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AY44 151547.48000000 PA USD 165054.45000000 0.003392070234 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EG1 50000.00000000 PA USD 54030.90000000 0.001110400886 Long DBT CORP US N 2 2026-08-15 Fixed 2.40000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515BB9 175000.00000000 PA USD 218545.25000000 0.004491371407 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-GC36 N/A 17324TAE9 475000.00000000 PA USD 533923.75000000 0.010972784192 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.61600000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AV0 575000.00000000 PA USD 840707.50000000 0.017277564382 Long DBT CORP AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQV1 104.79000000 PA USD 117.63000000 0.000002417439 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BMU9 1558.57000000 PA USD 1842.52000000 0.000037866032 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CK4 375000.00000000 PA USD 419128.13000000 0.008613594205 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBJ4 100000.00000000 PA USD 101327.70000000 0.002082407805 Long DBT CORP US N 2 2050-07-15 Fixed 3.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDR9 500000.00000000 PA USD 500363.50000000 0.010283080127 Long DBT CORP US N 2 2022-10-21 Fixed 0.40000000 N N N N N N Ginnie Mae I Pool N/A 36290SQK0 12619.60000000 PA USD 14175.29000000 0.000291319496 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AN5 200000.00000000 PA USD 206965.00000000 0.004253383147 Long DBT CORP US N 2 2030-06-01 Fixed 1.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DF4 450000.00000000 PA USD 496501.65000000 0.010203714400 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC20 549300W6NRTMFPYUPG47 94989EAF4 25465.20000000 PA USD 26656.46000000 0.000547822761 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 2.97800000 N N N N N N Ginnie Mae I Pool N/A 36206DST5 1005.93000000 PA USD 1126.22000000 0.000023145194 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.50000000 N N N N N N Los Angeles Unified School District/CA N/A 544646ZR6 200000.00000000 PA USD 300836.00000000 0.006182546674 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 300000.00000000 PA USD 374032.50000000 0.007686824014 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N Jefferies Group LLC / Jefferies Group Capital Finance Inc N/A 47233JBH0 300000.00000000 PA USD 349757.10000000 0.007187934940 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RN77 50000.00000000 PA USD 51624.90000000 0.001060954652 Long DBT CORP US N 2 2022-08-10 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31376KMJ2 34383.93000000 PA USD 40166.41000000 0.000825468709 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WFJL1 89130.15000000 PA USD 97331.69000000 0.002000284927 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Csail 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 150000.00000000 PA USD 165669.00000000 0.003404699986 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.50400000 N N N N N N Ginnie Mae I Pool N/A 36200FJJ8 2089.13000000 PA USD 2239.67000000 0.000046027949 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAF7 400000.00000000 PA USD 457496.80000000 0.009402117165 Long DBT CORP US Y 2 2050-06-22 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KV2 150000.00000000 PA USD 151656.45000000 0.003116724995 Long DBT CORP US N 2 2021-08-02 Fixed 2.35000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAD4 100000.00000000 PA USD 108345.40000000 0.002226630099 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GD9 75000.00000000 PA USD 76241.48000000 0.001566855391 Long DBT CORP US N 2 2022-02-01 Fixed 2.40000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CC4 250000.00000000 PA USD 310199.50000000 0.006374978018 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HLL2 100000.00000000 PA USD 141019.00000000 0.002898112425 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AX4 250000.00000000 PA USD 334564.25000000 0.006875703344 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HHM9 2105.66000000 PA USD 2390.79000000 0.000049133650 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CV0 100000.00000000 PA USD 105123.40000000 0.002160414069 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-4 N/A 02582JHZ6 325000.00000000 PA USD 328287.47000000 0.006746707860 Long ABS-CBDO CORP US N 2 2023-12-15 Fixed 2.99000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BV3 75000.00000000 PA USD 76309.65000000 0.001568256368 Long DBT CORP CA N 2 2021-12-15 Fixed 2.85000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBF4 115000.00000000 PA USD 118299.35000000 0.002431195910 Long DBT CORP US N 2 2022-06-15 Fixed 2.61600000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C4 N/A 12531YAN8 150000.00000000 PA USD 164229.00000000 0.003375106230 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.28300000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BJ4 200000.00000000 PA USD 220290.00000000 0.004527228147 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31402ER91 4764.41000000 PA USD 5114.16000000 0.000105102224 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DC91 1888448.68000000 PA USD 1982024.71000000 0.040733024905 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 100000.00000000 PA USD 116118.30000000 0.002386372673 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31418U4W1 165004.03000000 PA USD 186844.95000000 0.003839891583 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAW3 200000.00000000 PA USD 230752.20000000 0.004742239116 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAK8 750000.00000000 PA USD 777463.50000000 0.015977823055 Long DBT CORP US N 2 2030-12-01 Fixed 3.12500000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2L2 200000.00000000 PA USD 214509.60000000 0.004408433878 Long DBT CORP US N 2 2023-05-15 Fixed 3.45000000 N N N N N N LifeStorage LP/CA N/A 84610WAB1 125000.00000000 PA USD 141276.13000000 0.002903396760 Long DBT CORP US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJL24 97123.16000000 PA USD 107742.40000000 0.002214237713 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 681919BA3 150000.00000000 PA USD 165360.75000000 0.003398365072 Long DBT CORP US N 2 2024-11-01 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 3138WJTT5 80058.94000000 PA USD 86235.98000000 0.001772254555 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDS86 47350.34000000 PA USD 52630.46000000 0.001081620136 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Adventist Health System/West 5493008YM33UCY5QPW83 007944AF8 100000.00000000 PA USD 108092.80000000 0.002221438861 Long DBT CORP US N 2 2029-03-01 Fixed 2.95200000 N N N N N N Ginnie Mae I Pool N/A 36241KEZ7 35018.30000000 PA USD 39525.53000000 0.000812297843 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N BANK 2020-BNK26 N/A 06540JBG6 175000.00000000 PA USD 187318.25000000 0.003849618475 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.40300000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAF6 138000.00000000 PA USD 151436.23000000 0.003112199205 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31408DQK3 14375.29000000 PA USD 16803.44000000 0.000345331184 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293Q5C3 4085.01000000 PA USD 4564.42000000 0.000093804397 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AQ1 200000.00000000 PA USD 213684.60000000 0.004391479122 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAC1 225000.00000000 PA USD 231886.58000000 0.004765552008 Long DBT CORP US N 2 2023-05-16 Variable 2.66100000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBG7 500000.00000000 PA USD 518719.00000000 0.010660308037 Long DBT CORP US N 2 2022-06-20 Fixed 3.05000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBT1 1013000.00000000 PA USD 1108835.88000000 0.022787929579 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DE4 100000.00000000 PA USD 111587.50000000 0.002293259207 Long DBT CORP US N 2 2027-12-01 Fixed 3.37500000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BS6 725000.00000000 PA USD 810117.90000000 0.016648910798 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179SUU9 1457794.43000000 PA USD 1552474.83000000 0.031905251027 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FCJK1 75000.00000000 PA USD 86621.25000000 0.001780172323 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30300000 N N N N N N Dallas Independent School District N/A 235308RA3 100000.00000000 PA USD 101381.00000000 0.002083503185 Long DBT MUN US N 2 2035-02-15 Fixed 6.45000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAS0 250000.00000000 PA USD 257072.00000000 0.005283143103 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 21H022614 3828000.00000000 PA USD 4052297.07000000 0.083279646637 Long ABS-MBS USGA US N 2 2021-01-21 Fixed 2.50000000 N N N N N N ALLY MASTER OWNER TRUST AMOT_18-2 N/A 02005AGU6 100000.00000000 PA USD 101087.14000000 0.002077464004 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 3.29000000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAD6 25000.00000000 PA USD 32655.70000000 0.000671114459 Long DBT CORP US N 2 2041-03-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 3140X7JQ3 206696.90000000 PA USD 219360.85000000 0.004508132981 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167CA5 100000.00000000 PA USD 104212.20000000 0.002141687798 Long DBT CORP AT N 2 2025-02-12 Fixed 1.50000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAT4 100000.00000000 PA USD 116723.70000000 0.002398814381 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 501000.00000000 PA USD 627873.74000000 0.012903571060 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AG7 80000.00000000 PA USD 90193.76000000 0.001853591760 Long DBT CORP US N 2 2026-02-15 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31371LTV1 7448.15000000 PA USD 8851.97000000 0.000181918778 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PX0 1559000.00000000 PA USD 2351166.88000000 0.048319346674 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BN9 75000.00000000 PA USD 78937.05000000 0.001622252642 Long DBT CORP US N 2 2023-03-15 Fixed 3.15000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 91912EAA3 75000.00000000 PA USD 100406.25000000 0.002063470884 Long DBT CORP BR N 2 2042-09-11 Fixed 5.62500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAD6 300000.00000000 PA USD 340700.10000000 0.007001802544 Long DBT CORP US N 2 2025-12-01 Fixed 3.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHQ22 175000.00000000 PA USD 189059.50000000 0.003885403286 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.37000000 N N N N N N Freddie Mac Pool N/A 3132DVKW4 692066.87000000 PA USD 744218.75000000 0.015294602900 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-P2 N/A 95000AAV9 100000.00000000 PA USD 107199.00000000 0.002203070181 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.65600000 N N N N N N Freddie Mac Gold Pool N/A 3128M9NW8 29098.80000000 PA USD 33392.20000000 0.000686250432 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZQ6 14212200.00000000 PA USD 13890205.55000000 0.285460663407 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N EI du Pont de Nemours and Co GLU7INWNWH88J9XBXD45 263534CP2 100000.00000000 PA USD 106114.90000000 0.002180790604 Long DBT CORP US N 2 2030-07-15 Fixed 2.30000000 N N N N N N Ginnie Mae II Pool N/A 36179M2P4 165022.67000000 PA USD 176168.81000000 0.003620483886 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FC2 125000.00000000 PA USD 147029.13000000 0.003021627926 Long DBT CORP US N 2 2043-03-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31371LF20 5538.56000000 PA USD 5963.08000000 0.000122548566 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JP3 300000.00000000 PA USD 319644.00000000 0.006569074011 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36225AVG2 740.25000000 PA USD 822.82000000 0.000016909954 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 6.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 375000.00000000 PA USD 516127.50000000 0.010607049551 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AN3 227000.00000000 PA USD 251792.03000000 0.005174633281 Long DBT CORP US N 2 2024-12-16 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31378GHC0 874.31000000 PA USD 993.89000000 0.000020425651 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AF2 900000.00000000 PA USD 1082078.10000000 0.022238024568 Long DBT CORP US N 2 2030-05-15 Fixed 4.70000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWV2 450000.00000000 PA USD 518575.05000000 0.010657349689 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N BANK 2020-BNK30 N/A 06541UBW5 75000.00000000 PA USD 77172.00000000 0.001585978712 Long ABS-MBS CORP US N 2 2053-12-10 Variable 1.92500000 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAF4 100000.00000000 PA USD 104518.10000000 0.002147974416 Long DBT MUN US N 2 2044-10-01 Fixed 2.68200000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DZ2 50000.00000000 PA USD 84961.65000000 0.001746065519 Long DBT USGA US N 2 2056-04-01 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 3138EJND6 15101.67000000 PA USD 16350.72000000 0.000336027235 Long ABS-MBS USGSE US N 2 2042-03-01 Floating 2.80300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282N9 9735700.00000000 PA USD 10398944.56000000 0.213710992407 Long DBT UST US N 2 2024-07-31 Fixed 2.12500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29279FAA7 320000.00000000 PA USD 386000.00000000 0.007932770733 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055BJ0 225000.00000000 PA USD 263960.10000000 0.005424701959 Long DBT CORP US N 2 2030-04-01 Fixed 3.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZL7 2194200.00000000 PA USD 2202085.52000000 0.045255542918 Long DBT UST US N 2 2025-04-30 Fixed 0.37500000 N N N N N N Husky Energy Inc N/A 448055AP8 250000.00000000 PA USD 275625.00000000 0.005664429879 Long DBT CORP CA N 2 2029-04-15 Fixed 4.40000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AF1 50000.00000000 PA USD 58842.85000000 0.001209292327 Long DBT CORP US N 2 2047-09-15 Fixed 3.91500000 N N N N N N PeaceHealth Obligated Group N/A 70462GAA6 75000.00000000 PA USD 99746.40000000 0.002049910162 Long DBT CORP US N 2 2048-11-15 Fixed 4.78700000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAG0 250000.00000000 PA USD 263134.75000000 0.005407740010 Long DBT CORP LU N 2 2024-11-15 Fixed 2.20000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2K9 403000.00000000 PA USD 447876.07000000 0.009204399431 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HG9 675000.00000000 PA USD 692422.43000000 0.014230125358 Long DBT CORP US N 2 2022-08-01 Fixed 1.87500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BA9 500000.00000000 PA USD 496229.50000000 0.010198121385 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 210000.00000000 PA USD 281582.07000000 0.005786854932 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AF9 50000.00000000 PA USD 55931.60000000 0.001149462589 Long DBT CORP US N 2 2026-03-15 Fixed 4.85000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BD3 200000.00000000 PA USD 260600.60000000 0.005355660137 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2020-C55 N/A 95002EBB2 165000.00000000 PA USD 180764.10000000 0.003714922700 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.72500000 N N N N N N Ginnie Mae I Pool N/A 3620ARHF1 43340.84000000 PA USD 48155.66000000 0.000989657539 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NBB3 425262.86000000 PA USD 464544.73000000 0.009546960722 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EV6 250000.00000000 PA USD 310627.00000000 0.006383763665 Long DBT CORP US N 2 2038-09-10 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3138AD7K5 5656.36000000 PA USD 6284.47000000 0.000129153522 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAN7 50000.00000000 PA USD 71914.75000000 0.001477935813 Long DBT CORP US N 2 2037-06-15 Fixed 6.37500000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106BAA9 139000.00000000 PA USD 148958.93000000 0.003061287669 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3138WHNT5 374855.91000000 PA USD 408058.77000000 0.008386105358 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AAFC3 78448.12000000 PA USD 85185.39000000 0.001750663649 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKN8 50000.00000000 PA USD 52879.85000000 0.001086745405 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 30037DAA3 100000.00000000 PA USD 105865.30000000 0.002175661019 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AT6 100000.00000000 PA USD 112453.50000000 0.002311056564 Long DBT CORP US N 2 2027-12-15 Fixed 3.40000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BM1 500000.00000000 PA USD 524637.50000000 0.010781940429 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31402J4A2 25554.46000000 PA USD 29470.93000000 0.000605663551 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283H4S1 11328.07000000 PA USD 13096.25000000 0.000269143908 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407NQC0 44083.58000000 PA USD 48740.34000000 0.001001673426 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WJEV6 918345.67000000 PA USD 963509.27000000 0.019801290515 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417EFC0 130541.75000000 PA USD 138596.07000000 0.002848318258 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Benchmark 2019-B13 Mortgage Trust N/A 08162DAE8 280000.00000000 PA USD 311214.40000000 0.006395835451 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95200000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBP9 600000.00000000 PA USD 597851.40000000 0.012286575360 Long DBT CORP N/A N 2 2025-09-11 Fixed 0.37500000 N N N N N N Ginnie Mae II Pool N/A 36225FDB2 6801.09000000 PA USD 7145.89000000 0.000146856754 Long ABS-MBS USGA US N 2 2041-04-20 Floating 2.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2G7 1800000.00000000 PA USD 1953070.20000000 0.040137974414 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDQ2 150000.00000000 PA USD 206440.35000000 0.004242600950 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DQ8 800000.00000000 PA USD 793068.80000000 0.016298531001 Long DBT CORP N/A N 2 2027-09-16 Fixed 0.62500000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AV2 100000.00000000 PA USD 118490.00000000 0.002435114000 Long DBT CORP US N 2 2029-05-01 Fixed 3.90000000 N N N N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046AG4 175000.00000000 PA USD 196818.13000000 0.004044852594 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36203CJW3 1149.28000000 PA USD 1387.33000000 0.000028511323 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N BANK 2018-BNK15 N/A 06036FBC4 110000.00000000 PA USD 132686.40000000 0.002726867333 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.40700000 N N N N N N Fannie Mae Pool N/A 3140X6YS4 64616.44000000 PA USD 70149.55000000 0.001441658801 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DK1 534000.00000000 PA USD 560304.84000000 0.011514947763 Long DBT CORP US N 2 2022-07-15 Fixed 4.16300000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AD1 100000.00000000 PA USD 108448.80000000 0.002228755095 Long DBT CORP US N 2 2023-10-01 Fixed 3.85000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AT0 464000.00000000 PA USD 523617.97000000 0.010760987845 Long DBT CORP US N 2 2025-08-18 Fixed 3.55000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CL5 200000.00000000 PA USD 249741.80000000 0.005132498554 Long DBT CORP US N 2 2044-10-01 Fixed 4.62500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CQ1 200000.00000000 PA USD 205147.80000000 0.004216037471 Long DBT CORP US N 2 2022-05-11 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 3140GXW64 245975.38000000 PA USD 258224.86000000 0.005306835782 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CU93 326922.61000000 PA USD 354349.55000000 0.007282315388 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AH6 155000.00000000 PA USD 204882.41000000 0.004210583383 Long DBT CORP US N 2 2048-03-01 Fixed 4.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286C9 9901000.00000000 PA USD 10163995.31000000 0.208882498795 Long DBT UST US N 2 2022-02-15 Fixed 2.50000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622AW4 250000.00000000 PA USD 259849.50000000 0.005340224116 Long DBT CORP JP N 2 2022-07-18 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31418CG81 364592.62000000 PA USD 390520.70000000 0.008025676631 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AL3 50000.00000000 PA USD 57552.65000000 0.001182777143 Long DBT CORP US N 2 2026-12-15 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3138EGEW0 116180.90000000 PA USD 131987.87000000 0.002712511690 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N COMM 2013-LC13 Mortgage Trust N/A 12626GAF0 40000.00000000 PA USD 43086.80000000 0.000885486285 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.20500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HR8 950000.00000000 PA USD 991118.85000000 0.020368701054 Long DBT CORP DE N 2 2022-12-29 Fixed 2.37500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DD9 525000.00000000 PA USD 655543.35000000 0.013472215289 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BF6 367000.00000000 PA USD 429232.19000000 0.008821244960 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAX8 500000.00000000 PA USD 540974.50000000 0.011117685703 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CM0 125000.00000000 PA USD 162197.75000000 0.003333361565 Long DBT CORP US N 2 2035-07-20 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36200MTD5 29842.29000000 PA USD 33183.17000000 0.000681954610 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AJ9 150000.00000000 PA USD 159983.10000000 0.003287847807 Long DBT CORP US N 2 2030-03-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3140X6YY1 100302.42000000 PA USD 113101.81000000 0.002324380125 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUC5 262888.79000000 PA USD 278108.87000000 0.005715476437 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAB7 35000.00000000 PA USD 38237.08000000 0.000785818624 Long DBT CORP US N 2 2050-04-28 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418AHT8 266257.52000000 PA USD 282946.12000000 0.005814887823 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAS6 250000.00000000 PA USD 275958.75000000 0.005671288849 Long DBT CORP US N 2 2025-03-15 Fixed 3.15000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AV8 325000.00000000 PA USD 350539.80000000 0.007204020379 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179RD71 643758.32000000 PA USD 697001.12000000 0.014324223021 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36224ER47 192.75000000 PA USD 203.00000000 0.000004171897 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 8.00000000 N N N N N N Tanger Properties LP PQPGJDNFN35EXH363L31 875484AJ6 175000.00000000 PA USD 179822.30000000 0.003695567561 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AK9 100000.00000000 PA USD 123298.50000000 0.002533934539 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 50000.00000000 PA USD 60354.55000000 0.001240359605 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WFKJ4 579577.12000000 PA USD 624087.25000000 0.012825754073 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402CTT9 87709.05000000 PA USD 101450.79000000 0.002084937455 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AY6 200000.00000000 PA USD 254962.60000000 0.005239792361 Long DBT CORP US N 2 2047-05-11 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31385XAZ0 90339.84000000 PA USD 104674.62000000 0.002151191093 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 527288BE3 150000.00000000 PA USD 165354.15000000 0.003398229434 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GH82 305.69000000 PA USD 329.29000000 0.000006767311 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.00000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AR3 50000.00000000 PA USD 60618.45000000 0.001245783072 Long DBT CORP US N 2 2046-10-15 Fixed 4.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_18-A N/A 44891KAE5 75000.00000000 PA USD 76650.23000000 0.001575255702 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 2.94000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AV1 90000.00000000 PA USD 111440.88000000 0.002290245988 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N Trinity Acquisition PLC 549300FJZWZN6MJNGB63 89641UAC5 100000.00000000 PA USD 116492.40000000 0.002394060884 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N Freddie Mac Pool N/A 3132DV5N1 70298.67000000 PA USD 76148.84000000 0.001564951526 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M83X0 251082.23000000 PA USD 275728.71000000 0.005666561246 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B N/A 65479HAD9 30000.00000000 PA USD 31430.07000000 0.000645926268 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 2.54000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 03524BAF3 200000.00000000 PA USD 247053.40000000 0.005077248656 Long DBT CORP US N 2 2044-02-01 Fixed 4.62500000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AP4 175000.00000000 PA USD 190213.80000000 0.003909125559 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AU9 100000.00000000 PA USD 103498.10000000 0.002127012172 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BS6 300000.00000000 PA USD 321855.90000000 0.006614531254 Long DBT NUSS JP N 2 2023-07-20 Fixed 3.25000000 N N N N N N Morgan Stanley Capital I Trust 2020-L4 N/A 61770KAX3 175000.00000000 PA USD 190265.25000000 0.003910182919 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69800000 N N N N N N Fannie Mae Pool N/A 31365D4S1 160.27000000 PA USD 167.15000000 0.000003435136 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 8.50000000 N N N N N N COMM 2015-CCRE26 Mortgage Trust N/A 12593QBE9 225000.00000000 PA USD 252879.75000000 0.005196987253 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.63000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AE7 550000.00000000 PA USD 868073.80000000 0.017839975221 Long DBT CORP US N 2 2038-05-15 Fixed 6.37500000 N N N N N N Ginnie Mae II Pool N/A 36179SQU4 661304.57000000 PA USD 702169.16000000 0.014430432545 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 2.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WJM6 425000.00000000 PA USD 438793.38000000 0.009017739075 Long DBT CORP CA N 2 2022-03-26 Fixed 2.90000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BL2 275000.00000000 PA USD 386653.85000000 0.007946208148 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAJ3 675000.00000000 PA USD 742540.50000000 0.015260112816 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AF8 213000.00000000 PA USD 231617.05000000 0.004760012838 Long DBT CORP US N 2 2024-05-15 Fixed 3.37500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BK9 200000.00000000 PA USD 241764.60000000 0.004968557366 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QY7 5746000.00000000 PA USD 7110675.00000000 0.146133042845 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAV3 150000.00000000 PA USD 161536.35000000 0.003319768988 Long DBT CORP US N 2 2026-09-19 Fixed 2.25000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 1075000.00000000 PA USD 1173621.58000000 0.024119354721 Long DBT CORP GB N 2 2025-03-11 Variable 3.80300000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WCJ4 100000.00000000 PA USD 147671.90000000 0.003034837633 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJB6 2000000.00000000 PA USD 2144848.00000000 0.044079242080 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAE9 150000.00000000 PA USD 161648.85000000 0.003322081001 Long DBT CORP US N 2 2029-12-15 Fixed 3.10000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBP4 500000.00000000 PA USD 507242.50000000 0.010424451966 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709AD4 225000.00000000 PA USD 233441.55000000 0.004797508538 Long DBT NUSS CA N 2 2024-09-27 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 3140X4DE3 107039.62000000 PA USD 112398.21000000 0.002309920287 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132D55A6 95391.09000000 PA USD 100840.74000000 0.002072400184 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AF5 50000.00000000 PA USD 53956.65000000 0.001108874958 Long DBT CORP US N 2 2028-03-01 Fixed 3.75000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354PAC9 250000.00000000 PA USD 259266.00000000 0.005328232479 Long DBT CORP US N 2 2022-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SEP2 5444.65000000 PA USD 6082.80000000 0.000125008958 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AS5 250000.00000000 PA USD 290295.25000000 0.005965921407 Long DBT CORP US N 2 2028-05-15 Fixed 3.85000000 N N N N N N Chicago Transit Authority Sales & Transfer Tax Receipts Revenue N/A 167725AC4 125000.00000000 PA USD 180745.00000000 0.003714530171 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JK4 300000.00000000 PA USD 327068.10000000 0.006721648320 Long DBT CORP US N 2 2028-07-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292G4V5 3308.01000000 PA USD 3771.84000000 0.000077515911 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HNDM8 28347.49000000 PA USD 30583.91000000 0.000628536648 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AZ8 425000.00000000 PA USD 464377.53000000 0.009543524558 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31417BF44 201691.57000000 PA USD 215141.33000000 0.004421416700 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483AT9 80000.00000000 PA USD 113855.04000000 0.002339859920 Long DBT CORP US N 2 2032-10-01 Fixed 5.93500000 N N N N N N Freddie Mac Gold Pool N/A 3128M6ZU5 4843.23000000 PA USD 5602.35000000 0.000115135124 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AW3 200000.00000000 PA USD 214765.80000000 0.004413699100 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31418DVA7 8637723.96000000 PA USD 8978220.45000000 0.184513379348 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARV81 19305.82000000 PA USD 20236.75000000 0.000415889891 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 3.00000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BU4 195000.00000000 PA USD 257807.36000000 0.005298255648 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAY0 50000.00000000 PA USD 45854.50000000 0.000942365895 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.24300000 N N N N N N Fannie Mae Pool N/A 3140X6TF8 119674.02000000 PA USD 125952.45000000 0.002588476448 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C34 549300FWFHJGIW2B2U59 95000DBD2 75000.00000000 PA USD 80829.75000000 0.001661149935 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.09600000 N N N N N N Fannie Mae Pool N/A 31412SA39 4367.57000000 PA USD 4969.49000000 0.000102129079 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBW5 400000.00000000 PA USD 434458.00000000 0.008928641729 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLMV3 200000.00000000 PA USD 234896.00000000 0.004827399259 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.42200000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAK6 100000.00000000 PA USD 122127.70000000 0.002509873171 Long DBT CORP US N 2 2046-11-01 Fixed 4.37500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AG6 425000.00000000 PA USD 445702.18000000 0.009159723340 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.62500000 N N N N N N Mississippi Power Co LNZ0J6YZ5SC6ILIRU850 605417BZ6 100000.00000000 PA USD 121683.90000000 0.002500752540 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHU6 550000.00000000 PA USD 669156.95000000 0.013751991371 Long DBT CORP US N 2 2040-04-23 Variable 4.07800000 N N N N N N Benchmark 2018-B2 Mortgage Trust N/A 08161CAJ0 150000.00000000 PA USD 172881.00000000 0.003552915381 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.08350000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAB9 46.51000000 PA USD 46.49000000 0.000000955426 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 2.82000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAQ6 450000.00000000 PA USD 486562.50000000 0.009999452746 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 3620AS3K3 55742.18000000 PA USD 60280.76000000 0.001238843131 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Uruguay Government International Bond N/A 917288BK7 308000.00000000 PA USD 378070.00000000 0.007769799563 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31371L4Q9 42007.24000000 PA USD 49080.92000000 0.001008672761 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NT8 100000.00000000 PA USD 131145.00000000 0.002695189683 Long DBT CORP US N 2 2049-03-15 Fixed 4.30000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBB8 20509.01000000 PA USD 20521.93000000 0.000421750688 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 2.93500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B36J2 325000.00000000 PA USD 343577.00000000 0.007060926348 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.32000000 N N N N N N AutoNation Inc N/A 05329WAM4 150000.00000000 PA USD 168034.95000000 0.003453323144 Long DBT CORP US N 2 2025-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140X5FV0 410774.08000000 PA USD 417862.73000000 0.008587588692 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 2.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAY3 175000.00000000 PA USD 227618.65000000 0.004677840842 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366S5 100000.00000000 PA USD 103588.00000000 0.002128859727 Long DBT MUN US N 2 2042-06-15 Fixed 4.13100000 N N N N N N Ginnie Mae II Pool N/A 36202EQA0 14792.42000000 PA USD 17289.05000000 0.000355311061 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 6.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NS0 100000.00000000 PA USD 116729.80000000 0.002398939744 Long DBT CORP US N 2 2029-03-15 Fixed 3.70000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 100000.00000000 PA USD 131276.40000000 0.002697890113 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBQ5 300000.00000000 PA USD 349580.10000000 0.007184297374 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AN2 75000.00000000 PA USD 78252.90000000 0.001608192525 Long DBT CORP US N 2 2023-01-15 Fixed 2.87500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKUP9 400000.00000000 PA USD 479204.00000000 0.009848226597 Long ABS-MBS USGSE US N 2 2028-12-25 Fixed 3.77100000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HU8 450000.00000000 PA USD 492779.25000000 0.010127214540 Long DBT CORP US N 2 2024-02-12 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M9KZ4 126331.88000000 PA USD 138010.39000000 0.002836281820 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-3 N/A 362590AC5 175000.00000000 PA USD 175595.67000000 0.003608705160 Long ABS-CBDO CORP US N 2 2025-04-16 Fixed 0.45000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFY1 725000.00000000 PA USD 829401.45000000 0.017045211267 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CX3 425000.00000000 PA USD 560855.08000000 0.011526255866 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36225ENH1 2462.62000000 PA USD 2537.04000000 0.000052139265 Long ABS-MBS USGA US N 2 2038-10-20 Floating 3.12500000 N N N N N N Oregon School Boards Association N/A 686053DR7 50000.00000000 PA USD 60422.50000000 0.001241756061 Long DBT MUN US N 2 2028-06-30 Fixed 5.52800000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2019-COR5 N/A 46591EAV9 25000.00000000 PA USD 28109.25000000 0.000577679367 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.66920000 N N N N N N Ginnie Mae II Pool N/A 36179U6W7 754527.16000000 PA USD 805902.31000000 0.016562275282 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBC2 200000.00000000 PA USD 205214.20000000 0.004217402072 Long DBT CORP GB N 2 2025-09-29 Fixed 1.37500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBA6 75000.00000000 PA USD 84069.15000000 0.001727723556 Long DBT CORP US N 2 2027-05-15 Fixed 3.35000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CF7 500000.00000000 PA USD 534760.50000000 0.010989980425 Long DBT CORP NL N 2 2025-04-06 Fixed 2.37500000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBG3 300000.00000000 PA USD 330162.60000000 0.006785244069 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N Ginnie Mae II Pool N/A 36179NNA2 164497.88000000 PA USD 178252.24000000 0.003663300913 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AC0 200000.00000000 PA USD 204240.60000000 0.004197393405 Long DBT CORP US N 2 2021-12-15 Fixed 2.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 700000.00000000 PA USD 852894.70000000 0.017528026205 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BS2 425000.00000000 PA USD 523328.43000000 0.010755037444 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_17-A N/A 34532AAD5 22745.06000000 PA USD 22758.68000000 0.000467718628 Long ABS-CBDO CORP US N 2 2022-03-15 Fixed 2.01000000 N N N N N N Fannie Mae Pool N/A 31418B2L9 127933.82000000 PA USD 136068.68000000 0.002796377312 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189TAX2 125000.00000000 PA USD 188648.75000000 0.003876961873 Long DBT CORP US N 2 2036-08-15 Fixed 6.20000000 N N N N N N Ginnie Mae I Pool N/A 36185B4U7 37180.77000000 PA USD 40071.89000000 0.000823526207 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKG6 500000.00000000 PA USD 509523.00000000 0.010471319022 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AL0 200000.00000000 PA USD 227418.40000000 0.004673725460 Long DBT CORP US N 2 2046-09-15 Fixed 4.25000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AU2 200000.00000000 PA USD 238915.60000000 0.004910006941 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N JobsOhio Beverage System N/A 47770VAY6 150000.00000000 PA USD 172570.50000000 0.003546534227 Long DBT MUN US N 2 2029-01-01 Fixed 3.98500000 N N N N N N Fannie Mae Pool N/A 31390RFE8 22401.68000000 PA USD 26431.66000000 0.000543202846 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418DC59 1074650.13000000 PA USD 1126500.92000000 0.023150967694 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAZ8 650000.00000000 PA USD 704445.30000000 0.014477209998 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Indonesia Government International Bond N/A 455780CS3 200000.00000000 PA USD 232495.40000000 0.004778064002 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.85000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G06H1 1000000.00000000 PA USD 1001225.00000000 0.020576394761 Long DBT USGSE US N 2 2023-11-27 Fixed 0.25000000 N N N N N N Freddie Mac Pool N/A 3132DV6U4 581991.13000000 PA USD 614006.87000000 0.012618589970 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJJ0 300000.00000000 PA USD 320329.80000000 0.006583168037 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N Fannie Mae-Aces N/A 3136AKQM8 142990.48000000 PA USD 152932.61000000 0.003142951639 Long ABS-MBS USGSE US N 2 2024-06-25 Variable 3.05600000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABE8 100000.00000000 PA USD 105427.80000000 0.002166669861 Long DBT CORP US N 2 2022-09-15 Fixed 4.37500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAX9 250000.00000000 PA USD 261043.75000000 0.005364767410 Long DBT CORP US N 2 2022-10-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31409JVA5 974.56000000 PA USD 977.74000000 0.000020093749 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 2.54000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAC8 75000.00000000 PA USD 78464.85000000 0.001612548356 Long DBT CORP US N 2 2022-11-01 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138EH7H9 384881.90000000 PA USD 405634.15000000 0.008336276460 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N MEDSTAR HEALTH INC 549300ICFOCGDEPVJE31 58506YAS1 75000.00000000 PA USD 87319.50000000 0.001794522212 Long DBT MUN US N 2 2049-08-15 Fixed 3.62600000 N N N N N N Public Service Co of New Hampshire 549300SHPFALUPKK2351 744482BM1 75000.00000000 PA USD 90394.58000000 0.001857718856 Long DBT CORP US N 2 2049-07-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M72Y1 52258.60000000 PA USD 60109.28000000 0.001235319008 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AT0 172000.00000000 PA USD 184906.36000000 0.003800051194 Long DBT CORP US N 2 2024-05-20 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7TC7 225555.14000000 PA USD 241637.15000000 0.004965938113 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAQ0 80000.00000000 PA USD 99326.56000000 0.002041281938 Long DBT CORP US N 2 2049-04-15 Fixed 4.87500000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AK7 100000.00000000 PA USD 112908.00000000 0.002320397093 Long DBT CORP US N 2 2026-03-01 Fixed 3.40000000 N N N N N N Freddie Mac Pool N/A 3131XUKD8 350452.26000000 PA USD 370586.27000000 0.007615999785 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBB8 192000.00000000 PA USD 206880.58000000 0.004251648213 Long DBT CORP US N 2 2024-10-26 Fixed 2.85000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAS7 75000.00000000 PA USD 82028.25000000 0.001685780572 Long DBT CORP US N 2 2050-08-14 Fixed 2.75000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FN1 345000.00000000 PA USD 382093.37000000 0.007852484723 Long DBT CORP US N 2 2025-03-24 Fixed 3.35000000 N N N N N N Hashemite Kingdom of Jordan Government AID Bond N/A 418097AF8 200000.00000000 PA USD 217280.80000000 0.004465385417 Long DBT NUSS JO N 2 2025-06-30 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RJE0 1298300.35000000 PA USD 1405679.01000000 0.028888417906 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAJ4 175000.00000000 PA USD 199158.93000000 0.004092958889 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAT8 200000.00000000 PA USD 270557.00000000 0.005560276299 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAA4 100000.00000000 PA USD 100756.60000000 0.002070671004 Long DBT CORP US N 2 2023-07-15 Fixed 0.65000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BS8 50000.00000000 PA USD 56293.70000000 0.001156904186 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAG5 375000.00000000 PA USD 411159.38000000 0.008449826675 Long DBT CORP US N 2 2026-07-15 Fixed 3.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCD8 225000.00000000 PA USD 232005.83000000 0.004768002741 Long DBT CORP CA N 2 2022-12-01 Fixed 1.90000000 N N N N N N Ginnie Mae II Pool N/A 36202EHS1 27784.50000000 PA USD 32115.54000000 0.000660013512 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 5.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AN9 400000.00000000 PA USD 515500.00000000 0.010594153661 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Ginnie Mae II Pool N/A 36241KYY8 14217.58000000 PA USD 15930.52000000 0.000327391613 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 5.00000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBH8 250000.00000000 PA USD 253972.50000000 0.005219444599 Long DBT CORP US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AV6 250000.00000000 PA USD 260256.25000000 0.005348583324 Long DBT CORP US N 2 2023-05-15 Fixed 3.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CX4 100000.00000000 PA USD 115121.40000000 0.002365885162 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BF3 175000.00000000 PA USD 194758.38000000 0.004002522220 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 300000.00000000 PA USD 334013.70000000 0.006864388870 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7Y69 51142.69000000 PA USD 58141.66000000 0.001194882017 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Benchmark 2020-IG1 Mortgage Trust N/A 08162LAC4 125000.00000000 PA USD 136535.00000000 0.002805960756 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 2.68660000 N N N N N N Ginnie Mae II Pool N/A 36202E7H6 172231.95000000 PA USD 193994.63000000 0.003986826226 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAJ1 400000.00000000 PA USD 407493.60000000 0.008374490425 Long DBT CORP US N 2 2022-03-06 Fixed 2.39700000 N N N N N N Fannie Mae Pool N/A 31417YZW0 80709.99000000 PA USD 87927.42000000 0.001807015710 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHX51 79395.16000000 PA USD 82089.83000000 0.001687046116 Long ABS-MBS USGSE US N 2 2024-11-25 Fixed 2.49300000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAJ6 200000.00000000 PA USD 213679.00000000 0.004391364035 Long DBT CORP US N 2 2027-04-05 Fixed 2.29300000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BC7 75000.00000000 PA USD 113657.03000000 0.002335790573 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS43 271903.91000000 PA USD 295708.77000000 0.006077175845 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAQ7 200000.00000000 PA USD 305542.00000000 0.006279260713 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFJ2 150000.00000000 PA USD 170633.55000000 0.003506727543 Long DBT CORP US N 2 2028-01-22 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418DHK1 529823.30000000 PA USD 558280.48000000 0.011473344697 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7MP8 3789.19000000 PA USD 4335.36000000 0.000089096935 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950VHX7 600000.00000000 PA USD 650853.00000000 0.013375822876 Long DBT CORP N/A N 2 2026-04-07 Fixed 2.12500000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAT8 75000.00000000 PA USD 81000.00000000 0.001664648780 Long DBT CORP KY N 2 2024-03-01 Fixed 4.87500000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CJ5 400000.00000000 PA USD 399868.80000000 0.008217791487 Long DBT NUSS JP N 2 2025-07-15 Fixed 0.62500000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FS0 395000.00000000 PA USD 556620.97000000 0.011439239742 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJG38 6180.17000000 PA USD 7297.27000000 0.000149967797 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 575000.00000000 PA USD 636574.45000000 0.013082381261 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Panama Government International Bond N/A 698299BM5 700000.00000000 PA USD 903000.00000000 0.018557751224 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ETJ98 379164.52000000 PA USD 417094.77000000 0.008571806178 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BS9 287943.40000000 PA USD 310092.44000000 0.006372777805 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BH6 200000.00000000 PA USD 218235.20000000 0.004484999501 Long DBT CORP US N 2 2023-12-05 Fixed 3.37500000 N N N N N N Ginnie Mae II Pool N/A 36179RZT9 861816.10000000 PA USD 919739.45000000 0.018901767336 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687CM6 275000.00000000 PA USD 287109.08000000 0.005900441728 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAD5 50000.00000000 PA USD 56544.80000000 0.001162064597 Long DBT CORP US N 2 2049-10-01 Fixed 3.81700000 N N N N N N Fannie Mae Pool N/A 31375CXV2 216.91000000 PA USD 221.16000000 0.000004545107 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GU1 225000.00000000 PA USD 314136.68000000 0.006455891869 Long DBT CORP US N 2 2041-04-15 Fixed 5.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AW7 100000.00000000 PA USD 106515.00000000 0.002189013146 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Fannie Mae Pool N/A 3140X6VV0 327739.48000000 PA USD 353341.83000000 0.007261605513 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BT7 75000.00000000 PA USD 86859.68000000 0.001785072350 Long DBT CORP US N 2 2028-08-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31371LEW5 18527.16000000 PA USD 21344.76000000 0.000438660848 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31385XNR4 45552.79000000 PA USD 53300.57000000 0.001095391714 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VQT0 1772182.40000000 PA USD 1858078.66000000 0.038185782423 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FJ64 31433.67000000 PA USD 33305.96000000 0.000684478095 Long ABS-MBS USGA US N 2 2025-09-20 Fixed 3.50000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 28368EAD8 290000.00000000 PA USD 413142.70000000 0.008490586319 Long DBT CORP US N 2 2031-08-01 Fixed 7.80000000 N N N N N N PulteGroup Inc N/A 745867AP6 300000.00000000 PA USD 411000.00000000 0.008446551221 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBM2 175000.00000000 PA USD 219300.03000000 0.004506883056 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GL1 1125000.00000000 PA USD 1209765.38000000 0.024862153889 Long DBT CORP N/A N 2 2023-09-27 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31384QVJ9 724.51000000 PA USD 873.72000000 0.000017956011 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.00000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BP8 100000.00000000 PA USD 125574.50000000 0.002580709115 Long DBT CORP US N 2 2043-02-15 Fixed 4.15000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 650000.00000000 PA USD 773182.15000000 0.015889836091 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AJ2 100000.00000000 PA USD 111245.40000000 0.002286228635 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3140EUEF2 543066.65000000 PA USD 574361.46000000 0.011803828447 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CF3 900000.00000000 PA USD 975956.40000000 0.020057094216 Long DBT CORP N/A N 2 2024-02-21 Fixed 3.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAW4 100000.00000000 PA USD 102578.10000000 0.002108105050 Long DBT CORP US N 2 2022-07-01 Fixed 2.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJZ93 275000.00000000 PA USD 324137.00000000 0.006661410640 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 3.78000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C29 N/A 46644RBA2 50413.87000000 PA USD 52955.23000000 0.001088294556 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.30440000 N N N N N N Fannie Mae Pool N/A 31417D2K8 64416.84000000 PA USD 67472.68000000 0.001386645858 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BF6 250000.00000000 PA USD 258295.25000000 0.005308282383 Long DBT CORP US N 2 2022-05-13 Fixed 2.70000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C N/A 65479JAE3 35000.00000000 PA USD 36352.24000000 0.000747082864 Long ABS-CBDO CORP US N 2 2026-05-15 Fixed 1.95000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FE9 50000.00000000 PA USD 75193.05000000 0.001545308876 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EU3 125000.00000000 PA USD 155965.13000000 0.003205273623 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZL5 270585.29000000 PA USD 300648.34000000 0.006178690033 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P38 7020000.00000000 PA USD 7254731.25000000 0.149093574462 Long DBT UST US N 2 2023-01-31 Fixed 1.75000000 N N N N N N Benchmark 2020-B17 Mortgage Trust N/A 08162MBB3 30000.00000000 PA USD 32093.40000000 0.000659558508 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.58250000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CQ3 200000.00000000 PA USD 217276.00000000 0.004465286771 Long DBT CORP US N 2 2026-06-15 Fixed 2.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 400000.00000000 PA USD 469872.00000000 0.009656442617 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Bemis Co Inc PTVU09TE3QPJPL7K4E13 081437AT2 125000.00000000 PA USD 135165.00000000 0.002777805586 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N Ginnie Mae I Pool N/A 36213EUE4 19548.74000000 PA USD 21961.99000000 0.000451345677 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 N/A 61764RBF4 200000.00000000 PA USD 216658.00000000 0.004452586118 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.24900000 N N N N N N Ahold Finance USA LLC 549300XB4647UBM7K822 008685AB5 100000.00000000 PA USD 138753.40000000 0.002851551582 Long DBT CORP US N 2 2029-05-01 Fixed 6.87500000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203CA7 225000.00000000 PA USD 255935.25000000 0.005259781505 Long DBT CORP US N 2 2029-09-17 Fixed 3.90000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UU7 150000.00000000 PA USD 160681.20000000 0.003302194613 Long DBT NUSS CA N 2 2024-04-16 Fixed 2.60000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBF2 100000.00000000 PA USD 111623.10000000 0.002293990831 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31385XEC7 95177.88000000 PA USD 111366.92000000 0.002288726019 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DN7 225000.00000000 PA USD 225105.53000000 0.004626193161 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31416Y5M6 711754.12000000 PA USD 746757.19000000 0.015346770938 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BH0 113000.00000000 PA USD 152864.37000000 0.003141549224 Long DBT CORP US N 2 2041-10-01 Fixed 4.83700000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAX7 500000.00000000 PA USD 552397.00000000 0.011352432008 Long DBT CORP JP N 2 2030-07-16 Variable 3.15300000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAB9 200000.00000000 PA USD 206566.60000000 0.004245195541 Long DBT CORP US N 2 2022-09-26 Fixed 2.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMU68 121568.22000000 PA USD 127569.57000000 0.002621710236 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBL8 175000.00000000 PA USD 180644.63000000 0.003712467445 Long DBT CORP US N 2 2022-03-09 Fixed 3.05000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AE8 200000.00000000 PA USD 235984.20000000 0.004849763096 Long DBT CORP US N 2 2026-06-01 Fixed 5.95000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAL4 300000.00000000 PA USD 316274.40000000 0.006499824622 Long DBT CORP US N 2 2023-05-10 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31403DT82 24465.99000000 PA USD 28884.87000000 0.000593619304 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAB2 100000.00000000 PA USD 109500.40000000 0.002250366757 Long DBT CORP US N 2 2023-12-15 Fixed 4.37500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCR5 100000.00000000 PA USD 111627.20000000 0.002294075091 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AS4 40000.00000000 PA USD 41088.60000000 0.000844420838 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BH1 380000.00000000 PA USD 430435.12000000 0.008845966639 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TG38 46000.00000000 PA USD 47605.08000000 0.000978342449 Long DBT CORP CA N 2 2022-09-11 Fixed 2.35000000 N N N N N N George Washington University/The 5493002S4P5IVD462L47 372546AW1 300000.00000000 PA USD 373479.00000000 0.007675448914 Long DBT CORP US N 2 2048-09-15 Fixed 4.12600000 N N N N N N CD 2018-CD7 Mortgage Trust N/A 12512JAW4 75000.00000000 PA USD 89100.00000000 0.001831113659 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.27900000 N N N N N N Ginnie Mae I Pool N/A 36207V2C9 2060.14000000 PA USD 2216.70000000 0.000045555888 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAH2 50000.00000000 PA USD 72115.05000000 0.001482052223 Long DBT CORP GB N 2 2036-09-30 Fixed 5.87500000 N N N N N N Freddie Mac Pool N/A 3132A5E84 130835.91000000 PA USD 139701.65000000 0.002871039276 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CP3 100000.00000000 PA USD 128844.50000000 0.002647911603 Long DBT CORP US N 2 2040-03-25 Fixed 4.12500000 N N N N N N Continental Airlines 2012-2 Class A Pass Through Trust N/A 210795QB9 32516.23000000 PA USD 32797.46000000 0.000674027800 Long DBT CORP US N 2 2026-04-29 Fixed 4.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406YAA0 100000.00000000 PA USD 113935.90000000 0.002341521691 Long DBT CORP US N 2 2029-08-23 Fixed 3.30000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FNB82 225000.00000000 PA USD 249336.00000000 0.005124158869 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 2.51900000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBP5 150000.00000000 PA USD 160580.40000000 0.003300123050 Long DBT CORP US N 2 2024-02-16 Fixed 2.90000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BA6 125000.00000000 PA USD 136714.38000000 0.002809647234 Long DBT CORP US N 2 2025-03-19 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36296QN54 127463.98000000 PA USD 146842.74000000 0.003017797384 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31412V6W3 10231.56000000 PA USD 10718.75000000 0.000220283384 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 1.39600000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AU1 125000.00000000 PA USD 133397.00000000 0.002741471030 Long DBT CORP US N 2 2026-07-28 Fixed 2.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 500000.00000000 PA USD 502256.00000000 0.010321973310 Long DBT CORP US N 2 2032-02-13 Variable 1.79400000 N N N N N N Fannie Mae Pool N/A 3140J5LM9 570707.41000000 PA USD 607682.17000000 0.012488609672 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECK5 250000.00000000 PA USD 322644.00000000 0.006630727670 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N BANK 2018-BNK12 N/A 06541KBD9 50000.00000000 PA USD 59318.00000000 0.001219057239 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.48900000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QSQN9 8312.40000000 PA USD 8662.67000000 0.000178028432 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.16000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCM1 475000.00000000 PA USD 660037.68000000 0.013564579251 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AJ8 600000.00000000 PA USD 646712.40000000 0.013290728497 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LAE2 150000.00000000 PA USD 163953.00000000 0.003369434093 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 4.25800000 N N N N N N Freddie Mac Pool N/A 31329QH87 142311.14000000 PA USD 157222.37000000 0.003231111438 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418AKY3 174057.70000000 PA USD 181603.78000000 0.003732179148 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138X0M54 333854.99000000 PA USD 348546.01000000 0.007163045563 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140X8DH7 201166.03000000 PA USD 214617.78000000 0.004410657109 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CDM3 117613.86000000 PA USD 125092.90000000 0.002570811648 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BL5 75000.00000000 PA USD 114606.30000000 0.002355299229 Long DBT CORP CA N 2 2034-08-01 Fixed 6.25000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AS7 100000.00000000 PA USD 105694.80000000 0.002172157036 Long DBT CORP US N 2 2030-03-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31418CSG0 195660.42000000 PA USD 206003.50000000 0.004233623149 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CE6 150000.00000000 PA USD 166301.25000000 0.003417693494 Long DBT CORP US N 2 2050-08-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3138X3EH1 166873.55000000 PA USD 178224.89000000 0.003662738837 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138LURR8 463229.97000000 PA USD 503389.46000000 0.010345267295 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBM2 155000.00000000 PA USD 165588.83000000 0.003403052395 Long DBT CORP US N 2 2030-04-15 Fixed 2.25000000 N N N N N N Chicago O'Hare International Airport N/A 167593H62 75000.00000000 PA USD 92598.00000000 0.001903001824 Long DBT MUN US N 2 2049-01-01 Fixed 4.47200000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BJ6 600000.00000000 PA USD 693750.00000000 0.014257408540 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC19 N/A 17322AAF9 25000.00000000 PA USD 27237.75000000 0.000559768979 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.34500000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 N/A 26208QAF4 50000.00000000 PA USD 51143.60000000 0.001051063350 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 2.36000000 N N N N N N GS Mortgage Securities Trust 2016-GS4 N/A 36251XAV9 50000.00000000 PA USD 55242.00000000 0.001135290468 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.64500000 N N N N N N Colombia Government International Bond N/A 195325CU7 1165000.00000000 PA USD 1425148.00000000 0.029288529393 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSR6 16503.01000000 PA USD 18622.39000000 0.000382712824 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.50000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AG1 125000.00000000 PA USD 158046.13000000 0.003248040711 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N Old Republic International Corp N/A 680223AK0 100000.00000000 PA USD 114869.40000000 0.002360706255 Long DBT CORP US N 2 2026-08-26 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZM5 1104853.74000000 PA USD 1168589.66000000 0.024015942629 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WFR40 180738.29000000 PA USD 194618.56000000 0.003999648748 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QS0 2825000.00000000 PA USD 4010617.19000000 0.082423074274 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 100000.00000000 PA USD 109614.00000000 0.002252701376 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418ADQ8 251974.42000000 PA USD 269861.83000000 0.005545989707 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAE4 200000.00000000 PA USD 225970.60000000 0.004643971405 Long DBT CORP US N 2 2026-09-16 Fixed 3.20000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DG2 360000.00000000 PA USD 405454.32000000 0.008332580734 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C25 N/A 46643PBE9 200000.00000000 PA USD 220260.00000000 0.004526611611 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.67200000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C12 N/A 92937FAF8 18000.00000000 PA USD 18717.66000000 0.000384670739 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.56000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-LC5 N/A 94988HAC5 61755.90000000 PA USD 63709.86000000 0.001309315318 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.91800000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAH6 15000.00000000 PA USD 16319.70000000 0.000335389737 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.19900000 N N N N N N Ginnie Mae I Pool N/A 36213UKQ2 3141.39000000 PA USD 3527.58000000 0.000072496070 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BD0 100000.00000000 PA USD 123664.00000000 0.002541446010 Long DBT CORP US N 2 2045-03-01 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36202FXE1 26883.71000000 PA USD 30706.61000000 0.000631058282 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HXG5 3714.22000000 PA USD 4190.64000000 0.000086122762 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N City of Chicago IL T5UYO5SYLC8K73MJQX30 167486ZZ5 45000.00000000 PA USD 48834.90000000 0.001003616750 Long DBT MUN US N 2 2029-01-01 Fixed 7.04500000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAW9 100000.00000000 PA USD 107474.60000000 0.002208734097 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31402RLN7 19865.87000000 PA USD 22269.67000000 0.000457668876 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EZ7 65000.00000000 PA USD 88907.81000000 0.001827163920 Long DBT UST US N 2 2027-02-15 Fixed 6.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M74M5 53440.28000000 PA USD 60102.19000000 0.001235173300 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Goldman Sachs Capital I 5299005MCIJK7R2NP351 38143VAA7 225000.00000000 PA USD 315281.25000000 0.006479414178 Long DBT CORP US N 2 2034-02-15 Fixed 6.34500000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106BAB7 75000.00000000 PA USD 80225.78000000 0.001648737615 Long DBT CORP CA N 2 2050-04-01 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 3138YWKG1 143953.34000000 PA USD 152258.87000000 0.003129105460 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JMC1 23329.66000000 PA USD 26247.11000000 0.000539410119 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417DF73 397129.49000000 PA USD 431291.96000000 0.008863575746 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AR7 150000.00000000 PA USD 174747.90000000 0.003591282453 Long DBT CORP US N 2 2047-07-01 Fixed 3.75000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAF8 300000.00000000 PA USD 341555.40000000 0.007019380002 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 175000.00000000 PA USD 195269.90000000 0.004013034580 Long DBT CORP GB N 2 2027-06-12 Fixed 3.12500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCA7 325000.00000000 PA USD 364082.88000000 0.007482347189 Long DBT CORP US N 2 2028-02-15 Fixed 3.15000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 475000.00000000 PA USD 525066.43000000 0.010790755464 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Q29 7005000.00000000 PA USD 7217339.06000000 0.148325119357 Long DBT UST US N 2 2023-03-31 Fixed 1.50000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ9 N/A 36192PAJ5 122301.27000000 PA USD 126338.43000000 0.002596408808 Long ABS-MBS CORP US N 2 2045-11-10 Fixed 2.77300000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BL6 300000.00000000 PA USD 315770.10000000 0.006489460642 Long DBT CORP US N 2 2023-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMMM2 57702.96000000 PA USD 61085.57000000 0.001255382958 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-P2 N/A 95000AAU1 50000.00000000 PA USD 56637.50000000 0.001163969695 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.80900000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAW3 250000.00000000 PA USD 312019.00000000 0.006412370962 Long DBT CORP ES N 2 2048-03-06 Fixed 4.89500000 N N N N N N Freddie Mac Pool N/A 3132DV5U5 124812.64000000 PA USD 135879.29000000 0.002792485116 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N American Airlines 2016-3 Class A Pass Through Trust N/A 023771S25 41078.90000000 PA USD 36991.63000000 0.000760223108 Long DBT CORP US N 2 2030-04-15 Fixed 3.25000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AV2 100000.00000000 PA USD 100054.30000000 0.002056237883 Long DBT CORP N/A N 2 2023-06-10 Fixed 0.25000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BA1 100000.00000000 PA USD 101994.10000000 0.002096103138 Long DBT CORP US N 2 2022-05-15 Fixed 1.85000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAG6 175000.00000000 PA USD 216505.10000000 0.004449443836 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31418BTK2 173023.13000000 PA USD 183006.96000000 0.003761016208 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AH4 100000.00000000 PA USD 121813.30000000 0.002503411868 Long DBT CORP US N 2 2028-11-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31372DYU4 354.51000000 PA USD 368.12000000 0.000007565314 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EH2 200000.00000000 PA USD 214222.80000000 0.004402539788 Long DBT CORP AU N 2 2025-02-19 Fixed 2.35000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BK4 100000.00000000 PA USD 144858.40000000 0.002977016777 Long DBT CORP US N 2 2036-06-01 Fixed 6.05000000 N N N N N N State of California N/A 13063DGC6 150000.00000000 PA USD 175018.50000000 0.003596843613 Long DBT MUN US N 2 2028-04-01 Fixed 3.50000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677052AA0 175000.00000000 PA USD 216295.80000000 0.004445142466 Long DBT CORP US N 2 2040-11-01 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 3138AVP82 113796.96000000 PA USD 126500.49000000 0.002599739339 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KE0 100000.00000000 PA USD 111226.00000000 0.002285829942 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAW2 400000.00000000 PA USD 492412.40000000 0.010119675325 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAL4 125000.00000000 PA USD 127397.63000000 0.002618176660 Long DBT CORP US N 2 2022-01-15 Fixed 2.25000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAW5 200000.00000000 PA USD 295231.00000000 0.006067357089 Long DBT CORP MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 3138E7TW4 240746.35000000 PA USD 252554.60000000 0.005190305024 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 731572AA1 100000.00000000 PA USD 101831.50000000 0.002092761510 Long DBT CORP US N 2 2022-06-15 Fixed 1.70000000 N N N N N N Ginnie Mae I Pool N/A 36209DEB6 3449.83000000 PA USD 3499.28000000 0.000071914471 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AP1 50000.00000000 PA USD 56095.70000000 0.001152835044 Long DBT CORP US N 2 2050-03-01 Fixed 3.95000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 2361000.00000000 PA USD 2580872.85000000 0.053040084488 Long DBT CORP US N 2 2026-07-15 Fixed 2.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YK0 4386000.00000000 PA USD 4483314.38000000 0.092137577991 Long DBT UST US N 2 2022-10-15 Fixed 1.37500000 N N N N N N Philippine Government International Bond N/A 718286CC9 400000.00000000 PA USD 442763.60000000 0.009099331938 Long DBT NUSS PH N 2 2028-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X7NS4 323022.12000000 PA USD 345661.71000000 0.007103769681 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp N/A 75886AAL2 175000.00000000 PA USD 182980.00000000 0.003760462147 Long DBT CORP US N 2 2022-03-01 Fixed 5.87500000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAF0 350000.00000000 PA USD 400662.50000000 0.008234102990 Long DBT CORP US N 2 2025-09-15 Fixed 4.05000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AM0 330000.00000000 PA USD 350166.63000000 0.007196351280 Long DBT NUSS JP N 2 2025-02-10 Fixed 2.12500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAT5 75000.00000000 PA USD 94673.40000000 0.001945653825 Long DBT CORP US N 2 2047-05-09 Fixed 4.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWM2 500000.00000000 PA USD 518588.50000000 0.010657626102 Long DBT CORP US N 2 2023-07-24 Variable 2.90500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEN0 534000.00000000 PA USD 592737.33000000 0.012181474985 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N Fannie Mae Pool N/A 31416CEM4 18143.74000000 PA USD 21611.24000000 0.000444137337 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.50000000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 25000.00000000 PA USD 33622.98000000 0.000690993242 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Fannie Mae Pool N/A 3138EGBK9 9944.66000000 PA USD 10128.61000000 0.000208155287 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.82400000 N N N N N N Health & Educational Facilities Authority of the State of Missouri 549300IWTBCMX5JB3277 60636APP2 100000.00000000 PA USD 126380.00000000 0.002597263122 Long DBT MUN US N 2 2057-08-15 Fixed 3.65200000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BV1 700000.00000000 PA USD 738656.80000000 0.015180298045 Long DBT CORP US N 2 2023-07-15 Fixed 3.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DD5 125000.00000000 PA USD 141423.13000000 0.002906417789 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BX1 150000.00000000 PA USD 176351.40000000 0.003624236333 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WHF49 620478.12000000 PA USD 666846.51000000 0.013704509011 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AR4 300000.00000000 PA USD 301350.00000000 0.006193110001 Long DBT CORP SE N 2 2021-03-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MDT78 219403.25000000 PA USD 229021.21000000 0.004706665160 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAF9 50000.00000000 PA USD 64376.60000000 0.001323017638 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAU1 110000.00000000 PA USD 121731.17000000 0.002501723996 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-2 N/A 43814UAG4 27675.54000000 PA USD 27899.02000000 0.000573358884 Long ABS-CBDO CORP US N 2 2022-05-18 Fixed 3.01000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9BP6 84579.81000000 PA USD 96728.80000000 0.001987894802 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAL6 200000.00000000 PA USD 212477.60000000 0.004366673800 Long DBT CORP US N 2 2027-04-15 Fixed 1.90000000 N N N N N N Ginnie Mae II Pool N/A 36202FTL0 221827.00000000 PA USD 244031.84000000 0.005015151913 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31413YQ79 3091.97000000 PA USD 3631.67000000 0.000074635247 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAC9 225000.00000000 PA USD 261281.25000000 0.005369648324 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31417BFX0 151692.94000000 PA USD 166499.82000000 0.003421774350 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Benchmark 2019-B10 Mortgage Trust N/A 08162VAG3 50000.00000000 PA USD 58230.00000000 0.001196697512 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.97900000 N N N N N N Indonesia Government International Bond N/A 455780CB0 200000.00000000 PA USD 250269.00000000 0.005143333157 Long DBT NUSS ID Y 2 2047-07-18 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 3620AJGT0 20690.95000000 PA USD 22555.87000000 0.000463550635 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AK5E2 500000.00000000 PA USD 498907.00000000 0.010253147276 Long DBT USGSE US N 2 2025-09-04 Fixed 0.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJB7 275000.00000000 PA USD 414057.33000000 0.008509383081 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9BZ4 58865.51000000 PA USD 65410.83000000 0.001344272326 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31390PAX5 25640.85000000 PA USD 30089.72000000 0.000618380440 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAF5 25000.00000000 PA USD 26819.25000000 0.000551168294 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.25500000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CH9 200000.00000000 PA USD 201314.20000000 0.004137252316 Long DBT NUSS JP N 2 2023-05-22 Fixed 0.62500000 N N N N N N Fannie Mae Pool N/A 3138ADBK0 17715.04000000 PA USD 19692.04000000 0.000404695436 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DH7 200000.00000000 PA USD 204807.00000000 0.004209033615 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418AF29 280801.68000000 PA USD 300758.11000000 0.006180945940 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AV7 100000.00000000 PA USD 118867.00000000 0.002442861810 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36213ER57 1557.31000000 PA USD 1786.26000000 0.000036709821 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 250000.00000000 PA USD 263839.75000000 0.005422228619 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FP7 150000.00000000 PA USD 187249.65000000 0.003848208661 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WHBR2 160302.92000000 PA USD 173798.05000000 0.003571761877 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419ADT1 484637.64000000 PA USD 531711.17000000 0.010927312974 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FQ2 50000.00000000 PA USD 53866.90000000 0.001107030486 Long DBT CORP US N 2 2024-02-15 Fixed 3.45000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FV0 208000.00000000 PA USD 237467.15000000 0.004880239527 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31371LCD9 76639.12000000 PA USD 88277.16000000 0.001814203293 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0U43 400000.00000000 PA USD 428706.00000000 0.008810431114 Long DBT USGSE US N 2 2023-09-12 Fixed 2.87500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAN5 300000.00000000 PA USD 343746.30000000 0.007064405669 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BZ4 525000.00000000 PA USD 602346.68000000 0.012378958846 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RN0 4490500.00000000 PA USD 5710653.27000000 0.117360888942 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEV7 1650000.00000000 PA USD 1652710.95000000 0.033965225533 Long DBT USGSE US N 2 2023-08-24 Fixed 0.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V34 975000.00000000 PA USD 1043409.90000000 0.021443345902 Long DBT USGSE US N 2 2024-02-05 Fixed 2.50000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAK6 50000.00000000 PA USD 53314.25000000 0.001095672855 Long DBT CORP US N 2 2023-04-01 Fixed 3.55000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCT7 515000.00000000 PA USD 595337.94000000 0.012234920692 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31409XNE5 46707.69000000 PA USD 54494.61000000 0.001119930692 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140X4ZK5 46705.69000000 PA USD 49214.20000000 0.001011411827 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CM5 195000.00000000 PA USD 202744.04000000 0.004166637271 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBM0 625000.00000000 PA USD 646893.13000000 0.013294442719 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110DAK0 200000.00000000 PA USD 214627.40000000 0.004410854811 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AM2 100000.00000000 PA USD 114616.70000000 0.002355512962 Long DBT CORP US N 2 2025-12-01 Fixed 4.15000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEN5 500000.00000000 PA USD 531663.50000000 0.010926333298 Long DBT USGSE US N 2 2023-06-19 Fixed 2.75000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCA4 500000.00000000 PA USD 535613.50000000 0.011007510615 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N Southwest Airlines Co 2007-1 Pass Through Trust N/A 84474YAA4 13973.49000000 PA USD 14375.73000000 0.000295438782 Long DBT CORP US N 2 2024-02-01 Fixed 6.15000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAS6 120000.00000000 PA USD 154712.40000000 0.003179528494 Long DBT CORP US N 2 2048-03-15 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBH5 150000.00000000 PA USD 159029.85000000 0.003268257357 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5L32 40939.99000000 PA USD 48231.51000000 0.000991216349 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Indonesia Government International Bond N/A 455780CK0 200000.00000000 PA USD 223496.20000000 0.004593119467 Long DBT NUSS ID N 2 2029-09-18 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31418CFD1 830981.55000000 PA USD 882402.44000000 0.018134446247 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31414EME1 3145.67000000 PA USD 3368.86000000 0.000069234181 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AR4 90000.00000000 PA USD 94156.02000000 0.001935021035 Long DBT CORP US N 2 2023-01-30 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3140FPFQ7 156046.16000000 PA USD 168715.24000000 0.003467303933 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N National Australia Bank Ltd/New York 549300E2IPL06NDXMZ63 63254AAS7 200000.00000000 PA USD 217954.40000000 0.004479228719 Long DBT CORP AU N 2 2026-07-12 Fixed 2.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 200000.00000000 PA USD 238839.00000000 0.004908432718 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216DD9 500000.00000000 PA USD 501486.00000000 0.010306148871 Long DBT CORP US N 2 2028-03-15 Fixed 1.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FUZJ6 225000.00000000 PA USD 227335.50000000 0.004672021764 Long ABS-MBS USGSE US N 2 2035-05-25 Fixed 1.72100000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAX7 500000.00000000 PA USD 512713.00000000 0.010536877412 Long DBT CORP US N 2 2028-03-01 Fixed 1.90000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BW8 95000.00000000 PA USD 113137.21000000 0.002325107638 Long DBT CORP US Y 2 2030-04-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31385XM87 51399.57000000 PA USD 57614.45000000 0.001184047209 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200AM3 300000.00000000 PA USD 388497.60000000 0.007984099459 Long DBT CORP US N 2 2025-10-30 Fixed 7.00000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAF1 75000.00000000 PA USD 97306.58000000 0.001999768886 Long DBT CORP US N 2 2048-09-01 Fixed 4.95000000 N N N N N N Delhaize America LLC 9VB3APGHFWSQ4ECW4316 246688AF2 100000.00000000 PA USD 160163.90000000 0.003291563467 Long DBT CORP US N 2 2031-04-15 Fixed 9.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CY5 100000.00000000 PA USD 109692.70000000 0.002254318757 Long DBT CORP US N 2 2024-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BU63 24302.45000000 PA USD 28414.05000000 0.000583943378 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 5.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 225000.00000000 PA USD 271143.23000000 0.005572324040 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Ginnie Mae II Pool N/A 36179RLQ0 706911.14000000 PA USD 769653.96000000 0.015817327484 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BW3 75000.00000000 PA USD 93511.35000000 0.001921772281 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2H2 1327354.19000000 PA USD 1426689.13000000 0.029320201494 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Peruvian Government International Bond N/A 715638AS1 225000.00000000 PA USD 288128.70000000 0.005921396163 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N Freddie Mac Gold Pool N/A 312941VL8 7664.95000000 PA USD 8682.58000000 0.000178437607 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012KZG5 300000.00000000 PA USD 307852.80000000 0.006326750472 Long DBT CORP CA N 2 2022-02-01 Fixed 2.75000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAB8 175000.00000000 PA USD 203496.13000000 0.004182093638 Long DBT CORP NO N 2 2028-09-10 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31294MG54 55887.50000000 PA USD 59380.65000000 0.001220344773 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C47 549300VHRKFNCWVN9Y77 95002DBG3 150000.00000000 PA USD 180196.50000000 0.003703257827 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 4.44200000 N N N N N N Freddie Mac Pool N/A 31329PZK2 69287.56000000 PA USD 75655.34000000 0.001554809500 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NLD1 26142.51000000 PA USD 29658.03000000 0.000609508684 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAF1 150000.00000000 PA USD 167399.70000000 0.003440267981 Long DBT CORP US N 2 2027-09-15 Fixed 3.10000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AS4 100000.00000000 PA USD 109813.40000000 0.002256799289 Long DBT CORP US N 2 2030-06-01 Fixed 2.70000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AG2 365000.00000000 PA USD 386401.78000000 0.007941027802 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AH0 75000.00000000 PA USD 83512.50000000 0.001716283719 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.70900000 N N N N N N Fannie Mae Pool N/A 31404EC79 8316.64000000 PA USD 9892.77000000 0.000203308487 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.50000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AJ7 200000.00000000 PA USD 212609.00000000 0.004369374230 Long DBT CORP US N 2 2022-11-21 Fixed 3.85000000 N N N N N N Office Properties Income Trust N/A 81618TAE0 100000.00000000 PA USD 104267.20000000 0.002142818115 Long DBT CORP US N 2 2024-05-15 Fixed 4.25000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAQ3 200000.00000000 PA USD 287632.60000000 0.005911200703 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B N/A 65479CAD0 50000.00000000 PA USD 50216.83000000 0.001032017096 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 0.55000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94980VAG3 200000.00000000 PA USD 279631.80000000 0.005746774505 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N N Ohio Power Co 06ZODLC132CY1O2Y7D77 677415CR0 240000.00000000 PA USD 301241.76000000 0.006190885537 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DSN3 309372.14000000 PA USD 322416.35000000 0.006626049185 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.50000000 N N N N N N State of Oregon 549300R5SUGZRD8KP359 68607LXQ5 75000.00000000 PA USD 94087.50000000 0.001933612866 Long DBT MUN US N 2 2027-06-01 Fixed 5.89200000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AT7 150000.00000000 PA USD 153988.35000000 0.003164648384 Long DBT CORP N/A N 2 2022-09-26 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8YJ7 44002.79000000 PA USD 51415.90000000 0.001056659447 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286M7 10050000.00000000 PA USD 10324805.19000000 0.212187337939 Long DBT UST US N 2 2022-04-15 Fixed 2.25000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BH4 200000.00000000 PA USD 210355.40000000 0.004323060002 Long DBT CORP US N 2 2050-10-01 Variable 3.70000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAB3 200000.00000000 PA USD 206387.80000000 0.004241520983 Long DBT CORP US N 2 2022-08-07 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YUT3 3061.48000000 PA USD 3578.24000000 0.000073537195 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FH6 200000.00000000 PA USD 215006.60000000 0.004418647834 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AP9 110000.00000000 PA USD 137923.83000000 0.002834502907 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DV4N2 450196.01000000 PA USD 474345.83000000 0.009748385279 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138E42Q3 122424.15000000 PA USD 132051.73000000 0.002713824090 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CPE8 917283.33000000 PA USD 976282.72000000 0.020063800490 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAL4 100000.00000000 PA USD 105179.30000000 0.002161562883 Long DBT CORP US N 2 2031-01-30 Fixed 2.25000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_17-B N/A 65478GAE0 98943.49000000 PA USD 99421.05000000 0.002043223823 Long ABS-CBDO CORP US N 2 2023-10-16 Fixed 1.95000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 264399DK9 125000.00000000 PA USD 161957.88000000 0.003328431944 Long DBT CORP US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Office Properties Income Trust N/A 81618TAC4 50000.00000000 PA USD 52744.80000000 0.001083969963 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FMU4 16834.90000000 PA USD 18780.67000000 0.000385965671 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RS83 281188.87000000 PA USD 299379.46000000 0.006152613001 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RH3 9331200.00000000 PA USD 12295313.53000000 0.252683687396 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AC1 300000.00000000 PA USD 315466.80000000 0.006483227457 Long DBT CORP CA N 2 2023-05-15 Fixed 2.80000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAV5 200000.00000000 PA USD 240938.00000000 0.004951569728 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AL9 500000.00000000 PA USD 501844.50000000 0.010313516483 Long DBT CORP GB N 2 2023-10-01 Fixed 0.53400000 N N N N N N Fannie Mae Pool N/A 3138E1M20 161665.37000000 PA USD 174378.70000000 0.003583694942 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CC3 150000.00000000 PA USD 163705.95000000 0.003364356914 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBA2 100000.00000000 PA USD 113852.70000000 0.002339811830 Long DBT CORP CA N 2 2049-11-15 Fixed 4.00000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UL7 90000.00000000 PA USD 96730.38000000 0.001987927273 Long DBT NUSS CA N 2 2026-06-22 Fixed 2.12500000 N N N N N N Freddie Mac Pool N/A 3132A8SY6 164749.10000000 PA USD 172253.19000000 0.003540013120 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31417VN66 146772.71000000 PA USD 162900.87000000 0.003347811539 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DP2 275000.00000000 PA USD 278324.20000000 0.005719901731 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CD8 200000.00000000 PA USD 209416.20000000 0.004303758296 Long DBT NUSS JP N 2 2024-10-17 Fixed 1.75000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BA1 740000.00000000 PA USD 802050.48000000 0.016483115478 Long DBT CORP JP N 2 2023-07-26 Fixed 3.76100000 N N N N N N Philippine Government International Bond N/A 718286CG0 400000.00000000 PA USD 467263.60000000 0.009602836816 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31402RDG1 69811.59000000 PA USD 82004.72000000 0.001685297002 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWJ9 350000.00000000 PA USD 362432.70000000 0.007448433978 Long DBT CORP US N 2 2023-06-05 Variable 2.90800000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A N/A 89232HAD7 25000.00000000 PA USD 25854.87000000 0.000531349108 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 1.68000000 N N N N N N COMM 2015-CCRE27 Mortgage Trust N/A 12635QBE9 121262.32000000 PA USD 129003.71000000 0.002651183562 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.40400000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 00185AAG9 175000.00000000 PA USD 230096.65000000 0.004728766764 Long DBT CORP IE N 2 2044-06-14 Fixed 4.60000000 N N N N N N Ginnie Mae II Pool N/A 36179UQ62 1095426.20000000 PA USD 1188331.71000000 0.024421665832 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAA1 230000.00000000 PA USD 250654.23000000 0.005151250103 Long DBT CORP US N 2 2024-12-01 Fixed 3.15000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QCE4 500000.00000000 PA USD 466896.50000000 0.009595292463 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UDV3 50000.00000000 PA USD 82992.50000000 0.001705597085 Long DBT MUN US N 2 2050-02-15 Fixed 7.49900000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EA1 250000.00000000 PA USD 288024.50000000 0.005919254726 Long DBT NUSS CA N 2 2028-03-15 Fixed 3.30000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGH67 7557.39000000 PA USD 8173.21000000 0.000167969432 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.91000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 N/A 61761AAZ1 100000.00000000 PA USD 103190.00000000 0.002120680342 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.17600000 N N N N N N Fannie Mae Pool N/A 31418C4W1 318099.86000000 PA USD 341477.69000000 0.007017782967 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FH1 145000.00000000 PA USD 168344.13000000 0.003459677170 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 425000.00000000 PA USD 561000.00000000 0.011529234149 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DR6 500000.00000000 PA USD 509682.50000000 0.010474596941 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAX7 150000.00000000 PA USD 165744.90000000 0.003406259823 Long DBT CORP US N 2 2026-05-11 Fixed 2.95000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BY4 100000.00000000 PA USD 102624.60000000 0.002109060682 Long DBT CORP AT N 2 2022-01-31 Fixed 2.62500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AB9 300000.00000000 PA USD 345645.30000000 0.007103432435 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N Fannie Mae-Aces N/A 3136AHAE0 44020.01000000 PA USD 44265.64000000 0.000909712884 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 2.62870000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAU4 200000.00000000 PA USD 207807.80000000 0.004270703715 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAG0 50000.00000000 PA USD 55369.80000000 0.001137916914 Long DBT CORP US N 2 2025-02-13 Fixed 3.75000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AM0 100000.00000000 PA USD 110113.40000000 0.002262964655 Long DBT CORP US N 2 2024-02-15 Fixed 4.25000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BF3 100000.00000000 PA USD 103247.70000000 0.002121866147 Long DBT CORP US N 2 2022-03-07 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAC0 1332000.00000000 PA USD 1468147.72000000 0.030172226078 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CXW9 316979.47000000 PA USD 336299.75000000 0.006911369986 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAQ8 125000.00000000 PA USD 179645.13000000 0.003691926501 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CW6 700000.00000000 PA USD 714148.40000000 0.014676620536 Long DBT CORP N/A N 2 2022-01-18 Fixed 2.12500000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AL2 100000.00000000 PA USD 115070.90000000 0.002364847326 Long DBT CORP KY N 2 2028-03-29 Fixed 4.37500000 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22546QAR8 600000.00000000 PA USD 613263.60000000 0.012603314865 Long DBT CORP CH N 2 2021-10-29 Fixed 3.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BD2 112000.00000000 PA USD 119000.00000000 0.002445595122 Long DBT CORP US N 2 2023-08-01 Fixed 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CP3 275000.00000000 PA USD 283259.35000000 0.005821325082 Long DBT CORP US N 2 2022-05-11 Fixed 2.65000000 N N N N N N National Australia Bank Ltd/New York 549300E2IPL06NDXMZ63 63254AAP3 100000.00000000 PA USD 112786.80000000 0.002317906285 Long DBT CORP AU N 2 2026-01-14 Fixed 3.37500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CP2 150000.00000000 PA USD 155465.70000000 0.003195009728 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAX9 27065000.00000000 PA USD 27065000.00000000 0.556218756252 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CH1 150000.00000000 PA USD 157137.45000000 0.003229366229 Long DBT CORP US N 2 2023-08-19 Fixed 2.25000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JL2 200000.00000000 PA USD 214933.00000000 0.004417135264 Long DBT CORP US N 2 2025-07-01 Fixed 3.45000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAQ7 300000.00000000 PA USD 308082.30000000 0.006331466976 Long DBT CORP US N 2 2022-02-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6L97 22682.43000000 PA USD 26282.20000000 0.000540131261 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BVZ82 475000.00000000 PA USD 545300.00000000 0.011206580003 Long ABS-MBS USGSE US N 2 2027-01-25 Variable 3.43000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 150000.00000000 PA USD 166687.50000000 0.003425631403 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N Freddie Mac Pool N/A 3132DV4V4 932506.33000000 PA USD 976488.27000000 0.020068024793 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBY1 500000.00000000 PA USD 564766.50000000 0.011606640317 Long DBT CORP US N 2 2025-05-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31411UUQ2 9083.56000000 PA USD 9716.23000000 0.000199680375 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 3.65900000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AM1 125000.00000000 PA USD 145617.50000000 0.002992617208 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292LGY5 109223.46000000 PA USD 118663.97000000 0.002438689296 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKUN4 94234.09000000 PA USD 104452.83000000 0.002146633038 Long ABS-MBS USGSE US N 2 2027-10-25 Fixed 3.59100000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 200000.00000000 PA USD 209400.00000000 0.004303425367 Long DBT CORP GB N 2 2023-11-22 Variable 3.03300000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GJ6 100000.00000000 PA USD 112106.40000000 0.002303923235 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAP5 200000.00000000 PA USD 216578.80000000 0.004450958461 Long DBT CORP US N 2 2023-08-14 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3132M5M41 185190.92000000 PA USD 205211.10000000 0.004217338363 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Israel Government International Bond N/A 46513YJJ8 250000.00000000 PA USD 321544.00000000 0.006608121328 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31404YYD8 1435.06000000 PA USD 1583.43000000 0.000032541417 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 29365TAK0 500000.00000000 PA USD 499695.00000000 0.010269341637 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NJ0 300000.00000000 PA USD 313517.70000000 0.006443171075 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N Ginnie Mae I Pool N/A 36291LFV2 9078.66000000 PA USD 10178.65000000 0.000209183670 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.00000000 N N N N N N CSAIL 2019-C15 Commercial Mortgage Trust N/A 22945DAG8 225000.00000000 PA USD 262935.00000000 0.005403634903 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.05290000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B N/A 98163WAD8 10000.00000000 PA USD 10099.38000000 0.000207554575 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 0.82000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQF60 11485.82000000 PA USD 11925.79000000 0.000245089528 Long ABS-MBS USGSE US N 2 2040-06-01 Floating 2.88000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AA2 100000.00000000 PA USD 114300.30000000 0.002349010556 Long DBT CORP US N 2 2046-11-01 Fixed 3.97900000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ66 60000.00000000 PA USD 62836.50000000 0.001291366705 Long DBT CORP US N 2 2025-02-06 Fixed 1.80000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AX1 300000.00000000 PA USD 395165.70000000 0.008121137046 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N Freddie Mac Gold Pool N/A 3129352J7 7337.15000000 PA USD 8203.77000000 0.000168597478 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABG3 225000.00000000 PA USD 242039.25000000 0.004974201758 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AG0 100000.00000000 PA USD 114886.50000000 0.002361057681 Long DBT CORP US N 2 2030-04-03 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138MLU77 172165.82000000 PA USD 180086.89000000 0.003701005208 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.00000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BU6 100000.00000000 PA USD 111535.20000000 0.002292184379 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAS0 100000.00000000 PA USD 105625.00000000 0.002170722561 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAX7 100000.00000000 PA USD 113436.10000000 0.002331250192 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RX8 7292700.00000000 PA USD 9545460.24000000 0.196170848791 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Hackensack Meridian Health Inc 5493001CB3OCWTEJY668 404530AB3 125000.00000000 PA USD 158436.13000000 0.003256055687 Long DBT CORP US N 2 2048-07-01 Fixed 4.21100000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3 N/A 03066PAC3 25000.00000000 PA USD 25040.01000000 0.000514602742 Long ABS-CBDO CORP US N 2 2025-06-18 Fixed 0.53000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 03836WAC7 85000.00000000 PA USD 106546.31000000 0.002189656605 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BZ1 500000.00000000 PA USD 502419.00000000 0.010325323158 Long DBT CORP US Y 2 2031-04-01 Fixed 1.73000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JC9 900000.00000000 PA USD 929481.30000000 0.019101974234 Long DBT CORP DE N 2 2024-08-05 Fixed 1.37500000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BY3 500000.00000000 PA USD 490881.50000000 0.010088213463 Long DBT CORP US N 2 2050-05-15 Fixed 2.25000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AV1 50000.00000000 PA USD 55986.50000000 0.001150590851 Long DBT CORP US N 2 2027-10-01 Fixed 3.10000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DG9 275000.00000000 PA USD 275271.43000000 0.005657163584 Long DBT CORP US N 2 2021-03-01 Fixed 3.30000000 N N N N N N Time Warner Entertainment Co LP N/A 88731EAF7 200000.00000000 PA USD 233731.80000000 0.004803473530 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JE7 200000.00000000 PA USD 198364.60000000 0.004076634439 Long DBT CORP N/A N 2 2030-05-17 Fixed 0.87500000 N N N N N N Fannie Mae Pool N/A 3138EPK94 448285.10000000 PA USD 510317.45000000 0.010487645938 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202E5G0 41548.28000000 PA USD 47038.00000000 0.000966688263 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31385XF93 11547.12000000 PA USD 13511.62000000 0.000277680268 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CHG2 730480.63000000 PA USD 788773.20000000 0.016210251183 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAR2 200000.00000000 PA USD 219185.20000000 0.004504523160 Long DBT CORP US N 2 2024-04-01 Fixed 3.75000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAX3 375000.00000000 PA USD 435910.13000000 0.008958484771 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179MWF3 16095.85000000 PA USD 16681.24000000 0.000342819825 Long ABS-MBS USGA US N 2 2042-12-20 Floating 3.12500000 N N N N N N Linde Inc/CT ZU69GUVJQGZ6Z1UOOO79 74005PBD5 50000.00000000 PA USD 60267.15000000 0.001238563429 Long DBT CORP US N 2 2042-11-07 Fixed 3.55000000 N N N N N N Ginnie Mae I Pool N/A 3622A2PU0 163713.60000000 PA USD 176443.49000000 0.003626128895 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFE9 200000.00000000 PA USD 212645.60000000 0.004370126405 Long DBT CORP US N 2 2023-04-01 Fixed 3.35000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EU8 150000.00000000 PA USD 160628.55000000 0.003301112591 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAS3 100000.00000000 PA USD 111566.50000000 0.002292827632 Long DBT CORP US N 2 2026-12-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUR5 432.68000000 PA USD 476.24000000 0.000009787312 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MNT7 837.00000000 PA USD 927.01000000 0.000019051186 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287MRV4 2448.23000000 PA USD 2823.92000000 0.000058034999 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410LK35 178188.81000000 PA USD 193531.37000000 0.003977305668 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Fannie Mae-Aces N/A 3136B3DE7 200000.00000000 PA USD 241588.00000000 0.004964928020 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 3.81980000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591CJ9 134000.00000000 PA USD 173412.35000000 0.003563835271 Long DBT USGA US N 2 2025-11-01 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31418CBG8 464433.21000000 PA USD 491419.71000000 0.010099274335 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VTX8 498836.20000000 PA USD 524836.69000000 0.010786034027 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBG0 300000.00000000 PA USD 391850.70000000 0.008053009753 Long DBT CORP US N 2 2047-11-15 Fixed 3.90000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EH5 200000.00000000 PA USD 315438.60000000 0.006482647913 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BQ8 285000.00000000 PA USD 289022.21000000 0.005939758883 Long DBT CORP US N 2 2025-06-03 Fixed 0.80000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BF5 240000.00000000 PA USD 268009.44000000 0.005507920834 Long DBT CORP US N 2 2024-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417D2J1 449076.08000000 PA USD 476872.32000000 0.009800307730 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ET25 39832.70000000 PA USD 45162.00000000 0.000928134175 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 75000.00000000 PA USD 81986.33000000 0.001684919065 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C49 N/A 95001WBB3 225000.00000000 PA USD 266096.25000000 0.005468602446 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.02300000 N N N N N N Ginnie Mae I Pool N/A 36207M2X3 322.15000000 PA USD 356.95000000 0.000007335757 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944TAF2 200000.00000000 PA USD 217213.40000000 0.004464000265 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A8RL2 68362.24000000 PA USD 75974.12000000 0.001561360817 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C4 N/A 90276RBE7 150000.00000000 PA USD 169053.00000000 0.003474245313 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.56300000 N N N N N N Freddie Mac Gold Pool N/A 3128KLRS8 3006.52000000 PA USD 3513.74000000 0.000072211642 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AU2 100000.00000000 PA USD 131557.20000000 0.002703660896 Long DBT CORP IE N 2 2047-02-15 Fixed 4.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 225000.00000000 PA USD 262488.83000000 0.005394465566 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730AG4 55000.00000000 PA USD 67449.58000000 0.001386171124 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31416PM61 115683.68000000 PA USD 128259.14000000 0.002635881741 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAH3 375000.00000000 PA USD 429034.50000000 0.008817182190 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89233P5T9 175000.00000000 PA USD 180525.63000000 0.003710021850 Long DBT CORP US N 2 2022-01-12 Fixed 3.30000000 N N N N N N Ginnie Mae II Pool N/A 36202FKP0 37423.68000000 PA USD 42215.42000000 0.000867578363 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAU5 200000.00000000 PA USD 208640.80000000 0.004287822881 Long DBT CORP AU N 2 2022-11-09 Fixed 2.62500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BN1 125000.00000000 PA USD 131854.13000000 0.002709763169 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F83P6 25000.00000000 PA USD 25066.50000000 0.000515147144 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 0.99500000 N N N N N N Duke Energy Florida Project Finance LLC N/A 26444GAB9 35961.30000000 PA USD 36303.11000000 0.000746073182 Long DBT CORP US N 2 2024-09-01 Fixed 1.73100000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CZ9 75000.00000000 PA USD 104858.55000000 0.002154971079 Long DBT CORP US N 2 2045-07-17 Fixed 4.60000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AU3 25000.00000000 PA USD 29106.65000000 0.000598177153 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36208U2S5 4443.08000000 PA USD 4588.26000000 0.000094294338 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DQ3 361000.00000000 PA USD 487284.30000000 0.010014286616 Long DBT CORP US N 2 2044-04-22 Fixed 4.30000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKM0 75000.00000000 PA USD 77446.35000000 0.001591616939 Long DBT CORP US N 2 2022-06-01 Fixed 2.87500000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BE3 100000.00000000 PA USD 108583.30000000 0.002231519234 Long DBT CORP JP N 2 2023-07-19 Fixed 3.95000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAQ3 100000.00000000 PA USD 105534.80000000 0.002168868841 Long DBT CORP US N 2 2025-05-18 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31418AAV0 236930.45000000 PA USD 250271.77000000 0.005143390084 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371RRR9 7591.90000000 PA USD 8517.77000000 0.000175050561 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Benchmark 2018-B2 Mortgage Trust N/A 08161CAE1 325000.00000000 PA USD 377900.25000000 0.007766310993 Long ABS-MBS CORP US N 2 2051-02-15 Variable 3.88190000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFE3 100000.00000000 PA USD 103193.80000000 0.002120758436 Long DBT CORP US N 2 2022-07-28 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8YE8 31646.54000000 PA USD 35459.06000000 0.000728726925 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAH6 175000.00000000 PA USD 238993.13000000 0.004911600277 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637AS9 81000.00000000 PA USD 89693.16000000 0.001843303820 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EDC0 275000.00000000 PA USD 295418.20000000 0.006071204277 Long DBT CORP N/A N 2 2023-09-20 Fixed 3.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BQ0 200000.00000000 PA USD 200496.60000000 0.004120449639 Long DBT CORP US N 2 2021-03-15 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31413MPV3 10125.40000000 PA USD 10706.98000000 0.000220041496 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 2.71500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BX2 100000.00000000 PA USD 105748.60000000 0.002173262692 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAQ7 300000.00000000 PA USD 313187.70000000 0.006436389173 Long DBT CORP US N 2 2060-09-15 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QTBD5 2424.78000000 PA USD 2581.87000000 0.000053060577 Long ABS-MBS USGSE US N 2 2038-03-01 Floating 4.08500000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAQ4 100000.00000000 PA USD 120009.40000000 0.002466339523 Long DBT CORP US N 2 2050-07-01 Fixed 4.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284S6 5850000.00000000 PA USD 6215625.00000000 0.127738673816 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Old Republic International Corp N/A 680223AJ3 121000.00000000 PA USD 138099.84000000 0.002838120127 Long DBT CORP US N 2 2024-10-01 Fixed 4.87500000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FJ0 100000.00000000 PA USD 102093.00000000 0.002098135654 Long DBT CORP US N 2 2022-09-01 Fixed 1.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RG5 7699400.00000000 PA USD 10519305.25000000 0.216184551368 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AGWK7 330000.00000000 PA USD 344923.92000000 0.007088607196 Long DBT USGSE US N 2 2024-08-15 Fixed 1.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 925000.00000000 PA USD 1039590.85000000 0.021364859767 Long DBT CORP N/A N 2 2027-01-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36178NF87 75037.31000000 PA USD 78199.76000000 0.001607100434 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAB7 110000.00000000 PA USD 136616.37000000 0.002807633009 Long DBT CORP BM N 2 2030-04-03 Fixed 6.15000000 N N N N N N Ginnie Mae II Pool N/A 36179R7J2 236862.05000000 PA USD 256720.52000000 0.005275919761 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBC3 150000.00000000 PA USD 153602.55000000 0.003156719723 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BY7 600000.00000000 PA USD 680934.00000000 0.013994024111 Long DBT CORP US N 2 2029-06-15 Fixed 2.95000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAK9 100000.00000000 PA USD 116755.70000000 0.002399472020 Long DBT CORP US N 2 2025-11-13 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31404TGG2 6095.27000000 PA USD 7051.84000000 0.000144923911 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EQCT7 373367.16000000 PA USD 396606.32000000 0.008150743544 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBB8 175000.00000000 PA USD 191616.25000000 0.003937947616 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 700000.00000000 PA USD 970655.00000000 0.019948143981 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 3620C04Y1 20063.17000000 PA USD 22425.59000000 0.000460873222 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJH3 500000.00000000 PA USD 504191.00000000 0.010361739919 Long DBT CORP US N 2 2024-10-24 Variable 0.81000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBM6 400000.00000000 PA USD 415391.20000000 0.008536795737 Long DBT CORP GB N 2 2031-06-24 Variable 2.64500000 N N N N N N BANK 2019-BNK16 N/A 065405AE2 125000.00000000 PA USD 147920.00000000 0.003039936391 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N Ginnie Mae II Pool N/A 36202EMB2 25154.75000000 PA USD 29356.10000000 0.000603303655 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EQ7 6565000.00000000 PA USD 7607193.75000000 0.156337108671 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N CSAIL 2018-CX12 Commercial Mortgage Trust N/A 12595XAT0 25000.00000000 PA USD 29769.00000000 0.000611789253 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.22440000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0T78 850000.00000000 PA USD 877704.05000000 0.018037888603 Long DBT USGSE US N 2 2022-10-05 Fixed 2.00000000 N N N N N N University of California N/A 91412HGG2 125000.00000000 PA USD 126315.00000000 0.002595927293 Long DBT MUN US N 2 2030-05-15 Fixed 1.61400000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPJ97 335000.00000000 PA USD 380013.95000000 0.007809750106 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 2.79700000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAE3 225000.00000000 PA USD 256486.28000000 0.005271105843 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAX2 120000.00000000 PA USD 198905.88000000 0.004087758403 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284V9 13082000.00000000 PA USD 15189429.09000000 0.312161291580 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AS7 150000.00000000 PA USD 171629.10000000 0.003527187309 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36203LG48 44.73000000 PA USD 47.19000000 0.000000969812 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TXV2 688144.41000000 PA USD 739784.97000000 0.015203483314 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAA4 375000.00000000 PA USD 486709.13000000 0.010002466172 Long DBT CORP US N 2 2048-02-22 Variable 4.26000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FY5 100000.00000000 PA USD 124272.10000000 0.002553943207 Long DBT CORP US N 2 2047-09-15 Fixed 3.80000000 N N N N N N AXIS Specialty Finance LLC N/A 05463HAC5 50000.00000000 PA USD 52375.00000000 0.001076370122 Long DBT CORP US N 2 2040-01-15 Variable 4.90000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CT3 200000.00000000 PA USD 217248.40000000 0.004464719558 Long DBT CORP US N 2 2025-04-30 Fixed 2.75000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BX7 175000.00000000 PA USD 190712.20000000 0.003919368286 Long DBT CORP US N 2 2024-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 21H020618 8407000.00000000 PA USD 8789256.20000000 0.180629933565 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBN5 125000.00000000 PA USD 154948.13000000 0.003184373033 Long DBT CORP US N 2 2047-01-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZZ6 398965.41000000 PA USD 435206.31000000 0.008944020412 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138MBLQ7 95350.04000000 PA USD 99492.36000000 0.002044689330 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 175000.00000000 PA USD 249807.60000000 0.005133850824 Long DBT USGSE US N 2 2029-05-15 Fixed 6.25000000 N N N N N N Ginnie Mae I Pool N/A 36211DQN3 1064.54000000 PA USD 1146.82000000 0.000023568549 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PPYY3 108801.57000000 PA USD 114914.27000000 0.002361628388 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874CY1 70000.00000000 PA USD 77425.88000000 0.001591196256 Long DBT CORP US N 2 2024-02-15 Fixed 4.12500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HS8 1150000.00000000 PA USD 1179545.80000000 0.024241104667 Long DBT CORP N/A N 2 2021-12-15 Fixed 2.87500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BS4 505000.00000000 PA USD 512687.62000000 0.010536355822 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AS4 400000.00000000 PA USD 463954.80000000 0.009534836941 Long DBT CORP US N 2 2049-09-15 Fixed 3.37500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DC6 275000.00000000 PA USD 300402.30000000 0.006173633610 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138EENK1 467955.29000000 PA USD 508446.53000000 0.010449196251 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Mexico Government International Bond N/A 91086QAN8 100000.00000000 PA USD 144802.90000000 0.002975876184 Long DBT NUSS MX N 2 2033-04-08 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FCLD4 100000.00000000 PA USD 115279.00000000 0.002369124034 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.28600000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAT0 175000.00000000 PA USD 239616.13000000 0.004924403687 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31418CEG5 318791.37000000 PA USD 339063.35000000 0.006968165336 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 150000.00000000 PA USD 167957.10000000 0.003451723231 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 3138WDT27 123057.68000000 PA USD 134227.97000000 0.002758548476 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N State of California N/A 13063BBU5 1425000.00000000 PA USD 2366839.50000000 0.048641438128 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AU8 75000.00000000 PA USD 83694.90000000 0.001720032262 Long DBT CORP US N 2 2029-09-17 Fixed 3.35000000 N N N N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222AQ7 170000.00000000 PA USD 185515.73000000 0.003812574491 Long DBT CORP CA N 2 2024-06-15 Fixed 3.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHQ63 75000.00000000 PA USD 91840.50000000 0.001887434276 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 3.99000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABD4 125000.00000000 PA USD 138148.25000000 0.002839115011 Long DBT CORP US N 2 2025-06-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMRD7 154511.69000000 PA USD 161341.52000000 0.003315764994 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAW7 100000.00000000 PA USD 106313.80000000 0.002184878241 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31413J6E9 2593.82000000 PA USD 2767.21000000 0.000056869540 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAU3 75000.00000000 PA USD 81709.58000000 0.001679231515 Long DBT CORP US N 2 2026-09-15 Fixed 2.55000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BV5 75000.00000000 PA USD 87677.03000000 0.001801869890 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BT2 100000.00000000 PA USD 102838.80000000 0.002113462753 Long DBT CORP US N 2 2022-08-08 Fixed 2.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMX5 90666.80000000 PA USD 101875.26000000 0.002093660831 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418DU67 581104.39000000 PA USD 604098.57000000 0.012414962322 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VBG4 460809.87000000 PA USD 488709.60000000 0.010043578270 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 N/A 61765TAC7 119742.57000000 PA USD 126966.64000000 0.002609319290 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.38300000 N N N N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637AP5 100000.00000000 PA USD 134340.90000000 0.002760869326 Long DBT CORP US N 2 2045-07-15 Fixed 4.50000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AG0 200000.00000000 PA USD 216001.20000000 0.004439088077 Long DBT CORP GB N 2 2024-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31417FBQ0 15795.32000000 PA USD 17662.28000000 0.000362981393 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AK0 92000.00000000 PA USD 93584.15000000 0.001923268410 Long DBT CORP US N 2 2022-01-14 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31418CJE5 740453.55000000 PA USD 799542.34000000 0.016431570143 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAP4 170000.00000000 PA USD 181093.35000000 0.003721689189 Long DBT CORP JP N 2 2025-01-16 Fixed 2.64800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W48 11700000.00000000 PA USD 12414797.46000000 0.255139227871 Long DBT UST US N 2 2024-02-29 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31416WPV8 127304.22000000 PA USD 140444.91000000 0.002886314175 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N CSAIL 2015-C4 Commercial Mortgage Trust 54930025J96YEH8FQE77 12635RAY4 47683.25000000 PA USD 51035.38000000 0.001048839297 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.61670000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAM3 175000.00000000 PA USD 267187.03000000 0.005491019305 Long DBT CORP US N 2 2037-03-15 Fixed 6.45000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851AR3 75000.00000000 PA USD 98475.68000000 0.002023795316 Long DBT CORP US N 2 2045-09-15 Fixed 4.37500000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159TE6 875000.00000000 PA USD 903004.38000000 0.018557841239 Long DBT CORP CA N 2 2023-02-01 Fixed 1.95000000 N N N N N N BBCMS Mortgage Trust 2018-C2 N/A 05491UBD9 125000.00000000 PA USD 149678.75000000 0.003076080848 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31400000 N N N N N N Freddie Mac Gold Pool N/A 31335GK20 353.01000000 PA USD 386.79000000 0.000007949006 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENN5 141005.41000000 PA USD 165436.78000000 0.003399927582 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKKL2 12490.52000000 PA USD 14814.76000000 0.000304461384 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AE3 300000.00000000 PA USD 308466.60000000 0.006339364810 Long DBT CORP US N 2 2022-07-15 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3138EPUP7 341015.51000000 PA USD 380974.48000000 0.007829490169 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAK0 750000.00000000 PA USD 780069.00000000 0.016031369258 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DL9 500000.00000000 PA USD 509722.50000000 0.010475418990 Long DBT CORP N/A N 2 2025-04-03 Fixed 0.87500000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAA1 500000.00000000 PA USD 502185.00000000 0.010320514173 Long DBT CORP GB Y 2 2023-09-02 Fixed 0.75000000 N N N N N N Fannie Mae Pool N/A 3138EEQV4 78647.57000000 PA USD 82512.00000000 0.001695722224 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAX9 100000.00000000 PA USD 111880.00000000 0.002299270439 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.74380000 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08161NAH0 25000.00000000 PA USD 27475.25000000 0.000564649894 Long ABS-MBS CORP US N 2 2053-02-15 Variable 2.94400000 N N N N N N Ginnie Mae I Pool N/A 36209C5D4 436.20000000 PA USD 447.55000000 0.000009197698 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CB9 60000.00000000 PA USD 61925.28000000 0.001272640022 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 230000.00000000 PA USD 263095.85000000 0.005406940567 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AZ9 75000.00000000 PA USD 97032.08000000 0.001994127576 Long DBT CORP US N 2 2043-09-15 Fixed 6.15000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AC5 25000.00000000 PA USD 25960.48000000 0.000533519523 Long DBT CORP US N 2 2023-05-01 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 31335HYB3 5359.90000000 PA USD 5937.90000000 0.000122031086 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBF7 200000.00000000 PA USD 227187.80000000 0.004668986349 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AK8 100000.00000000 PA USD 113146.20000000 0.002325292393 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128PR3M9 51844.01000000 PA USD 55000.38000000 0.001130324882 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AX1 180000.00000000 PA USD 235064.34000000 0.004830858852 Long DBT CORP US N 2 2050-03-26 Fixed 3.95000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AW6 150000.00000000 PA USD 183423.90000000 0.003769584833 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JAZ0 125000.00000000 PA USD 175275.75000000 0.003602130414 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAC0 275000.00000000 PA USD 289943.23000000 0.005958686967 Long DBT CORP US N 2 2022-09-12 Fixed 4.12500000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAV7 125000.00000000 PA USD 163841.13000000 0.003367135028 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAT3 125000.00000000 PA USD 145808.00000000 0.002996532215 Long DBT CORP US N 2 2042-08-01 Fixed 3.87500000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BR0 200000.00000000 PA USD 207260.00000000 0.004259445757 Long DBT CORP US N 2 2022-02-15 Fixed 3.90000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368CB7 155000.00000000 PA USD 177973.64000000 0.003657575344 Long DBT CORP US N 2 2030-03-26 Fixed 3.10000000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAX6 100000.00000000 PA USD 120505.60000000 0.002476537038 Long DBT CORP NL Y 2 2026-03-01 Fixed 5.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828B66 10710000.00000000 PA USD 11570146.88000000 0.237780628385 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCE3 800000.00000000 PA USD 914919.20000000 0.018802705320 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BJ9 500000.00000000 PA USD 497465.00000000 0.010223512417 Long DBT CORP US N 2 2030-12-15 Fixed 1.45000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CM8 700000.00000000 PA USD 764445.50000000 0.015710287279 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AK5 50000.00000000 PA USD 57988.65000000 0.001191737475 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBL8 200000.00000000 PA USD 210863.60000000 0.004333504131 Long DBT CORP N/A N 2 2024-05-21 Fixed 2.25000000 N N N N N N Israel Government International Bond N/A 46513JB34 600000.00000000 PA USD 660990.60000000 0.013584162919 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N Block Financial LLC N/A 093662AE4 100000.00000000 PA USD 106372.70000000 0.002186088708 Long DBT CORP US N 2 2022-11-01 Fixed 5.50000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAH6 150000.00000000 PA USD 158193.45000000 0.003251068317 Long DBT CORP US N 2 2023-02-06 Fixed 3.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AT3 50000.00000000 PA USD 62617.90000000 0.001286874208 Long DBT CORP US N 2 2035-03-15 Fixed 5.80000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103AG3 100000.00000000 PA USD 114639.80000000 0.002355987695 Long DBT CORP US N 2 2026-06-30 Fixed 3.85000000 N N N N N N Benchmark 2018-B7 Mortgage Trust N/A 08162TBB8 175000.00000000 PA USD 213358.25000000 0.004384772231 Long ABS-MBS CORP US N 2 2053-05-15 Variable 4.51000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7GH3 33204.79000000 PA USD 38201.58000000 0.000785089056 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.50000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAY5 125000.00000000 PA USD 157446.88000000 0.003235725393 Long DBT CORP US N 2 2046-12-15 Fixed 4.42000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BTU25 100000.00000000 PA USD 106712.00000000 0.002193061737 Long ABS-MBS USGSE US N 2 2023-11-25 Variable 3.06200000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 250000.00000000 PA USD 256780.50000000 0.005277152423 Long DBT CORP US N 2 2022-05-15 Fixed 2.50000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AQ9 50000.00000000 PA USD 55788.65000000 0.001146524792 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36213GWZ0 1159.84000000 PA USD 1292.87000000 0.000026570055 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BV2 100000.00000000 PA USD 113413.90000000 0.002330793955 Long DBT CORP US N 2 2030-04-01 Fixed 3.25000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAB5 1000000.00000000 PA USD 1019373.00000000 0.020949358293 Long DBT CORP US N 2 2023-03-09 Fixed 1.25000000 N N N N N N Ginnie Mae II Pool N/A 36202FBJ4 143525.36000000 PA USD 161639.12000000 0.003321881037 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416SSZ5 750335.69000000 PA USD 832534.51000000 0.017109599471 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7W58 230698.36000000 PA USD 244428.83000000 0.005023310541 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBL8 300000.00000000 PA USD 321055.50000000 0.006598082057 Long DBT CORP GB N 2 2026-05-07 Variable 2.85200000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAN5 250000.00000000 PA USD 298125.50000000 0.006126842594 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XW5 5500000.00000000 PA USD 5633203.40000000 0.115769199662 Long DBT UST US N 2 2022-06-30 Fixed 1.75000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BE4 200000.00000000 PA USD 219249.80000000 0.004505850769 Long DBT CORP US N 2 2024-03-15 Fixed 3.79600000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BY9 500000.00000000 PA USD 502540.00000000 0.010327809856 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAP4 100000.00000000 PA USD 114750.00000000 0.002358252439 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Los Angeles Department of Water & Power Power System Revenue N/A 544495VY7 100000.00000000 PA USD 175117.00000000 0.003598867908 Long DBT MUN US N 2 2045-07-01 Fixed 6.57400000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BL6 378000.00000000 PA USD 379891.89000000 0.007807241624 Long DBT CORP US Y 2 2028-05-20 Fixed 1.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZX1 229719.92000000 PA USD 243851.23000000 0.005011440157 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769GK4 1800000.00000000 PA USD 1950822.00000000 0.040091771162 Long DBT CORP DE N 2 2024-11-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418NZW3 95810.42000000 PA USD 105699.83000000 0.002172260409 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.50000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350AV7 195000.00000000 PA USD 261205.23000000 0.005368086020 Long DBT CORP US N 2 2040-08-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 3140JADM7 271593.47000000 PA USD 288841.48000000 0.005936044661 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAL5 125000.00000000 PA USD 128727.50000000 0.002645507110 Long DBT CORP US N 2 2022-05-26 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 3140JLZ72 76024.96000000 PA USD 85996.99000000 0.001767343019 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349UDW5 17818.43000000 PA USD 18700.24000000 0.000384312737 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 2.95700000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DH7 200000.00000000 PA USD 223050.60000000 0.004583961844 Long DBT CORP US N 2 2025-09-15 Fixed 3.37500000 N N N N N N NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery 549300U0XV0GGBTV6I72 44107HAF9 10000.00000000 PA USD 9607.23000000 0.000197440292 Long DBT CORP US N 2 2050-10-01 Fixed 2.66700000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAP9 300000.00000000 PA USD 348935.70000000 0.007171054168 Long DBT CORP US N 2 2030-03-26 Fixed 3.35000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBF9 250000.00000000 PA USD 317346.75000000 0.006521862722 Long DBT CORP US N 2 2047-05-15 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36207LWA2 4021.14000000 PA USD 4676.09000000 0.000096099352 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N President and Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AH6 225000.00000000 PA USD 321261.53000000 0.006602316225 Long DBT CORP US N 2 2040-10-15 Fixed 4.87500000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NV0 100000.00000000 PA USD 183064.00000000 0.003762188449 Long DBT MUN US N 2 2050-04-01 Fixed 7.04300000 N N N N N N Freddie Mac Pool N/A 3132D56L1 192445.87000000 PA USD 200650.09000000 0.004123604045 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SC3 8984500.00000000 PA USD 12053268.28000000 0.247709362330 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3138WAF77 193601.28000000 PA USD 218371.17000000 0.004487793851 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBS8 150000.00000000 PA USD 163854.00000000 0.003367399522 Long DBT CORP JP N 2 2029-09-17 Fixed 3.20200000 N N N N N N Husky Energy Inc N/A 448055AD5 50000.00000000 PA USD 62607.50000000 0.001286660475 Long DBT CORP CA N 2 2037-09-15 Fixed 6.80000000 N N N N N N Fannie Mae Pool N/A 31411AJT3 32386.20000000 PA USD 37796.96000000 0.000776773622 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AN9 50000.00000000 PA USD 57295.90000000 0.001177500618 Long DBT CORP US N 2 2029-05-15 Fixed 3.90000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2016-C2 N/A 46590LAT9 75000.00000000 PA USD 82722.75000000 0.001700053394 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14390000 N N N N N N Fannie Mae Pool N/A 31418BVH6 164925.30000000 PA USD 180101.51000000 0.003701305667 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYU36 168167.73000000 PA USD 176454.11000000 0.003626347149 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAS0 400000.00000000 PA USD 400724.80000000 0.008235383331 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N BANK 2019-BNK21 N/A 06540BBG3 75000.00000000 PA USD 82767.75000000 0.001700978199 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 3.09300000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAM2 200000.00000000 PA USD 208834.00000000 0.004291793376 Long DBT CORP US N 2 2030-07-01 Fixed 2.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCV2 225000.00000000 PA USD 251983.13000000 0.005178560619 Long DBT CORP US N 2 2026-03-15 Fixed 3.10000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C11 N/A 92937EAZ7 94000.00000000 PA USD 97918.86000000 0.002012351986 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.07100000 N N N N N N Fannie Mae Pool N/A 3140X5P31 43871.96000000 PA USD 46869.87000000 0.000963232987 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJGU8 6556.26000000 PA USD 7745.30000000 0.000159175360 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417EFF3 185191.10000000 PA USD 194016.29000000 0.003987271365 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136ANLF2 171135.35000000 PA USD 181839.87000000 0.003737031085 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.59000000 N N N N N N Ginnie Mae I Pool N/A 36201NQ86 8584.60000000 PA USD 9727.10000000 0.000199903767 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179T4Q5 1466588.16000000 PA USD 1579283.73000000 0.032456206616 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RGA1 385481.26000000 PA USD 419693.76000000 0.008625218592 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C44 549300AGZIS1CJS4RM30 95001JAX5 175000.00000000 PA USD 206260.25000000 0.004238899675 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.21200000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMD1 1550000.00000000 PA USD 1551097.40000000 0.031876943161 Long DBT CORP US Y 2 2055-09-15 Fixed 3.55000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EB4 100000.00000000 PA USD 151190.90000000 0.003107157375 Long DBT USGA US N 2 2048-01-15 Fixed 4.87500000 N N N N N N Ginnie Mae II Pool N/A 36202FJR8 512690.11000000 PA USD 578382.53000000 0.011886466339 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BG8 200000.00000000 PA USD 221247.80000000 0.004546912105 Long DBT CORP US N 2 2025-06-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31407CD53 136876.00000000 PA USD 155982.51000000 0.003205630803 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HD8 150000.00000000 PA USD 167883.60000000 0.003450212717 Long DBT CORP US N 2 2025-11-01 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31418DQF2 306458.18000000 PA USD 319944.76000000 0.006575254996 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.50000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AM9 100000.00000000 PA USD 102571.60000000 0.002107971467 Long DBT CORP LU N 2 2022-02-03 Fixed 3.50000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 175000.00000000 PA USD 200192.13000000 0.004114192409 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HV1 530000.00000000 PA USD 570066.94000000 0.011715570823 Long DBT CORP N/A N 2 2024-03-15 Fixed 2.62500000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAD6 100000.00000000 PA USD 148523.90000000 0.003052347272 Long DBT CORP CA N 2 2031-10-15 Fixed 7.12500000 N N N N N N Fannie Mae Pool N/A 31409XYF0 1176.95000000 PA USD 1186.24000000 0.000024378678 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTP1 535.13000000 PA USD 584.55000000 0.000012013215 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6.50000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAH6 200000.00000000 PA USD 213906.40000000 0.004396037382 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAD6 149000.00000000 PA USD 169352.80000000 0.003480406568 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AF3 500000.00000000 PA USD 500623.50000000 0.010288423444 Long DBT CORP US N 2 2022-08-12 Fixed 0.33300000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DC8 200000.00000000 PA USD 239816.00000000 0.004928511259 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31419JTQ1 209328.91000000 PA USD 221760.85000000 0.004557455908 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CF4 250000.00000000 PA USD 280274.25000000 0.005759977636 Long DBT CORP US N 2 2026-05-20 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128KLVM6 4918.17000000 PA USD 5709.31000000 0.000117333283 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Trinity Health Corp TWSRHFGEDJDX0GKMGJ67 896516AA9 85000.00000000 PA USD 103964.35000000 0.002136594178 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N Philippine Government International Bond N/A 718286CH8 500000.00000000 PA USD 530818.50000000 0.010908967517 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36200NRE3 9774.13000000 PA USD 10842.37000000 0.000222823925 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAL0 150000.00000000 PA USD 168026.40000000 0.003453147431 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31371KZA2 37217.95000000 PA USD 43554.37000000 0.000895095418 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N CENTERPOINT ENERGY TRANSITION BOND COMPANY CNP_12-1 N/A 15200WAC9 314849.45000000 PA USD 332434.77000000 0.006831939933 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 3.02820000 N N N N N N Fannie Mae Pool N/A 31417WUE9 40502.89000000 PA USD 44683.56000000 0.000918301650 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100EL6 250000.00000000 PA USD 280187.50000000 0.005758194818 Long DBT MUN US N 2 2036-05-01 Fixed 3.95400000 N N N N N N Fannie Mae Pool N/A 31418DQH8 7560265.41000000 PA USD 7970427.95000000 0.163802014452 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402Q6T3 119776.82000000 PA USD 139745.76000000 0.002871945790 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7S20 221680.02000000 PA USD 237497.24000000 0.004880857914 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 714295AA0 80000.00000000 PA USD 88900.00000000 0.001827003415 Long DBT CORP IE N 2 2044-12-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7JM6 5675.76000000 PA USD 6318.03000000 0.000129843221 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.50000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAC4 25000.00000000 PA USD 26015.45000000 0.000534649223 Long DBT CORP US N 2 2022-05-01 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBH0 175000.00000000 PA USD 192732.23000000 0.003960882366 Long DBT CORP US N 2 2024-04-10 Fixed 3.60000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 N/A 61690QAC3 45653.34000000 PA USD 48164.27000000 0.000989834485 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.39800000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GR8 100000.00000000 PA USD 131783.90000000 0.002708319857 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAG9 200000.00000000 PA USD 239749.40000000 0.004927142548 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CX3 360000.00000000 PA USD 450369.36000000 0.009255639581 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBG5 150000.00000000 PA USD 173381.40000000 0.003563199211 Long DBT CORP US N 2 2029-03-01 Fixed 3.37500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BQ4 700000.00000000 PA USD 877405.90000000 0.018031761257 Long DBT CORP NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213TDR1 1991.13000000 PA USD 2159.88000000 0.000044388168 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 560000.00000000 PA USD 647894.24000000 0.013315016750 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C38 N/A 95001MAF7 192000.00000000 PA USD 217639.68000000 0.004472760839 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45300000 N N N N N N Fannie Mae Pool N/A 3140X4XJ0 510261.68000000 PA USD 545464.28000000 0.011209956157 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 275000.00000000 PA USD 326562.50000000 0.006711257623 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DE7 150000.00000000 PA USD 188253.15000000 0.003868831810 Long DBT CORP US N 2 2043-03-15 Fixed 4.15000000 N N N N N N Los Angeles Community College District/CA N/A 54438CYN6 150000.00000000 PA USD 154861.50000000 0.003182592681 Long DBT MUN US N 2 2030-08-01 Fixed 1.80600000 N N N N N N Freddie Mac Gold Pool N/A 3128MBX69 8810.99000000 PA USD 9180.47000000 0.000188669854 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AJ5 173000.00000000 PA USD 270904.16000000 0.005567410860 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DY1 325000.00000000 PA USD 366087.15000000 0.007523537382 Long DBT CORP US N 2 2027-10-15 Fixed 3.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BW9 100000.00000000 PA USD 109285.00000000 0.002245940025 Long DBT CORP US N 2 2026-06-01 Fixed 2.55000000 N N N N N N Morgan Stanley Capital I Trust 2012-C4 5493005SNWQW3UUOQX45 61760VAQ6 75000.00000000 PA USD 76284.75000000 0.001567744643 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.77300000 N N N N N N Morgan Stanley Capital I Trust 2019-L3 N/A 61691UBE8 200000.00000000 PA USD 223382.00000000 0.004590772518 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N COTTAGE HEALTH SYSTEM N/A 22170QAA8 100000.00000000 PA USD 111503.70000000 0.002291537015 Long DBT MUN US N 2 2049-11-01 Fixed 3.30400000 N N N N N N Santa Clara Valley Transportation Authority 549300R6Q7T4MD3V9H68 80168NEP0 200000.00000000 PA USD 256224.00000000 0.005265715669 Long DBT MUN US N 2 2032-04-01 Fixed 5.87600000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C6 N/A 12532AAZ2 250000.00000000 PA USD 275412.50000000 0.005660062745 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.21700000 N N N N N N Fannie Mae Pool N/A 31418CMF8 1490542.86000000 PA USD 1586412.64000000 0.032602714410 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCV6 958000.00000000 PA USD 1022015.48000000 0.021003664480 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C9 N/A 92930RBB7 122184.51000000 PA USD 126139.62000000 0.002592323020 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.87000000 N N N N N N Fannie Mae Pool N/A 3138X3XX5 229120.35000000 PA USD 252003.93000000 0.005178988084 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AQ1 75000.00000000 PA USD 78462.38000000 0.001612497595 Long DBT CORP US N 2 2023-05-15 Fixed 2.62500000 N N N N N N Ginnie Mae II Pool N/A 36225FBE8 17948.05000000 PA USD 18863.34000000 0.000387664641 Long ABS-MBS USGA US N 2 2041-02-20 Floating 3.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BW5 425000.00000000 PA USD 453114.18000000 0.009312048979 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGL8 475000.00000000 PA USD 554967.68000000 0.011405262617 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31371K7E5 17032.58000000 PA USD 19618.20000000 0.000403177934 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EF0 300000.00000000 PA USD 322776.60000000 0.006633452761 Long DBT NUSS CA N 2 2024-01-23 Fixed 2.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBF2 700000.00000000 PA USD 742634.90000000 0.015262052851 Long DBT CORP US N 2 2025-10-15 Variable 2.30100000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 N/A 61761QAG8 50000.00000000 PA USD 51987.50000000 0.001068406524 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.37600000 N N N N N N Freddie Mac Gold Pool N/A 3128L1GK0 79673.51000000 PA USD 89745.72000000 0.001844383992 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140X6PL9 553602.11000000 PA USD 581750.95000000 0.011955691478 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410XA22 37918.46000000 PA USD 42120.60000000 0.000865629696 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 500000.00000000 PA USD 506908.50000000 0.010417587859 Long DBT CORP GB N 2 2027-05-24 Variable 1.58900000 N N N N N N Fannie Mae Pool N/A 31417DSZ7 602250.51000000 PA USD 654794.10000000 0.013456817288 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136B6XJ7 375000.00000000 PA USD 412871.25000000 0.008485007691 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.52200000 N N N N N N Fannie Mae Pool N/A 3140H7Q83 95277.36000000 PA USD 101128.64000000 0.002078316880 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406NYB4 4757.54000000 PA USD 5486.44000000 0.000112753032 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287C8 6092000.00000000 PA USD 6243348.43000000 0.128308424111 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Ginnie Mae II Pool N/A 36179M5M8 478532.12000000 PA USD 522744.71000000 0.010743041287 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DF2 150000.00000000 PA USD 160666.05000000 0.003301883262 Long DBT CORP N/A N 2 2024-01-16 Fixed 2.62500000 N N N N N N CD 2016-CD1 Mortgage Trust N/A 12514MBC8 150000.00000000 PA USD 162928.50000000 0.003348379369 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.72400000 N N N N N N Fannie Mae Pool N/A 31417BXD4 146583.15000000 PA USD 160937.85000000 0.003307469084 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C15 549300UOGMFS1M8XVM16 46640NAE8 65000.00000000 PA USD 70679.05000000 0.001452540671 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 4.13100000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EM6 200000.00000000 PA USD 242340.60000000 0.004980394868 Long DBT CORP US N 2 2049-07-29 Fixed 3.37500000 N N N N N N Barrick North America Finance LLC N/A 06849RAK8 150000.00000000 PA USD 215738.10000000 0.004433681051 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGQ7 250000.00000000 PA USD 332566.75000000 0.006834652283 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AKD6 50000.00000000 PA USD 50735.00000000 0.001042666122 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A 12592XBF2 100000.00000000 PA USD 110030.00000000 0.002261250683 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.60300000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCL8 200000.00000000 PA USD 215063.00000000 0.004419806923 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAK2 125000.00000000 PA USD 136094.00000000 0.002796897669 Long DBT CORP US N 2 2024-03-15 Fixed 4.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966H4K3 50000.00000000 PA USD 70509.50000000 0.001449056212 Long DBT MUN US N 2 2037-10-01 Fixed 5.51700000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AG3 75000.00000000 PA USD 107143.13000000 0.002201921984 Long DBT CORP US N 2 2038-03-15 Fixed 6.60000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAG0 200000.00000000 PA USD 222250.00000000 0.004567508537 Long DBT CORP KY Y 2 2030-06-18 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31418DQJ4 159058.48000000 PA USD 170430.13000000 0.003502547014 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A 12592GBF9 50000.00000000 PA USD 54835.00000000 0.001126926122 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 4.08000000 N N N N N N BANK 2019-BNK23 N/A 06541RBB8 180000.00000000 PA USD 200347.20000000 0.004117379287 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAG8 360000.00000000 PA USD 433306.80000000 0.008904983165 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Ginnie Mae I Pool N/A 36295NBA4 55128.69000000 PA USD 64071.03000000 0.001316737802 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SJ8 5029200.00000000 PA USD 5752147.50000000 0.118213645972 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 312945DS4 270364.34000000 PA USD 296909.95000000 0.006101861559 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GE50 163.34000000 PA USD 174.94000000 0.000003595230 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6.50000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAC9 30072.20000000 PA USD 31408.91000000 0.000645491404 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 3.62300000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAE5 150000.00000000 PA USD 183000.00000000 0.003760873171 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CN7 125000.00000000 PA USD 129283.38000000 0.002656931122 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N N N Uruguay Government International Bond N/A 760942AY8 300000.00000000 PA USD 372750.00000000 0.007660467075 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.12500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0BT4 200000.00000000 PA USD 275853.60000000 0.005669127888 Long DBT CORP N/A N 2 2041-10-28 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282R0 8421600.00000000 PA USD 9333500.95000000 0.191814826894 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 200000.00000000 PA USD 217250.00000000 0.004464752440 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAJ8 300000.00000000 PA USD 369102.00000000 0.007585496226 Long DBT CORP US N 2 2043-04-01 Fixed 4.87500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BJ8 300000.00000000 PA USD 335052.00000000 0.006885727201 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AN5 50000.00000000 PA USD 53975.70000000 0.001109266459 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AL4 500000.00000000 PA USD 587788.50000000 0.012079770493 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2019-GC40 N/A 36257HBP0 150000.00000000 PA USD 168646.50000000 0.003465891242 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 3.16000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EADB2 800000.00000000 PA USD 818541.60000000 0.016822028106 Long DBT USGSE US N 2 2022-01-13 Fixed 2.37500000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AV7 100000.00000000 PA USD 129583.40000000 0.002663096899 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HR71 6010.31000000 PA USD 7087.03000000 0.000145647109 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AQ8 200000.00000000 PA USD 227500.00000000 0.004675402440 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N COMM 2013-CCRE9 Mortgage Trust 549300C72XVZH4MIKU63 12625UBF9 90000.00000000 PA USD 96034.50000000 0.001973626090 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.21920000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR31 497332.28000000 PA USD 543875.87000000 0.011177312394 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DTR3 2394280.76000000 PA USD 2525314.24000000 0.051898287297 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Arch Capital Finance LLC 549300XG4URFY0200M65 03939CAB9 100000.00000000 PA USD 135842.90000000 0.002791737257 Long DBT CORP US N 2 2046-12-15 Fixed 5.03100000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXQ2 100000.00000000 PA USD 138652.00000000 0.002849467688 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N Connecticut Light and Power Co/The 549300O45IUXEDS1VZ32 207597EM3 500000.00000000 PA USD 502353.00000000 0.010323966778 Long DBT CORP US N 2 2025-12-01 Fixed 0.75000000 N N N N N N Fannie Mae Pool N/A 31408GBU0 36167.28000000 PA USD 42614.94000000 0.000875788986 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAC4 175000.00000000 PA USD 205588.95000000 0.004225103641 Long DBT CORP US N 2 2028-09-21 Fixed 3.93700000 N N N N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919AJ0 150000.00000000 PA USD 161379.90000000 0.003316553750 Long DBT CORP US N 2 2024-06-01 Fixed 2.95000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBS4 125000.00000000 PA USD 128256.13000000 0.002635819882 Long DBT CORP US N 2 2022-01-14 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36230UF95 17786.03000000 PA USD 18779.64000000 0.000385944504 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JA5 125000.00000000 PA USD 132114.13000000 0.002715106487 Long DBT CORP N/A N 2 2029-10-09 Fixed 1.62500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CH9 438000.00000000 PA USD 470240.74000000 0.009664020674 Long DBT CORP US N 2 2055-05-15 Fixed 3.15500000 N N N N N N Ginnie Mae II Pool N/A 36179RVB2 758546.23000000 PA USD 821285.29000000 0.016878414281 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AS1 825000.00000000 PA USD 1248504.68000000 0.025658293747 Long DBT CORP US N 2 2036-12-16 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 3138A4Y58 201968.23000000 PA USD 214321.35000000 0.004404565111 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BK8 475000.00000000 PA USD 583217.35000000 0.011985827786 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3138WGAQ7 127703.47000000 PA USD 139842.07000000 0.002873925078 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae-Aces N/A 3136ARXR4 100000.00000000 PA USD 108245.00000000 0.002224566756 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.57600000 N N N N N N Freddie Mac Gold Pool N/A 3128KWU43 64984.74000000 PA USD 72783.45000000 0.001495788658 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKZR3 3257.64000000 PA USD 3738.96000000 0.000076840187 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBE4 250000.00000000 PA USD 311634.00000000 0.006404458743 Long DBT CORP MX N 2 2042-07-16 Fixed 4.37500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBM7 100000.00000000 PA USD 111584.10000000 0.002293189333 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BA2 100000.00000000 PA USD 146768.70000000 0.003016275772 Long DBT CORP US N 2 2031-03-03 Fixed 7.12500000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BL9 186000.00000000 PA USD 200905.67000000 0.004128856526 Long DBT CORP US N 2 2024-11-15 Fixed 2.80000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQFT0 8773.57000000 PA USD 9126.29000000 0.000187556389 Long ABS-MBS USGSE US N 2 2040-06-01 Floating 2.81400000 N N N N N N Fannie Mae Pool N/A 3138ELWZ2 5560.10000000 PA USD 5609.94000000 0.000115291108 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 2.19000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BA9 50000.00000000 PA USD 60641.15000000 0.001246249585 Long DBT CORP US N 2 2042-06-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31371KBS9 3671.46000000 PA USD 4232.02000000 0.000086973172 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BL5 40000.00000000 PA USD 48648.24000000 0.000999780659 Long DBT CORP US N 2 2049-08-15 Fixed 3.95000000 N N N N N N Fannie Mae-Aces N/A 3136ANRH2 65341.89000000 PA USD 67584.42000000 0.001388942251 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.34400000 N N N N N N Ginnie Mae II Pool N/A 36179QJS1 231287.80000000 PA USD 251656.67000000 0.005171851468 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96Y3 219655.79000000 PA USD 243089.39000000 0.004995783416 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWL4 625000.00000000 PA USD 719851.25000000 0.014793821059 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BL3 100000.00000000 PA USD 106125.00000000 0.002180998171 Long DBT CORP US N 2 2025-06-15 Fixed 2.40000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366DF4 50000.00000000 PA USD 80949.00000000 0.001663600668 Long DBT MUN US N 2 2049-05-15 Fixed 6.58300000 N N N N N N Hackensack Meridian Health Inc 5493001CB3OCWTEJY668 404530AA5 50000.00000000 PA USD 67024.45000000 0.001377434185 Long DBT CORP US N 2 2057-07-01 Fixed 4.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAV3 200000.00000000 PA USD 208644.60000000 0.004287900975 Long DBT CORP US N 2 2023-11-15 Fixed 2.25000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AV6 200000.00000000 PA USD 251248.60000000 0.005163465132 Long DBT CORP US N 2 2050-09-17 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31416RR47 129489.48000000 PA USD 141995.63000000 0.002918183362 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AD3M8 928993.08000000 PA USD 1037846.54000000 0.021329012069 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204LVJ7 100.93000000 PA USD 104.48000000 0.000002147191 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 7.50000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BG5 22000.00000000 PA USD 24640.00000000 0.000506382048 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2E8 200000.00000000 PA USD 208504.60000000 0.004285023805 Long DBT CORP US N 2 2022-11-29 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 312942L86 215176.32000000 PA USD 236310.16000000 0.004856461972 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABM4 150000.00000000 PA USD 161662.20000000 0.003322355359 Long DBT CORP US N 2 2030-02-15 Fixed 2.50000000 N N N N N N COMM 2013-CCRE8 Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAE5 71000.00000000 PA USD 75003.69000000 0.001541417297 Long ABS-MBS CORP US N 2 2046-06-10 Variable 3.61200000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGF0 425000.00000000 PA USD 486552.33000000 0.009999243740 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAJ6 100000.00000000 PA USD 120375.00000000 0.002473853049 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JM4F1 1521.45000000 PA USD 1582.60000000 0.000032524360 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.72700000 N N N N N N Ginnie Mae II Pool N/A 36179MVS6 366614.54000000 PA USD 397831.62000000 0.008175924953 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Oregon State University 549300UBMR6O3SFCEV73 68608WAL6 150000.00000000 PA USD 155386.50000000 0.003193382071 Long DBT MUN US N 2 2060-03-01 Fixed 3.42400000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDJ7 395000.00000000 PA USD 433465.89000000 0.008908252658 Long DBT CORP US N 2 2025-04-01 Fixed 3.10000000 N N N N N N Ginnie Mae II Pool N/A 36225ELC4 2513.03000000 PA USD 2515.10000000 0.000051688372 Long ABS-MBS USGA US N 2 2038-07-20 Floating 1.62500000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAX8 100000.00000000 PA USD 116492.40000000 0.002394060884 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAE2 150000.00000000 PA USD 162513.00000000 0.003339840337 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.24300000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AA2 130000.00000000 PA USD 163219.55000000 0.003354360801 Long DBT CORP US N 2 2045-08-01 Fixed 4.02400000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUV0 179449.82000000 PA USD 197140.02000000 0.004051467826 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AU3 100000.00000000 PA USD 103182.20000000 0.002120520042 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31417TWF1 3796.15000000 PA USD 3968.14000000 0.000081550116 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 2.10800000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BN3 850000.00000000 PA USD 904128.00000000 0.018580933000 Long DBT CORP DE N 2 2025-01-13 Fixed 2.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C15 549300UOGMFS1M8XVM16 46640NAJ7 35000.00000000 PA USD 38019.10000000 0.000781338869 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 4.41960000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RAZ5 100000.00000000 PA USD 103067.20000000 0.002118156652 Long DBT CORP US N 2 2022-06-01 Fixed 3.65000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AL8 500000.00000000 PA USD 628634.00000000 0.012919195330 Long DBT CORP US N 2 2044-11-15 Fixed 4.87500000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AN1 183000.00000000 PA USD 207469.30000000 0.004263747127 Long DBT CORP US N 2 2026-03-15 Fixed 3.50000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAZ9 900000.00000000 PA USD 979509.60000000 0.020130116809 Long DBT CORP US N 2 2026-10-05 Fixed 3.24400000 N N N N N N Fannie Mae-Aces N/A 3136AC4M0 1042.90000000 PA USD 1045.11000000 0.000021478285 Long ABS-MBS USGSE US N 2 2022-03-25 Variable 2.60840000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAC0 250000.00000000 PA USD 273002.75000000 0.005610539444 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBM6 200000.00000000 PA USD 204163.00000000 0.004195798630 Long DBT CORP N/A N 2 2022-10-17 Fixed 1.37500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAD0 250000.00000000 PA USD 270148.00000000 0.005551870850 Long DBT CORP CA N 2 2025-04-01 Fixed 3.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 300000.00000000 PA USD 405243.00000000 0.008328237851 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Ginnie Mae I Pool N/A 36291FK23 1939.65000000 PA USD 2265.60000000 0.000046560842 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBF8 600000.00000000 PA USD 639040.80000000 0.013133067761 Long DBT CORP US N 2 2024-11-01 Fixed 3.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0K36 575000.00000000 PA USD 625046.85000000 0.012845475023 Long DBT USGSE US N 2 2026-04-24 Fixed 2.12500000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AB4 150000.00000000 PA USD 194530.20000000 0.003997832843 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EP9 1690000.00000000 PA USD 1937690.63000000 0.039821905494 Long DBT UST US N 2 2023-02-15 Fixed 7.12500000 N N N N N N Fannie Mae Pool N/A 31406KXK1 17738.08000000 PA USD 20778.60000000 0.000427025569 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAA9 200000.00000000 PA USD 222896.20000000 0.004580788735 Long DBT CORP BM N 2 2028-01-12 Fixed 4.12500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022410 592000.00000000 PA USD 616882.47000000 0.012677687057 Long ABS-MBS USGSE US N 2 2021-01-19 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417BTY3 211215.92000000 PA USD 221588.67000000 0.004553917399 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AU8 190000.00000000 PA USD 216574.35000000 0.004450867008 Long DBT CORP US N 2 2028-01-15 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 3138EKD69 96239.09000000 PA USD 104613.68000000 0.002149938702 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 100000.00000000 PA USD 108640.00000000 0.002232684488 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C28 549300S7ENI2U7O0XH56 94989JBB1 31000.00000000 PA USD 34186.18000000 0.000702567689 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.87200000 N N N N N N Mexico Government International Bond N/A 91086QAZ1 342000.00000000 PA USD 454134.96000000 0.009333027253 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Ukraine Government AID Bonds N/A 903724BL5 175000.00000000 PA USD 176090.60000000 0.003618876575 Long DBT NUSS UA N 2 2021-09-29 Fixed 1.47100000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAN4 400000.00000000 PA USD 492601.20000000 0.010123555395 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAG3 75000.00000000 PA USD 81930.60000000 0.001683773745 Long DBT CORP US N 2 2023-12-01 Fixed 3.80000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HW9 200000.00000000 PA USD 206726.20000000 0.004248475516 Long DBT CORP N/A N 2 2022-05-20 Fixed 2.62500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CN6 460000.00000000 PA USD 517517.94000000 0.010635624789 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 3620ARCD1 132137.48000000 PA USD 144074.33000000 0.002960903182 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.00000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAF2 250000.00000000 PA USD 257793.75000000 0.005297975946 Long DBT CORP LU N 2 2022-11-15 Fixed 2.05000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BZ8 1000000.00000000 PA USD 1055061.00000000 0.021682790215 Long DBT CORP US N 2 2030-06-01 Fixed 1.95000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-A N/A 34528GAK2 25000.00000000 PA USD 25282.71000000 0.000519590523 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 1.04000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AM1 175000.00000000 PA USD 192516.63000000 0.003956451523 Long DBT CORP US N 2 2024-01-15 Fixed 4.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AX5 150000.00000000 PA USD 176080.05000000 0.003618659760 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AM4 100000.00000000 PA USD 103541.10000000 0.002127895875 Long DBT CORP US N 2 2022-04-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3129413N5 436577.83000000 PA USD 481778.48000000 0.009901135301 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Asian Infrastructure Investment Bank/The 25490065OSV2524LCR32 04522KAB2 400000.00000000 PA USD 400480.80000000 0.008230368833 Long DBT CORP N/A N 2 2025-05-28 Fixed 0.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJE0 1000000.00000000 PA USD 1041199.00000000 0.021397909210 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N BANK 2019-BNK17 N/A 065403BF3 25000.00000000 PA USD 29068.25000000 0.000597387986 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.97600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z29 7705000.00000000 PA USD 7919295.31000000 0.162751176343 Long DBT UST US N 2 2023-01-15 Fixed 1.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAM0 75000.00000000 PA USD 88803.60000000 0.001825022277 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAZ8 100000.00000000 PA USD 106408.70000000 0.002186828552 Long DBT CORP US Y 2 2023-12-15 Fixed 3.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YW4 7625000.00000000 PA USD 7846601.56000000 0.161257231129 Long DBT UST US N 2 2022-12-15 Fixed 1.62500000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAA7 100000.00000000 PA USD 102851.30000000 0.002113719644 Long DBT CORP US N 2 2023-02-01 Fixed 1.70000000 N N N N N N Wisconsin Power and Light Co JWBYHVQVMY66CVCOSO49 976826BE6 100000.00000000 PA USD 147119.90000000 0.003023493360 Long DBT CORP US N 2 2037-08-15 Fixed 6.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PAX0 50000.00000000 PA USD 79502.45000000 0.001633872302 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AD6 525000.00000000 PA USD 603460.20000000 0.012401843040 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 3620A7ZN8 30606.25000000 PA USD 34675.73000000 0.000712628539 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 N/A 61690KAG7 14000.00000000 PA USD 14466.62000000 0.000297306683 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 3.21400000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBR6 250000.00000000 PA USD 269959.50000000 0.005547996945 Long DBT CORP US N 2 2026-09-15 Fixed 2.25000000 N N N N N N ONE Gas Inc 549300HXDWI0LATTX840 68235PAG3 75000.00000000 PA USD 100508.93000000 0.002065581083 Long DBT CORP US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 100000.00000000 PA USD 114845.40000000 0.002360213026 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392EZ7 50000.00000000 PA USD 74890.10000000 0.001539082884 Long DBT CORP US N 2 2038-05-15 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 31418B3T1 143507.35000000 PA USD 152632.64000000 0.003136786890 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AK2 60000.00000000 PA USD 61650.00000000 0.001266982683 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BG6 50000.00000000 PA USD 60177.35000000 0.001236717929 Long DBT CORP US N 2 2050-06-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138ENEB1 124313.91000000 PA USD 136824.27000000 0.002811905608 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BZ2 410000.00000000 PA USD 444523.23000000 0.009135494480 Long DBT CORP US N 2 2026-09-01 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3138LTJ74 108237.35000000 PA USD 119019.48000000 0.002445995460 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AZ3 200000.00000000 PA USD 228386.00000000 0.004693610820 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140X6AQ4 340365.00000000 PA USD 360315.09000000 0.007404914510 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132DVLF0 389317.12000000 PA USD 416219.36000000 0.008553815434 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312927ZV1 19640.87000000 PA USD 22564.16000000 0.000463721005 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N BANK 2017-BNK8 N/A 06650AAH0 25000.00000000 PA USD 28589.25000000 0.000587543952 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.73100000 N N N N N N Ginnie Mae I Pool N/A 36291VMP5 5653.44000000 PA USD 6219.26000000 0.000127813377 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AU2 100000.00000000 PA USD 114651.30000000 0.002356224034 Long DBT CORP US N 2 2042-08-01 Fixed 3.25000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAU5 255000.00000000 PA USD 310224.08000000 0.006375483167 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N Metropolitan Washington Airports Authority Dulles Toll Road Revenue N/A 592643AA8 85000.00000000 PA USD 150715.20000000 0.003097381159 Long DBT MUN US N 2 2046-10-01 Fixed 7.46200000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAH7 500000.00000000 PA USD 499339.50000000 0.010262035678 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AQ9 200000.00000000 PA USD 224131.80000000 0.004606181822 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBG2 175000.00000000 PA USD 175872.73000000 0.003614399081 Long DBT CORP CA N 2 2021-04-07 Fixed 2.12500000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BR8 300000.00000000 PA USD 314618.70000000 0.006465797968 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CM3 315000.00000000 PA USD 498470.18000000 0.010244170092 Long DBT CORP US N 2 2038-04-15 Fixed 6.20000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FK0 173000.00000000 PA USD 231944.21000000 0.004766736375 Long DBT CORP US N 2 2050-03-25 Fixed 3.60000000 N N N N N N COMM 2013-LC6 Mortgage Trust N/A 20048EBC4 25000.00000000 PA USD 25420.50000000 0.000522422275 Long ABS-MBS CORP US N 2 2046-01-10 Variable 4.24200000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QAX1 77000.00000000 PA USD 109807.78000000 0.002256683791 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LTX3 9230.93000000 PA USD 9898.77000000 0.000203431795 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 4.00900000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389AK9 25000.00000000 PA USD 33437.50000000 0.000687181402 Long DBT CORP US N 2 2027-01-01 Fixed 8.20500000 N N N N N N Fannie Mae Pool N/A 31418CPK4 93802.92000000 PA USD 99111.88000000 0.002036870002 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ED6 50000.00000000 PA USD 55327.80000000 0.001137053763 Long DBT CORP US N 2 2025-08-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418B6G6 682278.90000000 PA USD 724496.82000000 0.014889293187 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CA4 50000.00000000 PA USD 55877.05000000 0.001148341520 Long DBT CORP US N 2 2025-08-01 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 3138E45Z0 40939.98000000 PA USD 45124.05000000 0.000927354257 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC19 N/A 17322AAD4 25000.00000000 PA USD 27302.50000000 0.000561099670 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.02300000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AP1 225000.00000000 PA USD 307765.13000000 0.006324948746 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418DTK8 224219.87000000 PA USD 236411.65000000 0.004858547715 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294FPR1 1005.12000000 PA USD 1128.55000000 0.000023193078 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAR9 250000.00000000 PA USD 295564.50000000 0.006074210921 Long DBT CORP US N 2 2028-07-26 Fixed 4.05000000 N N N N N N Benchmark 2019-B10 Mortgage Trust N/A 08162VAE8 80000.00000000 PA USD 93244.00000000 0.001916277912 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.71700000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFE9 350000.00000000 PA USD 360543.75000000 0.007409613752 Long DBT NUSS CA N 2 2022-04-25 Fixed 2.55000000 N N N N N N nVent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAC7 200000.00000000 PA USD 210750.00000000 0.004331169513 Long DBT CORP LU N 2 2023-04-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31418ABT4 185507.64000000 PA USD 195931.61000000 0.004026633527 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AD8 100000.00000000 PA USD 114224.30000000 0.002347448663 Long DBT CORP US N 2 2025-06-15 Fixed 4.37500000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3 N/A 03066PAD1 25000.00000000 PA USD 25087.72000000 0.000515583240 Long ABS-CBDO CORP US N 2 2025-12-18 Fixed 0.76000000 N N N N N N Mexico Government International Bond N/A 91087BAG5 600000.00000000 PA USD 703935.60000000 0.014466735042 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAS0 100000.00000000 PA USD 140972.70000000 0.002897160903 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31402DGN4 11474.53000000 PA USD 13103.66000000 0.000269296193 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Peruvian Government International Bond N/A 715638AP7 645000.00000000 PA USD 1101721.28000000 0.022641715872 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BP9 100000.00000000 PA USD 134527.00000000 0.002764693908 Long DBT CORP CA N 2 2043-11-23 Fixed 5.65000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 550000.00000000 PA USD 721133.05000000 0.014820163612 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 31407N3N1 8134.61000000 PA USD 9444.96000000 0.000194105446 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TBF8 50000.00000000 PA USD 53149.50000000 0.001092287041 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.95080000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DZ7 500000.00000000 PA USD 532283.50000000 0.010939075054 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAS6 150000.00000000 PA USD 173143.50000000 0.003558310076 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.67900000 N N N N N N Freddie Mac Pool N/A 3132DVK20 943390.51000000 PA USD 1029255.93000000 0.021152464557 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AS8 900000.00000000 PA USD 978448.50000000 0.020108309910 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AB6 250000.00000000 PA USD 284913.75000000 0.005855325019 Long DBT CORP US N 2 2026-06-15 Fixed 3.65000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAT0 155000.00000000 PA USD 192917.34000000 0.003964686603 Long DBT CORP US N 2 2045-10-01 Fixed 4.15000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBS4 75000.00000000 PA USD 82672.28000000 0.001699016174 Long DBT CORP US N 2 2027-05-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RS9 8981000.00000000 PA USD 10725279.04000000 0.220417563942 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAQ8 75000.00000000 PA USD 77620.80000000 0.001595202099 Long DBT CORP CA N 2 2022-07-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3138AB6K0 34176.69000000 PA USD 38022.59000000 0.000781410593 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C54 N/A 95001YAE4 100000.00000000 PA USD 112707.00000000 0.002316266298 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.14600000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGDV6 2170.15000000 PA USD 2320.49000000 0.000047688899 Long ABS-MBS USGSE US N 2 2041-01-01 Floating 3.92800000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAD1 75000.00000000 PA USD 86175.15000000 0.001771004424 Long DBT CORP US N 2 2025-11-01 Fixed 4.62500000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KK6 265000.00000000 PA USD 282244.35000000 0.005800465594 Long DBT CORP US N 2 2040-05-15 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36200WD65 2633.38000000 PA USD 2932.29000000 0.000060262135 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEC4 150000.00000000 PA USD 225313.80000000 0.004630473364 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N Panama Government International Bond N/A 698299AV6 168000.00000000 PA USD 214200.00000000 0.004402071220 Long DBT NUSS PA N 2 2026-01-29 Fixed 7.12500000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BB9 25000.00000000 PA USD 26685.20000000 0.000548413403 Long DBT CORP US N 2 2024-05-15 Fixed 2.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 325000.00000000 PA USD 373121.45000000 0.007668100825 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SK5 1675600.00000000 PA USD 1967259.13000000 0.040429574229 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 12594KAB8 100000.00000000 PA USD 112694.70000000 0.002316013518 Long DBT CORP NL N 2 2027-11-15 Fixed 3.85000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAE5 300000.00000000 PA USD 323010.30000000 0.006638255581 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250PAA1 800000.00000000 PA USD 876268.00000000 0.018008376024 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AMG2 655.74000000 PA USD 756.04000000 0.000015537544 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDS8 150000.00000000 PA USD 169845.30000000 0.003490528044 Long DBT CORP US N 2 2029-08-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138EG5D2 222921.30000000 PA USD 236589.25000000 0.004862197612 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AC7 160000.00000000 PA USD 175985.28000000 0.003616712121 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBR8 150000.00000000 PA USD 206649.90000000 0.004246907458 Long DBT CORP US N 2 2046-05-13 Fixed 4.60000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AY3 50000.00000000 PA USD 54568.45000000 0.001121448194 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418DJR4 2588302.51000000 PA USD 2713188.62000000 0.055759334923 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138X3XW7 95446.92000000 PA USD 104979.82000000 0.002157463325 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283H7E9 20125.03000000 PA USD 23876.84000000 0.000490698180 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAB1 600000.00000000 PA USD 691181.40000000 0.014204620678 Long DBT CORP ES N 2 2027-04-11 Fixed 4.25000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECH2 300000.00000000 PA USD 338968.50000000 0.006966216053 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418BVG8 411982.33000000 PA USD 440233.24000000 0.009047329954 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7U22 19343.24000000 PA USD 22077.17000000 0.000453712767 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AE39 5903.89000000 PA USD 6635.18000000 0.000136361040 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132DV6C4 3601360.44000000 PA USD 3795641.23000000 0.078005056129 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XAU0 75000.00000000 PA USD 81633.00000000 0.001677657702 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.81700000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JB7 75000.00000000 PA USD 98859.90000000 0.002031691506 Long DBT CORP US N 2 2043-08-15 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKHH5 115074.25000000 PA USD 132277.51000000 0.002718464145 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAJ8 100000.00000000 PA USD 136092.50000000 0.002796866842 Long DBT CORP US N 2 2043-08-01 Fixed 4.60000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AF5B9 1500000.00000000 PA USD 1533546.00000000 0.031516240486 Long DBT USGSE US N 2 2021-10-12 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BT4 125000.00000000 PA USD 137594.00000000 0.002827724498 Long DBT CORP US N 2 2027-06-01 Fixed 3.15000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAV2 75000.00000000 PA USD 89168.55000000 0.001832522445 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAH8 200000.00000000 PA USD 218447.80000000 0.004489368691 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAB0 25000.00000000 PA USD 37356.70000000 0.000767725742 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CP1 100000.00000000 PA USD 102187.20000000 0.002100071579 Long DBT CORP US N 2 2022-02-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVC1 194042.15000000 PA USD 213171.54000000 0.004380935113 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CP4 75000.00000000 PA USD 87204.38000000 0.001792156356 Long DBT CORP US N 2 2028-06-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31417C3S2 166942.22000000 PA USD 176348.13000000 0.003624169131 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT30 730.96000000 PA USD 803.87000000 0.000016520508 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFT2 16180.46000000 PA USD 18105.51000000 0.000372090310 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371FVC3 824.44000000 PA USD 942.71000000 0.000019373840 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140J6DN4 201515.82000000 PA USD 225923.42000000 0.004643001798 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AR6 200000.00000000 PA USD 223946.40000000 0.004602371626 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAY4 175000.00000000 PA USD 222648.30000000 0.004575694088 Long DBT CORP NL Y 2 2028-12-01 Fixed 5.55000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAC7 775000.00000000 PA USD 1223463.83000000 0.025143673742 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAF3 250000.00000000 PA USD 274980.50000000 0.005651184618 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241K7H5 96098.12000000 PA USD 108364.46000000 0.002227021805 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBL4 264000.00000000 PA USD 291646.34000000 0.005993687954 Long DBT CORP US N 2 2025-02-15 Fixed 3.37500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAK6 150000.00000000 PA USD 179413.80000000 0.003687172388 Long DBT CORP US N 2 2050-05-01 Fixed 3.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZM5 2938000.00000000 PA USD 2938458.92000000 0.060388914309 Long DBT UST US N 2 2022-04-30 Fixed 0.12500000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AH0 50000.00000000 PA USD 52748.50000000 0.001084046002 Long DBT CORP US N 2 2023-03-18 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 3132GUKK9 230644.41000000 PA USD 248840.92000000 0.005113984371 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MTF0 60460.01000000 PA USD 68579.05000000 0.001409383110 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTH3 174567.49000000 PA USD 192040.89000000 0.003946674486 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CA5 200000.00000000 PA USD 253277.60000000 0.005205163556 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAH3 1250000.00000000 PA USD 1401891.25000000 0.028810574819 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BP3 100000.00000000 PA USD 148107.50000000 0.003043789744 Long DBT CORP US N 2 2038-07-15 Fixed 6.12500000 N N N N N N Ginnie Mae I Pool N/A 36213UNP1 6440.80000000 PA USD 7001.50000000 0.000143889363 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C46 N/A 95001QAU5 75000.00000000 PA USD 88432.50000000 0.001817395720 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15200000 N N N N N N Freddie Mac Gold Pool N/A 3132WLT71 75686.88000000 PA USD 83192.11000000 0.001709699314 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-A N/A 65479MAC0 50000.00000000 PA USD 50932.88000000 0.001046732797 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.38000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQT3 575180.57000000 PA USD 600549.25000000 0.012342019468 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.50000000 N N N N N N Aptiv Corp N/A 247126AJ4 125000.00000000 PA USD 137300.50000000 0.002821692715 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31418C2E3 275624.19000000 PA USD 306141.25000000 0.006291576032 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2V0 125000.00000000 PA USD 134673.38000000 0.002767702195 Long DBT CORP US N 2 2024-05-17 Fixed 2.85000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBN0 115000.00000000 PA USD 130363.08000000 0.002679120274 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36213TF81 9965.19000000 PA USD 11395.42000000 0.000234189777 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Valero Energy Partners LP 549300WH1375KZXLJ231 91914JAA0 100000.00000000 PA USD 115744.10000000 0.002378682407 Long DBT CORP US N 2 2026-12-15 Fixed 4.37500000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EW8 200000.00000000 PA USD 202656.40000000 0.004164836163 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N New York State Thruway Authority N/A 650009S61 50000.00000000 PA USD 52242.50000000 0.001073647085 Long DBT MUN US N 2 2042-01-01 Fixed 3.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3 N/A 43813KAD4 25000.00000000 PA USD 25080.55000000 0.000515435888 Long ABS-CBDO CORP US N 2 2027-04-19 Fixed 0.46000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6AW8 21779.91000000 PA USD 25182.14000000 0.000517523687 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BA6 160000.00000000 PA USD 243520.48000000 0.005004642841 Long DBT CORP US N 2 2040-06-15 Fixed 7.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BK1 50000.00000000 PA USD 60581.85000000 0.001245030898 Long DBT CORP US N 2 2041-09-01 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36203W6F0 759.37000000 PA USD 833.24000000 0.000017124098 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXB4 699603.36000000 PA USD 739413.52000000 0.015195849564 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 275000.00000000 PA USD 303362.40000000 0.006234467275 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FXE9 50000.00000000 PA USD 54524.00000000 0.001120534692 Long DBT MUN US N 2 2043-02-15 Fixed 3.19000000 N N N N N N Fannie Mae Pool N/A 31418NYF1 13619.72000000 PA USD 14411.25000000 0.000296168762 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAN2 50000.00000000 PA USD 58874.50000000 0.001209942773 Long DBT CORP US N 2 2028-12-15 Fixed 4.75000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FV0 400000.00000000 PA USD 492877.60000000 0.010129235753 Long DBT CORP US N 2 2049-05-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31413ECY9 36793.74000000 PA USD 42990.43000000 0.000883505764 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAE7 140000.00000000 PA USD 153118.00000000 0.003146761630 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.04500000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UEK6 125000.00000000 PA USD 234667.50000000 0.004822703306 Long DBT MUN US N 2 2050-02-15 Fixed 8.08400000 N N N N N N Fannie Mae Pool N/A 31418CCH5 1562245.11000000 PA USD 1658915.28000000 0.034092732080 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KCW6 9246.20000000 PA USD 10193.98000000 0.000209498720 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAH0 500000.00000000 PA USD 499832.50000000 0.010272167429 Long DBT CORP US N 2 2025-08-15 Fixed 0.45000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWZ3 475000.00000000 PA USD 561296.58000000 0.011535329230 Long DBT CORP US N 2 2029-05-01 Variable 4.22300000 N N N N N N Republic of Poland Government International Bond N/A 857524AA0 245000.00000000 PA USD 248062.50000000 0.005097986891 Long DBT NUSS PL N 2 2021-04-21 Fixed 5.12500000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241AH1 200000.00000000 PA USD 216492.20000000 0.004449178726 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BB2 50000.00000000 PA USD 51527.60000000 0.001058955018 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAV7 325000.00000000 PA USD 336365.58000000 0.006912722872 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N Fannie Mae Pool N/A 3138WHBN1 96534.86000000 PA USD 102965.98000000 0.002116076457 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BG7 275000.00000000 PA USD 354521.20000000 0.007285843004 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 495000.00000000 PA USD 621759.60000000 0.012777918026 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CQB3 206835.86000000 PA USD 223342.23000000 0.004589955196 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AC3 150000.00000000 PA USD 161680.20000000 0.003322725281 Long DBT CORP JP N 2 2023-07-20 Fixed 3.41900000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LG4 425000.00000000 PA USD 437732.15000000 0.008995929504 Long DBT CORP US N 2 2022-04-25 Fixed 2.75000000 N N N N N N Fannie Mae-Aces N/A 3136AS4R4 75000.00000000 PA USD 80397.75000000 0.001652271808 Long ABS-MBS USGSE US N 2 2026-09-25 Fixed 2.49940000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAG1 75000.00000000 PA USD 74957.18000000 0.001540461460 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N LYB International Finance III LLC N/A 50249AAA1 135000.00000000 PA USD 156733.25000000 0.003221059426 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAM1 250000.00000000 PA USD 259918.75000000 0.005341647288 Long DBT CORP N/A N 2 2023-01-15 Fixed 2.65000000 N N N N N N Ginnie Mae II Pool N/A 36179R4D8 388179.02000000 PA USD 413389.03000000 0.008495648701 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBF4 225000.00000000 PA USD 236514.83000000 0.004860668190 Long DBT CORP US N 2 2022-12-15 Fixed 3.04800000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CF5 275000.00000000 PA USD 299786.85000000 0.006160985362 Long DBT CORP US N 2 2024-08-12 Fixed 3.37500000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBU1 125000.00000000 PA USD 168536.13000000 0.003463623004 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAM1 500000.00000000 PA USD 534375.00000000 0.010982057929 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHXY8 225000.00000000 PA USD 229020.75000000 0.004706655707 Long ABS-MBS USGSE US N 2 2022-01-25 Fixed 2.79100000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BB9 225000.00000000 PA USD 283552.20000000 0.005827343506 Long DBT CORP US N 2 2048-05-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31403DA41 42699.70000000 PA USD 50231.67000000 0.001032322076 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BJP64 175000.00000000 PA USD 193646.25000000 0.003979666592 Long ABS-MBS USGSE US N 2 2025-03-25 Fixed 3.20500000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAK1 150000.00000000 PA USD 153942.90000000 0.003163714331 Long DBT CORP US N 2 2022-05-18 Fixed 2.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7RX3 144691.19000000 PA USD 156252.78000000 0.003211185182 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FTZQ3 25000.00000000 PA USD 25733.00000000 0.000528844531 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 1.47700000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CD4 325000.00000000 PA USD 331903.98000000 0.006821031551 Long DBT CORP US N 2 2022-03-03 Fixed 2.25000000 N N N N N N GS Mortgage Securities Trust 2015-GC28 5493002EPQ51IPGGFX73 36251FAW6 150000.00000000 PA USD 164040.00000000 0.003371222049 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.39600000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAA3 475000.00000000 PA USD 490172.93000000 0.010073651486 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31371LNG0 10309.29000000 PA USD 11753.23000000 0.000241543209 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CU0 700000.00000000 PA USD 745254.30000000 0.015315884715 Long DBT NUSS KR N 2 2023-03-12 Fixed 3.37500000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAH4 400000.00000000 PA USD 452500.00000000 0.009299426831 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAU1 475000.00000000 PA USD 494587.58000000 0.010164377927 Long DBT CORP US N 2 2022-11-03 Fixed 2.87500000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAY1 600000.00000000 PA USD 744052.20000000 0.015291180094 Long DBT CORP US Y 2 2050-04-15 Fixed 4.50000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LAD4 39988.92000000 PA USD 43148.04000000 0.000886744841 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.98300000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406GAA9 200000.00000000 PA USD 223376.40000000 0.004590657431 Long DBT CORP US N 2 2028-10-30 Fixed 3.00000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AN7 375000.00000000 PA USD 445679.63000000 0.009159259910 Long DBT CORP US N 2 2028-05-15 Fixed 3.87500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EC3 275000.00000000 PA USD 303749.60000000 0.006242424708 Long DBT CORP N/A N 2 2027-08-10 Fixed 2.37500000 N N N N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932AK0 50000.00000000 PA USD 54875.35000000 0.001127755363 Long DBT CORP US N 2 2026-08-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140J9GM7 217777.03000000 PA USD 231746.86000000 0.004762680592 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C13 N/A 92937UAF5 15000.00000000 PA USD 15758.25000000 0.000323851254 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.34500000 N N N N N N Fannie Mae Pool N/A 31418BUM6 177974.23000000 PA USD 191642.10000000 0.003938478865 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WGLB8 343889.23000000 PA USD 365755.91000000 0.007516729996 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAE2 100000.00000000 PA USD 105045.30000000 0.002158809019 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BU3 200000.00000000 PA USD 211241.20000000 0.004341264272 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAK9 450000.00000000 PA USD 668250.00000000 0.013733352442 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CR3 250000.00000000 PA USD 251541.25000000 0.005169479446 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N UBS Commercial Mortgage Trust 2018-C11 N/A 90276XAV7 125000.00000000 PA USD 147445.00000000 0.003030174561 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.24110000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHS4 275000.00000000 PA USD 309323.85000000 0.006356982343 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N Benchmark 2018-B5 Mortgage Trust N/A 08160BAD6 75000.00000000 PA USD 89479.50000000 0.001838912846 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.20760000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCR1 305000.00000000 PA USD 427624.95000000 0.008788214218 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BY8 725000.00000000 PA USD 877600.18000000 0.018035753948 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YY0 14765000.00000000 PA USD 15637057.81000000 0.321360607667 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAG9 100000.00000000 PA USD 108890.30000000 0.002237828458 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Freddie Mac Pool N/A 3132DVKQ7 604887.41000000 PA USD 655597.48000000 0.013473327726 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AJ8 75000.00000000 PA USD 92480.03000000 0.001900577397 Long DBT CORP US N 2 2028-12-06 Fixed 4.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 283000.00000000 PA USD 326865.00000000 0.006717474367 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBB9 100000.00000000 PA USD 121958.70000000 0.002506400015 Long DBT CORP US N 2 2045-04-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138WKW68 325286.25000000 PA USD 351244.58000000 0.007218504468 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 31346YXD0 137913.09000000 PA USD 145311.20000000 0.002986322369 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Chile Government International Bond N/A 168863BN7 175000.00000000 PA USD 181113.45000000 0.003722102268 Long DBT NUSS CL N 2 2022-10-30 Fixed 2.25000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AC4 50000.00000000 PA USD 59751.55000000 0.001227967220 Long DBT CORP US N 2 2028-06-15 Fixed 4.90000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCY5 150000.00000000 PA USD 154142.55000000 0.003167817382 Long DBT CORP US N 2 2022-06-27 Fixed 2.20000000 N N N N N N United Airlines 2013-1 Class A Pass Through Trust N/A 909319AA3 52710.39000000 PA USD 53084.53000000 0.001090951829 Long DBT CORP US N 2 2027-02-15 Fixed 4.30000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AZ6 175000.00000000 PA USD 197165.15000000 0.004051984278 Long DBT CORP US N 2 2027-03-30 Fixed 3.85000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AM8 500000.00000000 PA USD 503367.00000000 0.010344805715 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUU1 50000.00000000 PA USD 58062.15000000 0.001193247990 Long DBT CORP US N 2 2029-03-07 Fixed 3.45000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 100000.00000000 PA USD 167700.00000000 0.003446439513 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N Fannie Mae Pool N/A 31371LDG1 40785.99000000 PA USD 46989.64000000 0.000965694406 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AZ4 100000.00000000 PA USD 105556.20000000 0.002169308637 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Ginnie Mae II Pool N/A 36179RS91 622785.37000000 PA USD 674295.51000000 0.013857595045 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418MNK4 22863.77000000 PA USD 26886.60000000 0.000552552418 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Chile Government International Bond N/A 168863DN5 200000.00000000 PA USD 215198.00000000 0.004422581337 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200AR2 75000.00000000 PA USD 97902.75000000 0.002012020906 Long DBT CORP US N 2 2027-08-01 Fixed 6.22000000 N N N N N N Ginnie Mae II Pool N/A 36179TCX1 1315829.43000000 PA USD 1407435.11000000 0.028924507902 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CL0 100000.00000000 PA USD 105591.30000000 0.002170029985 Long DBT CORP US N 2 2024-12-15 Fixed 2.05000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAW7 350000.00000000 PA USD 472825.85000000 0.009717147837 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZG8 11505000.00000000 PA USD 11540953.13000000 0.237180661220 Long DBT UST US N 2 2022-03-31 Fixed 0.37500000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAH6 75000.00000000 PA USD 93344.03000000 0.001918333651 Long DBT CORP US N 2 2043-06-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31416YVF2 60194.09000000 PA USD 66919.20000000 0.001375271169 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ41 12842.36000000 PA USD 13661.73000000 0.000280765212 Long ABS-MBS USGA US N 2 2026-03-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418B5C6 367070.80000000 PA USD 390411.95000000 0.008023441686 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AF0 225000.00000000 PA USD 297807.53000000 0.006120307923 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBE3 175000.00000000 PA USD 230442.28000000 0.004735869882 Long DBT CORP US N 2 2041-11-01 Fixed 4.75000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CAB6 75000.00000000 PA USD 94734.30000000 0.001946905395 Long DBT CORP US N 2 2046-08-01 Fixed 4.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C39 N/A 95000XAG2 100000.00000000 PA USD 112238.00000000 0.002306627776 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.70200000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQM5 771523.78000000 PA USD 847997.99000000 0.017427392843 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBF1 450000.00000000 PA USD 490843.35000000 0.010087429434 Long DBT CORP US N 2 2024-04-24 Fixed 3.75000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BL2 500000.00000000 PA USD 522000.00000000 0.010727736588 Long DBT CORP DE N 2 2022-11-16 Fixed 3.30000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4D41 225000.00000000 PA USD 264046.50000000 0.005426477584 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.60000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAH4 325000.00000000 PA USD 366455.05000000 0.007531098176 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GF4 255000.00000000 PA USD 259697.10000000 0.005337092110 Long DBT CORP N/A N 2 2021-12-13 Fixed 2.12500000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630BX5 400000.00000000 PA USD 416148.40000000 0.008552357120 Long DBT NUSS KR N 2 2022-09-14 Fixed 3.00000000 N N N N N N TELUS Corp L2TEUTQ8OSHMJWVLCE40 87971MBK8 200000.00000000 PA USD 249623.00000000 0.005130057069 Long DBT CORP CA N 2 2049-06-15 Fixed 4.30000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAE7 25000.00000000 PA USD 27401.75000000 0.000563139379 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.45300000 N N N N N N Kirby Corp I7NO6FZO5GUCG585T325 497266AC0 300000.00000000 PA USD 330664.50000000 0.006795558726 Long DBT CORP US N 2 2028-03-01 Fixed 4.20000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DV7 100000.00000000 PA USD 130526.00000000 0.002682468478 Long DBT CORP US N 2 2047-05-02 Fixed 4.00000000 N N N N N N Crane Co 549300X1RO9ID7AUCA83 224399AT2 125000.00000000 PA USD 131416.38000000 0.002700766873 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CQ1 150000.00000000 PA USD 160401.60000000 0.003296448492 Long DBT CORP US N 2 2022-12-01 Fixed 4.75000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAT9 300000.00000000 PA USD 331890.90000000 0.006820762741 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BXQY1 300000.00000000 PA USD 341751.00000000 0.007023399821 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 3.22400000 N N N N N N New York City Water & Sewer System N/A 64972FT63 100000.00000000 PA USD 152105.00000000 0.003125943244 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCP4 150000.00000000 PA USD 154269.45000000 0.003170425331 Long DBT CORP US N 2 2021-12-10 Fixed 3.37500000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AB2 300000.00000000 PA USD 340941.90000000 0.007006771829 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 150000.00000000 PA USD 183042.30000000 0.003761742488 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BR0 75000.00000000 PA USD 107751.75000000 0.002214429867 Long DBT CORP US N 2 2039-09-15 Fixed 6.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAE0 50000.00000000 PA USD 54939.50000000 0.001129073724 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.63850000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CM4 150000.00000000 PA USD 186471.60000000 0.003832218785 Long DBT CORP US N 2 2048-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RVC0 886407.58000000 PA USD 965082.63000000 0.019833624982 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.00000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAD5 125000.00000000 PA USD 138844.38000000 0.002853421332 Long DBT CORP US N 2 2025-04-03 Fixed 3.60000000 N N N N N N Freddie Mac Pool N/A 31329KVR2 822610.54000000 PA USD 865566.28000000 0.017788442627 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 3.00000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAF0 50000.00000000 PA USD 54128.65000000 0.001112409768 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAM5 275000.00000000 PA USD 306581.83000000 0.006300630488 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AZ0 550000.00000000 PA USD 575477.65000000 0.011826767512 Long DBT CORP US N 2 2025-06-01 Fixed 1.90000000 N N N N N N Fannie Mae Pool N/A 3140QBJL3 204611.03000000 PA USD 216312.24000000 0.004445480328 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AV4 100000.00000000 PA USD 114318.50000000 0.002349384588 Long DBT CORP US N 2 2027-06-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140QBUF3 55859.71000000 PA USD 62340.25000000 0.001281168162 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CS1 500000.00000000 PA USD 503017.00000000 0.010337612788 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAF6 475000.00000000 PA USD 541589.78000000 0.011130330457 Long DBT CORP US N 2 2042-11-01 Fixed 4.70000000 N N N N N N Ginnie Mae II Pool N/A 36179SLT2 176508.53000000 PA USD 188390.93000000 0.003871663357 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.00000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAF9 75000.00000000 PA USD 81355.73000000 0.001671959466 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BJ1 100000.00000000 PA USD 114893.00000000 0.002361191264 Long DBT CORP US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 549300PFVBG5704L7K74 61762DAY7 50000.00000000 PA USD 52317.50000000 0.001075188427 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 400000.00000000 PA USD 472970.00000000 0.009720110295 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Ginnie Mae II Pool N/A 36202EUT4 66063.17000000 PA USD 76553.61000000 0.001573270043 Long ABS-MBS USGA US N 2 2038-07-20 Fixed 5.50000000 N N N N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484AH4 200000.00000000 PA USD 202967.80000000 0.004171235812 Long DBT CORP US N 2 2025-06-15 Fixed 1.30000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAG0 25000.00000000 PA USD 26234.50000000 0.000539150968 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.30000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBL5 950000.00000000 PA USD 967847.65000000 0.019890449515 Long DBT CORP US N 2 2023-04-15 Fixed 1.57100000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBK1 250000.00000000 PA USD 280376.25000000 0.005762073861 Long DBT CORP US N 2 2030-09-15 Fixed 2.65000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BR4 805000.00000000 PA USD 876713.43000000 0.018017530154 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAG6 16730000.00000000 PA USD 16730000.00000000 0.343821902534 Long DBT UST US N 2 2022-08-31 Fixed 0.12500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LU3 225000.00000000 PA USD 267767.55000000 0.005502949699 Long DBT CORP US N 2 2039-01-24 Variable 3.87800000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-2 N/A 43814UAH2 50000.00000000 PA USD 51052.50000000 0.001049191134 Long ABS-CBDO CORP US N 2 2024-08-19 Fixed 3.16000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 1750000.00000000 PA USD 1902997.25000000 0.039108914226 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 425000.00000000 PA USD 457683.35000000 0.009405950995 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FA6 200000.00000000 PA USD 270346.20000000 0.005555944102 Long DBT CORP US N 2 2035-07-15 Fixed 5.35000000 N N N N N N Republic of Italy Government International Bond N/A 465410BG2 475000.00000000 PA USD 609315.75000000 0.012522181733 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.37500000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AC5 150000.00000000 PA USD 199687.50000000 0.004103821647 Long DBT CORP CA N 2 2032-01-15 Fixed 7.20000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAF4 75000.00000000 PA USD 107470.28000000 0.002208645315 Long DBT CORP US N 2 2040-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CXN9 3647416.07000000 PA USD 3891994.28000000 0.079985228810 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CG4 175000.00000000 PA USD 209851.60000000 0.004312706297 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159QE9 100000.00000000 PA USD 109756.50000000 0.002255629925 Long DBT CORP CA N 2 2026-08-03 Fixed 2.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEU99 22299.96000000 PA USD 23084.92000000 0.000474423258 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.45200000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 225000.00000000 PA USD 254907.68000000 0.005238663688 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3140X8BA4 202849.20000000 PA USD 215487.70000000 0.004428535026 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2H9 500000.00000000 PA USD 501848.50000000 0.010313598688 Long DBT CORP US N 2 2025-11-13 Fixed 0.80000000 N N N N N N Fannie Mae Pool N/A 3138ERDQ0 118727.08000000 PA USD 131417.06000000 0.002700780848 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCJK2 84605.61000000 PA USD 89328.06000000 0.001835800570 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBD4 100000.00000000 PA USD 143987.20000000 0.002959112554 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N Fannie Mae Pool N/A 31403DBD0 101146.11000000 PA USD 118434.93000000 0.002433982245 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBD6 500000.00000000 PA USD 595116.50000000 0.012230369830 Long DBT CORP GB N 2 2029-05-16 Variable 4.97200000 N N N N N N Fannie Mae Pool N/A 31402CU75 7692.27000000 PA USD 9000.88000000 0.000184979060 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAZ0 50000.00000000 PA USD 54551.50000000 0.001121099851 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.24320000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DV2 200000.00000000 PA USD 215965.80000000 0.004438360564 Long DBT CORP US N 2 2024-12-15 Fixed 2.65000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AW4 150000.00000000 PA USD 167665.65000000 0.003445733578 Long DBT CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418CV43 937842.73000000 PA USD 1023631.05000000 0.021036866413 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RP5 3083500.00000000 PA USD 4009513.59000000 0.082400393948 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DV2 290000.00000000 PA USD 320006.88000000 0.006576531638 Long DBT CORP US N 2 2026-06-03 Fixed 2.75000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAE2 175000.00000000 PA USD 220200.75000000 0.004525393951 Long DBT CORP NO N 2 2041-11-23 Fixed 4.25000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CU8 75000.00000000 PA USD 94185.90000000 0.001935635106 Long DBT CORP US N 2 2043-05-15 Fixed 3.95000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAT8 150000.00000000 PA USD 164272.95000000 0.003376009456 Long DBT CORP US N 2 2024-09-01 Fixed 3.40000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAU8 300000.00000000 PA USD 373091.40000000 0.007667483261 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N Ohio Water Development Authority Water Pollution Control Loan Fund N/A 67766WQG0 75000.00000000 PA USD 91758.75000000 0.001885754213 Long DBT MUN US N 2 2034-12-01 Fixed 4.87900000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAR0 200000.00000000 PA USD 220082.40000000 0.004522961714 Long DBT CORP N/A N 2 2028-01-15 Fixed 3.50000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AD3 100000.00000000 PA USD 108745.60000000 0.002234854697 Long DBT CORP US N 2 2024-11-01 Fixed 3.81200000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CN3 190000.00000000 PA USD 194989.97000000 0.004007281677 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CN6 200000.00000000 PA USD 244124.40000000 0.005017054134 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAL3 800000.00000000 PA USD 836384.80000000 0.017188727626 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAL3 50000.00000000 PA USD 52125.00000000 0.001071232317 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AW7 75000.00000000 PA USD 94985.10000000 0.001952059641 Long DBT CORP US N 2 2048-03-01 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTN6 294.72000000 PA USD 337.86000000 0.000006943435 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AT0 200000.00000000 PA USD 220238.40000000 0.004526167704 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2G4 206235.74000000 PA USD 218922.76000000 0.004499129698 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31405QP85 2850.02000000 PA USD 3364.10000000 0.000069136357 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAX0 124000.00000000 PA USD 135101.72000000 0.002776505104 Long DBT CORP US N 2 2024-04-01 Fixed 3.87500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AH6 300000.00000000 PA USD 346883.10000000 0.007128870735 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95000000 N N N N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 03937LAA3 50000.00000000 PA USD 76476.30000000 0.001571681229 Long DBT CORP BM N 2 2034-05-01 Fixed 7.35000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y1HK7 1452060.38000000 PA USD 1553924.30000000 0.031935039403 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HR7 125000.00000000 PA USD 141918.63000000 0.002916600918 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31388EGA8 1827.38000000 PA USD 2170.80000000 0.000044612587 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294UAM5 302927.07000000 PA USD 316137.84000000 0.006497018147 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBW7 155000.00000000 PA USD 235143.37000000 0.004832483015 Long DBT CORP US N 2 2059-01-23 Fixed 5.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT94 909424.33000000 PA USD 962088.18000000 0.019772085382 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AW3 125000.00000000 PA USD 137363.63000000 0.002822990113 Long DBT CORP US N 2 2026-05-19 Fixed 2.65000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DS9 200000.00000000 PA USD 209600.00000000 0.004307535610 Long DBT CORP AU N 2 2023-01-11 Fixed 2.75000000 N N N N N N AHS Hospital Corp 549300D7W3C9Z4RGJG34 001306AB5 75000.00000000 PA USD 103973.25000000 0.002136777084 Long DBT CORP US N 2 2045-07-01 Fixed 5.02400000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BS8 300000.00000000 PA USD 332688.00000000 0.006837144118 Long DBT CORP US N 2 2025-10-27 Fixed 2.87500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GG2 335000.00000000 PA USD 393338.91000000 0.008083594284 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_20-C N/A 44891RAC4 50000.00000000 PA USD 50016.18000000 0.001027893494 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 0.38000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BS2 65000.00000000 PA USD 77739.16000000 0.001597634542 Long DBT CORP US N 2 2028-06-20 Fixed 4.50000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAC9 100000.00000000 PA USD 111875.00000000 0.002299167683 Long DBT CORP US Y 2 2025-05-15 Fixed 3.62500000 N N N N N N BANK 2018-BNK14 N/A 06035RAS5 100000.00000000 PA USD 119000.00000000 0.002445595122 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.23100000 N N N N N N Ginnie Mae I Pool N/A 3620AQ7C1 39122.50000000 PA USD 44370.29000000 0.000911863569 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AZ7 575000.00000000 PA USD 787115.20000000 0.016176177261 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCV4 513000.00000000 PA USD 634395.81000000 0.013037607552 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N Fannie Mae Pool N/A 31388EK70 896.29000000 PA USD 1061.03000000 0.000021805460 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CDH4 1152775.11000000 PA USD 1209500.06000000 0.024856701240 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8AU5 75319.40000000 PA USD 80917.39000000 0.001662951044 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AD5 300000.00000000 PA USD 386465.40000000 0.007942335271 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BM3 400000.00000000 PA USD 452910.00000000 0.009307852831 Long DBT CORP US N 2 2025-12-15 Fixed 3.65000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAL5 100000.00000000 PA USD 108976.90000000 0.002239608194 Long DBT CORP US N 2 2029-09-15 Fixed 2.75000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBA1 150000.00000000 PA USD 159745.35000000 0.003282961754 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31335ACR7 234336.12000000 PA USD 256833.37000000 0.005278238966 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418C2X1 296200.23000000 PA USD 314255.00000000 0.006458323489 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KDZ8 14423.12000000 PA USD 16790.62000000 0.000345067717 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJC24 26412.22000000 PA USD 31075.89000000 0.000638647437 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.50000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 400000.00000000 PA USD 477928.80000000 0.009822019682 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828L57 9437000.00000000 PA USD 9702415.63000000 0.199396473466 Long DBT UST US N 2 2022-09-30 Fixed 1.75000000 N N N N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452AF7 200000.00000000 PA USD 206500.20000000 0.004243830940 Long DBT CORP US N 2 2030-06-11 Fixed 1.80000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RW3 1275000.00000000 PA USD 1403089.05000000 0.028835191069 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BJ5 105000.00000000 PA USD 109976.79000000 0.002260157153 Long DBT CORP US N 2 2050-02-15 Fixed 3.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286Y1 6280900.00000000 PA USD 6428108.59000000 0.132105470718 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBD0 225000.00000000 PA USD 234786.60000000 0.004825150956 Long DBT CORP US N 2 2023-05-15 Fixed 2.40000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AV8 300000.00000000 PA USD 426448.80000000 0.008764042901 Long DBT CORP US N 2 2044-06-09 Fixed 5.45000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BD6 125000.00000000 PA USD 165850.50000000 0.003408430032 Long DBT CORP US N 2 2029-10-16 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31418CVB7 247904.71000000 PA USD 263344.39000000 0.005412048367 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BC6 375000.00000000 PA USD 391404.75000000 0.008043844937 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQC3 466.02000000 PA USD 509.65000000 0.000010473929 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ENP0 11942.45000000 PA USD 13941.08000000 0.000286506195 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3133A3YP7 159243.92000000 PA USD 168891.11000000 0.003470918276 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust 2013-GC13 549300WF5YRKNHB1FX69 36198EAE5 20000.00000000 PA USD 21621.80000000 0.000444354358 Long ABS-MBS CORP US N 2 2046-07-10 Variable 4.05060000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CQ1 175000.00000000 PA USD 240285.15000000 0.004938152864 Long DBT CORP US N 2 2050-03-25 Fixed 4.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YU8 7070000.00000000 PA USD 7539491.83000000 0.154945751651 Long DBT UST US N 2 2026-11-30 Fixed 1.62500000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBY1 70000.00000000 PA USD 79693.95000000 0.001637807860 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CG7 225000.00000000 PA USD 269431.88000000 0.005537153711 Long DBT CORP US N 2 2028-04-17 Fixed 4.20000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UDN1 150000.00000000 PA USD 222823.50000000 0.004579294662 Long DBT MUN US N 2 2047-02-15 Fixed 5.93900000 N N N N N N Fannie Mae Pool N/A 31371JQ80 1018.18000000 PA USD 1192.57000000 0.000024508767 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Block Financial LLC N/A 093662AH7 300000.00000000 PA USD 324032.40000000 0.006659260983 Long DBT CORP US N 2 2030-08-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31418BHX7 138842.34000000 PA USD 148480.72000000 0.003051459870 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402WMC9 13886.45000000 PA USD 15647.32000000 0.000321571508 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3131XUHY6 50886.71000000 PA USD 54423.21000000 0.001118463335 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 175000.00000000 PA USD 207291.70000000 0.004260097230 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 400000.00000000 PA USD 482341.20000000 0.009912699883 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405QY44 24979.14000000 PA USD 28278.74000000 0.000581162593 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DP4 100000.00000000 PA USD 107019.80000000 0.002199387402 Long DBT CORP US N 2 2024-07-15 Fixed 2.45000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AG8 400000.00000000 PA USD 472910.00000000 0.009718877222 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BT8 100000.00000000 PA USD 137065.70000000 0.002816867289 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CA8 395000.00000000 PA USD 431810.05000000 0.008874223127 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AF6 100000.00000000 PA USD 109236.30000000 0.002244939180 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N University of California N/A 91412GHA6 225000.00000000 PA USD 322935.75000000 0.006636723488 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BQ0 50000.00000000 PA USD 51435.05000000 0.001057053003 Long DBT CORP US N 2 2022-05-15 Fixed 2.35000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BS4 250000.00000000 PA USD 302412.75000000 0.006214950810 Long DBT CORP US N 2 2049-09-01 Fixed 3.40000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C14 549300GADFYEKC4OLM57 92890PAG9 75000.00000000 PA USD 78443.25000000 0.001612104450 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AS9 75000.00000000 PA USD 82557.53000000 0.001696657921 Long DBT CORP US N 2 2024-05-06 Fixed 3.45000000 N N N N N N Colombia Government International Bond N/A 195325BM6 125000.00000000 PA USD 167481.75000000 0.003441954209 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AU3 175000.00000000 PA USD 193359.60000000 0.003973775585 Long DBT CORP US N 2 2024-12-15 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136AUKX8 250000.00000000 PA USD 269242.50000000 0.005533261721 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 2.52550000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDA3 200000.00000000 PA USD 222999.60000000 0.004582913732 Long DBT CORP GB N 2 2025-03-17 Fixed 3.50600000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AQ2 200000.00000000 PA USD 224157.20000000 0.004606703823 Long DBT CORP GB N 2 2028-11-07 Variable 3.57400000 N N N N N N Ginnie Mae II Pool N/A 36225EWN8 2420.18000000 PA USD 2429.69000000 0.000049933092 Long ABS-MBS USGA US N 2 2039-12-20 Floating 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283D0 5980000.00000000 PA USD 6436909.08000000 0.132286331520 Long DBT UST US N 2 2024-10-31 Fixed 2.25000000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RBF6 50000.00000000 PA USD 53450.00000000 0.001098462683 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.89120000 N N N N N N Fannie Mae Pool N/A 31418DKT8 1649592.03000000 PA USD 1733101.31000000 0.035617345468 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 2015-GC32 54930066YOFVQE068N73 36250PAE5 115265.26000000 PA USD 122057.84000000 0.002508437463 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.51300000 N N N N N N Freddie Mac Gold Pool N/A 3128M8MJ0 26628.03000000 PA USD 30472.74000000 0.000626251969 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAS8 325000.00000000 PA USD 411035.95000000 0.008447290038 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CN5 25000.00000000 PA USD 26058.58000000 0.000535535597 Long DBT CORP US N 2 2023-02-01 Fixed 2.75000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C12 N/A 46639NAQ4 39000.00000000 PA USD 41514.72000000 0.000853178123 Long ABS-MBS CORP US N 2 2045-07-15 Fixed 3.66370000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 250000.00000000 PA USD 300543.75000000 0.006176540580 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3138EJRX8 191456.12000000 PA USD 203742.59000000 0.004187158692 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BC2 150000.00000000 PA USD 181132.20000000 0.003722487603 Long DBT CORP US N 2 2035-03-01 Fixed 3.60000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BG7 150000.00000000 PA USD 162979.95000000 0.003349436729 Long DBT CORP US N 2 2030-01-24 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31418DNB4 66038.83000000 PA USD 69811.39000000 0.001434709200 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137AME60 311023.49000000 PA USD 315496.01000000 0.006483827758 Long ABS-MBS USGSE US N 2 2021-12-25 Fixed 2.87300000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 42085.20000000 PA USD 40829.67000000 0.000839099511 Long DBT CORP US N 2 2030-01-07 Fixed 3.45000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 47215PAE6 200000.00000000 PA USD 217461.00000000 0.004469088747 Long DBT CORP KY N 2 2030-01-14 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31418BZD1 286771.82000000 PA USD 313160.94000000 0.006435839222 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2R3 1500000.00000000 PA USD 1535287.50000000 0.031552030435 Long DBT CORP US N 2 2024-06-02 Variable 1.65400000 N N N N N N Freddie Mac Gold Pool N/A 31335H5Y5 23928.48000000 PA USD 25713.30000000 0.000528439672 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 5.00000000 N N N N N N Mexico Government International Bond N/A 91087BAK6 600000.00000000 PA USD 722655.60000000 0.014851453871 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAN3 300000.00000000 PA USD 351375.00000000 0.007221184758 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBC2 150000.00000000 PA USD 188299.35000000 0.003869781276 Long DBT CORP US N 2 2045-03-01 Fixed 4.10000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJA8 1500000.00000000 PA USD 1886355.00000000 0.038766895693 Long DBT CORP US N 2 2051-03-20 Variable 4.08300000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFQ2 200000.00000000 PA USD 234055.60000000 0.004810128015 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292GDN3 7.06000000 PA USD 7.31000000 0.000000150229 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 750000.00000000 PA USD 836199.75000000 0.017184924623 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543DD2 500000.00000000 PA USD 557766.00000000 0.011462771505 Long DBT CORP US N 2 2050-11-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3140QGE29 390000.00000000 PA USD 405364.87000000 0.008330742428 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 2.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2A0 500000.00000000 PA USD 566236.00000000 0.011636840334 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N State of California N/A 13063A5E0 350000.00000000 PA USD 583331.00000000 0.011988163432 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N Broadridge Financial Solutions Inc N/A 11133TAC7 100000.00000000 PA USD 112631.40000000 0.002314712626 Long DBT CORP US N 2 2026-06-27 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179NQ50 752996.31000000 PA USD 828944.27000000 0.017035815660 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C36 549300BSYX29G4VVM177 95000MBN0 50000.00000000 PA USD 53775.50000000 0.001105152105 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.80700000 N N N N N N Freddie Mac Gold Pool N/A 3128M1S83 1080.25000000 PA USD 1095.34000000 0.000022510572 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31376KGM2 51381.78000000 PA USD 60267.22000000 0.001238564867 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919AK7 200000.00000000 PA USD 208595.80000000 0.004286898076 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJR36 131128.60000000 PA USD 138778.17000000 0.002852060635 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAG7 325000.00000000 PA USD 359811.08000000 0.007394556490 Long DBT CORP FR N 2 2024-04-15 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AT8 825000.00000000 PA USD 887403.00000000 0.018237213853 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36241LWB8 19947.56000000 PA USD 22578.88000000 0.000464023519 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31375SAK6 61.40000000 PA USD 69.73000000 0.000001433036 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140X6JY8 460994.28000000 PA USD 490006.86000000 0.010070238545 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AK7 75000.00000000 PA USD 81725.48000000 0.001679558279 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAS5 115000.00000000 PA USD 120544.61000000 0.002477338741 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAQ5 200000.00000000 PA USD 220989.40000000 0.004541601670 Long DBT CORP US N 2 2025-02-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31418ABW7 128942.24000000 PA USD 140467.47000000 0.002886777811 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5BZ1 62236.04000000 PA USD 69144.38000000 0.001421001331 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEY1 1000000.00000000 PA USD 997710.00000000 0.020504157225 Long DBT USGSE US N 2 2023-10-16 Fixed 0.12500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDG3 350000.00000000 PA USD 402207.75000000 0.008265859762 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAZ8 210000.00000000 PA USD 211733.34000000 0.004351378349 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AM8 225000.00000000 PA USD 339435.90000000 0.006975821693 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N BANK 2017-BNK5 N/A 06541WBA9 100000.00000000 PA USD 111161.00000000 0.002284494112 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.62400000 N N N N N N Fannie Mae Pool N/A 31406FAU5 12936.13000000 PA USD 13860.90000000 0.000284858398 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.62300000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 891027AS3 80000.00000000 PA USD 95842.48000000 0.001969679845 Long DBT CORP US N 2 2028-09-15 Fixed 4.55000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BF5 75000.00000000 PA USD 85768.28000000 0.001762642749 Long DBT CORP US N 2 2026-12-12 Fixed 3.62500000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CN0 275000.00000000 PA USD 345281.75000000 0.007095961039 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AR8 77000.00000000 PA USD 86718.71000000 0.001782175245 Long DBT CORP US N 2 2025-05-15 Fixed 3.85000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BR4 50000.00000000 PA USD 53752.85000000 0.001104686620 Long DBT CORP JP N 2 2030-02-25 Fixed 2.55900000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAJ0 150000.00000000 PA USD 159546.00000000 0.003278864869 Long DBT CORP US N 2 2023-07-15 Fixed 3.15000000 N N N N N N State of Texas 549300X9CH74QB747L76 882722VN8 50000.00000000 PA USD 67518.50000000 0.001387587515 Long DBT MUN US N 2 2040-04-01 Fixed 4.68100000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 200000.00000000 PA USD 227917.00000000 0.004683972298 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BF8 100000.00000000 PA USD 133223.20000000 0.002737899228 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N American Airlines 2019-1 Class AA Pass Through Trust N/A 02377LAA2 48261.58000000 PA USD 46348.15000000 0.000952511004 Long DBT CORP US N 2 2033-08-15 Fixed 3.15000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEZU7 350000.00000000 PA USD 418190.50000000 0.008594324765 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128KQAU0 9475.63000000 PA USD 10738.99000000 0.000220699340 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAP4 200000.00000000 PA USD 213039.80000000 0.004378227695 Long DBT CORP JP N 2 2023-03-05 Fixed 3.54900000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CC8 100000.00000000 PA USD 103271.60000000 0.002122357321 Long DBT CORP N/A N 2 2023-05-12 Fixed 2.37500000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AW2 60000.00000000 PA USD 71241.78000000 0.001464105459 Long DBT CORP US N 2 2028-10-15 Fixed 4.10000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AV5 350000.00000000 PA USD 473967.55000000 0.009740611164 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BY8 50000.00000000 PA USD 60046.95000000 0.001234038050 Long DBT CORP US N 2 2028-11-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138E6VF0 153540.74000000 PA USD 169423.41000000 0.003481857690 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AV6 300000.00000000 PA USD 337819.20000000 0.006942596536 Long DBT CORP US N 2 2025-04-09 Fixed 3.85000000 N N N N N N Ginnie Mae II Pool N/A 36179VHS2 1708231.82000000 PA USD 1793894.18000000 0.036866713085 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BK2 100000.00000000 PA USD 103770.10000000 0.002132602104 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAW8 75000.00000000 PA USD 88805.48000000 0.001825060913 Long DBT CORP US N 2 2043-03-15 Fixed 4.60000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DC8 160000.00000000 PA USD 177218.40000000 0.003642054241 Long DBT CORP US N 2 2027-06-15 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36200KN60 24002.84000000 PA USD 27527.18000000 0.000565717118 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417GT55 413155.70000000 PA USD 441631.34000000 0.009076062614 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Metropolitan Government of Nashville & Davidson County Convention Center Auth N/A 592125AM0 50000.00000000 PA USD 75783.50000000 0.001557443344 Long DBT MUN US N 2 2043-07-01 Fixed 6.73100000 N N N N N N Fannie Mae Pool N/A 31365DJE6 1058.60000000 PA USD 1112.17000000 0.000022856449 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NGS1 47095.66000000 PA USD 49022.50000000 0.001007472158 Long ABS-MBS USGA US N 2 2043-06-20 Floating 2.87500000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AM1 75000.00000000 PA USD 81426.45000000 0.001673412848 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAQ1 100000.00000000 PA USD 114270.40000000 0.002348396074 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31402DGM6 79523.09000000 PA USD 91603.28000000 0.001882559115 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J93V8 75999.29000000 PA USD 81206.75000000 0.001668897745 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FB5 150000.00000000 PA USD 218710.05000000 0.004494758248 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HP9 450000.00000000 PA USD 485394.75000000 0.009975454060 Long DBT CORP US N 2 2023-08-01 Fixed 3.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 250000.00000000 PA USD 286380.00000000 0.005885458245 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC23 N/A 17322VAT3 100000.00000000 PA USD 109419.00000000 0.002248693888 Long ABS-MBS CORP US N 2 2047-07-10 Fixed 3.62200000 N N N N N N Fannie Mae Pool N/A 31418DCY6 1001536.55000000 PA USD 1059189.30000000 0.021767631815 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGK0 250000.00000000 PA USD 312095.00000000 0.006413932855 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N Freddie Mac Pool N/A 3132DVKS3 702432.27000000 PA USD 784991.45000000 0.016132531608 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138MRKQ3 131142.29000000 PA USD 140050.35000000 0.002878205486 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Amdocs Ltd N/A 02342TAE9 200000.00000000 PA USD 209674.80000000 0.004309072842 Long DBT CORP GG N 2 2030-06-15 Fixed 2.53800000 N N N N N N Colombia Government International Bond N/A 195325CX1 322000.00000000 PA USD 364610.26000000 0.007493185491 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSQ8 13381.01000000 PA USD 15778.79000000 0.000324273377 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAJ4 500000.00000000 PA USD 726504.50000000 0.014930553460 Long DBT CORP US N 2 2045-04-23 Fixed 5.87500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BM0 250000.00000000 PA USD 274615.25000000 0.005643678285 Long DBT CORP US N 2 2024-11-10 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXKV7 337668.55000000 PA USD 354338.13000000 0.007282080693 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296VV96 6633.04000000 PA USD 7789.64000000 0.000160086601 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0EW8 27413.85000000 PA USD 31940.58000000 0.000656417871 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283P3 1645000.00000000 PA USD 1775057.81000000 0.036479602710 Long DBT UST US N 2 2024-12-31 Fixed 2.25000000 N N N N N N Freddie Mac Pool N/A 3132DV3T0 4099811.18000000 PA USD 4293177.13000000 0.088230025627 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFXT3 25000.00000000 PA USD 27019.25000000 0.000555278537 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVB2 125000.00000000 PA USD 134827.75000000 0.002770874687 Long DBT CORP US N 2 2026-09-14 Fixed 2.25000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QEE0 100000.00000000 PA USD 104506.60000000 0.002147738077 Long DBT CORP N/A N 2 2025-02-13 Fixed 1.50000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMW9 200000.00000000 PA USD 204953.80000000 0.004212050534 Long DBT CORP SE N 2 2022-11-14 Fixed 1.62500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAF3 475000.00000000 PA USD 655258.70000000 0.013466365384 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UEQ3 50000.00000000 PA USD 70994.50000000 0.001459023554 Long DBT MUN US N 2 2050-02-15 Fixed 6.27000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCZ5 600000.00000000 PA USD 798543.00000000 0.016411032487 Long DBT CORP US N 2 2055-03-15 Fixed 4.67200000 N N N N N N Fairfax Financial Holdings Ltd GLS7OQD0WOEDI8YAP031 303901BB7 50000.00000000 PA USD 55562.00000000 0.001141866858 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N GE Capital Funding LLC 549300XAGH9TOLX5XM67 36166NAB9 710000.00000000 PA USD 834605.00000000 0.017152150565 Long DBT CORP US Y 2 2030-05-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 3140QA3M0 9252.26000000 PA USD 9971.17000000 0.000204919703 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WF2J4 344430.70000000 PA USD 365198.25000000 0.007505269403 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZT0 9593000.00000000 PA USD 9573514.70000000 0.196747402157 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N Fannie Mae Pool N/A 31418DTN2 629980.56000000 PA USD 656783.96000000 0.013497711337 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DT4 900000.00000000 PA USD 924145.20000000 0.018992310871 Long DBT CORP US N 2 2025-05-11 Fixed 1.12500000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNL3 250000.00000000 PA USD 262353.50000000 0.005391684369 Long DBT CORP US N 2 2023-01-23 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31419AP50 42649.52000000 PA USD 48556.31000000 0.000997891385 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AC4 75000.00000000 PA USD 77996.33000000 0.001602919699 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAJ8 16000.00000000 PA USD 24960.58000000 0.000512970358 Long DBT CORP US N 2 2038-05-01 Fixed 7.45000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BP4 400000.00000000 PA USD 417438.00000000 0.008578859973 Long DBT CORP US N 2 2050-10-15 Fixed 3.25000000 N N N N N N NISSAN AUTO LEASE TRUST NALT_20-A N/A 65479NAD6 50000.00000000 PA USD 50699.40000000 0.001041934498 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 1.84000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AH6 225000.00000000 PA USD 241961.18000000 0.004972597324 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Ginnie Mae II Pool N/A 36179VVY3 4012987.21000000 PA USD 4253528.47000000 0.087415197312 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDM0 500000.00000000 PA USD 513285.00000000 0.010548632710 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283W8 7480000.00000000 PA USD 8572781.62000000 0.176181116951 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31372K4F4 441.17000000 PA USD 482.44000000 0.000009914730 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HCH5 1893.04000000 PA USD 2250.98000000 0.000046260384 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.00000000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AD8 75000.00000000 PA USD 105583.50000000 0.002169869685 Long DBT CORP AU N 2 2028-07-15 Fixed 7.12500000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HA4 25000.00000000 PA USD 33781.58000000 0.000694252666 Long DBT CORP US N 2 2054-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XS76 1121.17000000 PA USD 1268.13000000 0.000026061618 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAZ9 200000.00000000 PA USD 205515.80000000 0.004223600320 Long DBT CORP US N 2 2022-01-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31417YCJ4 27851.50000000 PA USD 30133.32000000 0.000619276474 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.00000000 N N N N N N Csail 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAX6 75000.00000000 PA USD 79572.75000000 0.001635317052 Long ABS-MBS CORP US N 2 2057-06-15 Variable 3.84900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZH6 8425000.00000000 PA USD 8446062.50000000 0.173576884499 Long DBT UST US N 2 2023-04-15 Fixed 0.25000000 N N N N N N Ginnie Mae II Pool N/A 36179NQ68 244121.15000000 PA USD 267604.92000000 0.005499607454 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31409G5U6 2991.34000000 PA USD 3025.13000000 0.000062170110 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 2.78700000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BZ0 175000.00000000 PA USD 224985.60000000 0.004623728453 Long DBT CORP US N 2 2042-03-05 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371HQX9 712.80000000 PA USD 827.77000000 0.000017011682 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828J43 6330000.00000000 PA USD 6448687.50000000 0.132528392415 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31418MPP1 61618.95000000 PA USD 72850.77000000 0.001497172166 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BP0 500000.00000000 PA USD 508350.50000000 0.010447222717 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBJ4 1050000.00000000 PA USD 1290544.50000000 0.026522263317 Long DBT CORP US N 2 2031-03-24 Variable 4.49300000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCR3 400000.00000000 PA USD 441031.20000000 0.009063729005 Long DBT CORP US N 2 2024-11-01 Fixed 3.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BK3 150000.00000000 PA USD 165345.75000000 0.003398056804 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418ANZ7 332065.16000000 PA USD 352929.15000000 0.007253124435 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAN9 225000.00000000 PA USD 243000.00000000 0.004993946342 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990GWW8 260000.00000000 PA USD 273871.00000000 0.005628383040 Long DBT MUN US N 2 2043-07-01 Fixed 3.14200000 N N N N N N BGC Partners Inc TF1LXM1YNB81WKUH5G19 05541TAM3 105000.00000000 PA USD 109886.81000000 0.002258307954 Long DBT CORP US N 2 2024-10-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138LY5E3 63340.63000000 PA USD 69553.64000000 0.001429412123 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBE8 200000.00000000 PA USD 210683.40000000 0.004329800802 Long DBT CORP GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CL2 100000.00000000 PA USD 104626.40000000 0.002150200113 Long DBT CORP US N 2 2024-09-06 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31403NQC4 6221.27000000 PA USD 7392.53000000 0.000151925506 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 674000.00000000 PA USD 807365.05000000 0.016592336373 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Ginnie Mae II Pool N/A 36179ME63 17186.55000000 PA USD 19148.64000000 0.000393527904 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 5.00000000 N N N N N N BANK 2020-BNK28 N/A 06540YAH2 50000.00000000 PA USD 51146.50000000 0.001051122949 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84400000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAA3 95000.00000000 PA USD 100106.25000000 0.002057305518 Long DBT CORP US Y 2 2023-05-15 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179N2J6 122254.49000000 PA USD 132477.06000000 0.002722565141 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBA6 150000.00000000 PA USD 164357.85000000 0.003377754254 Long DBT CORP US N 2 2025-03-01 Fixed 3.12500000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AH6 50000.00000000 PA USD 51562.45000000 0.001059671228 Long DBT CORP US N 2 2022-10-15 Fixed 3.37500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HP4 600000.00000000 PA USD 630268.80000000 0.012952792464 Long DBT CORP N/A N 2 2023-03-15 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FG6T7 200000.00000000 PA USD 243926.00000000 0.005012976772 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 3.75000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAK7 150000.00000000 PA USD 158188.35000000 0.003250963506 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 3138WJFK9 1112911.45000000 PA USD 1181778.30000000 0.024286985264 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GKZN9 222759.27000000 PA USD 240332.73000000 0.004939130691 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAH8 70000.00000000 PA USD 72014.88000000 0.001479993607 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAZ2 50000.00000000 PA USD 60950.30000000 0.001252602994 Long DBT CORP US N 2 2046-10-15 Fixed 3.90000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBF9 225000.00000000 PA USD 247990.50000000 0.005096507203 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.64400000 N N N N N N Ginnie Mae II Pool N/A 36202EKK4 10539.87000000 PA USD 12181.22000000 0.000250338926 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GL5J9 35630.87000000 PA USD 39270.54000000 0.000807057488 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BJ8 300000.00000000 PA USD 324762.00000000 0.006674255153 Long DBT CORP US N 2 2023-08-01 Fixed 4.37500000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAL9 290000.00000000 PA USD 317085.42000000 0.006516492072 Long DBT CORP US N 2 2024-11-21 Fixed 3.30000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1 N/A 03066HAE7 56000.00000000 PA USD 56928.48000000 0.001169949689 Long ABS-CBDO CORP US N 2 2024-01-18 Fixed 3.26000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAM3 175000.00000000 PA USD 183694.53000000 0.003775146610 Long DBT CORP US N 2 2023-03-15 Fixed 3.00000000 N N N N N N Mexico Government International Bond N/A 91087BAJ9 400000.00000000 PA USD 448498.00000000 0.009217180851 Long DBT NUSS MX N 2 2025-04-27 Fixed 3.90000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AU2 65000.00000000 PA USD 72339.41000000 0.001486663094 Long DBT CORP US N 2 2025-08-21 Fixed 3.20000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AR0 150000.00000000 PA USD 167369.10000000 0.003439639114 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAH5 150000.00000000 PA USD 175024.50000000 0.003596966920 Long DBT CORP US N 2 2045-08-15 Fixed 4.45000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AY8 153000.00000000 PA USD 171307.37000000 0.003520575365 Long DBT CORP US N 2 2025-04-15 Fixed 3.62500000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVC0 350000.00000000 PA USD 370524.70000000 0.007614734446 Long DBT CORP US N 2 2025-01-09 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 31371KF89 22532.85000000 PA USD 25404.16000000 0.000522086468 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAR9 410000.00000000 PA USD 440046.44000000 0.009043490986 Long DBT CORP US N 2 2030-08-14 Fixed 2.20000000 N N N N N N Mercury General Corp 5493001Q9EXPCEL4W527 589400AB6 75000.00000000 PA USD 83153.40000000 0.001708903777 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BG3 196000.00000000 PA USD 252279.24000000 0.005184646041 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAL7 150000.00000000 PA USD 167551.05000000 0.003443378409 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402MXS4 9105.90000000 PA USD 10416.52000000 0.000214072189 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEW1 125000.00000000 PA USD 139271.25000000 0.002862194031 Long DBT CORP US N 2 2025-04-14 Fixed 3.40000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C52 N/A 95002MAX7 270000.00000000 PA USD 298188.00000000 0.006128127045 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.89200000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBR4 400000.00000000 PA USD 458496.80000000 0.009422668385 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDK5 400000.00000000 PA USD 474316.80000000 0.009747788677 Long DBT CORP US N 2 2028-06-15 Fixed 3.85000000 N N N N N N Massachusetts School Building Authority N/A 576000KV4 100000.00000000 PA USD 144974.00000000 0.002979392498 Long DBT MUN US N 2 2039-08-15 Fixed 5.71500000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAM3 200000.00000000 PA USD 209983.00000000 0.004315406728 Long DBT CORP US N 2 2023-01-15 Fixed 3.15000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 N/A 46639JAH3 39000.00000000 PA USD 40700.79000000 0.000836450869 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUG6 141506.07000000 PA USD 149790.73000000 0.003078382173 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAX9 100000.00000000 PA USD 154252.20000000 0.003170070823 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FP3 100000.00000000 PA USD 132827.50000000 0.002729767110 Long DBT CORP US N 2 2040-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31413AZT3 7728.70000000 PA USD 8279.81000000 0.000170160192 Long ABS-MBS USGSE US N 2 2037-07-01 Floating 2.67800000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFF6 900000.00000000 PA USD 976394.70000000 0.020066101815 Long DBT NUSS CA N 2 2026-06-15 Fixed 2.30000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AF8 100000.00000000 PA USD 127151.00000000 0.002613108112 Long DBT CORP US N 2 2116-07-01 Fixed 3.88500000 N N N N N N UBS Commercial Mortgage Trust 2018-C8 N/A 90276VAD1 150000.00000000 PA USD 172338.00000000 0.003541756069 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.72000000 N N N N N N Fannie Mae Pool N/A 31418DNH1 2465979.57000000 PA USD 2583030.50000000 0.053084426827 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AP1 200000.00000000 PA USD 221250.00000000 0.004546957318 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N Republic of Poland Government International Bond N/A 731011AU6 500000.00000000 PA USD 562708.00000000 0.011564335632 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N Diageo Investment Corp S4G8DPIPDVCF6CB81Z61 25245BAA5 150000.00000000 PA USD 191250.00000000 0.003930420732 Long DBT CORP US N 2 2042-05-11 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3138WAXR3 110730.43000000 PA USD 121986.32000000 0.002506967640 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QMLE9 356535.69000000 PA USD 382295.11000000 0.007856630726 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BM0 500000.00000000 PA USD 516204.50000000 0.010608631995 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EEC9 500000.00000000 PA USD 502126.50000000 0.010319311927 Long DBT CORP N/A N 2 2022-04-22 Fixed 0.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCJ5 200000.00000000 PA USD 218875.00000000 0.004498148171 Long DBT CORP GB N 2 2023-09-26 Fixed 3.99400000 N N N N N N Ginnie Mae I Pool N/A 36203CK43 486.35000000 PA USD 526.87000000 0.000010827821 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N MultiCare Health System 549300OSCVFLGLKTTI33 62548LAA0 250000.00000000 PA USD 258272.50000000 0.005307814842 Long DBT CORP US N 2 2050-08-15 Fixed 2.80300000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AE9 100000.00000000 PA USD 102749.00000000 0.002111617254 Long DBT CORP JP N 2 2022-07-02 Fixed 2.15700000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512AD1 100000.00000000 PA USD 118938.80000000 0.002444337387 Long DBT CORP US N 2 2026-03-01 Fixed 4.80000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBN0 105000.00000000 PA USD 112584.78000000 0.002313754528 Long DBT CORP US N 2 2027-04-15 Fixed 2.12500000 N N N N N N Mount Sinai Hospitals Group Inc 549300IJEDK5LH7YPT15 623115AF9 500000.00000000 PA USD 544403.50000000 0.011188155834 Long DBT CORP US N 2 2050-07-01 Fixed 3.39100000 N N N N N N Fannie Mae Pool N/A 31408GFE2 6640.74000000 PA USD 7864.40000000 0.000161623010 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543DC4 500000.00000000 PA USD 510409.00000000 0.010489527402 Long DBT CORP US N 2 2030-11-15 Fixed 2.10000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAD9 500000.00000000 PA USD 492149.50000000 0.010114272410 Long DBT CORP US N 2 2030-08-15 Fixed 1.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 600000.00000000 PA USD 619478.40000000 0.012731036585 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAD9 200000.00000000 PA USD 240760.80000000 0.004947928052 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AL0 125000.00000000 PA USD 139687.50000000 0.002870748476 Long DBT CORP US N 2 2027-12-01 Fixed 3.48300000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017DB2 16000.00000000 PA USD 17236.48000000 0.000354230684 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 3138EHBB7 427879.00000000 PA USD 495989.68000000 0.010193192792 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAE7 200000.00000000 PA USD 195147.20000000 0.004010512945 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N Ginnie Mae II Pool N/A 36179RNV7 115741.50000000 PA USD 123228.93000000 0.002532504791 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CW5 195000.00000000 PA USD 213543.72000000 0.004388583866 Long DBT CORP US N 2 2026-01-15 Fixed 3.30000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAM5 150000.00000000 PA USD 186746.25000000 0.003837863177 Long DBT CORP US N 2 2047-09-12 Fixed 3.95000000 N N N N N N RenaissanceRe Finance Inc 54930048ETFU7B0OJ457 75972YAA9 10000.00000000 PA USD 10960.15000000 0.000225244448 Long DBT CORP US N 2 2025-04-01 Fixed 3.70000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAU9 450000.00000000 PA USD 491521.95000000 0.010101375492 Long DBT CORP US N 2 2024-07-08 Fixed 3.40000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGHH3 3480.34000000 PA USD 3612.94000000 0.000074250323 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.91000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5R4 750000.00000000 PA USD 809986.50000000 0.016646210368 Long DBT CORP US N 2 2023-08-14 Fixed 3.55000000 N N N N N N United Airlines 2016-2 Class AA Pass Through Trust N/A 90932EAA1 63106.06000000 PA USD 61962.45000000 0.001273403911 Long DBT CORP US N 2 2030-04-07 Fixed 2.87500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DQ8 500000.00000000 PA USD 496595.00000000 0.010205632856 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAM4 100000.00000000 PA USD 111458.20000000 0.002290601935 Long DBT CORP US N 2 2026-11-15 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 31292L5D3 118362.51000000 PA USD 126490.12000000 0.002599526222 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 330000.00000000 PA USD 376130.04000000 0.007729931019 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129366F9 173347.98000000 PA USD 192315.32000000 0.003952314357 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371KAG6 1403.69000000 PA USD 1640.66000000 0.000033717563 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAC9 186000.00000000 PA USD 197339.49000000 0.004055567178 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BX5 100000.00000000 PA USD 104667.40000000 0.002151042713 Long DBT CORP US N 2 2030-06-01 Fixed 2.10000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905U6L3 470000.00000000 PA USD 530255.41000000 0.010897395331 Long DBT CORP N/A N 2 2025-11-20 Fixed 3.12500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EN9 125000.00000000 PA USD 134523.00000000 0.002764611703 Long DBT CORP US N 2 2023-09-15 Fixed 3.20000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AV7 200000.00000000 PA USD 200970.00000000 0.004130178586 Long DBT CORP US N 2 2022-07-01 Fixed 0.62500000 N N N N N N PPL Electric Utilities Corp N/A 69351UAM5 100000.00000000 PA USD 149925.00000000 0.003081141586 Long DBT CORP US N 2 2039-05-15 Fixed 6.25000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EL8 200000.00000000 PA USD 220126.00000000 0.004523857747 Long DBT CORP US N 2 2029-07-29 Fixed 2.62500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCX5 590000.00000000 PA USD 657626.39000000 0.013515024301 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36202FHY5 114082.96000000 PA USD 128690.96000000 0.002644756168 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DJ3 200000.00000000 PA USD 221937.40000000 0.004561084226 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204BC1 200000.00000000 PA USD 220080.20000000 0.004522916501 Long DBT CORP US N 2 2030-04-23 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31416Y2H0 38659.36000000 PA USD 45142.17000000 0.000927726645 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FG7 125000.00000000 PA USD 158532.25000000 0.003258031070 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N Freddie Mac Pool N/A 3133A0DQ4 1866967.22000000 PA USD 1967116.76000000 0.040426648352 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 844895AX0 75000.00000000 PA USD 86486.70000000 0.001777407157 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAL6 25000.00000000 PA USD 26156.55000000 0.000537549000 Long DBT CORP US N 2 2022-08-23 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31335A5P9 29906.91000000 PA USD 32750.78000000 0.000673068469 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EQN2 14048.18000000 PA USD 16352.38000000 0.000336061351 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AY1 400000.00000000 PA USD 435358.00000000 0.008947137826 Long DBT CORP US N 2 2024-02-01 Fixed 3.55000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AM7 50000.00000000 PA USD 62790.40000000 0.001290419294 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DU4 200000.00000000 PA USD 222805.80000000 0.004578930905 Long DBT CORP N/A N 2 2027-01-12 Fixed 2.62500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFF6 350000.00000000 PA USD 408895.20000000 0.008403295015 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVS6 295560.67000000 PA USD 324698.90000000 0.006672958371 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HU28 10908.48000000 PA USD 12776.40000000 0.000262570601 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAJ4 200000.00000000 PA USD 229904.00000000 0.004724807572 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAC6 225000.00000000 PA USD 250367.85000000 0.005145364645 Long DBT CORP NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 450000.00000000 PA USD 470812.50000000 0.009675771039 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N Mexico Government International Bond N/A 91087BAD2 455000.00000000 PA USD 534178.65000000 0.010978022697 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N Willis-Knighton Medical Center N/A 97068LAA6 50000.00000000 PA USD 66432.75000000 0.001365274028 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAT9 225000.00000000 PA USD 244580.40000000 0.005026425490 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A 12592GBD4 175000.00000000 PA USD 193459.00000000 0.003975818376 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.79600000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BX1 500000.00000000 PA USD 536878.00000000 0.011033497632 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 8911457V0 250000.00000000 PA USD 250626.00000000 0.005150669942 Long DBT CORP CA Y 2 2021-03-15 Fixed 2.25000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AH8 25000.00000000 PA USD 29030.60000000 0.000596614233 Long DBT CORP GB N 2 2029-06-01 Fixed 3.37500000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAQ6 100000.00000000 PA USD 111620.70000000 0.002293941508 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138ALLZ8 27440.38000000 PA USD 30418.69000000 0.000625141175 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297N6J0 28321.47000000 PA USD 33152.76000000 0.000681329648 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAC4 350000.00000000 PA USD 408575.30000000 0.008396720679 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828N30 12950600.00000000 PA USD 13464576.94000000 0.276713476409 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787GAJ1 200000.00000000 PA USD 223336.40000000 0.004589835382 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31416Y2J6 20080.48000000 PA USD 23247.13000000 0.000477756871 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418DKK7 61537.09000000 PA USD 64552.11000000 0.001326624582 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AT2 450000.00000000 PA USD 506916.90000000 0.010417760489 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 150000.00000000 PA USD 213313.95000000 0.004383861812 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBF5 100000.00000000 PA USD 113577.70000000 0.002334160245 Long DBT CORP US N 2 2029-06-01 Fixed 3.30000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUE7 300000.00000000 PA USD 336027.90000000 0.006905783137 Long DBT CORP US N 2 2025-03-13 Fixed 3.45000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38143U8H7 200000.00000000 PA USD 225726.80000000 0.004638961017 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 225000.00000000 PA USD 292399.88000000 0.006009174120 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AZ9 225000.00000000 PA USD 254669.40000000 0.005233766743 Long DBT CORP US N 2 2026-06-01 Fixed 3.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 335000.00000000 PA USD 486777.45000000 0.010003870231 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JK6 500000.00000000 PA USD 514470.00000000 0.010572985905 Long DBT CORP AU Y 2 2022-03-10 Fixed 2.75000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 700000.00000000 PA USD 798908.60000000 0.016418546013 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N Freddie Mac Gold Pool N/A 3128MMU92 435589.40000000 PA USD 457102.25000000 0.009394008681 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 100000.00000000 PA USD 145148.60000000 0.002982980741 Long DBT CORP GB N 2 2032-05-17 Fixed 7.62500000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 150000.00000000 PA USD 164062.50000000 0.003371684452 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015AE3 200000.00000000 PA USD 225134.20000000 0.004626782365 Long DBT CORP US N 2 2025-09-15 Fixed 3.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAB7 370000.00000000 PA USD 380210.52000000 0.007813789859 Long DBT CORP US N 2 2023-01-15 Fixed 2.97200000 N N N N N N Fannie Mae Pool N/A 31418VUD2 61893.74000000 PA USD 72253.23000000 0.001484891990 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAP6 125000.00000000 PA USD 179045.88000000 0.003679611183 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N Freddie Mac Gold Pool N/A 3132HLNH2 97799.39000000 PA USD 105515.37000000 0.002168469531 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FX9 700000.00000000 PA USD 767744.60000000 0.015778087808 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 75000.00000000 PA USD 89757.38000000 0.001844623619 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTJ30 35563.83000000 PA USD 37737.53000000 0.000775552263 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXF8 556.30000000 PA USD 635.08000000 0.000013051668 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 7.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GQ3 276000.00000000 PA USD 298926.49000000 0.006143303915 Long DBT CORP N/A N 2 2024-10-15 Fixed 2.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBP8 200000.00000000 PA USD 248161.60000000 0.005100023517 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DT2 500000.00000000 PA USD 500259.50000000 0.010280942800 Long DBT CORP US N 2 2023-11-13 Fixed 0.53700000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAW6 150000.00000000 PA USD 181669.50000000 0.003733529774 Long DBT CORP US N 2 2025-10-15 Fixed 5.87500000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404AZ8 50000.00000000 PA USD 56203.00000000 0.001155040190 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.64100000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BH4 275000.00000000 PA USD 365176.35000000 0.007504819331 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BX8 250000.00000000 PA USD 277385.75000000 0.005700615439 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 455000.00000000 PA USD 577546.97000000 0.011869294562 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHH8 250000.00000000 PA USD 268143.25000000 0.005510670793 Long DBT NUSS CA N 2 2024-02-21 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31406MXC5 12132.85000000 PA USD 14118.91000000 0.000290160818 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BU5 310000.00000000 PA USD 460132.38000000 0.009456281548 Long DBT CORP US N 2 2050-05-01 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31385JK64 8761.38000000 PA USD 10396.55000000 0.000213661781 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 150000.00000000 PA USD 187125.00000000 0.003845646952 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AT7 475000.00000000 PA USD 597464.98000000 0.012278633958 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N William Marsh Rice University 549300QPVG49ONTSJJ20 96926GAC7 150000.00000000 PA USD 181949.55000000 0.003739285143 Long DBT CORP US N 2 2045-05-15 Fixed 3.57400000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BU9 344000.00000000 PA USD 486906.89000000 0.010006530381 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31417YAF4 8026.17000000 PA USD 8920.28000000 0.000183322632 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAD3 300000.00000000 PA USD 327961.20000000 0.006740002614 Long DBT CORP US N 2 2023-08-08 Fixed 4.20000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BK4 100000.00000000 PA USD 105642.20000000 0.002171076042 Long DBT CORP US N 2 2050-04-24 Fixed 3.12500000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AM9 225000.00000000 PA USD 261562.50000000 0.005375428355 Long DBT CORP US N 2 2026-01-15 Fixed 4.45000000 N N N N N N JetBlue 2019-1 Class AA Pass Through Trust N/A 477143AH4 144513.21000000 PA USD 143829.23000000 0.002955866078 Long DBT CORP US N 2 2033-11-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36292AWJ3 15062.77000000 PA USD 16788.32000000 0.000345020449 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N United Airlines 2015-1 Class AA Pass Through Trust N/A 90932LAA5 136922.21000000 PA USD 135020.63000000 0.002774838606 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31418DCF7 129300.48000000 PA USD 143356.37000000 0.002946148229 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJM2 500000.00000000 PA USD 520672.50000000 0.010700454844 Long DBT CORP US N 2 2051-10-24 Variable 2.83100000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_20-B N/A 44933FAD8 25000.00000000 PA USD 25181.11000000 0.000517502519 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 0.62000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9D25 42286.31000000 PA USD 48063.46000000 0.000987762717 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BJ2 250000.00000000 PA USD 272994.00000000 0.005610359621 Long DBT CORP JP N 2 2024-01-10 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36241LRH1 40127.44000000 PA USD 45173.62000000 0.000928372981 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402CVW9 95781.35000000 PA USD 111519.18000000 0.002291855148 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416WQH8 53266.37000000 PA USD 60342.60000000 0.001240114018 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 313615TX4 421.02000000 PA USD 454.00000000 0.000009330253 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31419AGU5 73207.53000000 PA USD 82881.85000000 0.001703323093 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAR2 31474.65000000 PA USD 32079.91000000 0.000659281272 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.05000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7G3 800000.00000000 PA USD 822000.00000000 0.016893102443 Long DBT CORP CA N 2 2023-04-17 Fixed 1.60000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAV2 600000.00000000 PA USD 726663.60000000 0.014933823159 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 31385JJC3 29096.47000000 PA USD 33387.57000000 0.000686155280 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAU0 175000.00000000 PA USD 189326.73000000 0.003890895188 Long DBT CORP US N 2 2024-07-23 Variable 3.79700000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DH7 406000.00000000 PA USD 462867.20000000 0.009512485434 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBD1 150000.00000000 PA USD 153994.20000000 0.003164768608 Long DBT CORP US N 2 2050-06-15 Fixed 3.10000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAR2 100000.00000000 PA USD 110898.40000000 0.002279097362 Long DBT CORP US N 2 2025-08-07 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371EWT8 127.65000000 PA USD 136.61000000 0.000002807502 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 6.50000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 150000.00000000 PA USD 162015.60000000 0.003329618160 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N Ginnie Mae II Pool N/A 36225FAP4 15295.76000000 PA USD 15629.86000000 0.000321212683 Long ABS-MBS USGA US N 2 2041-01-20 Floating 3.00000000 N N N N N N Fannie Mae Pool N/A 31384WHG8 1645.30000000 PA USD 1957.99000000 0.000040239082 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284Z0 6385000.00000000 PA USD 7099321.88000000 0.145899722384 Long DBT UST US N 2 2025-08-31 Fixed 2.75000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CQ2 75000.00000000 PA USD 77390.10000000 0.001590460933 Long DBT CORP US N 2 2022-04-15 Fixed 3.40000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AL1 225000.00000000 PA USD 241037.33000000 0.004953611080 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N Ginnie Mae II Pool N/A 36202ESE0 4766.57000000 PA USD 5739.59000000 0.000117955574 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 7.00000000 N N N N N N Philippine Government International Bond N/A 718286AY3 300000.00000000 PA USD 495000.00000000 0.010172853661 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AC9 150000.00000000 PA USD 158740.05000000 0.003262301613 Long DBT CORP US N 2 2023-04-15 Fixed 3.25000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 50000.00000000 PA USD 74037.60000000 0.001521562970 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Continental Airlines 2007-1 Class A Pass Through Trust N/A 21079NAA9 38908.21000000 PA USD 39000.93000000 0.000801516673 Long DBT CORP US N 2 2023-10-19 Fixed 5.98300000 N N N N N N Freddie Mac Gold Pool N/A 3132J7FC1 455048.66000000 PA USD 480039.02000000 0.009865387277 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CW5 150000.00000000 PA USD 154228.50000000 0.003169583759 Long DBT CORP US N 2 2022-04-15 Fixed 3.12000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632PA3 100000.00000000 PA USD 145398.00000000 0.002988106215 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31419MDC2 25388.50000000 PA USD 27520.66000000 0.000565583124 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TCZ6 125908.28000000 PA USD 136271.65000000 0.002800548593 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBU4 500000.00000000 PA USD 577108.00000000 0.011860273193 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-D N/A 89236XAD8 25000.00000000 PA USD 25105.00000000 0.000515938365 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 0.47000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAN0 250000.00000000 PA USD 280353.00000000 0.005761596045 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N State of California N/A 13063DRE0 70000.00000000 PA USD 77043.40000000 0.001583335825 Long DBT MUN US N 2 2029-10-01 Fixed 2.50000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_17-A2 N/A 254683BX2 150000.00000000 PA USD 153385.55000000 0.003152260108 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 2.39000000 N N N N N N Indonesia Government International Bond N/A 455780CC8 425000.00000000 PA USD 443059.95000000 0.009105422292 Long DBT NUSS ID N 2 2023-01-11 Fixed 2.95000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAK1 500000.00000000 PA USD 503017.50000000 0.010337623063 Long DBT CORP US N 2 2025-08-15 Fixed 0.95000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHW3 240000.00000000 PA USD 266893.20000000 0.005484980741 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AL0 125000.00000000 PA USD 182419.50000000 0.003748943188 Long DBT CORP AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAN2 295000.00000000 PA USD 373827.84000000 0.007682618001 Long DBT CORP US N 2 2046-11-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31417ESS1 142326.04000000 PA USD 150204.55000000 0.003086886679 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AN9 450000.00000000 PA USD 615676.95000000 0.012652912151 Long DBT CORP GB N 2 2045-12-01 Fixed 5.30000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2020-C56 N/A 95002RAX6 50000.00000000 PA USD 53708.00000000 0.001103764897 Long ABS-MBS CORP US N 2 2053-06-15 Fixed 2.44800000 N N N N N N Freddie Mac Gold Pool N/A 3132GUKV5 162626.59000000 PA USD 180832.57000000 0.003716329842 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 400000.00000000 PA USD 453984.80000000 0.009329941282 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EK5 350000.00000000 PA USD 467357.10000000 0.009604758355 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBA5 150000.00000000 PA USD 186181.80000000 0.003826263042 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAF9 200000.00000000 PA USD 206012.20000000 0.004233801945 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAW2 125000.00000000 PA USD 137713.13000000 0.002830172765 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AK6 865000.00000000 PA USD 906900.60000000 0.018637913311 Long DBT CORP US N 2 2023-05-03 Fixed 2.40000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAS3 37000.00000000 PA USD 53424.86000000 0.001097946025 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BK5 200000.00000000 PA USD 216390.20000000 0.004447082501 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 646136XR7 400000.00000000 PA USD 552288.00000000 0.011350191925 Long DBT MUN US N 2 2040-12-15 Fixed 6.56100000 N N N N N N COMM 2014-UBS5 Mortgage Trust N/A 12592KBC7 125000.00000000 PA USD 137857.50000000 0.002833139744 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.83800000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BF7 100000.00000000 PA USD 110629.80000000 0.002273577305 Long DBT CORP CA N 2 2026-11-15 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBV53 33597.06000000 PA USD 34909.16000000 0.000717425810 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAA5 675000.00000000 PA USD 689903.33000000 0.014178354780 Long DBT CORP US N 2 2022-02-07 Fixed 2.60000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAS4 100000.00000000 PA USD 102914.00000000 0.002115008205 Long DBT CORP GB N 2 2023-01-10 Fixed 3.68400000 N N N N N N Freddie Mac Gold Pool N/A 3128E6AV9 84650.20000000 PA USD 90703.94000000 0.001864076582 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136AWWF0 75000.00000000 PA USD 86427.00000000 0.001776180249 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.29250000 N N N N N N Fannie Mae Pool N/A 3138AFC24 171197.18000000 PA USD 190690.22000000 0.003918916571 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4WA0 130129.73000000 PA USD 133920.41000000 0.002752227743 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 2.87100000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2A7 363094.63000000 PA USD 396077.53000000 0.008139876265 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743820AA0 150000.00000000 PA USD 160831.05000000 0.003305274213 Long DBT CORP US N 2 2029-10-01 Fixed 2.53200000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAE4 25000.00000000 PA USD 37541.28000000 0.000771519086 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N Fannie Mae Pool N/A 31418BFB7 62570.94000000 PA USD 65984.93000000 0.001356070781 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 N/A 61765LAU4 75000.00000000 PA USD 84024.00000000 0.001726795668 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.73200000 N N N N N N Fannie Mae Pool N/A 31417YYV3 56651.66000000 PA USD 61729.17000000 0.001268609723 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEH3 100000.00000000 PA USD 143055.00000000 0.002939954708 Long DBT CORP US N 2 2039-02-01 Fixed 5.70000000 N N N N N N University of Virginia N/A 915217WX7 50000.00000000 PA USD 66641.00000000 0.001369553819 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N Mexico Government International Bond N/A 91087BAC4 800000.00000000 PA USD 922961.60000000 0.018967986448 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 200000.00000000 PA USD 232682.20000000 0.004781902970 Long DBT CORP ES N 2 2028-04-12 Fixed 4.37900000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAK7 200000.00000000 PA USD 264613.40000000 0.005438128070 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEUA6 275000.00000000 PA USD 305060.25000000 0.006269360163 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 3.59000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CG7 250000.00000000 PA USD 321467.25000000 0.006606544022 Long DBT CORP US N 2 2047-03-03 Fixed 3.75000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 245000.00000000 PA USD 372583.75000000 0.007657050435 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Fannie Mae Pool N/A 3140Q83T0 150225.55000000 PA USD 163511.83000000 0.003360367512 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B N/A 58769EAD0 10000.00000000 PA USD 10034.97000000 0.000206230871 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 0.50000000 N N N N N N Iowa Health System 549300M1J9QXG1NVRE79 91338CAA3 125000.00000000 PA USD 142616.13000000 0.002930935394 Long DBT CORP US N 2 2050-02-15 Fixed 3.66500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEBQ2 100000.00000000 PA USD 116323.00000000 0.002390579507 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44400000 N N N N N N Ginnie Mae II Pool N/A 36225FJD2 31337.07000000 PA USD 31753.54000000 0.000652573971 Long ABS-MBS USGA US N 2 2041-10-20 Floating 3.12500000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-B N/A 34533GAE9 35000.00000000 PA USD 35376.35000000 0.000727027134 Long ABS-CBDO CORP US N 2 2025-11-15 Fixed 0.79000000 N N N N N N Fannie Mae Pool N/A 31418CRD8 384639.75000000 PA USD 415335.81000000 0.008535657404 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N New York City Water & Sewer System N/A 64972FK88 50000.00000000 PA USD 78596.00000000 0.001615243649 Long DBT MUN US N 2 2042-06-15 Fixed 5.95200000 N N N N N N Fannie Mae Pool N/A 31417D2G7 292670.31000000 PA USD 306548.36000000 0.006299942639 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GG91 81.50000000 PA USD 85.85000000 0.000001764322 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HX7 550000.00000000 PA USD 587431.35000000 0.012072430625 Long DBT CORP N/A N 2 2024-06-24 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96X5 560325.02000000 PA USD 634707.16000000 0.013044006174 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAB3 500000.00000000 PA USD 561259.00000000 0.011534556915 Long DBT CORP US N 2 2025-09-16 Fixed 3.62500000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AS8 125000.00000000 PA USD 155552.00000000 0.003196783298 Long DBT CORP US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMP4 190000.00000000 PA USD 195480.17000000 0.004017355885 Long DBT CORP SE N 2 2022-08-30 Fixed 2.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FX7 250000.00000000 PA USD 282239.75000000 0.005800371058 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EJ5Q7 37728.86000000 PA USD 39724.16000000 0.000816379932 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772JAC6 175000.00000000 PA USD 213013.50000000 0.004377687198 Long DBT MUN US N 2 2030-10-01 Fixed 5.09000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AM5 75000.00000000 PA USD 83656.88000000 0.001719250905 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36225FAQ2 22185.13000000 PA USD 23225.76000000 0.000477317692 Long ABS-MBS USGA US N 2 2041-01-20 Floating 3.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DL9 300000.00000000 PA USD 413260.20000000 0.008493001088 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBQ8 200000.00000000 PA USD 238749.20000000 0.004906587218 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AL7 125000.00000000 PA USD 136054.13000000 0.002796078291 Long DBT CORP US N 2 2024-08-01 Fixed 3.45000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C21 N/A 46642EAZ9 21634.46000000 PA USD 22587.24000000 0.000464195327 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.42820000 N N N N N N Fannie Mae Pool N/A 3138WUMB6 2895587.30000000 PA USD 3092555.28000000 0.063555782430 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GP67 316.89000000 PA USD 353.22000000 0.000007259101 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371LJS9 22654.04000000 PA USD 26530.88000000 0.000545241938 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNT0 927.44000000 PA USD 1040.71000000 0.000021387859 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BC7 94000.00000000 PA USD 104870.35000000 0.002155213583 Long DBT CORP US N 2 2027-11-03 Fixed 2.90000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGH7 425000.00000000 PA USD 460859.38000000 0.009471222285 Long DBT CORP US N 2 2025-02-19 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAEN5 147827.97000000 PA USD 164723.01000000 0.003385258738 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC11 N/A 17320DAG3 100000.00000000 PA USD 104944.00000000 0.002156727181 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.09300000 N N N N N N GS Mortgage Securities Trust 2015-GC34 54930070360RBP384M53 36250VAD4 100000.00000000 PA USD 111386.00000000 0.002289118137 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.50600000 N N N N N N Ginnie Mae I Pool N/A 36241LXP6 157567.51000000 PA USD 178611.33000000 0.003670680651 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B N/A 89239RAC0 10000.00000000 PA USD 10180.12000000 0.000209213880 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 1.36000000 N N N N N N Ginnie Mae I Pool N/A 36213UZ60 47607.59000000 PA USD 53644.83000000 0.001102466677 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BV9 350000.00000000 PA USD 414886.15000000 0.008526416343 Long DBT NUSS JP N 2 2028-10-31 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLN34 375000.00000000 PA USD 417641.25000000 0.008583037008 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 3.20800000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBT2 325000.00000000 PA USD 369742.75000000 0.007598664420 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AC2 75000.00000000 PA USD 88031.93000000 0.001809163518 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FBB1 25000.00000000 PA USD 27081.25000000 0.000556552713 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAV8 16819.09000000 PA USD 17708.32000000 0.000363927571 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.63800000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDM1 100000.00000000 PA USD 109238.20000000 0.002244978227 Long DBT CORP US N 2 2024-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CHQ0 326352.79000000 PA USD 358596.64000000 0.007369598267 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SYS0 2334110.64000000 PA USD 2488828.33000000 0.051148457352 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AR9 200000.00000000 PA USD 237412.40000000 0.004879114348 Long DBT CORP US N 2 2028-10-01 Fixed 4.20000000 N N N N N N Emory University 95MD72NUUVZ3P8PQ6919 29157TAD8 150000.00000000 PA USD 157564.95000000 0.003238151875 Long DBT CORP US N 2 2030-09-01 Fixed 2.14300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMTY8 275000.00000000 PA USD 312787.75000000 0.006428169712 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.90300000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AED2 525000.00000000 PA USD 537458.25000000 0.011045422477 Long DBT NUSS CA N 2 2022-02-08 Fixed 2.40000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 400000.00000000 PA USD 462701.20000000 0.009509073932 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBW0 495000.00000000 PA USD 532110.15000000 0.010935512500 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 3140X7DC0 166921.76000000 PA USD 183403.66000000 0.003769168877 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31416WGT3 19192.24000000 PA USD 21405.21000000 0.000439903169 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AG3 126000.00000000 PA USD 136689.59000000 0.002809137769 Long DBT CORP IE N 2 2024-07-02 Variable 3.62500000 N N N N N N Peruvian Government International Bond N/A 715638AU6 325000.00000000 PA USD 493289.23000000 0.010137695251 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-A N/A 65478DAE7 100000.00000000 PA USD 102109.89000000 0.002098482764 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 2.89000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BJ6 225000.00000000 PA USD 231074.33000000 0.004748859280 Long DBT CORP US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CS54 666772.91000000 PA USD 723848.74000000 0.014875974353 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31385XM61 9269.72000000 PA USD 10849.46000000 0.000222969634 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FJ72 7667.87000000 PA USD 8126.80000000 0.000167015650 Long ABS-MBS USGA US N 2 2025-09-20 Fixed 4.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBQ4 60000.00000000 PA USD 91715.04000000 0.001884855920 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CZ6 500000.00000000 PA USD 515047.50000000 0.010584854234 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N Freddie Mac Gold Pool N/A 312932LN4 33199.82000000 PA USD 37376.76000000 0.000768137999 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 150000.00000000 PA USD 163449.90000000 0.003359094775 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 400000.00000000 PA USD 455500.00000000 0.009361080490 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQCY5 30680.00000000 PA USD 32033.10000000 0.000658319269 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBS9 400000.00000000 PA USD 444393.60000000 0.009132830425 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAB4 100000.00000000 PA USD 117023.00000000 0.002404965361 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAE7 25000.00000000 PA USD 26342.45000000 0.000541369472 Long DBT CORP US N 2 2023-05-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT22 484.23000000 PA USD 554.28000000 0.000011391129 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 8.00000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAN9 150000.00000000 PA USD 157311.90000000 0.003232951389 Long DBT CORP US N 2 2022-11-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31401ALQ8 8487.54000000 PA USD 9884.11000000 0.000203130514 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBC4 375000.00000000 PA USD 491862.00000000 0.010108363934 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AJ3 75000.00000000 PA USD 109088.55000000 0.002241902737 Long DBT CORP US N 2 2029-09-01 Fixed 6.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SA7 8479000.00000000 PA USD 11123388.13000000 0.228599191242 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296L3C3 65835.18000000 PA USD 75391.96000000 0.001549396719 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RT7 7656000.00000000 PA USD 8735017.50000000 0.179515262135 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLYK4 225000.00000000 PA USD 272841.75000000 0.005607230697 Long ABS-MBS USGSE US N 2 2034-03-25 Fixed 3.54200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAH9 600000.00000000 PA USD 646341.60000000 0.013283108105 Long DBT CORP US N 2 2025-03-01 Variable 3.22000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBS1 100000.00000000 PA USD 103365.00000000 0.002124276805 Long DBT CORP US N 2 2022-02-01 Fixed 3.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DR0 1075000.00000000 PA USD 1109784.85000000 0.022807432070 Long DBT CORP US N 2 2022-11-15 Fixed 2.05000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DQ7 300000.00000000 PA USD 371145.30000000 0.007627488533 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAV4 100000.00000000 PA USD 105877.60000000 0.002175913799 Long DBT CORP US N 2 2024-12-01 Fixed 2.30000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 N/A 46642CBJ8 75000.00000000 PA USD 82078.50000000 0.001686813271 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.80460000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6G1 477000.00000000 PA USD 527682.20000000 0.010844512727 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAF6 75000.00000000 PA USD 94278.00000000 0.001937527873 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Cintas Corp No 2 549300QVUQTTKMTE0G41 17252MAL4 75000.00000000 PA USD 77490.90000000 0.001592532496 Long DBT CORP US N 2 2022-06-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283NBF8 15799.12000000 PA USD 18215.38000000 0.000374348272 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814DX8 375000.00000000 PA USD 404995.88000000 0.008323159233 Long DBT NUSS CA N 2 2022-01-15 Fixed 8.40000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCQ5 725000.00000000 PA USD 904861.63000000 0.018596009991 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36224JG55 149.18000000 PA USD 155.30000000 0.000003191604 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 7.50000000 N N N N N N BANK 2019-BNK18 N/A 065402BC2 375000.00000000 PA USD 434347.50000000 0.008926370819 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.58400000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BX7 400000.00000000 PA USD 451672.40000000 0.009282418642 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138W2RF4 374927.72000000 PA USD 395589.35000000 0.008129843570 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WBE2 3133.92000000 PA USD 3373.80000000 0.000069335704 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BC9 100000.00000000 PA USD 114317.60000000 0.002349366092 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 3138WJKT4 191707.60000000 PA USD 200996.39000000 0.004130720933 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31378TNL5 1338.27000000 PA USD 1531.36000000 0.000031471315 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.50000000 N N N N N N Harley-Davidson Inc ZDNAWZWXIKMWI51R2A08 412822AE8 125000.00000000 PA USD 141833.25000000 0.002914846255 Long DBT CORP US N 2 2045-07-28 Fixed 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 312943VN0 16681.42000000 PA USD 18408.64000000 0.000378320001 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AQ1 225000.00000000 PA USD 231176.48000000 0.004750958587 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FARE0 200000.00000000 PA USD 215340.00000000 0.004425499610 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 2.94600000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AD0 100000.00000000 PA USD 105963.70000000 0.002177683259 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2013-C5 N/A 90270YBF5 104000.00000000 PA USD 108525.04000000 0.002230321920 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.18470000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAQ3 60000.00000000 PA USD 66624.00000000 0.001369204449 Long DBT CORP US N 2 2030-01-15 Fixed 3.20000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AU3 124000.00000000 PA USD 157549.81000000 0.003237840730 Long DBT CORP US N 2 2030-12-15 Fixed 4.90000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AG1 125000.00000000 PA USD 136964.13000000 0.002814779901 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179QQZ7 33995.14000000 PA USD 35801.54000000 0.000735765307 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 3.00000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CG9 100000.00000000 PA USD 126268.40000000 0.002594969606 Long DBT CORP US N 2 2045-05-20 Fixed 4.30000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABB8 150000.00000000 PA USD 196221.15000000 0.004032583927 Long DBT CORP US N 2 2044-07-01 Fixed 4.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AZ9 110000.00000000 PA USD 132216.04000000 0.002717200861 Long DBT CORP US N 2 2046-11-15 Fixed 3.40000000 N N N N N N Massachusetts School Building Authority N/A 576000XQ1 50000.00000000 PA USD 53787.00000000 0.001105388444 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAQ0 100000.00000000 PA USD 128756.00000000 0.002646092820 Long DBT CORP US N 2 2043-03-13 Fixed 4.15000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAS8 100000.00000000 PA USD 111506.80000000 0.002291600724 Long DBT CORP US N 2 2025-11-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36223NES9 363.47000000 PA USD 371.84000000 0.000007641765 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 9.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 349000.00000000 PA USD 371437.56000000 0.007633494832 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BL3 150000.00000000 PA USD 197149.50000000 0.004051662652 Long DBT CORP US N 2 2040-03-25 Fixed 4.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BAHA3 13419.77000000 PA USD 13414.00000000 0.000275674058 Long ABS-MBS USGSE US N 2 2021-01-25 Fixed 2.85600000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRL6 250000.00000000 PA USD 262527.75000000 0.005395265419 Long DBT CORP US N 2 2023-05-18 Fixed 2.70000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAN4 75000.00000000 PA USD 81877.13000000 0.001682674872 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N Ginnie Mae II Pool N/A 36179TE27 655317.53000000 PA USD 704098.52000000 0.014470083246 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Louisville Gas and Electric Co KO3GRIB3RPH1XDX50U72 546676AW7 75000.00000000 PA USD 83322.98000000 0.001712388852 Long DBT CORP US N 2 2025-10-01 Fixed 3.30000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAM7 100000.00000000 PA USD 112104.60000000 0.002303886243 Long DBT CORP US N 2 2027-05-18 Fixed 3.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AQ7 50000.00000000 PA USD 55258.15000000 0.001135622370 Long DBT CORP US N 2 2024-07-15 Fixed 3.87500000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 50000.00000000 PA USD 55528.65000000 0.001141181475 Long DBT CORP US N 2 2026-09-15 Fixed 3.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DM9 150000.00000000 PA USD 157501.65000000 0.003236850983 Long DBT CORP US N 2 2024-09-11 Fixed 1.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYN4 153049.95000000 PA USD 163460.94000000 0.003359321660 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AGU3 50000.00000000 PA USD 60037.50000000 0.001233843841 Long DBT MUN US N 2 2047-08-15 Fixed 3.35400000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBD7 325000.00000000 PA USD 359759.40000000 0.007393494403 Long DBT CORP US N 2 2024-07-01 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3P7 560000.00000000 PA USD 757786.96000000 0.015573446162 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AL3 254000.00000000 PA USD 281964.64000000 0.005794717212 Long DBT CORP US N 2 2025-04-30 Fixed 3.45000000 N N N N N N Coca-Cola Consolidated Inc 57VG5X0E00X0QJU7CQ58 191098AK8 125000.00000000 PA USD 139234.50000000 0.002861438773 Long DBT CORP US N 2 2025-11-25 Fixed 3.80000000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AJ3 300000.00000000 PA USD 289884.00000000 0.005957469718 Long DBT CORP US N 2 2060-08-01 Fixed 2.60600000 N N N N N N Freddie Mac Gold Pool N/A 312946JS6 115203.27000000 PA USD 128436.51000000 0.002639526911 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140QBT81 503730.49000000 PA USD 538958.98000000 0.011076264309 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AL2 400000.00000000 PA USD 449600.40000000 0.009239836515 Long DBT CORP GB N 2 2025-11-16 Fixed 3.37500000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAB1 400000.00000000 PA USD 427500.00000000 0.008785646343 Long DBT CORP KY N 2 2023-08-08 Fixed 4.60000000 N N N N N N Fannie Mae-Aces N/A 3136AQSZ4 275000.00000000 PA USD 301490.75000000 0.006196002585 Long ABS-MBS USGSE US N 2 2025-10-25 Variable 2.92260000 N N N N N N Fannie Mae Pool N/A 31418DHH8 595413.25000000 PA USD 629216.53000000 0.012931167032 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 650000.00000000 PA USD 865026.50000000 0.017777349490 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36176W7F2 450068.70000000 PA USD 479157.27000000 0.009847266239 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WDBV2 55414.63000000 PA USD 61768.24000000 0.001269412659 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFH2 150000.00000000 PA USD 195758.40000000 0.004023073850 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG76 175000.00000000 PA USD 205059.75000000 0.004214227936 Long DBT MUN US N 2 2049-11-15 Fixed 5.17500000 N N N N N N Avista Corp Q0IK63NITJD6RJ47SW96 05379BAQ0 75000.00000000 PA USD 95029.58000000 0.001952973759 Long DBT CORP US N 2 2048-06-01 Fixed 4.35000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCK8 1279000.00000000 PA USD 1716485.79000000 0.035275876269 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 436106AA6 200000.00000000 PA USD 218250.00000000 0.004485303659 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 775000.00000000 PA USD 1038753.43000000 0.021347649764 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 3138MLXP4 55556.91000000 PA USD 57968.19000000 0.001191316997 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AK9 200000.00000000 PA USD 226069.80000000 0.004646010086 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36241KAL2 79435.94000000 PA USD 90115.61000000 0.001851985683 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAC6 75000.00000000 PA USD 85201.05000000 0.001750985481 Long DBT CORP US N 2 2049-04-15 Fixed 3.88700000 N N N N N N Ginnie Mae I Pool N/A 36203HAY7 39.74000000 PA USD 41.85000000 0.000000860068 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 8.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YAY1 150000.00000000 PA USD 170731.50000000 0.003508740535 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.58100000 N N N N N N Ginnie Mae II Pool N/A 36225EU75 2027.40000000 PA USD 2103.78000000 0.000043235244 Long ABS-MBS USGA US N 2 2039-10-20 Floating 3.12500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBZ8 100000.00000000 PA USD 121405.00000000 0.002495020805 Long DBT CORP US N 2 2030-05-15 Fixed 4.25000000 N N N N N N Hexcel Corp S6Q7LW43WUBUHXY2QP69 428291AN8 75000.00000000 PA USD 81068.78000000 0.001666062293 Long DBT CORP US N 2 2027-02-15 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36179NX60 364534.66000000 PA USD 401333.38000000 0.008247890392 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DUG5 6432894.51000000 PA USD 6686468.28000000 0.137415077421 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQMP5 184650.19000000 PA USD 205096.14000000 0.004214975795 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JK7 75000.00000000 PA USD 83133.45000000 0.001708493780 Long DBT CORP US N 2 2027-08-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138WE5R6 129654.37000000 PA USD 135825.94000000 0.002791388709 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AR0 250000.00000000 PA USD 315489.00000000 0.006483683694 Long DBT CORP US N 2 2042-09-01 Fixed 3.90000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EJ8 130000.00000000 PA USD 152300.72000000 0.003129965529 Long DBT CORP N/A N 2 2028-09-26 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128M5R51 22200.72000000 PA USD 25479.05000000 0.000523625549 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAN1 661000.00000000 PA USD 731296.03000000 0.015029025245 Long DBT CORP US N 2 2026-09-15 Fixed 3.45900000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1 N/A 03066HAF4 50000.00000000 PA USD 51763.00000000 0.001063792775 Long ABS-CBDO CORP US N 2 2024-01-18 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEV2 210000.00000000 PA USD 273186.90000000 0.005614323951 Long DBT CORP US N 2 2045-05-26 Fixed 4.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3NX2 1215000.00000000 PA USD 1291095.45000000 0.026533586011 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.30000000 N N N N N N Interstate Power and Light Co EF9UQIIO4KY2BWOK3P26 461070AQ7 60000.00000000 PA USD 69395.16000000 0.001426155166 Long DBT CORP US N 2 2029-04-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31416CBW5 60068.97000000 PA USD 70209.74000000 0.001442895779 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418BXN1 359325.42000000 PA USD 386346.76000000 0.007939897074 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AEJQ7 25132.11000000 PA USD 28414.32000000 0.000583948927 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAH0 200000.00000000 PA USD 311422.00000000 0.006400101884 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBX6 1130000.00000000 PA USD 1268667.95000000 0.026072673535 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31386SCP0 1180.28000000 PA USD 1303.36000000 0.000026785637 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515AS3 50000.00000000 PA USD 69676.95000000 0.001431946294 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AF9 200000.00000000 PA USD 212311.80000000 0.004363266408 Long DBT CORP US N 2 2022-07-15 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36200MY72 3747.88000000 PA USD 4231.08000000 0.000086953853 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 N/A 61767EAE4 150000.00000000 PA USD 170452.50000000 0.003503006744 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.53600000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAE8 175000.00000000 PA USD 181569.33000000 0.003731471158 Long DBT CORP US N 2 2022-09-21 Fixed 2.40000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC21 N/A 17322MAZ9 50000.00000000 PA USD 52600.00000000 0.001080994146 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.32800000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAK5 150000.00000000 PA USD 198778.20000000 0.004085134423 Long DBT CORP US N 2 2045-08-25 Fixed 4.30000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296AG8 200000.00000000 PA USD 200643.60000000 0.004123470668 Long DBT CORP US N 2 2031-04-15 Fixed 1.87500000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CQ4 200000.00000000 PA USD 258415.20000000 0.005310747501 Long DBT CORP US N 2 2047-08-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 313973VA4 403.30000000 PA USD 418.53000000 0.000008601301 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 8.00000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AP3 125000.00000000 PA USD 155619.88000000 0.003198178315 Long DBT CORP US N 2 2045-03-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3138EH6R8 33747.42000000 PA USD 39355.38000000 0.000808801053 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AD6 75000.00000000 PA USD 97738.35000000 0.002008642286 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N Fannie Mae Pool N/A 3138A2KC2 169778.65000000 PA USD 186468.40000000 0.003832153021 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBA8 545000.00000000 PA USD 650694.03000000 0.013372555849 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BP6 100000.00000000 PA USD 108284.20000000 0.002225372364 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AS9 450000.00000000 PA USD 507278.70000000 0.010425195920 Long DBT CORP US N 2 2025-07-29 Fixed 3.70000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C22 N/A 92890KBF1 25000.00000000 PA USD 27167.00000000 0.000558314980 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.37100000 N N N N N N Freddie Mac Pool N/A 3132D56F4 336450.47000000 PA USD 350656.22000000 0.007206412952 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BN1 100000.00000000 PA USD 107841.60000000 0.002216276394 Long DBT CORP US N 2 2026-09-15 Fixed 2.12500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HW7 1115000.00000000 PA USD 1145220.96000000 0.023535687345 Long DBT CORP DE N 2 2021-12-15 Fixed 3.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C21 N/A 46642EAY2 25000.00000000 PA USD 27412.00000000 0.000563350029 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.77480000 N N N N N N Fannie Mae Pool N/A 31418DGJ5 423252.34000000 PA USD 446274.05000000 0.009171475966 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 3.00000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAP5 100000.00000000 PA USD 109990.10000000 0.002260430689 Long DBT CORP US N 2 2027-04-01 Fixed 3.10000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05724BAA7 200000.00000000 PA USD 241023.20000000 0.004953320692 Long DBT CORP US N 2 2030-05-01 Fixed 4.48600000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AE4 75000.00000000 PA USD 80820.53000000 0.001660960453 Long DBT CORP US N 2 2050-06-15 Fixed 3.00800000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HB2 62000.00000000 PA USD 67717.52000000 0.001391677618 Long DBT CORP US N 2 2024-08-01 Fixed 3.40000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AT1 100000.00000000 PA USD 117347.40000000 0.002411632177 Long DBT CORP US N 2 2028-08-03 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31292LWG6 119326.44000000 PA USD 128522.49000000 0.002641293904 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403NNU7 47160.05000000 PA USD 53165.05000000 0.001092606613 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QA9 1920000.00000000 PA USD 2603700.10000000 0.053509212313 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBBX3 125000.00000000 PA USD 143530.00000000 0.002949716537 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24400000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AB1 100000.00000000 PA USD 105679.50000000 0.002171842603 Long DBT CORP US N 2 2022-09-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2014-GC24 N/A 36253GAE2 125000.00000000 PA USD 137635.00000000 0.002828567098 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.93100000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JM6 700000.00000000 PA USD 700451.50000000 0.014395132538 Long DBT CORP N/A N 2 2023-11-24 Fixed 0.25000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2 N/A 80285RAF5 25000.00000000 PA USD 25245.66000000 0.000518829100 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 1.46000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AT9 300000.00000000 PA USD 336821.70000000 0.006922096695 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BU7 175000.00000000 PA USD 214015.55000000 0.004398280548 Long DBT CORP US N 2 2036-03-01 Fixed 3.55000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC29 N/A 17323VAZ8 175000.00000000 PA USD 191082.50000000 0.003926978403 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 3.19200000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CM8 675000.00000000 PA USD 729621.68000000 0.014994615310 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190AJ3 100000.00000000 PA USD 106322.80000000 0.002185063202 Long DBT CORP US N 2 2023-02-01 Fixed 3.85000000 N N N N N N Ginnie Mae II Pool N/A 36202FP67 599283.12000000 PA USD 653739.26000000 0.013435139039 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AW6 100000.00000000 PA USD 145521.80000000 0.002990650456 Long DBT CORP US N 2 2035-04-01 Fixed 5.87500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLYV0 225000.00000000 PA USD 262923.75000000 0.005403403702 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.29800000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BK0 175000.00000000 PA USD 226934.58000000 0.004663782369 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36178GFQ2 50550.16000000 PA USD 53214.36000000 0.001093619993 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AH0 200000.00000000 PA USD 290369.60000000 0.005967449390 Long DBT CORP US N 2 2032-11-15 Fixed 5.90000000 N N N N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 03939AAA5 200000.00000000 PA USD 231860.00000000 0.004765005757 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AR0 200000.00000000 PA USD 236626.80000000 0.004862969310 Long DBT CORP US N 2 2028-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138Y6NU4 257726.72000000 PA USD 280552.62000000 0.005765698479 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KB72 35545.25000000 PA USD 40688.65000000 0.000836201378 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6P1 1460463.01000000 PA USD 1581250.17000000 0.032496619356 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DN4 250000.00000000 PA USD 293903.00000000 0.006040065069 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903AH2 100000.00000000 PA USD 116491.10000000 0.002394034167 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282W9 9975000.00000000 PA USD 10277367.19000000 0.211212429188 Long DBT UST US N 2 2022-09-30 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31417ECK5 139956.50000000 PA USD 151993.43000000 0.003123650345 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140J8PS6 186861.10000000 PA USD 204129.21000000 0.004195104204 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBE0 400000.00000000 PA USD 486393.20000000 0.009995973425 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N Ginnie Mae II Pool N/A 36179SB71 281739.22000000 PA USD 298245.95000000 0.006129317988 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WB85 457000.00000000 PA USD 478889.39000000 0.009841760978 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BL7 225000.00000000 PA USD 237406.28000000 0.004878988575 Long DBT CORP US N 2 2027-10-15 Fixed 1.80000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039482AB0 200000.00000000 PA USD 230477.80000000 0.004736599861 Long DBT CORP US N 2 2030-03-27 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31371M7K7 118517.14000000 PA USD 139693.53000000 0.002870872400 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAE3 125000.00000000 PA USD 148759.75000000 0.003057194277 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292SA67 1148883.58000000 PA USD 1227301.20000000 0.025222536375 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HN34 5367.44000000 PA USD 6369.19000000 0.000130894621 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BD8 100000.00000000 PA USD 109377.70000000 0.002247845123 Long DBT CORP US N 2 2023-11-29 Fixed 4.20000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BE9 316000.00000000 PA USD 342416.65000000 0.007037079740 Long DBT CORP US N 2 2023-11-30 Fixed 3.40000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756AL0 500000.00000000 PA USD 500314.50000000 0.010282073117 Long DBT CORP US N 2 2027-08-12 Fixed 1.01800000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AV9 150000.00000000 PA USD 179176.65000000 0.003682298666 Long DBT CORP US N 2 2044-12-01 Fixed 4.50000000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LHU3 175000.00000000 PA USD 225669.50000000 0.004637783433 Long DBT MUN US N 2 2030-04-01 Fixed 5.17800000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABM6 1000000.00000000 PA USD 1029776.00000000 0.021163152630 Long DBT CORP US Y 2 2051-02-15 Fixed 3.30000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAM5 75000.00000000 PA USD 87614.18000000 0.001800578246 Long DBT CORP US N 2 2047-09-15 Fixed 4.00000000 N N N N N N Israel Government International Bond N/A 4651387N9 200000.00000000 PA USD 264148.20000000 0.005428567643 Long DBT NUSS IL N 2 2043-01-30 Fixed 4.50000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AJ2 100000.00000000 PA USD 103621.80000000 0.002129554358 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824AY6 250000.00000000 PA USD 368363.75000000 0.007570324288 Long DBT CORP US N 2 2040-05-27 Fixed 5.30000000 N N N N N N Ginnie Mae II Pool N/A 36202EH36 4975.78000000 PA USD 5580.28000000 0.000114681559 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.00000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AF5 70000.00000000 PA USD 73014.83000000 0.001500543799 Long DBT CORP US N 2 2030-02-01 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31386V2W9 2821.78000000 PA USD 3324.77000000 0.000068328078 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAG3 100000.00000000 PA USD 152132.50000000 0.003126508403 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 200000.00000000 PA USD 212596.40000000 0.004369115285 Long DBT CORP GB N 2 2025-11-07 Variable 2.63300000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAM2 100000.00000000 PA USD 104475.00000000 0.002147088659 Long DBT CORP US N 2 2028-01-30 Fixed 1.95000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AG6 200000.00000000 PA USD 239594.40000000 0.004923957109 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAL6 125000.00000000 PA USD 151243.38000000 0.003108235903 Long DBT CORP NO N 2 2043-05-15 Fixed 3.95000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905CAA2 250000.00000000 PA USD 356637.75000000 0.007329340688 Long DBT CORP N/A N 2 2035-02-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138WHCF7 70715.09000000 PA USD 74391.30000000 0.001528831936 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPY3 65928.38000000 PA USD 68805.03000000 0.001414027275 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AN5 100000.00000000 PA USD 139875.00000000 0.002874601830 Long DBT CORP US N 2 2047-08-15 Fixed 4.95000000 N N N N N N Dallas Convention Center Hotel Development Corp N/A 235417AA0 75000.00000000 PA USD 104412.75000000 0.002145809345 Long DBT MUN US N 2 2042-01-01 Fixed 7.08800000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KG5 275000.00000000 PA USD 311885.75000000 0.006409632512 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCWR2 109088.30000000 PA USD 115771.61000000 0.002379247771 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C6 N/A 92936QAG3 165571.05000000 PA USD 168119.19000000 0.003455054378 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.44000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AM2 275000.00000000 PA USD 337486.88000000 0.006935766955 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N State of Texas 549300X9CH74QB747L76 882722KF7 180000.00000000 PA USD 267640.20000000 0.005500332502 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2019-COR6 N/A 48129RAX3 175000.00000000 PA USD 196344.75000000 0.004035124058 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 3.05650000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AM3 425000.00000000 PA USD 511506.20000000 0.010512076200 Long DBT CORP NL N 2 2055-02-26 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3138M3SP0 192488.25000000 PA USD 209312.20000000 0.004301620969 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AH1 375000.00000000 PA USD 413269.50000000 0.008493192214 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BB8 200000.00000000 PA USD 212775.80000000 0.004372802173 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N Hexcel Corp S6Q7LW43WUBUHXY2QP69 428291AM0 100000.00000000 PA USD 111758.30000000 0.002296769356 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C28 N/A 46644FAD3 125000.00000000 PA USD 136427.50000000 0.002803751500 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.22740000 N N N N N N Fannie Mae Pool N/A 31385XJX6 31195.97000000 PA USD 35938.28000000 0.000738575481 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAG4 525000.00000000 PA USD 575475.08000000 0.011826714696 Long DBT CORP FR N 2 2024-01-15 Fixed 3.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBZ1 750000.00000000 PA USD 801695.25000000 0.016475815069 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BP4 300000.00000000 PA USD 332498.40000000 0.006833247607 Long DBT CORP US N 2 2025-03-25 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31417DU43 89628.06000000 PA USD 98060.55000000 0.002015263889 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CX6 172000.00000000 PA USD 173601.32000000 0.003567718835 Long DBT CORP US Y 2 2053-09-01 Fixed 2.77000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RU4 12913.34000000 PA USD 14697.78000000 0.000302057303 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410KXZ2 33269.78000000 PA USD 38229.95000000 0.000785672094 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 525000.00000000 PA USD 619500.00000000 0.012731480491 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BR0 345000.00000000 PA USD 413048.84000000 0.008488657382 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAJ2 75000.00000000 PA USD 85033.50000000 0.001747542124 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31417ALW7 985884.08000000 PA USD 1083700.44000000 0.022271365634 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LF26 5912.66000000 PA USD 6254.54000000 0.000128538424 Long ABS-MBS USGSE US N 2 2040-06-01 Floating 2.77100000 N N N N N N Freddie Mac Gold Pool N/A 31292GJ80 124.48000000 PA USD 132.38000000 0.000002720570 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAD8 275000.00000000 PA USD 320650.00000000 0.006589748538 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 4.00900000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AK5 200000.00000000 PA USD 216131.00000000 0.004441755625 Long DBT CORP US N 2 2026-06-15 Fixed 2.45000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBK8 200000.00000000 PA USD 236646.20000000 0.004863368004 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N DBJPM 17-C6 Mortgage Trust N/A 23312JAH6 50000.00000000 PA USD 55408.50000000 0.001138712246 Long ABS-MBS CORP US N 2 2050-06-10 Variable 3.56100000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466LAF1 325000.00000000 PA USD 382317.98000000 0.007857100732 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCS6 507000.00000000 PA USD 522781.90000000 0.010743805586 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AF4 65000.00000000 PA USD 69983.68000000 0.001438249970 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Banc of America Commercial Mortgage Trust 2015-UBS7 N/A 06054AAV1 47782.52000000 PA USD 51168.39000000 0.001051572815 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.42900000 N N N N N N Fannie Mae Pool N/A 3138LU5C5 35581.72000000 PA USD 37430.48000000 0.000769242011 Long ABS-MBS USGSE US N 2 2042-09-01 Floating 2.32600000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAF4 37724.63000000 PA USD 39094.79000000 0.000803445611 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.52200000 N N N N N N Fannie Mae-Aces N/A 3136AY6U2 275000.00000000 PA USD 304152.75000000 0.006250709932 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.19610000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769FH2 950000.00000000 PA USD 980019.05000000 0.020140586628 Long DBT CORP DE N 2 2022-10-04 Fixed 2.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3 N/A 362569AC9 50000.00000000 PA USD 50103.03000000 0.001029678368 Long ABS-CBDO CORP US N 2 2023-08-21 Fixed 0.45000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REK0 293000.00000000 PA USD 320676.19000000 0.006590286774 Long DBT CORP US N 2 2025-02-23 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSA2 73771.13000000 PA USD 77826.27000000 0.001599424759 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UCB6 1213781.60000000 PA USD 1306346.28000000 0.026847009166 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620RAJ4 100000.00000000 PA USD 110200.20000000 0.002264748501 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 3620AC4G6 26942.58000000 PA USD 30839.20000000 0.000633783168 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418C4M3 217475.52000000 PA USD 241554.61000000 0.004964241815 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBL4 200000.00000000 PA USD 205961.80000000 0.004232766164 Long DBT CORP US N 2 2023-02-14 Fixed 1.75000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C13 N/A 92937UAD0 76000.00000000 PA USD 79641.16000000 0.001636722961 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.00100000 N N N N N N Ginnie Mae I Pool N/A 36181AYW6 120980.64000000 PA USD 124816.46000000 0.002565130468 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X4P91 144915.63000000 PA USD 154030.36000000 0.003165511740 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CP5 125000.00000000 PA USD 153260.75000000 0.003149695316 Long DBT CORP CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3132GE7K0 79806.34000000 PA USD 88713.45000000 0.001823169585 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Aptiv PLC N/A 03835VAD8 150000.00000000 PA USD 173081.85000000 0.003557043093 Long DBT CORP JE N 2 2026-01-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828H86 2384000.00000000 PA USD 2419387.62000000 0.049721366077 Long DBT UST US N 2 2022-01-31 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RWG4 5683.25000000 PA USD 6324.22000000 0.000129970433 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 299000.00000000 PA USD 308733.95000000 0.006344859179 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DY3 500000.00000000 PA USD 499304.50000000 0.010261316385 Long DBT CORP US N 2 2030-08-20 Fixed 1.25000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAB5 300000.00000000 PA USD 308622.00000000 0.006342558470 Long DBT CORP FR N 2 2022-02-17 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 312940M48 72058.78000000 PA USD 79762.65000000 0.001639219729 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CD2 1050000.00000000 PA USD 1124800.95000000 0.023116031237 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AM5 175000.00000000 PA USD 191578.28000000 0.003937167287 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJD2 500000.00000000 PA USD 507845.00000000 0.010436834076 Long DBT CORP US N 2 2026-06-19 Variable 1.31900000 N N N N N N Ginnie Mae I Pool N/A 36225AY53 721.04000000 PA USD 851.80000000 0.000017505528 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 N/A 61763MAJ9 50000.00000000 PA USD 51372.00000000 0.001055757249 Long ABS-MBS CORP US N 2 2047-06-15 Variable 4.49390000 N N N N N N Fannie Mae Pool N/A 3140E0RM9 27325.84000000 PA USD 29011.34000000 0.000596218416 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.00000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAK8 128000.00000000 PA USD 141581.70000000 0.002909676596 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36230UEJ4 127988.03000000 PA USD 138369.86000000 0.002843669367 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DX7 175000.00000000 PA USD 242613.18000000 0.004985996720 Long DBT USGA US N 2 2035-06-15 Fixed 4.65000000 N N N N N N Ginnie Mae I Pool N/A 36241KF45 75348.13000000 PA USD 86961.97000000 0.001787174535 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAX8 250000.00000000 PA USD 263704.25000000 0.005419443929 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296AB9 200000.00000000 PA USD 230486.60000000 0.004736780712 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AR4 200000.00000000 PA USD 224876.80000000 0.004621492481 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAG2 125000.00000000 PA USD 128754.63000000 0.002646064665 Long DBT CORP US N 2 2022-10-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31417EFR7 100607.62000000 PA USD 104973.24000000 0.002157328098 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FM5 2350000.00000000 PA USD 3498562.50000000 0.071899725934 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 31404MQL5 17160.59000000 PA USD 19313.08000000 0.000396907346 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DZF1 42016.12000000 PA USD 47082.65000000 0.000967605875 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-3 N/A 14315FAE7 25000.00000000 PA USD 25167.29000000 0.000517218501 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 0.77000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AR3 132000.00000000 PA USD 144378.83000000 0.002967161029 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36225BXT0 12887.48000000 PA USD 15084.95000000 0.000310014118 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132A5FW0 310868.31000000 PA USD 329940.73000000 0.006780684370 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CQ9 380000.00000000 PA USD 480909.38000000 0.009883274236 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AQ5 75000.00000000 PA USD 82852.88000000 0.001702727724 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N AutoNation Inc N/A 05329WAP7 75000.00000000 PA USD 82905.60000000 0.001703811184 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBD9 225000.00000000 PA USD 315568.35000000 0.006485314433 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376AE0 50000.00000000 PA USD 58500.00000000 0.001202246341 Long DBT CORP US N 2 2027-12-01 Fixed 4.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBZ7 125000.00000000 PA USD 137671.38000000 0.002829314751 Long DBT CORP US N 2 2024-05-15 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UAV1 225000.00000000 PA USD 314358.53000000 0.006460451157 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBV9 600000.00000000 PA USD 852073.20000000 0.017511143378 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PT9 1600000.00000000 PA USD 2436000.00000000 0.050062770745 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAZ7 111000.00000000 PA USD 121261.95000000 0.002492080953 Long DBT CORP US N 2 2025-01-15 Fixed 3.20000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BG6 325000.00000000 PA USD 395095.68000000 0.008119698050 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 3620ARZF1 23290.90000000 PA USD 24666.81000000 0.000506933027 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114BT4 450000.00000000 PA USD 693774.45000000 0.014257911017 Long DBT CORP US N 2 2031-11-15 Fixed 7.70000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHP0 1000000.00000000 PA USD 1020338.00000000 0.020969190220 Long DBT NUSS CA N 2 2023-02-24 Fixed 1.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B1BS0 325000.00000000 PA USD 335520.25000000 0.006895350310 Long ABS-MBS USGSE US N 2 2022-11-25 Fixed 2.51000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BP0 200000.00000000 PA USD 201068.60000000 0.004132204936 Long DBT CORP US N 2 2023-06-03 Fixed 0.40000000 N N N N N N Fannie Mae Pool N/A 31418XXL7 10407.91000000 PA USD 11007.18000000 0.000226210972 Long ABS-MBS USGSE US N 2 2040-08-01 Floating 2.45300000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 714295AC6 200000.00000000 PA USD 219587.00000000 0.004512780640 Long DBT CORP IE N 2 2024-12-15 Fixed 3.90000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AU3 140000.00000000 PA USD 155517.60000000 0.003196076336 Long DBT CORP US N 2 2029-12-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EGGZ1 232912.31000000 PA USD 260304.01000000 0.005349564850 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CK4 350000.00000000 PA USD 365281.70000000 0.007506984402 Long DBT CORP US N 2 2022-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132DVK87 984193.14000000 PA USD 1089623.35000000 0.022393088657 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABL6 75000.00000000 PA USD 83508.98000000 0.001716211379 Long DBT CORP US N 2 2029-07-01 Fixed 3.00000000 N N N N N N State Public School Building Authority 5493006JN0UR7OGWTO86 85732PBZ2 50000.00000000 PA USD 60622.00000000 0.001245856029 Long DBT MUN US N 2 2027-09-15 Fixed 5.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AS0 75000.00000000 PA USD 110623.65000000 0.002273450915 Long DBT CORP US N 2 2035-05-09 Fixed 5.55000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AM5 300000.00000000 PA USD 368605.80000000 0.007575298711 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36296Q2G3 108008.42000000 PA USD 120326.12000000 0.002472848505 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 N/A 61763XAJ5 50000.00000000 PA USD 54241.50000000 0.001114728973 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.63190000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AB3 200000.00000000 PA USD 225372.20000000 0.004631673555 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00000000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AD9 50000.00000000 PA USD 55095.50000000 0.001132279714 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.33200000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXM8 200000.00000000 PA USD 216501.40000000 0.004449367797 Long DBT NUSS IL N 2 2030-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FWC6 32576.87000000 PA USD 36913.83000000 0.000758624223 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.50000000 N N N N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 10922NAF0 223000.00000000 PA USD 232634.49000000 0.004780922471 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBK7 375000.00000000 PA USD 433959.38000000 0.008918394480 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AU7 400000.00000000 PA USD 453060.80000000 0.009310951955 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AR9 115000.00000000 PA USD 126351.54000000 0.002596678234 Long DBT CORP US N 2 2046-06-01 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYE4 92084.55000000 PA USD 99948.88000000 0.002054071373 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AQ1 176000.00000000 PA USD 181046.98000000 0.003720736229 Long DBT CORP AU N 2 2022-02-24 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36208EBC6 1680.23000000 PA USD 1951.00000000 0.000040095429 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132DVLH6 781077.21000000 PA USD 811668.72000000 0.016680782040 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CN8 220000.00000000 PA USD 241712.46000000 0.004967485825 Long DBT CORP US N 2 2025-03-25 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31403VU64 31010.14000000 PA USD 36364.85000000 0.000747342015 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KJ9 265000.00000000 PA USD 272479.63000000 0.005599788690 Long DBT CORP US N 2 2030-05-15 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31402RFT1 138254.98000000 PA USD 156202.43000000 0.003210150428 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BEVG6 58891.46000000 PA USD 61336.04000000 0.001260530422 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 2.76800000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FX0 555000.00000000 PA USD 636513.41000000 0.013081126815 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBJ3 175000.00000000 PA USD 198303.35000000 0.004075375676 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31419AGZ4 202135.56000000 PA USD 221718.31000000 0.004556581659 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2019-GC43 N/A 17328HBD2 275000.00000000 PA USD 307430.75000000 0.006318076829 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C32 549300VOKB4Z9J8DIM89 94989YBA0 58000.00000000 PA USD 61779.28000000 0.001269639544 Long ABS-MBS CORP US N 2 2059-01-15 Fixed 3.32400000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 250000.00000000 PA USD 291094.25000000 0.005982341832 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BU9 400000.00000000 PA USD 427470.80000000 0.008785046248 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N Freddie Mac Pool N/A 3132DV7D1 724385.89000000 PA USD 761954.06000000 0.015659085149 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136ASC46 46593.62000000 PA USD 48144.26000000 0.000989423255 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.15660000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BX0 300000.00000000 PA USD 354063.60000000 0.007276438766 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BB8 300000.00000000 PA USD 332348.70000000 0.006830171090 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N Maxim Integrated Products Inc SO0H5YEO14Y4PVKQH532 57772KAB7 75000.00000000 PA USD 79000.58000000 0.001623558261 Long DBT CORP US N 2 2023-03-15 Fixed 3.37500000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BM5 150000.00000000 PA USD 158663.40000000 0.003260726362 Long DBT CORP US N 2 2050-10-15 Fixed 2.75000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QEH3 200000.00000000 PA USD 200112.40000000 0.004112553860 Long DBT CORP N/A N 2 2023-07-10 Fixed 0.25000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AQ9 175000.00000000 PA USD 181484.10000000 0.003729719578 Long DBT CORP US N 2 2022-10-01 Fixed 2.45000000 N N N N N N Ginnie Mae II Pool N/A 36179VFP0 2314958.17000000 PA USD 2431045.68000000 0.049960953427 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EM5 500000.00000000 PA USD 487354.50000000 0.010015729312 Long DBT NUSS CA N 2 2030-07-22 Fixed 1.30000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903AY1 75000.00000000 PA USD 99714.15000000 0.002049247385 Long DBT CORP CA N 2 2035-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LNL6 41903.75000000 PA USD 44504.43000000 0.000914620310 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371LDU0 10631.83000000 PA USD 11118.93000000 0.000228507571 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 4.50000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BP2 125000.00000000 PA USD 140215.88000000 0.002881607329 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAT9 400000.00000000 PA USD 446758.40000000 0.009181429949 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAQ2 400000.00000000 PA USD 386838.40000000 0.007950000876 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AF8 150000.00000000 PA USD 189309.15000000 0.003890533898 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Leland Stanford Junior University/The JIUV0DC2REIJXQ26CR37 85440KAA2 500000.00000000 PA USD 640233.50000000 0.013157579201 Long DBT CORP US N 2 2048-05-01 Fixed 3.64700000 N N N N N N Ginnie Mae II Pool N/A 36179UZS4 2279196.91000000 PA USD 2399407.23000000 0.049310744696 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448ER5 100000.00000000 PA USD 109968.10000000 0.002259978563 Long DBT CORP US N 2 2027-03-19 Fixed 2.62500000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBC7 400000.00000000 PA USD 425619.20000000 0.008746993610 Long DBT CORP US N 2 2030-03-15 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128PFUB9 1171.16000000 PA USD 1195.62000000 0.000024571449 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WCXF5 84517.82000000 PA USD 92200.56000000 0.001894833948 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 47215PAB2 200000.00000000 PA USD 201501.60000000 0.004141103614 Long DBT CORP KY N 2 2021-04-29 Fixed 3.12500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 N/A 61690FAM5 75000.00000000 PA USD 81676.50000000 0.001678551680 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.30600000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EJ7 180000.00000000 PA USD 278625.24000000 0.005726088470 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132JBGE7 119137.94000000 PA USD 127270.07000000 0.002615555146 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAV4 425000.00000000 PA USD 534505.08000000 0.010984731232 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31403VS83 6298.97000000 PA USD 7433.99000000 0.000152777560 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RKH9 1873.83000000 PA USD 2152.87000000 0.000044244103 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31415VYB5 92794.18000000 PA USD 108387.82000000 0.002227501881 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DPE6 2987043.71000000 PA USD 3129580.36000000 0.064316692977 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31417VQW6 195632.50000000 PA USD 215825.22000000 0.004435471473 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AT0 100000.00000000 PA USD 112383.30000000 0.002309613868 Long DBT CORP US N 2 2028-02-15 Fixed 3.37500000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 4042Q1AD9 250000.00000000 PA USD 396085.75000000 0.008140045196 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138YWJC2 53391.21000000 PA USD 58014.57000000 0.001192270163 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECG4 175000.00000000 PA USD 188464.85000000 0.003873182503 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGE3 145000.00000000 PA USD 148935.01000000 0.003060796084 Long DBT CORP US N 2 2023-01-20 Variable 3.12400000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBJ3 200000.00000000 PA USD 219941.80000000 0.004520072212 Long DBT CORP US N 2 2026-09-06 Fixed 3.21500000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAR8 100000.00000000 PA USD 112535.50000000 0.002312741764 Long DBT CORP US N 2 2027-05-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31368HLJ0 50115.43000000 PA USD 56297.58000000 0.001156983924 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-C1 N/A 17290YAR9 125000.00000000 PA USD 138541.25000000 0.002847191641 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.20900000 N N N N N N Ginnie Mae I Pool N/A 36200NBP5 17138.05000000 PA USD 20118.04000000 0.000413450256 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBC4 100000.00000000 PA USD 123908.70000000 0.002546474893 Long DBT CORP US Y 2 2027-07-15 Fixed 6.10000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 008117AP8 200000.00000000 PA USD 207479.20000000 0.004263950584 Long DBT CORP US N 2 2022-11-15 Fixed 2.75000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 300000.00000000 PA USD 375817.20000000 0.007723501775 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBU3 450000.00000000 PA USD 553763.70000000 0.011380519359 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DH0 100000.00000000 PA USD 114011.60000000 0.002343077419 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36290RYS6 34612.46000000 PA USD 38920.26000000 0.000799858806 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140J9VB4 110332.54000000 PA USD 117213.27000000 0.002408875642 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297UMD9 22010.99000000 PA USD 25121.05000000 0.000516268213 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LGW0 32350.95000000 PA USD 37957.29000000 0.000780068599 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.50000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179SAD2 160000.00000000 PA USD 221920.00000000 0.004560726635 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N Fannie Mae Pool N/A 3138EGML5 43897.33000000 PA USD 51856.50000000 0.001065714314 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022618 19415000.00000000 PA USD 20473723.25000000 0.420759980860 Long ABS-MBS USGSE US N 2 2021-01-14 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TBA1 46939.70000000 PA USD 50155.07000000 0.001030747853 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 3.57100000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWB6 350000.00000000 PA USD 399354.55000000 0.008207223022 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SH5 675000.00000000 PA USD 748140.98000000 0.015375209510 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAET2 800000.00000000 PA USD 799751.20000000 0.016435862470 Long DBT USGSE US N 2 2022-07-25 Fixed 0.12500000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-2 N/A 02008QAC4 275000.00000000 PA USD 279193.26000000 0.005737761974 Long ABS-CBDO CORP US N 2 2024-01-16 Fixed 2.23000000 N N N N N N Ginnie Mae II Pool N/A 36225FC98 23745.01000000 PA USD 25054.34000000 0.000514897241 Long ABS-MBS USGA US N 2 2041-04-20 Floating 2.87500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CD4 594000.00000000 PA USD 641466.54000000 0.013182919676 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DQ0 500000.00000000 PA USD 504865.50000000 0.010375601717 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31418DTP7 1544932.02000000 PA USD 1561288.06000000 0.032086373651 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 1.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DT6 100000.00000000 PA USD 109431.30000000 0.002248946668 Long DBT CORP US N 2 2024-01-15 Fixed 3.55000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BH1 135000.00000000 PA USD 180344.48000000 0.003706298997 Long DBT CORP US N 2 2048-03-15 Fixed 4.80000000 N N N N N N nVent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 100000.00000000 PA USD 108519.50000000 0.002230208066 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 31335HYQ0 6578.24000000 PA USD 7292.17000000 0.000149862986 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XJU9 25876.12000000 PA USD 29337.14000000 0.000602914004 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AF8 200000.00000000 PA USD 220669.60000000 0.004535029390 Long DBT CORP US N 2 2026-08-15 Fixed 3.40000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387AL2 100000.00000000 PA USD 112215.30000000 0.002306161263 Long DBT CORP US N 2 2024-10-15 Fixed 4.37500000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950VLH7 200000.00000000 PA USD 206530.00000000 0.004244443367 Long DBT CORP N/A N 2 2022-10-24 Fixed 2.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAN5 200000.00000000 PA USD 255363.60000000 0.005248033400 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AP3 75000.00000000 PA USD 81053.70000000 0.001665752381 Long DBT CORP US N 2 2029-11-04 Fixed 2.95000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAS8 250000.00000000 PA USD 264072.00000000 0.005427001640 Long DBT CORP JP N 2 2030-07-16 Fixed 2.67900000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAC5 34547.41000000 PA USD 36102.04000000 0.000741940949 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.65300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V23 2267000.00000000 PA USD 2407979.06000000 0.049486906256 Long DBT UST US N 2 2023-12-31 Fixed 2.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C18 N/A 46641JAW6 127000.00000000 PA USD 139461.24000000 0.002866098557 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 4.07930000 N N N N N N Freddie Mac Pool N/A 3132DVKV6 567840.34000000 PA USD 620774.53000000 0.012757673637 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Adventist Health System/West 5493008YM33UCY5QPW83 007944AG6 100000.00000000 PA USD 110671.40000000 0.002274432235 Long DBT CORP US N 2 2049-03-01 Fixed 3.63000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBM1 375000.00000000 PA USD 399656.25000000 0.008213423325 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N Fannie Mae Pool N/A 3140X7LS6 96514.57000000 PA USD 102608.34000000 0.002108726519 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CV7 300000.00000000 PA USD 332285.70000000 0.006828876363 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EV1 175000.00000000 PA USD 229041.23000000 0.004707076596 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MELS8 104092.42000000 PA USD 108666.89000000 0.002233237110 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140KELG1 399164.52000000 PA USD 414716.77000000 0.008522935378 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 700000.00000000 PA USD 999104.40000000 0.020532813845 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEF7 100000.00000000 PA USD 151290.80000000 0.003109210441 Long DBT CORP US N 2 2038-03-01 Fixed 6.30000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BM5 25000.00000000 PA USD 25488.93000000 0.000523828595 Long DBT CORP US N 2 2021-12-15 Fixed 3.15000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAT4 75000.00000000 PA USD 80270.25000000 0.001649651528 Long DBT CORP US N 2 2025-01-15 Fixed 2.65000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BC5 100000.00000000 PA USD 132774.20000000 0.002728671730 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YS3 8091000.00000000 PA USD 8740808.44000000 0.179634273014 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AL4 225000.00000000 PA USD 284195.25000000 0.005840558968 Long DBT CORP US N 2 2042-09-01 Fixed 4.80000000 N N N N N N CGMS Commercial Mortgage Trust 2017-B1 N/A 17326CBB9 50000.00000000 PA USD 56059.50000000 0.001152091090 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.71100000 N N N N N N Fannie Mae Pool N/A 31417YY84 89217.95000000 PA USD 100441.32000000 0.002064191615 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Korea International Bond N/A 50064FAK0 200000.00000000 PA USD 218487.60000000 0.004490186629 Long DBT NUSS KR N 2 2023-09-11 Fixed 3.87500000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBB4 200000.00000000 PA USD 214935.20000000 0.004417180477 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBJ9 75000.00000000 PA USD 102572.40000000 0.002107987908 Long DBT CORP US N 2 2048-09-15 Fixed 4.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHC7 125000.00000000 PA USD 128861.75000000 0.002648266111 Long DBT CORP US N 2 2022-03-15 Fixed 3.00000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C4 N/A 07335CAG9 25000.00000000 PA USD 27770.00000000 0.000570707366 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.17100000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAJ4 275000.00000000 PA USD 284845.28000000 0.005853917877 Long DBT CORP US N 2 2022-08-15 Fixed 3.05000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBD5 50000.00000000 PA USD 61042.00000000 0.001254487541 Long DBT CORP US N 2 2047-09-30 Fixed 3.80000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JC8 400000.00000000 PA USD 395667.20000000 0.008131443483 Long DBT CORP N/A N 2 2030-05-14 Fixed 0.87500000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BG1 250000.00000000 PA USD 271203.00000000 0.005573552386 Long DBT CORP US N 2 2024-03-07 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138EJJ82 6526.20000000 PA USD 6863.20000000 0.000141047129 Long ABS-MBS USGSE US N 2 2042-05-01 Floating 3.51200000 N N N N N N Ginnie Mae II Pool N/A 36179UMM1 468326.67000000 PA USD 504315.23000000 0.010364292997 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7AX4 61312.95000000 PA USD 70466.75000000 0.001448177647 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEP0 1200000.00000000 PA USD 1256083.20000000 0.025814041575 Long DBT USGSE US N 2 2025-02-12 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 3138WGZD9 125045.92000000 PA USD 136451.11000000 0.002804236715 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387GAQ5 1215.53000000 PA USD 1445.00000000 0.000029696512 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAP7 200000.00000000 PA USD 212529.20000000 0.004367734243 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CN9 50000.00000000 PA USD 67231.30000000 0.001381685204 Long DBT CORP US N 2 2040-07-15 Fixed 5.40000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 750000.00000000 PA USD 1042470.75000000 0.021424045224 Long DBT CORP GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 750000.00000000 PA USD 804107.25000000 0.016525384610 Long DBT CORP US N 2 2024-04-24 Variable 3.73700000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBD1 275000.00000000 PA USD 340052.90000000 0.006988501795 Long DBT CORP GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36200MV83 23613.19000000 PA USD 26788.78000000 0.000550542098 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AP0 100000.00000000 PA USD 117541.20000000 0.002415615003 Long DBT CORP US N 2 2028-05-01 Fixed 3.95000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 325000.00000000 PA USD 408679.38000000 0.008398859650 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BF6 100000.00000000 PA USD 112705.60000000 0.002316237526 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31403DGU7 10771.05000000 PA USD 12284.22000000 0.000252455701 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAES4 2000000.00000000 PA USD 2004074.00000000 0.041186164704 Long DBT USGSE US N 2 2023-06-26 Fixed 0.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283H5J0 38786.10000000 PA USD 44325.56000000 0.000910944313 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 709235T88 100000.00000000 PA USD 103375.00000000 0.002124482317 Long DBT MUN US N 2 2050-09-01 Fixed 2.84000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAQ7 400000.00000000 PA USD 514077.60000000 0.010564921606 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AX6 250000.00000000 PA USD 234190.00000000 0.004812890098 Long DBT CORP GB N 2 2050-08-06 Fixed 2.12500000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBD4 100174.51000000 PA USD 105423.65000000 0.002166584573 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.38700000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABE2 25000.00000000 PA USD 32812.48000000 0.000674336479 Long DBT CORP US N 2 2045-06-01 Fixed 4.50000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EM8 100000.00000000 PA USD 107729.60000000 0.002213974658 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582PWK2 65000.00000000 PA USD 67315.95000000 0.001383424865 Long DBT MUN US N 2 2021-12-01 Fixed 4.20000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NL5 775000.00000000 PA USD 829142.28000000 0.017039885007 Long DBT CORP US N 2 2024-02-07 Fixed 2.95000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CJ1 225000.00000000 PA USD 316150.20000000 0.006497272160 Long DBT CORP US N 2 2048-04-17 Fixed 4.70000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAE8 50000.00000000 PA USD 58137.45000000 0.001194795497 Long DBT CORP CA N 2 2026-12-15 Fixed 4.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BP3 179000.00000000 PA USD 187348.92000000 0.003850248781 Long DBT CORP US N 2 2030-06-15 Fixed 1.85000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CB4 125000.00000000 PA USD 185039.75000000 0.003802792521 Long DBT CORP US N 2 2038-01-15 Fixed 6.05000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BM0 26000.00000000 PA USD 32407.44000000 0.000666012413 Long DBT CORP US N 2 2044-05-15 Fixed 4.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FX4 100000.00000000 PA USD 151649.80000000 0.003116588329 Long DBT CORP US N 2 2042-01-30 Fixed 5.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RF0 600000.00000000 PA USD 846996.00000000 0.017406800726 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N JobsOhio Beverage System N/A 47770VAZ3 100000.00000000 PA USD 128169.00000000 0.002634029254 Long DBT MUN US N 2 2035-01-01 Fixed 4.53200000 N N N N N N Fannie Mae Pool N/A 31374KXK9 201.28000000 PA USD 223.47000000 0.000004592581 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AL2 500000.00000000 PA USD 543106.00000000 0.011161490627 Long DBT NUSS JP N 2 2024-05-29 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31385XP68 6589.10000000 PA USD 7778.50000000 0.000159857661 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Fannie Mae-Aces N/A 3136B1K86 100000.00000000 PA USD 113572.00000000 0.002334043103 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.14970000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAL7 125000.00000000 PA USD 137996.88000000 0.002836004173 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNV4 621.41000000 PA USD 690.17000000 0.000014183835 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.50000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-4 N/A 14315WAD2 180000.00000000 PA USD 184882.66000000 0.003799564130 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 2.02000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BM5 150000.00000000 PA USD 186721.80000000 0.003837360700 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBB1 125000.00000000 PA USD 148007.88000000 0.003041742432 Long DBT CORP US N 2 2045-02-01 Fixed 4.10000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AV4 175000.00000000 PA USD 271874.58000000 0.005587354174 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAB9 235000.00000000 PA USD 321306.81000000 0.006603246784 Long DBT CORP US N 2 2042-04-01 Fixed 4.87500000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAF4 500000.00000000 PA USD 477402.00000000 0.009811193300 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBA1 100000.00000000 PA USD 107531.90000000 0.002209911682 Long DBT CORP US N 2 2030-02-01 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 313615NL6 104.00000000 PA USD 111.00000000 0.000002281185 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.00000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148RZ8 441000.00000000 PA USD 454733.18000000 0.009345321404 Long DBT NUSS CA N 2 2025-02-11 Fixed 1.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MEL0 71375.91000000 PA USD 75194.57000000 0.001545340114 Long ABS-MBS USGA US N 2 2027-06-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WQAY8 830535.26000000 PA USD 887030.59000000 0.018229560374 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434CAD7 150000.00000000 PA USD 164135.40000000 0.003373182636 Long DBT CORP US N 2 2024-06-23 Fixed 3.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDB2 200000.00000000 PA USD 259236.60000000 0.005327628273 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJY52 1000000.00000000 PA USD 999679.00000000 0.020544622576 Long DBT USGSE US N 2 2022-08-12 Fixed 0.12500000 N N N N N N Ginnie Mae I Pool N/A 36205K6K3 346.22000000 PA USD 390.40000000 0.000008023196 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418DMJ8 1124417.48000000 PA USD 1180131.47000000 0.024253140899 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BG6 150000.00000000 PA USD 160969.50000000 0.003308119530 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179N2M9 31623.88000000 PA USD 35898.95000000 0.000737767201 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418AMX3 70488.47000000 PA USD 76642.18000000 0.001575090265 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100AC0 60000.00000000 PA USD 70539.60000000 0.001449674804 Long DBT MUN US N 2 2026-05-01 Fixed 5.70000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AA4 100000.00000000 PA USD 157957.30000000 0.003246215146 Long DBT CORP US N 2 2111-10-01 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 36179QYS4 345457.51000000 PA USD 369614.39000000 0.007596026465 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.50000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964CAC0 100000.00000000 PA USD 108942.00000000 0.002238890956 Long DBT CORP US N 2 2023-09-21 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371EYY5 110.22000000 PA USD 120.45000000 0.000002475394 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GST4 296.27000000 PA USD 336.15000000 0.000006908292 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 350000.00000000 PA USD 396854.85000000 0.008155851139 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N GS Mortgage Securities Trust 2016-GS4 N/A 36251XAR8 75000.00000000 PA USD 84253.50000000 0.001731512173 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.44200000 N N N N N N Ginnie Mae II Pool N/A 36179SEG8 1456967.65000000 PA USD 1551591.87000000 0.031887105122 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CEE0 995550.36000000 PA USD 1061981.25000000 0.021825009792 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31412TXK4 1193.67000000 PA USD 1394.89000000 0.000028666690 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140J9UY5 301966.47000000 PA USD 341547.15000000 0.007019210455 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC20 549300W6NRTMFPYUPG47 94989EAE7 276000.00000000 PA USD 301938.48000000 0.006205203983 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.18400000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 550000.00000000 PA USD 731687.00000000 0.015037060155 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAD6 130000.00000000 PA USD 147070.17000000 0.003022471348 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Republic of Italy Government International Bond N/A 465410AH1 590000.00000000 PA USD 684476.70000000 0.014066830916 Long DBT NUSS IT N 2 2023-09-27 Fixed 6.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128KAEU1 3966.40000000 PA USD 4465.82000000 0.000091778047 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FQ1 275000.00000000 PA USD 330769.73000000 0.006797721331 Long DBT CORP US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKJ80 275299.41000000 PA USD 312948.89000000 0.006431481336 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAB2 25000.00000000 PA USD 28888.18000000 0.000593687328 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N UBS Commercial Mortgage Trust 2018-C13 N/A 90353KAY5 75000.00000000 PA USD 90154.50000000 0.001852784920 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.33440000 N N N N N N Fannie Mae Pool N/A 3140E6KQ4 81379.17000000 PA USD 86689.47000000 0.001781574327 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAH8 375000.00000000 PA USD 454154.63000000 0.009333431496 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BJ2 200000.00000000 PA USD 214100.00000000 0.004400016098 Long DBT CORP JP N 2 2024-07-18 Fixed 2.80100000 N N N N N N American University/The 549300ZMGVN6I2E7LS27 030360AD3 75000.00000000 PA USD 83380.05000000 0.001713561710 Long DBT CORP US N 2 2049-04-01 Fixed 3.67200000 N N N N N N Fannie Mae Pool N/A 31377JFB9 118.98000000 PA USD 127.49000000 0.000002620074 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DJ2 100000.00000000 PA USD 100342.40000000 0.002062158689 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N Trane Technologies Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AB4 375000.00000000 PA USD 414303.00000000 0.008514431899 Long DBT CORP LU N 2 2024-11-01 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3E8 1282457.06000000 PA USD 1361352.66000000 0.027977457356 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBA7 140000.00000000 PA USD 166230.82000000 0.003416246072 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAG7 450000.00000000 PA USD 469723.05000000 0.009653381513 Long DBT CORP NO N 2 2023-01-17 Fixed 2.45000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAA4 175000.00000000 PA USD 194711.13000000 0.004001551175 Long DBT CORP NL N 2 2023-12-01 Fixed 4.62500000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAB8 50000.00000000 PA USD 65055.00000000 0.001336959585 Long DBT CORP US N 2 2039-11-30 Fixed 5.75000000 N N N N N N BANK 2019-BNK24 N/A 06540VBE4 75000.00000000 PA USD 84374.25000000 0.001733993733 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.28300000 N N N N N N Fannie Mae Pool N/A 3138ERHF0 80182.57000000 PA USD 86811.98000000 0.001784092057 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DD6 100000.00000000 PA USD 108487.50000000 0.002229550427 Long DBT CORP US N 2 2024-09-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3140HJHS3 215688.26000000 PA USD 230975.12000000 0.004746820394 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 300000.00000000 PA USD 329026.20000000 0.006761889663 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAA1 125000.00000000 PA USD 136895.63000000 0.002813372143 Long DBT CORP US N 2 2025-02-01 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4C1 441911.06000000 PA USD 479323.96000000 0.009850691922 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAJ4 200000.00000000 PA USD 212750.00000000 0.004372271952 Long DBT CORP KY Y 2 2026-01-08 Fixed 3.80000000 N N N N N N Uruguay Government International Bond N/A 760942BD3 500000.00000000 PA USD 694375.00000000 0.014270253052 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AZ5 765000.00000000 PA USD 844808.63000000 0.017361847605 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAH9 100000.00000000 PA USD 110744.40000000 0.002275932474 Long DBT CORP US N 2 2026-09-15 Fixed 2.87500000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AG6 100000.00000000 PA USD 125625.00000000 0.002581746951 Long DBT CORP CA N 2 2035-02-01 Fixed 5.85000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBW4 300000.00000000 PA USD 346630.80000000 0.007123685662 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Fannie Mae-Aces N/A 3136AKQT3 231802.98000000 PA USD 247621.22000000 0.005088918049 Long ABS-MBS USGSE US N 2 2024-06-25 Variable 3.34130000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 N/A 61690GAJ0 99594.98000000 PA USD 107485.89000000 0.002208966120 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.02870000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AU1 200000.00000000 PA USD 221652.20000000 0.004555223018 Long DBT CORP LU N 2 2027-08-15 Fixed 3.12500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVM3 475000.00000000 PA USD 522060.63000000 0.010728982608 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FKN5 250242.46000000 PA USD 275943.44000000 0.005670974209 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371NLU7 7897.64000000 PA USD 9556.33000000 0.000196394235 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31409USL0 3688.76000000 PA USD 3798.67000000 0.000078067301 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 3.62300000 N N N N N N Interstate Power and Light Co EF9UQIIO4KY2BWOK3P26 461070AN4 75000.00000000 PA USD 86084.85000000 0.001769148649 Long DBT CORP US N 2 2046-09-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138M8HU0 418273.86000000 PA USD 436420.46000000 0.008968972675 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418DU83 980759.09000000 PA USD 1027276.20000000 0.021111778691 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140JM5C2 882067.91000000 PA USD 942919.48000000 0.019378145221 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DV7A7 4370062.28000000 PA USD 4605169.01000000 0.094641839241 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AR9 37000.00000000 PA USD 42150.84000000 0.000866251165 Long DBT CORP IE N 2 2026-02-14 Fixed 3.90000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AT5 200000.00000000 PA USD 238250.00000000 0.004896328050 Long DBT CORP GB N 2 2029-01-17 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040610 142000.00000000 PA USD 151629.38000000 0.003116168673 Long ABS-MBS USGSE US N 2 2021-01-14 Fixed 4.00000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BE8 13000.00000000 PA USD 14299.95000000 0.000293881411 Long DBT CORP US N 2 2025-03-09 Fixed 3.35000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAE0 200000.00000000 PA USD 223981.20000000 0.004603086809 Long DBT CORP US N 2 2027-12-15 Fixed 3.33700000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DE0 125000.00000000 PA USD 164599.75000000 0.003382725594 Long DBT CORP US N 2 2043-06-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 312943UG6 74890.10000000 PA USD 82182.25000000 0.001688945460 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RXQ5 11835.04000000 PA USD 13346.10000000 0.000274278630 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31387PQ96 7044.03000000 PA USD 8184.18000000 0.000168194879 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AW9 500000.00000000 PA USD 504070.50000000 0.010359263498 Long DBT CORP US N 2 2031-05-15 Fixed 1.60000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AY1 500000.00000000 PA USD 507081.50000000 0.010421143219 Long DBT CORP US N 2 2032-10-15 Fixed 1.87500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BT8 200000.00000000 PA USD 222894.40000000 0.004580751743 Long DBT CORP US N 2 2027-09-14 Fixed 2.80000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFB9 175000.00000000 PA USD 178812.20000000 0.003674808774 Long DBT CORP US N 2 2022-02-17 Fixed 2.62500000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BQ4 200000.00000000 PA USD 207488.80000000 0.004264147876 Long DBT CORP US N 2 2022-10-15 Fixed 2.55000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134A4AA2 1525000.00000000 PA USD 2358420.13000000 0.048468409807 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BP4 100000.00000000 PA USD 120273.80000000 0.002471773266 Long DBT CORP US N 2 2028-10-01 Fixed 4.65000000 N N N N N N Morgan Stanley Capital I Trust 2016-UB11 N/A 61767FBA8 200000.00000000 PA USD 217530.00000000 0.004470506781 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.78200000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAZ6 425000.00000000 PA USD 443088.43000000 0.009106007590 Long DBT CORP US N 2 2023-03-15 Fixed 3.35000000 N N N N N N Freddie Mac Pool N/A 3133KYUP2 1067852.43000000 PA USD 1109610.37000000 0.022803846293 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F64P9 25000.00000000 PA USD 25750.50000000 0.000529204178 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 1.33600000 N N N N N N Ginnie Mae I Pool N/A 36178WGL7 381981.32000000 PA USD 396198.47000000 0.008142361729 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VM98 69157.44000000 PA USD 72882.72000000 0.001497828777 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 3.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVA4 375000.00000000 PA USD 383890.13000000 0.007889410332 Long DBT CORP US N 2 2022-06-13 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31418AAM0 21167.70000000 PA USD 22207.07000000 0.000456382370 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8B60 93054.47000000 PA USD 102136.40000000 0.002099027577 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Israel Government AID Bond N/A 46513EGV8 50000.00000000 PA USD 57541.15000000 0.001182540804 Long DBT NUSS IL N 2 2023-12-04 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFU8 475000.00000000 PA USD 552934.68000000 0.011363481987 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-P4 N/A 29429EAC5 150000.00000000 PA USD 159829.50000000 0.003284691139 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.64600000 N N N N N N Ginnie Mae II Pool N/A 36179UV90 55288.11000000 PA USD 58968.90000000 0.001211882808 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDB2 75000.00000000 PA USD 80796.98000000 0.001660476472 Long DBT CORP US N 2 2024-08-15 Variable 3.07100000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVS0 150000.00000000 PA USD 208208.85000000 0.004278945781 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31371KTD3 18257.96000000 PA USD 21616.75000000 0.000444250574 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAH8 100000.00000000 PA USD 108743.20000000 0.002234805374 Long DBT CORP US N 2 2027-03-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MFNW4 371231.33000000 PA USD 396213.01000000 0.008142660544 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NBA5 905925.54000000 PA USD 967124.07000000 0.019875579063 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CMG6 1176165.24000000 PA USD 1270025.46000000 0.026100572021 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AE95 270946.41000000 PA USD 290192.76000000 0.005963815113 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 250000.00000000 PA USD 275755.75000000 0.005667116951 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CG3 325000.00000000 PA USD 349575.53000000 0.007184203455 Long DBT CORP US N 2 2024-02-09 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKZZ2 275000.00000000 PA USD 327948.50000000 0.006739741614 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 N/A 61690GAF8 100000.00000000 PA USD 108145.00000000 0.002222511634 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 4.06400000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AZ5 250000.00000000 PA USD 294414.25000000 0.006050571880 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AN9 50000.00000000 PA USD 61389.30000000 0.001261624980 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 3140J9ME8 111825.48000000 PA USD 123388.35000000 0.002535781066 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC18 N/A 36252RAM1 200000.00000000 PA USD 216974.00000000 0.004459080303 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.07400000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 80000.00000000 PA USD 86975.36000000 0.001787449716 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAA0 200000.00000000 PA USD 205199.60000000 0.004217102024 Long DBT CORP US N 2 2025-08-05 Fixed 1.20000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BR4 100000.00000000 PA USD 149622.00000000 0.003074914566 Long DBT CORP US N 2 2032-03-15 Fixed 7.37500000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RAX8 25665.81000000 PA USD 25774.38000000 0.000529694941 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 2.92800000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AR6 175000.00000000 PA USD 194726.53000000 0.004001867663 Long DBT CORP US N 2 2026-07-27 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31386NVS4 500.85000000 PA USD 518.89000000 0.000010663822 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBB9 400000.00000000 PA USD 445513.60000000 0.009155847791 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N Alleghany Corp 549300DCJE6AYX159479 017175AD2 100000.00000000 PA USD 128845.10000000 0.002647923933 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBV1 320000.00000000 PA USD 339192.64000000 0.006970822403 Long DBT CORP JP N 2 2025-01-15 Fixed 2.34800000 N N N N N N Office Properties Income Trust N/A 81618TAD2 100000.00000000 PA USD 101751.80000000 0.002091123578 Long DBT CORP US N 2 2022-02-01 Fixed 4.15000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AA9 130000.00000000 PA USD 227301.88000000 0.004671330832 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 N/A 61690VAW8 72449.41000000 PA USD 76820.28000000 0.001578750437 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.32300000 N N N N N N Freddie Mac Pool N/A 3132CWMJ0 415792.88000000 PA USD 441540.40000000 0.009074193686 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Bell Canada 549300O5ZKB2MUUSKB97 0778FPAB5 100000.00000000 PA USD 129875.00000000 0.002669089634 Long DBT CORP CA N 2 2049-07-29 Fixed 4.30000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AU4 200000.00000000 PA USD 213250.00000000 0.004382547562 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCD6 200000.00000000 PA USD 215854.20000000 0.004436067048 Long DBT CORP US N 2 2024-11-07 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EGS96 239202.18000000 PA USD 268862.20000000 0.005525446092 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BU9 100000.00000000 PA USD 111840.50000000 0.002298458666 Long DBT CORP US N 2 2029-08-15 Fixed 2.70000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AR1 425000.00000000 PA USD 446505.43000000 0.009176231107 Long DBT CORP N/A N 2 2023-02-13 Fixed 2.62500000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AX5 100000.00000000 PA USD 107873.10000000 0.002216923758 Long DBT CORP US N 2 2024-11-15 Fixed 3.80000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264AAW5 400000.00000000 PA USD 485566.40000000 0.009978981676 Long DBT CORP US Y 2 2040-04-15 Fixed 4.37500000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBC0 70000.00000000 PA USD 77303.10000000 0.001588672977 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAB3 75000.00000000 PA USD 97340.25000000 0.002000460845 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CR1 500000.00000000 PA USD 559923.00000000 0.011507100486 Long DBT CORP US N 2 2030-03-15 Fixed 2.95000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAC8 180000.00000000 PA USD 186392.52000000 0.003830593595 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36179SYT8 710646.18000000 PA USD 762035.49000000 0.015660758635 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DP0 500000.00000000 PA USD 500871.50000000 0.010293520146 Long DBT CORP US N 2 2027-11-13 Fixed 1.12500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EZ2 200000.00000000 PA USD 212052.40000000 0.004357935421 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BQ0 75000.00000000 PA USD 97170.68000000 0.001996975975 Long DBT CORP US N 2 2045-06-15 Fixed 4.45000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBR4 830000.00000000 PA USD 934202.35000000 0.019198997569 Long DBT CORP US N 2 2023-09-15 Fixed 5.15000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAE0 225000.00000000 PA USD 268167.83000000 0.005511175941 Long DBT CORP US N 2 2028-11-06 Fixed 4.23400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XR6 5115000.00000000 PA USD 5231685.94000000 0.107517526201 Long DBT UST US N 2 2022-05-31 Fixed 1.75000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BJ0 450000.00000000 PA USD 648768.60000000 0.013332985914 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXE5 261773.34000000 PA USD 280687.14000000 0.005768463029 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 N/A 46645UAX5 75000.00000000 PA USD 83770.50000000 0.001721585934 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.87030000 N N N N N N Ginnie Mae II Pool N/A 36179UPB2 1411170.76000000 PA USD 1527222.62000000 0.031386287316 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 200000.00000000 PA USD 232214.80000000 0.004772297330 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N Freddie Mac Pool N/A 3132DV5S0 118944.15000000 PA USD 125937.80000000 0.002588175373 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JC1 600000.00000000 PA USD 616525.80000000 0.012670357054 Long DBT CORP N/A N 2 2023-05-15 Fixed 1.37500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BZ4 225000.00000000 PA USD 246134.25000000 0.005058359002 Long DBT CORP US N 2 2029-10-01 Fixed 2.60000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAC9 100000.00000000 PA USD 135453.90000000 0.002783742833 Long DBT CORP US N 2 2033-07-15 Fixed 5.75000000 N N N N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255AU8 300000.00000000 PA USD 325500.00000000 0.006689421953 Long DBT CORP US N 2 2025-07-17 Fixed 4.25000000 N N N N N N NISSAN AUTO LEASE TRUST NALT_20-A N/A 65479NAE4 25000.00000000 PA USD 25542.35000000 0.000524926441 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 1.88000000 N N N N N N Fannie Mae Pool N/A 31417Y2J5 112480.89000000 PA USD 125150.70000000 0.002571999508 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAJ3 200000.00000000 PA USD 216279.40000000 0.004444805426 Long DBT CORP US N 2 2023-07-26 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31410GJS3 37372.52000000 PA USD 44112.32000000 0.000906561971 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BQ6 175000.00000000 PA USD 193935.70000000 0.003985615143 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BD9 200000.00000000 PA USD 213853.60000000 0.004394952278 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N Georgetown University/The 549300GCL3B0KVXSX752 37310PAB7 59000.00000000 PA USD 85186.68000000 0.001750690160 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N Ginnie Mae II Pool N/A 36179VHT0 656208.85000000 PA USD 694945.25000000 0.014281972385 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AP8 65000.00000000 PA USD 70121.61000000 0.001441084600 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N PulteGroup Inc N/A 745867AW1 200000.00000000 PA USD 237750.00000000 0.004886052440 Long DBT CORP US N 2 2026-03-01 Fixed 5.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBM0 280000.00000000 PA USD 365470.84000000 0.007510871460 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 3138ELEG4 26015.61000000 PA USD 26352.27000000 0.000541571285 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 2.61000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAP4 150000.00000000 PA USD 147173.25000000 0.003024589767 Long DBT CORP US N 2 2030-09-15 Fixed 1.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4J6 123996.56000000 PA USD 132695.03000000 0.002727044690 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31376PDF9 51.83000000 PA USD 53.56000000 0.000001100723 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 7.50000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAB5 55000.00000000 PA USD 56788.88000000 0.001167080739 Long DBT CORP US N 2 2022-09-15 Fixed 2.37000000 N N N N N N Fannie Mae Pool N/A 31368HNM1 220087.12000000 PA USD 244110.58000000 0.005016770116 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BZ1 300000.00000000 PA USD 393000.00000000 0.008076629270 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BBBC3 34084.00000000 PA USD 34850.21000000 0.000716214315 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.60400000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BY9 100000.00000000 PA USD 113226.10000000 0.002326934436 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AS6 225000.00000000 PA USD 249216.75000000 0.005121708136 Long DBT CORP US N 2 2025-07-30 Fixed 3.10000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BM1 100000.00000000 PA USD 137084.90000000 0.002817261872 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZF0 5294029.47000000 PA USD 5599427.21000000 0.115075057767 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132ACYN4 732549.47000000 PA USD 775303.77000000 0.015933437970 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N DBJPM 20-C9 Mortgage Trust N/A 233063AT3 50000.00000000 PA USD 51550.50000000 0.001059425641 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.92600000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HS3 375000.00000000 PA USD 525902.25000000 0.010807932584 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBM9 250000.00000000 PA USD 274334.00000000 0.005637898255 Long DBT CORP US N 2 2025-03-01 Fixed 3.00000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BQ2 100000.00000000 PA USD 128066.60000000 0.002631924809 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354PAD7 50000.00000000 PA USD 52918.50000000 0.001087539710 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAS8 602000.00000000 PA USD 783552.36000000 0.016102956554 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BN7 100000.00000000 PA USD 130401.30000000 0.002679905741 Long DBT CORP US N 2 2025-12-01 Fixed 7.37500000 N N N N N N Ginnie Mae II Pool N/A 36179U4B5 322856.52000000 PA USD 339884.84000000 0.006985047957 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N BMW VEHICLE OWNER TRUST BMWOT_20-A N/A 09661RAD3 25000.00000000 PA USD 25113.07000000 0.000516104214 Long ABS-CBDO CORP US N 2 2024-10-25 Fixed 0.48000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EH2 1000000.00000000 PA USD 1055607.00000000 0.021694011181 Long DBT CORP N/A N 2 2023-03-17 Fixed 2.75000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DE4 75000.00000000 PA USD 96020.10000000 0.001973330153 Long DBT CORP US N 2 2035-07-10 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3138WJJV1 102808.44000000 PA USD 114321.54000000 0.002349447064 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AL4 85000.00000000 PA USD 126569.17000000 0.002601150796 Long DBT CORP US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAP1 150000.00000000 PA USD 212071.65000000 0.004358331032 Long DBT CORP US N 2 2038-04-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138XBXV1 132412.09000000 PA USD 145953.50000000 0.002999522417 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GX76 3543.53000000 PA USD 4057.85000000 0.000083393766 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HS89 17801.45000000 PA USD 20579.15000000 0.000422926629 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJY7 575000.00000000 PA USD 641935.75000000 0.013192562514 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BQ5 275000.00000000 PA USD 309532.58000000 0.006361271999 Long DBT CORP US N 2 2046-08-15 Fixed 3.40000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAH4 425000.00000000 PA USD 461500.70000000 0.009484402193 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Primerica Inc 254900621R686KJR7022 74164MAA6 125000.00000000 PA USD 133117.25000000 0.002735721826 Long DBT CORP US N 2 2022-07-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31402RUN7 25448.97000000 PA USD 29779.53000000 0.000612005658 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCK0 325000.00000000 PA USD 363903.15000000 0.007478653518 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AE4 250000.00000000 PA USD 259497.50000000 0.005332990086 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 200000.00000000 PA USD 263124.40000000 0.005407527304 Long DBT CORP GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BJ3 200000.00000000 PA USD 233243.00000000 0.004793428094 Long DBT CORP US N 2 2028-02-16 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31410CRJ3 628.55000000 PA USD 631.37000000 0.000012975423 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAU3 500000.00000000 PA USD 523702.00000000 0.010762714763 Long DBT CORP GB N 2 2023-04-29 Fixed 2.62500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FY4 175000.00000000 PA USD 187637.63000000 0.003856182123 Long DBT CORP US N 2 2023-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7MS2 10490.27000000 PA USD 12121.51000000 0.000249111812 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CY7 100000.00000000 PA USD 143948.40000000 0.002958315167 Long DBT CORP US N 2 2040-10-25 Fixed 5.00000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAB6 450000.00000000 PA USD 494404.20000000 0.010160609244 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GRD8 400000.00000000 PA USD 426212.00000000 0.008759176373 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAM1 175000.00000000 PA USD 179812.50000000 0.003695366159 Long DBT CORP US N 2 2043-01-15 Fixed 4.95000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AK6 162000.00000000 PA USD 220392.41000000 0.004529332797 Long DBT CORP US N 2 2041-10-01 Fixed 4.80000000 N N N N N N Fannie Mae-Aces N/A 3136B4QB7 230000.00000000 PA USD 264339.00000000 0.005432488816 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.14300000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AK9 100000.00000000 PA USD 115244.40000000 0.002368412962 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284R8 6350000.00000000 PA USD 7065366.87000000 0.145201905520 Long DBT UST US N 2 2025-05-31 Fixed 2.87500000 N N N N N N Uruguay Government International Bond N/A 760942BA9 765000.00000000 PA USD 1070043.75000000 0.021990704000 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FA1 185000.00000000 PA USD 254664.06000000 0.005233657000 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N Ginnie Mae I Pool N/A 36225AFH8 1144.24000000 PA USD 1226.73000000 0.000025210797 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N BANK 2017-BNK7 N/A 06541XAF7 75000.00000000 PA USD 85363.50000000 0.001754324027 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.43500000 N N N N N N Fannie Mae Pool N/A 31416B3Y2 31442.81000000 PA USD 34876.46000000 0.000716753785 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Industrial & Commercial Bank of China Ltd/New York NY 5493002ERZU2K9PZDL40 45580KAJ7 250000.00000000 PA USD 258741.25000000 0.005317448227 Long DBT CORP CN N 2 2022-11-08 Fixed 2.95700000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AJ9 50000.00000000 PA USD 61371.60000000 0.001261261223 Long DBT CORP US N 2 2043-07-15 Fixed 5.25000000 N N N N N N Freddie Mac Pool N/A 3132A9Q34 411219.98000000 PA USD 434920.23000000 0.008938141119 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BM9 200000.00000000 PA USD 224400.60000000 0.004611705990 Long DBT NUSS JP N 2 2027-07-21 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYT1 1374443.47000000 PA USD 1453729.20000000 0.029875907908 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C N/A 98163CAD2 50000.00000000 PA USD 50180.95000000 0.001031279719 Long ABS-CBDO CORP US N 2 2025-11-17 Fixed 0.48000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AB2 100000.00000000 PA USD 109182.00000000 0.002243823249 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354PAF2 90000.00000000 PA USD 95618.70000000 0.001965080893 Long DBT CORP US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371KBU4 2395.68000000 PA USD 2863.86000000 0.000058855815 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.50000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 225000.00000000 PA USD 350437.50000000 0.007201917989 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60000000 N N N N N N Fannie Mae Pool N/A 3138EBJZ9 71096.81000000 PA USD 78383.76000000 0.001610881858 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 725000.00000000 PA USD 842386.20000000 0.017312063715 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AH6 100000.00000000 PA USD 112929.50000000 0.002320838944 Long DBT CORP US N 2 2028-01-12 Fixed 3.95000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AX1 50000.00000000 PA USD 58464.90000000 0.001201524993 Long DBT CORP US N 2 2045-03-30 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JL6 350000.00000000 PA USD 389684.75000000 0.008008496840 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N WOLS_20-A N/A 98162HAC4 50000.00000000 PA USD 50979.81000000 0.001047697266 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 1.70000000 N N N N N N IHC Health Services Inc UHH3GVKP4EW0MPCVT846 45174XAA0 100000.00000000 PA USD 129713.70000000 0.002665774723 Long DBT CORP US N 2 2048-05-15 Fixed 4.13100000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 660000.00000000 PA USD 787895.46000000 0.016192212555 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36211ELC0 153.88000000 PA USD 182.76000000 0.000003755940 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Fannie Mae-Aces N/A 3136B35Z9 300000.00000000 PA USD 357594.00000000 0.007348992792 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 3.61000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAC9 500000.00000000 PA USD 554136.00000000 0.011388170578 Long DBT CORP US N 2 2030-06-17 Fixed 3.40000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EB8 365000.00000000 PA USD 565633.57000000 0.011624459663 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AC6 75000.00000000 PA USD 99232.05000000 0.002039339642 Long DBT CORP US N 2 2044-12-01 Fixed 4.64300000 N N N N N N GS Mortgage Securities Trust 2017-GS5 N/A 36252HAH4 50000.00000000 PA USD 56106.00000000 0.001153046722 Long ABS-MBS CORP US N 2 2050-03-10 Variable 3.82600000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAN1 100000.00000000 PA USD 117250.00000000 0.002409630488 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAD0 200000.00000000 PA USD 226493.00000000 0.004654707362 Long DBT CORP N/A Y 2 2030-05-01 Fixed 3.40000000 N N N N N N Indonesia Government International Bond N/A 455780CT1 430000.00000000 PA USD 512794.78000000 0.010538558091 Long DBT NUSS ID N 2 2050-10-15 Fixed 4.20000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 313382AX1 970000.00000000 PA USD 1011795.36000000 0.020793628550 Long DBT USGSE US N 2 2023-03-10 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128M5NB2 52925.34000000 PA USD 61758.72000000 0.001269217011 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAS0 100000.00000000 PA USD 101775.60000000 0.002091612697 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAZ4 500000.00000000 PA USD 569141.00000000 0.011696541627 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAQ5 400000.00000000 PA USD 439996.80000000 0.009042470823 Long DBT CORP KY N 2 2024-11-28 Fixed 3.60000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CP7 500000.00000000 PA USD 501923.50000000 0.010315140029 Long DBT CORP US N 2 2027-09-01 Fixed 0.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYP2 73989.24000000 PA USD 79155.32000000 0.001626738357 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QD3 2742000.00000000 PA USD 4141276.88000000 0.085108290245 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAY9 300000.00000000 PA USD 357853.89000000 0.007354333848 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAK6 100000.00000000 PA USD 131302.10000000 0.002698418280 Long DBT CORP US N 2 2047-03-15 Fixed 4.15000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-3 N/A 14315FAD9 75000.00000000 PA USD 75413.81000000 0.001549845763 Long ABS-CBDO CORP US N 2 2025-03-17 Fixed 0.62000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AH8 200000.00000000 PA USD 265581.40000000 0.005458021651 Long DBT CORP US N 2 2043-07-01 Fixed 5.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SR0 11395000.00000000 PA USD 10809226.35000000 0.222142783537 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N Ginnie Mae II Pool N/A 36179QWD9 381469.11000000 PA USD 406241.33000000 0.008348754750 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 225000.00000000 PA USD 271581.30000000 0.005581326913 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36200NCF6 31619.97000000 PA USD 35454.82000000 0.000728639788 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VXK6 1384.57000000 PA USD 1586.21000000 0.000032598549 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058DY6 1325000.00000000 PA USD 1346260.95000000 0.027667304311 Long DBT CORP N/A N 2 2022-02-10 Fixed 1.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 1000000.00000000 PA USD 1055460.00000000 0.021690990152 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DX7 75000.00000000 PA USD 78793.05000000 0.001619293267 Long DBT CORP US N 2 2024-11-15 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 3140QCVU7 234648.65000000 PA USD 249051.27000000 0.005118307320 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 709235T70 200000.00000000 PA USD 209358.00000000 0.004302562215 Long DBT MUN US N 2 2043-09-01 Fixed 2.79000000 N N N N N N Ginnie Mae II Pool N/A 36202E7G8 38618.49000000 PA USD 42584.87000000 0.000875171011 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust 2018-C14 N/A 90278KBA8 225000.00000000 PA USD 270992.25000000 0.005569221217 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.44800000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BE2 125000.00000000 PA USD 132674.38000000 0.002726620307 Long DBT CORP US N 2 2025-11-01 Variable 2.35400000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BL4 140000.00000000 PA USD 214390.40000000 0.004405984172 Long DBT CORP US N 2 2040-01-15 Fixed 5.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBE0 370000.00000000 PA USD 499223.24000000 0.010259646393 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GT4 500000.00000000 PA USD 565866.50000000 0.011629246659 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AX4 75000.00000000 PA USD 97248.45000000 0.001998574243 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292HD68 817.98000000 PA USD 977.79000000 0.000020094776 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C25 N/A 46643PBJ8 50000.00000000 PA USD 54836.00000000 0.001126946673 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Fannie Mae Pool N/A 31375MU92 1054.09000000 PA USD 1170.25000000 0.000024050064 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQX7 582.91000000 PA USD 663.58000000 0.000013637378 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.00000000 N N N N N N East Bay Municipal Utility District Water System Revenue N/A 271014TU6 85000.00000000 PA USD 127743.95000000 0.002625293958 Long DBT MUN US N 2 2040-06-01 Fixed 5.87400000 N N N N N N Fannie Mae Pool N/A 31418AES3 90133.04000000 PA USD 96372.76000000 0.001980577746 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407H2G0 564.54000000 PA USD 570.91000000 0.000011732896 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NJL5 3995.28000000 PA USD 4353.63000000 0.000089472405 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409GLM6 24016.66000000 PA USD 28279.00000000 0.000581167936 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSZ8 25474.26000000 PA USD 28750.90000000 0.000590866057 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAD1 100000.00000000 PA USD 114118.50000000 0.002345274344 Long DBT CORP US N 2 2029-05-01 Fixed 3.38500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BM5 175000.00000000 PA USD 196199.68000000 0.004032142693 Long DBT CORP JP N 2 2029-07-18 Fixed 3.19500000 N N N N N N Ginnie Mae I Pool N/A 36200MJ61 48246.53000000 PA USD 54705.68000000 0.001124268438 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HV36 29223.73000000 PA USD 33607.22000000 0.000690669355 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417EGS4 66113.25000000 PA USD 70690.40000000 0.001452773928 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WKVH5 296164.96000000 PA USD 323050.99000000 0.006639091810 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2016-GS2 N/A 36252TAR6 75000.00000000 PA USD 81837.75000000 0.001681865565 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.05000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 100000.00000000 PA USD 108990.50000000 0.002239887690 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAY7 100000.00000000 PA USD 106750.00000000 0.002193842683 Long DBT CORP KY Y 2 2031-01-15 Fixed 4.12500000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BE9 300000.00000000 PA USD 382369.80000000 0.007858165696 Long DBT CORP US N 2 2030-03-24 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36208HLF1 316.63000000 PA USD 363.61000000 0.000007472628 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BR5 50000.00000000 PA USD 51254.95000000 0.001053351728 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AQ0 300000.00000000 PA USD 297217.20000000 0.006108175921 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEY6 300000.00000000 PA USD 340674.60000000 0.007001278488 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3129325J1 130202.27000000 PA USD 146986.77000000 0.003020757376 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BY0 50000.00000000 PA USD 50768.10000000 0.001043346367 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AZ6 100000.00000000 PA USD 130573.50000000 0.002683444661 Long DBT CORP US N 2 2034-08-15 Fixed 4.87500000 N N N N N N Ginnie Mae II Pool N/A 36179UV82 880890.97000000 PA USD 941083.57000000 0.019340415031 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Entergy Gulf States Louisiana LLC 8F4SD5Y4YNDDSMHFUP83 29365PAP7 223000.00000000 PA USD 262606.14000000 0.005396876429 Long DBT CORP US N 2 2024-10-01 Fixed 5.59000000 N N N N N N Freddie Mac Gold Pool N/A 31283HXS9 6016.09000000 PA USD 6932.56000000 0.000142472562 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887AR3 75000.00000000 PA USD 101067.45000000 0.002077059351 Long DBT CORP US N 2 2028-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31419BBF1 280525.15000000 PA USD 297922.81000000 0.006122677067 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 450000.00000000 PA USD 521968.95000000 0.010727098472 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAW9 100000.00000000 PA USD 107426.00000000 0.002207735307 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N Fannie Mae Pool N/A 31402CU67 80923.71000000 PA USD 93226.80000000 0.001915924431 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVH9 100000.00000000 PA USD 101001.60000000 0.002075706053 Long DBT CORP US N 2 2023-07-05 Fixed 0.70000000 N N N N N N Duke University FY5ICUIRRDCHN4HHL592 26442TAH0 300000.00000000 PA USD 325416.90000000 0.006687714146 Long DBT CORP US N 2 2055-10-01 Fixed 2.83200000 N N N N N N Ginnie Mae II Pool N/A 36179T7K5 2832817.75000000 PA USD 3024831.80000000 0.062163982326 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HY49 5509.30000000 PA USD 6108.10000000 0.000125528903 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C31 N/A 46644YAU4 107000.00000000 PA USD 120280.84000000 0.002471917946 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1 N/A 43813RAC1 110000.00000000 PA USD 112290.72000000 0.002307711236 Long ABS-CBDO CORP US N 2 2024-04-22 Fixed 1.61000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350AX3 275000.00000000 PA USD 329896.05000000 0.006779766141 Long DBT CORP US N 2 2037-03-15 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3138WKRH0 57613.44000000 PA USD 62211.05000000 0.001278512944 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AJ9 415000.00000000 PA USD 533743.95000000 0.010969089082 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 3140QDVA9 894062.85000000 PA USD 951424.31000000 0.019552929849 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950KCR9 200000.00000000 PA USD 207864.20000000 0.004271862804 Long DBT CORP N/A N 2 2024-10-16 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31418BZP4 541614.93000000 PA USD 576053.95000000 0.011838611180 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BA7 100000.00000000 PA USD 127447.10000000 0.002619193329 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913QAA7 150000.00000000 PA USD 154485.60000000 0.003174867477 Long DBT CORP US N 2 2022-06-06 Fixed 2.40000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBE1 200000.00000000 PA USD 208034.00000000 0.004275352401 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CY7 225000.00000000 PA USD 275564.48000000 0.005663186119 Long DBT CORP US N 2 2028-11-30 Fixed 4.80000000 N N N N N N Los Angeles Unified School District/CA N/A 544646XY3 200000.00000000 PA USD 257894.00000000 0.005300036206 Long DBT MUN US N 2 2029-07-01 Fixed 5.75500000 N N N N N N Interstate Power and Light Co EF9UQIIO4KY2BWOK3P26 461070AS3 100000.00000000 PA USD 105493.10000000 0.002168011855 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31417YJJ7 36933.95000000 PA USD 40920.96000000 0.000840975631 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAV1 100000.00000000 PA USD 123673.90000000 0.002541649467 Long DBT CORP GB N 2 2043-04-29 Fixed 3.87500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 425000.00000000 PA USD 477062.50000000 0.009804216161 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BU6 100000.00000000 PA USD 110856.00000000 0.002278225990 Long DBT CORP US N 2 2026-02-15 Fixed 2.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBK7 312000.00000000 PA USD 356647.82000000 0.007329547639 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAX1 200000.00000000 PA USD 213892.80000000 0.004395757886 Long DBT CORP GB N 2 2024-06-18 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36202E7J2 31195.60000000 PA USD 34564.53000000 0.000710343243 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138XBXZ2 62935.57000000 PA USD 70194.85000000 0.001442589771 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Israel Government International Bond N/A 4651387M1 400000.00000000 PA USD 427020.40000000 0.008775789979 Long DBT NUSS IL N 2 2023-06-30 Fixed 3.15000000 N N N N N N Chicago O'Hare International Airport N/A 167593AN2 125000.00000000 PA USD 188292.50000000 0.003869640501 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAG5 138000.00000000 PA USD 155715.75000000 0.003200148560 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2012-GC8 N/A 17318UAD6 69083.25000000 PA USD 70756.45000000 0.001454131336 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 3.02400000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CK8 100000.00000000 PA USD 112701.60000000 0.002316155321 Long DBT CORP US N 2 2028-01-15 Fixed 2.90000000 N N N N N N Allegion US Holding Co Inc 5493002B66JX7J7SXI33 01748NAE4 175000.00000000 PA USD 191529.80000000 0.003936170964 Long DBT CORP US N 2 2027-10-01 Fixed 3.55000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAT6 400000.00000000 PA USD 474092.40000000 0.009743176984 Long DBT CORP JP N 2 2029-09-11 Variable 4.25400000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AK0 125000.00000000 PA USD 132958.50000000 0.002732459320 Long DBT CORP US N 2 2022-07-01 Fixed 4.90000000 N N N N N N Sales Tax Securitization Corp N/A 79467BAR6 75000.00000000 PA USD 78976.50000000 0.001623063388 Long DBT MUN US N 2 2043-01-01 Fixed 3.58700000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AU2 944000.00000000 PA USD 1077276.75000000 0.022139350970 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FTN6 36343.58000000 PA USD 42207.86000000 0.000867422996 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGZ2 1100000.00000000 PA USD 1113174.70000000 0.022877097621 Long DBT CORP US N 2 2022-05-26 Fixed 1.15000000 N N N N N N Hanover Insurance Group Inc/The JJYR6MFKFF6CF8DBZ078 410867AF2 100000.00000000 PA USD 117085.40000000 0.002406247757 Long DBT CORP US N 2 2026-04-15 Fixed 4.50000000 N N N N N N San Jose Redevelopment Agency Successor Agency N/A 798170AN6 100000.00000000 PA USD 107455.00000000 0.002208331293 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CC1 50000.00000000 PA USD 75692.05000000 0.001555563935 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AV8 250000.00000000 PA USD 324393.75000000 0.006666687166 Long DBT CORP US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAN4 400000.00000000 PA USD 421325.60000000 0.008658754894 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAG9 100000.00000000 PA USD 109552.10000000 0.002251429255 Long DBT CORP US N 2 2033-06-15 Fixed 3.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DY1 206000.00000000 PA USD 225442.90000000 0.004633126526 Long DBT CORP US N 2 2025-01-15 Fixed 3.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJT8 445000.00000000 PA USD 488728.37000000 0.010043964016 Long DBT CORP US N 2 2024-02-01 Fixed 3.87500000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JE1 140000.00000000 PA USD 150339.00000000 0.003089649791 Long DBT MUN US N 2 2049-01-15 Fixed 4.09400000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBP5 150000.00000000 PA USD 190039.50000000 0.003905543481 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3K5 172480.86000000 PA USD 189984.82000000 0.003904419740 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371EVX0 124.20000000 PA USD 135.24000000 0.000002779346 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GY42 2051.13000000 PA USD 2303.65000000 0.000047342816 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAC4 175000.00000000 PA USD 185614.98000000 0.003814614199 Long DBT CORP US Y 2 2027-06-22 Fixed 2.30000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAD3 100000.00000000 PA USD 126512.20000000 0.002599979993 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BC6 250000.00000000 PA USD 408576.00000000 0.008396735065 Long DBT CORP US N 2 2037-08-01 Fixed 6.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TAZ7 75000.00000000 PA USD 84548.25000000 0.001737569645 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 3.83900000 N N N N N N Freddie Mac Gold Pool N/A 3128P8GM7 456107.21000000 PA USD 490748.28000000 0.010085475630 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BL4 300000.00000000 PA USD 317250.00000000 0.006519874392 Long DBT CORP US N 2 2030-03-01 Fixed 2.92000000 N N N N N N Fannie Mae Pool N/A 31418DRR5 934949.01000000 PA USD 978111.49000000 0.020101383943 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31417DKB8 96214.39000000 PA USD 102875.43000000 0.002114215544 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RXD6 1277862.24000000 PA USD 1383554.23000000 0.028433726695 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RXT5 4291.33000000 PA USD 4754.29000000 0.000097706457 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 225000.00000000 PA USD 341203.28000000 0.007012143507 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AB0 100000.00000000 PA USD 129980.50000000 0.002671257788 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AJ3 125000.00000000 PA USD 139460.25000000 0.002866078211 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JR2 50000.00000000 PA USD 53530.15000000 0.001100109863 Long DBT CORP US N 2 2030-03-01 Fixed 2.20000000 N N N N N N Fannie Mae-Aces N/A 3136A0FK8 66944.69000000 PA USD 67420.00000000 0.001385563219 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 3.72600000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DE5 275000.00000000 PA USD 324470.30000000 0.006668260362 Long DBT CORP US N 2 2028-02-20 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31403KJW4 4352.13000000 PA USD 4877.08000000 0.000100229941 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179N2L1 97167.02000000 PA USD 106520.09000000 0.002189117752 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.50000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LBN1 30000.00000000 PA USD 32844.00000000 0.000674984253 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.71500000 N N N N N N Fannie Mae Pool N/A 3138LUB53 238292.24000000 PA USD 259027.43000000 0.005323329575 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Duke Energy Florida Project Finance LLC N/A 26444GAC7 100000.00000000 PA USD 108042.80000000 0.002220411300 Long DBT CORP US N 2 2031-09-01 Fixed 2.53800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y61 3555000.00000000 PA USD 3792740.63000000 0.077945445261 Long DBT UST US N 2 2023-07-31 Fixed 2.75000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BC1 200000.00000000 PA USD 233636.00000000 0.004801504723 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BQ3 50000.00000000 PA USD 57677.55000000 0.001185343991 Long DBT CORP US N 2 2026-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384YP34 6575.95000000 PA USD 7942.22000000 0.000163222306 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LM1 450000.00000000 PA USD 467494.20000000 0.009607575927 Long DBT CORP US N 2 2023-07-24 Variable 2.87600000 N N N N N N Colombia Government International Bond N/A 195325BD6 100000.00000000 PA USD 122746.30000000 0.002522586156 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CC0 73000.00000000 PA USD 91721.29000000 0.001884984365 Long DBT CORP US N 2 2049-05-15 Fixed 4.10000000 N N N N N N Ascension Health N/A 04352EAA3 100000.00000000 PA USD 108940.50000000 0.002238860129 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BQ8 250000.00000000 PA USD 267190.00000000 0.005491080342 Long DBT CORP US N 2 2023-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138LTJD1 67917.75000000 PA USD 73846.72000000 0.001517640153 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371FKW1 250.59000000 PA USD 292.06000000 0.000006002189 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAM4 50000.00000000 PA USD 53995.15000000 0.001109666180 Long DBT CORP US N 2 2024-12-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7JN7 5156.90000000 PA USD 5977.94000000 0.000122853957 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 6.00000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AD0 75000.00000000 PA USD 82222.88000000 0.001689780456 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DX2 260000.00000000 PA USD 261725.62000000 0.005378780670 Long DBT CORP US N 2 2028-04-15 Fixed 1.30000000 N N N N N N Ginnie Mae II Pool N/A 36241KMD7 25882.95000000 PA USD 29019.81000000 0.000596392485 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBK4 150000.00000000 PA USD 155476.35000000 0.003195228598 Long DBT CORP US N 2 2026-04-01 Fixed 1.75000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BF2 250000.00000000 PA USD 329520.50000000 0.006772048131 Long DBT CORP US N 2 2040-09-15 Fixed 6.55000000 N N N N N N Fannie Mae Pool N/A 31417AVT3 439511.51000000 PA USD 480280.29000000 0.009870345669 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568BA7 125000.00000000 PA USD 137959.50000000 0.002835235969 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAJ7 75000.00000000 PA USD 91795.73000000 0.001886514198 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXS4 1347766.06000000 PA USD 1466989.04000000 0.030148413791 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403DA66 25700.35000000 PA USD 30214.05000000 0.000620935574 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417VPC1 133816.97000000 PA USD 150277.49000000 0.003088385685 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAC2 75000.00000000 PA USD 76939.28000000 0.001581196032 Long DBT CORP US N 2 2022-03-15 Fixed 2.75000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBJ8 500000.00000000 PA USD 571160.50000000 0.011738044815 Long DBT CORP GB N 2 2025-05-30 Fixed 4.12500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAE0 625000.00000000 PA USD 693266.25000000 0.014247466888 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAS9 251000.00000000 PA USD 274309.12000000 0.005637386940 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAE6 50000.00000000 PA USD 70823.85000000 0.001455516488 Long DBT CORP US N 2 2045-06-15 Fixed 5.50000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBC2 75000.00000000 PA USD 83620.80000000 0.001718509417 Long DBT CORP US N 2 2028-01-15 Fixed 3.20000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAV9 75000.00000000 PA USD 88675.05000000 0.001822380418 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N Ohio Turnpike & Infrastructure Commission N/A 67760HNB3 75000.00000000 PA USD 76446.00000000 0.001571058527 Long DBT MUN US N 2 2048-02-15 Fixed 3.21600000 N N N N N N Freddie Mac Gold Pool N/A 312941V61 65288.97000000 PA USD 72048.61000000 0.001480686800 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140QBME5 168022.85000000 PA USD 177479.02000000 0.003647410299 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AABG2 500000.00000000 PA USD 507998.00000000 0.010439978412 Long DBT USGSE US N 2 2021-11-29 Fixed 1.87500000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AC2 25000.00000000 PA USD 33203.08000000 0.000682363785 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YBF5 50000.00000000 PA USD 61241.50000000 0.001258587510 Long DBT MUN US N 2 2039-11-15 Fixed 5.87100000 N N N N N N Banc of America Commercial Mortgage Trust 2015-UBS7 N/A 06054AAX7 75000.00000000 PA USD 83500.50000000 0.001716037105 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.70500000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAU6 200000.00000000 PA USD 235473.00000000 0.004839257313 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Interstate Power and Light Co EF9UQIIO4KY2BWOK3P26 461070AG9 50000.00000000 PA USD 72821.50000000 0.001496570632 Long DBT CORP US N 2 2039-07-15 Fixed 6.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GY34 4710.54000000 PA USD 5450.31000000 0.000112010517 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DL1 300000.00000000 PA USD 373760.70000000 0.007681238192 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418AAU2 47080.32000000 PA USD 51749.91000000 0.001063523760 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HZH1 36729.91000000 PA USD 43013.60000000 0.000883981935 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT52 154470.81000000 PA USD 161750.54000000 0.003324170854 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.50000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AG3 200000.00000000 PA USD 225517.00000000 0.004634649372 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Ascension Health N/A 04351LAA8 75000.00000000 PA USD 111587.18000000 0.002293252631 Long DBT CORP US N 2 2053-11-15 Fixed 4.84700000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658CE5 100000.00000000 PA USD 103944.40000000 0.002136184182 Long DBT CORP US N 2 2022-08-15 Fixed 3.30000000 N N N N N N CSAIL 2019-C16 Commercial Mortgage Trust N/A 12596WAC8 275000.00000000 PA USD 312526.50000000 0.006422800706 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.32900000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFX8 500000.00000000 PA USD 514827.50000000 0.010580332966 Long DBT CORP US N 2 2022-04-12 Fixed 2.65000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HK2 250000.00000000 PA USD 322024.00000000 0.006617985914 Long DBT CORP US N 2 2048-03-01 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3132XWEZ0 481462.51000000 PA USD 511081.79000000 0.010503354057 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4X72 150000.00000000 PA USD 176616.00000000 0.003629674186 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 3.65000000 N N N N N N COMM 2014-CCRE20 Mortgage Trust N/A 12592LBJ0 50000.00000000 PA USD 54799.00000000 0.001126186278 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.59000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AN6 75000.00000000 PA USD 103277.48000000 0.002122478162 Long DBT CORP US N 2 2040-11-15 Fixed 4.87500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBK5 650000.00000000 PA USD 777617.75000000 0.015980993081 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292KZ59 11420.21000000 PA USD 12602.57000000 0.000258998182 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAP8 400000.00000000 PA USD 421386.00000000 0.008659996187 Long DBT CORP US N 2 2023-05-02 Fixed 2.95000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAD2 100000.00000000 PA USD 113066.00000000 0.002323644186 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TQP3 1341103.04000000 PA USD 1441373.96000000 0.029621992659 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31419DKP5 4348.96000000 PA USD 4632.88000000 0.000095211333 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 2.20700000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ37 400845.27000000 PA USD 432468.67000000 0.008887758571 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 N/A 07332VBD6 325000.00000000 PA USD 372167.25000000 0.007648490852 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.67400000 N N N N N N State of California N/A 13063DGD4 190000.00000000 PA USD 229656.80000000 0.004719727310 Long DBT MUN US N 2 2033-04-01 Fixed 4.50000000 N N N N N N John Sevier Combined Cycle Generation LLC N/A 478045AA5 65339.05000000 PA USD 82327.66000000 0.001691933813 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AB4 50000.00000000 PA USD 54420.70000000 0.001118411752 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AW4 100000.00000000 PA USD 101377.80000000 0.002083437422 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829AY3 50000.00000000 PA USD 62425.40000000 0.001282918098 Long DBT CORP US N 2 2045-10-01 Fixed 4.85000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2B8 735000.00000000 PA USD 760685.31000000 0.015633010789 Long DBT CORP US N 2 2022-07-22 Fixed 2.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHPH0 94669.80000000 PA USD 106678.66000000 0.002192376559 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.73600000 N N N N N N Fannie Mae Pool N/A 3138EJ6V5 170932.06000000 PA USD 181770.50000000 0.003735605447 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AF8 875000.00000000 PA USD 1221708.25000000 0.025107594432 Long DBT CORP CH N 2 2045-05-15 Fixed 4.87500000 N N N N N N Fannie Mae-Aces N/A 3136B3J50 200000.00000000 PA USD 234178.00000000 0.004812643484 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 3.75220000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515AP9 100000.00000000 PA USD 149588.10000000 0.003074217880 Long DBT CORP US N 2 2041-10-01 Fixed 6.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QL5 3295000.00000000 PA USD 4944559.38000000 0.101616725237 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418AGQ5 374247.26000000 PA USD 397763.27000000 0.008174520277 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 450000.00000000 PA USD 513522.00000000 0.010553503349 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DC2 160000.00000000 PA USD 179442.08000000 0.003687753576 Long DBT CORP US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136AJB54 166751.44000000 PA USD 179167.75000000 0.003682115760 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 3.34580000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AQ6 100000.00000000 PA USD 106895.40000000 0.002196830830 Long DBT CORP US N 2 2027-11-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138WFPX8 84769.27000000 PA USD 92826.74000000 0.001907702710 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 893526DF7 150000.00000000 PA USD 192964.05000000 0.003965646550 Long DBT CORP CA N 2 2034-03-31 Fixed 5.60000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AX0 50000.00000000 PA USD 56232.75000000 0.001155651589 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AN6 100000.00000000 PA USD 111428.80000000 0.002289997729 Long DBT CORP US N 2 2024-07-02 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 313615UQ7 208.85000000 PA USD 223.85000000 0.000004600390 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QBQ43 42149.67000000 PA USD 45121.70000000 0.000927305961 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBE6 200000.00000000 PA USD 202108.60000000 0.004153578205 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N Freddie Mac Pool N/A 3132DV5X9 1846272.70000000 PA USD 1942297.53000000 0.039916582908 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138MRLJ8 363131.98000000 PA USD 397731.27000000 0.008173862638 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718EB1 150000.00000000 PA USD 161190.00000000 0.003312651074 Long DBT CORP US N 2 2023-08-15 Fixed 3.10000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAB0 47000.00000000 PA USD 49058.88000000 0.001008219812 Long DBT CORP US N 2 2025-03-30 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CYM0 673611.25000000 PA USD 723115.01000000 0.014860895307 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFN9 497000.00000000 PA USD 552753.96000000 0.011359767971 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AU9 100000.00000000 PA USD 113670.70000000 0.002336071508 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N COMM 2014-CCRE18 Mortgage Trust N/A 12632QAU7 31572.02000000 PA USD 32786.28000000 0.000673798037 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.45200000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AS4 100000.00000000 PA USD 103906.10000000 0.002135397070 Long DBT CORP US N 2 2023-04-13 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36241LT97 77963.90000000 PA USD 87326.07000000 0.001794657234 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBL9 80000.00000000 PA USD 87482.88000000 0.001797879870 Long DBT CORP US N 2 2025-05-15 Fixed 3.00000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AE7 145000.00000000 PA USD 154654.25000000 0.003178333441 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGG8 100000.00000000 PA USD 132471.70000000 0.002722454986 Long DBT CORP US N 2 2048-01-20 Variable 4.44300000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JE8 500000.00000000 PA USD 501131.00000000 0.010298853188 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAW2 100000.00000000 PA USD 133405.80000000 0.002741651880 Long DBT CORP KY N 2 2057-12-06 Fixed 4.40000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 525000.00000000 PA USD 628419.23000000 0.012914781545 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36179RD89 152553.30000000 PA USD 166092.73000000 0.003413408154 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BF8 125000.00000000 PA USD 163458.00000000 0.003359261239 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAY9 325000.00000000 PA USD 335400.00000000 0.006892879026 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAT7 250000.00000000 PA USD 283974.00000000 0.005836012011 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31417TNB0 9539.71000000 PA USD 10069.84000000 0.000206947492 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAG2 500000.00000000 PA USD 479126.50000000 0.009846633878 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXT71 190945.90000000 PA USD 200376.53000000 0.004117982054 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658CF2 25000.00000000 PA USD 28729.50000000 0.000590426261 Long DBT CORP US N 2 2026-03-01 Fixed 3.87500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CU7 460000.00000000 PA USD 538343.06000000 0.011063606402 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N Ginnie Mae II Pool N/A 36202FSE7 921106.74000000 PA USD 1045785.81000000 0.021492173750 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQLS0 51097.74000000 PA USD 57751.55000000 0.001186864781 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BH7 100000.00000000 PA USD 138210.90000000 0.002840402545 Long DBT CORP CA N 2 2040-04-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31371KML2 8967.52000000 PA USD 10608.57000000 0.000218019050 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 570000.00000000 PA USD 657418.62000000 0.013510754374 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAD2 75000.00000000 PA USD 77417.48000000 0.001591023626 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EN8 175000.00000000 PA USD 179677.58000000 0.003692593389 Long DBT USGA US N 2 2022-08-15 Fixed 1.87500000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AT6 200000.00000000 PA USD 217199.60000000 0.004463716658 Long DBT CORP US N 2 2024-03-01 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G4B7 338000.00000000 PA USD 494622.44000000 0.010165094342 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N Ginnie Mae II Pool N/A 36179RXE4 170432.82000000 PA USD 185560.15000000 0.003813487376 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F2S92 11992.65000000 PA USD 12743.31000000 0.000261890561 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAJ3 125000.00000000 PA USD 129827.75000000 0.002668118589 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FL3 400000.00000000 PA USD 499056.40000000 0.010256217628 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SGK7 291825.30000000 PA USD 310778.27000000 0.006386872448 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAJ0 6080000.00000000 PA USD 6059100.00000000 0.124521894181 Long DBT UST US N 2 2025-08-31 Fixed 0.25000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AJ0 200000.00000000 PA USD 227877.40000000 0.004683158470 Long DBT CORP JP N 2 2027-07-18 Fixed 3.70000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 575000.00000000 PA USD 686278.03000000 0.014103850444 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWZ2 126603.32000000 PA USD 133807.01000000 0.002749897235 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206L6R5 152.00000000 PA USD 166.35000000 0.000003418695 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138EN4H9 133535.21000000 PA USD 148752.08000000 0.003057036649 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EG9 135000.00000000 PA USD 179077.50000000 0.003680261013 Long DBT CORP US N 2 2065-11-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31371J3D4 1778.48000000 PA USD 2102.32000000 0.000043205239 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AL6 125000.00000000 PA USD 133437.50000000 0.002742303354 Long DBT CORP US N 2 2042-09-15 Variable 5.87500000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 336158AK6 100000.00000000 PA USD 102814.50000000 0.002112963359 Long DBT CORP US N 2 2022-06-06 Fixed 2.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EQ2 200000.00000000 PA USD 213031.00000000 0.004378046845 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96300000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAJ1 50000.00000000 PA USD 62681.75000000 0.001288186404 Long DBT CORP US N 2 2043-05-15 Fixed 4.35000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAD0 9000.00000000 PA USD 11844.56000000 0.000243420152 Long DBT CORP US N 2 2034-02-15 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31417Y7H4 146158.90000000 PA USD 154358.44000000 0.003172254184 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGK9 1000000.00000000 PA USD 1031281.00000000 0.021194082215 Long DBT CORP US N 2 2023-04-24 Variable 2.88100000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BY5 705000.00000000 PA USD 791167.92000000 0.016259465599 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AP4 150000.00000000 PA USD 214879.20000000 0.004416029609 Long DBT CORP US N 2 2039-10-15 Fixed 6.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HZ2 720000.00000000 PA USD 734274.72000000 0.015090240957 Long DBT CORP N/A N 2 2022-09-06 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36211DUF5 2084.13000000 PA USD 2470.95000000 0.000050781035 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A N/A 89232HAC9 135000.00000000 PA USD 137654.96000000 0.002828977300 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V98 6372000.00000000 PA USD 7041060.00000000 0.144702369698 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 79625GDG5 100000.00000000 PA USD 105393.00000000 0.002165954678 Long DBT MUN US N 2 2048-02-01 Fixed 2.90500000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AV5 180000.00000000 PA USD 188899.92000000 0.003882123722 Long DBT CORP US N 2 2025-03-11 Fixed 1.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468T9 500000.00000000 PA USD 500647.00000000 0.010288906397 Long DBT CORP US N 2 2023-11-10 Variable 0.56000000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AF3 100000.00000000 PA USD 147949.00000000 0.003040532376 Long DBT CORP US N 2 2039-11-01 Fixed 5.90000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AN8 125000.00000000 PA USD 138697.25000000 0.002850397631 Long DBT CORP US N 2 2025-08-01 Fixed 3.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBD9 100000.00000000 PA USD 105680.70000000 0.002171867264 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AW3 200000.00000000 PA USD 221140.40000000 0.004544704904 Long DBT CORP US N 2 2048-01-15 Fixed 4.25000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CR8 225000.00000000 PA USD 251268.53000000 0.005163874717 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AU9 75000.00000000 PA USD 96924.00000000 0.001991906400 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BJ6 140000.00000000 PA USD 189097.44000000 0.003886182999 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AA2 50000.00000000 PA USD 57430.15000000 0.001180259619 Long DBT CORP US N 2 2028-08-15 Fixed 3.82900000 N N N N N N Ginnie Mae I Pool N/A 36291XXK0 17347.85000000 PA USD 19375.95000000 0.000398199401 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 796253Y30 125000.00000000 PA USD 189076.25000000 0.003885747519 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AM7 75000.00000000 PA USD 80708.48000000 0.001658657689 Long DBT CORP US N 2 2023-12-05 Fixed 3.12500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DX8 980000.00000000 PA USD 999930.26000000 0.020549786275 Long DBT CORP N/A N 2 2022-02-16 Fixed 2.00000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BE0 125000.00000000 PA USD 141070.88000000 0.002899178622 Long DBT CORP CA N 2 2025-12-15 Fixed 3.62500000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DD5 80000.00000000 PA USD 110252.96000000 0.002265832783 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31371EVY8 194.82000000 PA USD 211.70000000 0.000004350693 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417BDP9 701550.53000000 PA USD 773548.98000000 0.015897374895 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YA2 10098000.00000000 PA USD 10322049.38000000 0.212130702683 Long DBT UST US N 2 2022-08-15 Fixed 1.50000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AF7 75000.00000000 PA USD 78617.70000000 0.001615689610 Long DBT CORP US N 2 2022-11-15 Fixed 3.75000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148QR7 475000.00000000 PA USD 710587.18000000 0.014603433122 Long DBT NUSS CA N 2 2029-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WFXD3 160476.05000000 PA USD 175243.12000000 0.003601459828 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WGHD9 176216.61000000 PA USD 189468.42000000 0.003893807091 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687CZ7 200000.00000000 PA USD 221849.00000000 0.004559267498 Long DBT CORP US N 2 2024-09-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 312944P39 428381.91000000 PA USD 470303.02000000 0.009665300603 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GM86 91.51000000 PA USD 101.62000000 0.000002088414 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CG8 75000.00000000 PA USD 76833.90000000 0.001579030345 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31419A4N4 373056.26000000 PA USD 402391.20000000 0.008269629883 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VXY1 1944992.46000000 PA USD 2061578.81000000 0.042367958677 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AN5 100000.00000000 PA USD 149057.80000000 0.003063319568 Long DBT CORP US N 2 2040-12-15 Fixed 6.15000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAU2 400000.00000000 PA USD 570750.80000000 0.011729624980 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N Freddie Mac Gold Pool N/A 31297TD91 62912.81000000 PA USD 71737.66000000 0.001474296398 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C21 5493000F7E2NMQ4HIO61 92939FAU3 75000.00000000 PA USD 82046.25000000 0.001686150494 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.67800000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAV7 200000.00000000 PA USD 252619.40000000 0.005191636743 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AR4 150000.00000000 PA USD 163236.75000000 0.003354714282 Long DBT CORP US N 2 2027-01-15 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 31287UR20 8905.85000000 PA USD 10517.01000000 0.000216137381 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AL1 50000.00000000 PA USD 78911.45000000 0.001621726531 Long DBT CORP US N 2 2040-01-15 Fixed 7.37500000 N N N N N N Fannie Mae Pool N/A 31389YLA7 12365.59000000 PA USD 14613.87000000 0.000300332850 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Mexico Government International Bond N/A 91086QBE7 510000.00000000 PA USD 669278.10000000 0.013754481151 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BH0 250000.00000000 PA USD 271562.50000000 0.005580940550 Long DBT CORP US N 2 2023-05-04 Fixed 4.75000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAC5 500000.00000000 PA USD 530802.50000000 0.010908638698 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BB7 110000.00000000 PA USD 139476.59000000 0.002866414018 Long DBT CORP US N 2 2042-12-01 Fixed 4.62500000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AL5 100000.00000000 PA USD 133500.00000000 0.002743587805 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718DY2 425000.00000000 PA USD 434335.98000000 0.008926134069 Long DBT CORP US N 2 2022-02-06 Fixed 2.30000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AL8 75000.00000000 PA USD 92977.88000000 0.001910808822 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AZ4 100000.00000000 PA USD 104852.80000000 0.002154852909 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AY9 50000.00000000 PA USD 54837.20000000 0.001126971334 Long DBT CORP US N 2 2028-04-15 Fixed 4.00000000 N N N N N N Salt River Project Agricultural Improvement & Power District SHB8HO6GKXJ83RX5OV39 79575DE63 150000.00000000 PA USD 209313.00000000 0.004301637410 Long DBT MUN US N 2 2041-01-01 Fixed 4.83900000 N N N N N N GS Mortgage Securities Trust 2017-GS5 N/A 36252HAD3 150000.00000000 PA USD 170259.00000000 0.003499030083 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N Benchmark 2018-B6 Mortgage Trust N/A 08162CAB6 50000.00000000 PA USD 54026.50000000 0.001110310461 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.20300000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Q5 600000.00000000 PA USD 649983.00000000 0.013357943315 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAR8 100000.00000000 PA USD 103327.90000000 0.002123514355 Long DBT CORP US N 2 2022-09-01 Fixed 2.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 600000.00000000 PA USD 682313.40000000 0.014022372463 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAZ4 50000.00000000 PA USD 57009.00000000 0.001171604473 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.87800000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAK9 50000.00000000 PA USD 54623.20000000 0.001122573373 Long DBT CORP US N 2 2024-03-15 Fixed 3.95000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAU5 200000.00000000 PA USD 207058.00000000 0.004255294410 Long DBT CORP US N 2 2051-01-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 3620ASJT7 15718.89000000 PA USD 16725.52000000 0.000343729833 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 4.00000000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AE7 75000.00000000 PA USD 93414.30000000 0.001919777785 Long DBT CORP US N 2 2048-11-15 Fixed 6.01500000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434LAA3 300000.00000000 PA USD 317567.70000000 0.006526403514 Long DBT CORP US N 2 2025-06-17 Fixed 2.20000000 N N N N N N Ginnie Mae II Pool N/A 36179TUA1 1197851.12000000 PA USD 1280158.47000000 0.026308817734 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AY9 245000.00000000 PA USD 260401.44000000 0.005351567156 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31418DV74 5836000.00000000 PA USD 6066046.37000000 0.124664650555 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Freddie Mac Pool N/A 3132DV7L3 2177704.91000000 PA USD 2297893.75000000 0.047224518885 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RXF1 44678.88000000 PA USD 49853.11000000 0.001024542207 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.50000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAF7 150000.00000000 PA USD 235386.45000000 0.004837478605 Long DBT CORP US N 2 2040-04-30 Fixed 6.40000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAX3 300000.00000000 PA USD 333551.70000000 0.006854894207 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4AH6 91703.85000000 PA USD 103812.36000000 0.002133470599 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAY2 100000.00000000 PA USD 102327.20000000 0.002102948749 Long DBT CORP US N 2 2029-12-15 Fixed 3.37500000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CJ6 200000.00000000 PA USD 235400.00000000 0.004837757074 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 300000.00000000 PA USD 384714.30000000 0.007906348030 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667BA8 100000.00000000 PA USD 102006.70000000 0.002096362083 Long DBT CORP US N 2 2025-06-15 Fixed 1.15000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBH2 50000.00000000 PA USD 55882.15000000 0.001148446331 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058HT3 200000.00000000 PA USD 210088.40000000 0.004317572826 Long DBT CORP N/A N 2 2025-01-15 Fixed 1.62500000 N N N N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255AV6 100000.00000000 PA USD 107250.00000000 0.002204118293 Long DBT CORP US N 2 2045-07-17 Fixed 5.55000000 N N N N N N Fannie Mae Pool N/A 31419HSW3 4372.54000000 PA USD 4649.17000000 0.000095546113 Long ABS-MBS USGSE US N 2 2040-11-01 Floating 2.31500000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKP3 100000.00000000 PA USD 109704.00000000 0.002254550985 Long DBT CORP US N 2 2026-12-01 Fixed 2.90000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_14-A2 N/A 161571GK4 225000.00000000 PA USD 226121.38000000 0.004647070118 Long ABS-CBDO CORP US N 2 2023-03-15 Fixed 2.77000000 N N N N N N Freddie Mac Gold Pool N/A 3128KTKK5 2126.66000000 PA USD 2439.70000000 0.000050138810 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 500000.00000000 PA USD 574591.00000000 0.011808545774 Long DBT CORP US N 2 2027-01-29 Variable 3.96000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BA4 125000.00000000 PA USD 135006.50000000 0.002774548217 Long DBT CORP US N 2 2023-08-01 Fixed 3.70000000 N N N N N N GS Mortgage Securities Trust 2019-GSA1 N/A 36261PAT9 125000.00000000 PA USD 140088.75000000 0.002878994653 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04790000 N N N N N N Benchmark 2018-B8 Mortgage Trust N/A 08162UBA7 50000.00000000 PA USD 60167.00000000 0.001236505224 Long ABS-MBS CORP US N 2 2052-01-15 Variable 4.53240000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B5KW2 400000.00000000 PA USD 429256.00000000 0.008821734285 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 3.45800000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359UAB5 395000.00000000 PA USD 451199.42000000 0.009272698326 Long DBT CORP BM N 2 2029-06-01 Fixed 4.95000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAB6 100000.00000000 PA USD 138067.90000000 0.002837463721 Long DBT CORP GB N 2 2032-11-30 Fixed 6.25000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AP3 200000.00000000 PA USD 230726.40000000 0.004741708894 Long DBT CORP US N 2 2026-01-30 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128E3BS2 1897.12000000 PA USD 1939.00000000 0.000039848814 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBE7 225000.00000000 PA USD 249916.28000000 0.005136084331 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXW8 75000.00000000 PA USD 82787.25000000 0.001701378948 Long DBT MUN US N 2 2034-12-01 Fixed 3.08400000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBA4 160000.00000000 PA USD 179955.04000000 0.003698295530 Long DBT CORP US N 2 2027-12-15 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 3620AL6U3 23413.03000000 PA USD 26005.51000000 0.000534444944 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828M80 20733300.00000000 PA USD 21468685.27000000 0.441207663745 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAU8 225000.00000000 PA USD 238794.75000000 0.004907523326 Long DBT CORP US N 2 2023-02-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31375TWW4 1036.78000000 PA USD 1150.73000000 0.000023648904 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130HCD5 300000.00000000 PA USD 302044.80000000 0.006207388989 Long DBT CORP US Y 2 2026-01-15 Fixed 1.37500000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAU1 325000.00000000 PA USD 355024.80000000 0.007296192599 Long DBT CORP US N 2 2024-02-01 Fixed 3.85000000 N N N N N N Benchmark 2020-B20 Mortgage Trust N/A 08162XBG8 100000.00000000 PA USD 103987.00000000 0.002137059664 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.03410000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLYJ7 100000.00000000 PA USD 116196.00000000 0.002387969503 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 3.47000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167AW3 148000.00000000 PA USD 198972.09000000 0.004089119099 Long DBT CORP N/A N 2 2028-06-16 Fixed 5.82000000 N N N N N N Benchmark 2019-B11 Mortgage Trust N/A 08162BBJ0 75000.00000000 PA USD 86479.50000000 0.001777259188 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78400000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAK5 70000.00000000 PA USD 85416.73000000 0.001755417968 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBP5 140000.00000000 PA USD 154487.90000000 0.003174914745 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 22500.00000000 PA USD 23450.02000000 0.000481926508 Long DBT CORP MX N 2 2025-04-15 Fixed 2.37800000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAW0 1082000.00000000 PA USD 1161702.28000000 0.023874398570 Long DBT CORP US N 2 2023-11-28 Fixed 3.21600000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDR0 500000.00000000 PA USD 644822.00000000 0.013251878471 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3138WTUR5 259697.13000000 PA USD 277362.92000000 0.005700146255 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286R6 10559000.00000000 PA USD 11278331.88000000 0.231783474261 Long DBT UST US N 2 2024-04-30 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36208QRB4 304.81000000 PA USD 341.08000000 0.000007009609 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCM2 767000.00000000 PA USD 793380.97000000 0.016304946475 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFG4 585000.00000000 PA USD 616423.28000000 0.012668250143 Long DBT NUSS CA N 2 2029-10-02 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 313615L46 153.98000000 PA USD 164.00000000 0.000003370400 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C7 N/A 92936TAB8 125000.00000000 PA USD 128341.25000000 0.002637569201 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.43100000 N N N N N N Freddie Mac Gold Pool N/A 31292GW28 768.08000000 PA USD 876.22000000 0.000018007389 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.00000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158AZ9 200000.00000000 PA USD 213517.80000000 0.004388051178 Long DBT CORP US N 2 2040-05-15 Fixed 2.70000000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RBD1 28000.00000000 PA USD 30445.80000000 0.000625698319 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.84120000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAH5 405000.00000000 PA USD 485965.17000000 0.009987176886 Long DBT CORP NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DD6 100000.00000000 PA USD 104628.20000000 0.002150237105 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BU3 100000.00000000 PA USD 112755.20000000 0.002317256866 Long DBT CORP US N 2 2050-06-01 Variable 4.75000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044BT7 50000.00000000 PA USD 70152.85000000 0.001441726620 Long DBT CORP US N 2 2029-06-01 Fixed 7.70000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BG8 100000.00000000 PA USD 107381.30000000 0.002206816668 Long DBT CORP US N 2 2029-09-04 Fixed 2.25000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 03879QAF1 75000.00000000 PA USD 82412.10000000 0.001693669158 Long DBT CORP US N 2 2024-02-06 Fixed 4.60000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAC7 200000.00000000 PA USD 220610.40000000 0.004533812758 Long DBT CORP US N 2 2026-05-04 Fixed 2.80000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAA0 337000.00000000 PA USD 361037.87000000 0.007419768520 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SN9 19291000.00000000 PA USD 17488497.19000000 0.359409944790 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Fannie Mae Pool N/A 31406QQZ3 13454.44000000 PA USD 15212.26000000 0.000312630494 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AJ6 75000.00000000 PA USD 107461.65000000 0.002208467958 Long DBT CORP US N 2 2033-04-15 Fixed 6.37500000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAG0 125000.00000000 PA USD 138965.63000000 0.002855913167 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286U9 221000.00000000 PA USD 227008.44000000 0.004665300282 Long DBT UST US N 2 2022-05-15 Fixed 2.12500000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017AT6 75000.00000000 PA USD 101585.33000000 0.002087702416 Long DBT CORP US N 2 2028-08-01 Fixed 6.70000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-1 N/A 14314AAD1 50000.00000000 PA USD 51098.13000000 0.001050128886 Long ABS-CBDO CORP US N 2 2023-06-15 Fixed 2.64000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044BZ3 100000.00000000 PA USD 146444.10000000 0.003009604846 Long DBT CORP US N 2 2031-04-01 Fixed 7.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AZ5 25000.00000000 PA USD 26219.98000000 0.000538852564 Long DBT CORP US N 2 2023-04-01 Fixed 2.70000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC15 N/A 17321JAF1 75000.00000000 PA USD 81117.75000000 0.001667068687 Long ABS-MBS CORP US N 2 2046-09-10 Variable 4.64900000 N N N N N N Fannie Mae Pool N/A 31402QWA5 26996.93000000 PA USD 31428.16000000 0.000645887015 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Benchmark 2019-B15 Mortgage Trust N/A 08160KAE4 230000.00000000 PA USD 255743.90000000 0.005255849029 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.92800000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AM3 390000.00000000 PA USD 398790.21000000 0.008195625147 Long DBT NUSS CA N 2 2022-01-31 Fixed 2.37500000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BA0 325000.00000000 PA USD 413424.05000000 0.008496368405 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AX2 50000.00000000 PA USD 56662.55000000 0.001164484503 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 837151WM7 50000.00000000 PA USD 52124.50000000 0.001071222041 Long DBT MUN US N 2 2023-12-01 Fixed 2.38800000 N N N N N N Freddie Mac Pool N/A 3132DV5Z4 646677.89000000 PA USD 690972.74000000 0.014200332460 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.00000000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 837151AA7 100000.00000000 PA USD 165837.00000000 0.003408152591 Long DBT MUN US N 2 2050-01-01 Fixed 6.45400000 N N N N N N Fannie Mae Pool N/A 313615TW6 542.08000000 PA USD 581.29000000 0.000011946218 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661AK3 67000.00000000 PA USD 90665.67000000 0.001863290086 Long DBT CORP US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AC1 50000.00000000 PA USD 57947.00000000 0.001190881517 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAB3 150000.00000000 PA USD 170737.20000000 0.003508857677 Long DBT CORP US N 2 2028-02-07 Variable 3.44200000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967BL4 100000.00000000 PA USD 141655.90000000 0.002911201496 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31401N3J6 5928.04000000 PA USD 6649.86000000 0.000136662732 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FE3 100000.00000000 PA USD 121995.70000000 0.002507160410 Long DBT CORP US N 2 2059-08-15 Fixed 3.95000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP5 N/A 46647TAS7 400000.00000000 PA USD 457768.00000000 0.009407690656 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.72320000 N N N N N N Philippine Government International Bond N/A 718286BN6 225000.00000000 PA USD 279562.50000000 0.005745350306 Long DBT NUSS PH N 2 2026-03-30 Fixed 5.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AV2 250000.00000000 PA USD 273579.25000000 0.005622387222 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BD5 474000.00000000 PA USD 630848.97000000 0.012964715665 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AE1 50000.00000000 PA USD 67385.75000000 0.001384859340 Long DBT CORP US N 2 2064-11-01 Fixed 5.26700000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236THA6 200000.00000000 PA USD 205041.80000000 0.004213859042 Long DBT CORP US N 2 2023-08-25 Fixed 1.35000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDH1 200000.00000000 PA USD 207293.40000000 0.004260132168 Long DBT CORP US N 2 2023-05-10 Fixed 1.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT48 203.81000000 PA USD 229.15000000 0.000004709311 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31415TBW9 30314.76000000 PA USD 36231.10000000 0.000744593289 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513EBW0 275000.00000000 PA USD 284681.93000000 0.005850560836 Long DBT CORP US N 2 2022-12-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138AW5C3 29566.84000000 PA USD 31282.62000000 0.000642895990 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.50000000 N N N N N N Baylor Scott & White Holdings 549300JQDKSBWYRGGV95 072863AC7 100000.00000000 PA USD 122354.40000000 0.002514532133 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAV2 400000.00000000 PA USD 441367.60000000 0.009070642435 Long DBT CORP US N 2 2027-01-16 Fixed 3.01700000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024PY2 200000.00000000 PA USD 369148.00000000 0.007586441582 Long DBT MUN US N 2 2050-10-01 Fixed 6.90700000 N N N N N N Fannie Mae Pool N/A 3138E9XP0 19909.61000000 PA USD 21192.64000000 0.000435534596 Long ABS-MBS USGSE US N 2 2042-03-01 Floating 3.79500000 N N N N N N Fannie Mae Pool N/A 3138ASS78 121916.60000000 PA USD 129400.29000000 0.002659333765 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BS0 290000.00000000 PA USD 359403.67000000 0.007386183717 Long DBT CORP US N 2 2030-05-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31293FTX5 4955.06000000 PA USD 5655.68000000 0.000116231121 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ESC5 4324.34000000 PA USD 4415.95000000 0.000090753157 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAC3 450000.00000000 PA USD 508414.05000000 0.010448528747 Long DBT CORP US N 2 2027-08-15 Fixed 3.95000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAE8 80000.00000000 PA USD 84628.80000000 0.001739225046 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Total Capital Canada Ltd 5299005IX98ZZ9LSGK46 89153UAF8 125000.00000000 PA USD 132318.50000000 0.002719306539 Long DBT CORP CA N 2 2023-07-15 Fixed 2.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4WZ1 225000.00000000 PA USD 247221.00000000 0.005080693040 Long ABS-MBS USGSE US N 2 2025-02-25 Variable 3.60000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 N/A 61763MAF7 100000.00000000 PA USD 109264.00000000 0.002245508449 Long ABS-MBS CORP US N 2 2047-06-15 Fixed 3.89200000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BW5 400000.00000000 PA USD 597931.20000000 0.012288215347 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAQ4 75000.00000000 PA USD 81236.40000000 0.001669507089 Long DBT CORP US N 2 2023-09-01 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8AW6 14695.00000000 PA USD 16338.58000000 0.000335777744 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FL7 150000.00000000 PA USD 181582.95000000 0.003731751066 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36207GYK9 613.07000000 PA USD 629.10000000 0.000012928772 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 6.50000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AH0 50000.00000000 PA USD 50494.95000000 0.001037732801 Long DBT CORP US N 2 2021-07-15 Fixed 3.90000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CC1 200000.00000000 PA USD 219024.20000000 0.004501214413 Long DBT NUSS KR N 2 2026-05-26 Fixed 2.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U81 6670000.00000000 PA USD 6794020.65000000 0.139625409787 Long DBT UST US N 2 2021-12-31 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L2BY3 13967.02000000 PA USD 16179.23000000 0.000332502907 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CRC0 528637.56000000 PA USD 562639.63000000 0.011562930545 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCC4 25000.00000000 PA USD 26404.73000000 0.000542649402 Long DBT CORP US N 2 2023-03-15 Fixed 2.87500000 N N N N N N Commonwealth Financing Authority N/A 20281PKW1 105000.00000000 PA USD 123862.20000000 0.002545519262 Long DBT MUN US N 2 2041-06-01 Fixed 3.80700000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAC3 100000.00000000 PA USD 109911.40000000 0.002258813308 Long DBT CORP US N 2 2026-05-01 Fixed 3.74300000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EU3 700000.00000000 PA USD 706361.60000000 0.014516592300 Long DBT CORP N/A N 2 2025-04-29 Fixed 0.62500000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CK6 175000.00000000 PA USD 203502.60000000 0.004182226605 Long DBT CORP CA N 2 2046-08-02 Fixed 3.20000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AW5 250000.00000000 PA USD 251265.25000000 0.005163807309 Long DBT CORP US N 2 2050-09-04 Fixed 2.62500000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DE4 28000.00000000 PA USD 33265.46000000 0.000683645770 Long DBT CORP US N 2 2044-09-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140GYJZ3 78834.45000000 PA USD 87747.07000000 0.001803309297 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BA1 500000.00000000 PA USD 500730.50000000 0.010290622424 Long DBT CORP US N 2 2033-03-15 Fixed 1.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828G87 928000.00000000 PA USD 946415.05000000 0.019449983447 Long DBT UST US N 2 2021-12-31 Fixed 2.12500000 N N N N N N Fannie Mae-Aces N/A 3136AVKR9 200000.00000000 PA USD 222272.00000000 0.004567960664 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.89470000 N N N N N N County of Clark Department of Aviation 549300LDD8NZB2EOVG83 18085PMT8 100000.00000000 PA USD 165794.00000000 0.003407268888 Long DBT MUN US N 2 2045-07-01 Fixed 6.82000000 N N N N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677AW2 50000.00000000 PA USD 69051.55000000 0.001419093562 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 230000.00000000 PA USD 279370.42000000 0.005741402828 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Ginnie Mae II Pool N/A 36179MNG1 797082.48000000 PA USD 849002.12000000 0.017448028939 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BL7 450000.00000000 PA USD 560452.05000000 0.011517973108 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N State of California N/A 13063DGE2 300000.00000000 PA USD 360708.00000000 0.007412989289 Long DBT MUN US N 2 2038-04-01 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 3138AP5M6 62433.09000000 PA USD 69783.86000000 0.001434143425 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AM3 150000.00000000 PA USD 178445.40000000 0.003667270587 Long DBT CORP US N 2 2028-12-01 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 3140X44J2 295567.92000000 PA USD 310596.57000000 0.006383138291 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7PH0 223431.55000000 PA USD 249358.12000000 0.005124613462 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 500000.00000000 PA USD 493522.00000000 0.010142478958 Long DBT CORP GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BA0 100000.00000000 PA USD 112289.70000000 0.002307690274 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4WB8 325000.00000000 PA USD 345140.25000000 0.007093053042 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV72 90748.72000000 PA USD 99393.89000000 0.002042665652 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ABK9 150000.00000000 PA USD 154877.55000000 0.003182922528 Long DBT NUSS CA N 2 2022-06-29 Fixed 2.45000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAH4 1200000.00000000 PA USD 1239054.00000000 0.025464070748 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 312931RS9 89181.61000000 PA USD 99963.31000000 0.002054367927 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QBF7 208851.43000000 PA USD 223454.99000000 0.004592272551 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 3.50000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AE8 50000.00000000 PA USD 54453.85000000 0.001119093024 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FTFK8 100000.00000000 PA USD 104292.00000000 0.002143327785 Long ABS-MBS USGSE US N 2 2027-01-25 Fixed 1.54500000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AT6 200000.00000000 PA USD 232221.20000000 0.004772428857 Long DBT CORP US N 2 2029-08-15 Fixed 3.55000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAW9 500000.00000000 PA USD 585385.00000000 0.012030375637 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBL9 500000.00000000 PA USD 503535.00000000 0.010348258319 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AG5 150000.00000000 PA USD 233031.00000000 0.004789071235 Long DBT CORP US N 2 2034-02-01 Fixed 6.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAR0 400000.00000000 PA USD 457350.80000000 0.009399116687 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138EGGS7 151622.61000000 PA USD 168520.19000000 0.003463295417 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EZ7 100000.00000000 PA USD 103061.60000000 0.002118041565 Long DBT CORP US N 2 2022-03-01 Fixed 2.95000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAF7 395000.00000000 PA USD 479166.60000000 0.009847457982 Long DBT CORP US N 2 2028-05-25 Fixed 4.59700000 N N N N N N Los Angeles Community College District/CA N/A 54438CYP1 100000.00000000 PA USD 104215.00000000 0.002141745342 Long DBT MUN US N 2 2032-08-01 Fixed 2.10600000 N N N N N N Fannie Mae Pool N/A 3138A4XY6 87829.84000000 PA USD 96463.69000000 0.001982446468 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FK7 100000.00000000 PA USD 104109.70000000 0.002139581298 Long DBT CORP US N 2 2024-08-30 Fixed 1.75000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_18-A1 N/A 05522RCY2 475000.00000000 PA USD 476342.45000000 0.009789418255 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8G99 66936.86000000 PA USD 72196.99000000 0.001483736190 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416CCM6 126102.66000000 PA USD 140393.09000000 0.002885249211 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NTE8 210848.08000000 PA USD 232113.27000000 0.004770210764 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371KN49 3600.27000000 PA USD 3996.47000000 0.000082132332 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7NY8 132603.44000000 PA USD 150744.78000000 0.003097989064 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C3 N/A 12531WBB7 125000.00000000 PA USD 141742.50000000 0.002912981232 Long ABS-MBS CORP US N 2 2048-01-10 Fixed 3.86500000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-A N/A 89238BAE2 50000.00000000 PA USD 50902.21000000 0.001046102491 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.52000000 N N N N N N Fannie Mae Pool N/A 31371MMH7 25315.83000000 PA USD 29837.23000000 0.000613191463 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410QCW9 22940.03000000 PA USD 26279.60000000 0.000540077828 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJE1 750000.00000000 PA USD 787968.75000000 0.016193718754 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BT9 75000.00000000 PA USD 91302.38000000 0.001876375253 Long DBT CORP US N 2 2049-06-15 Fixed 3.75000000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAJ9 100000.00000000 PA USD 112202.00000000 0.002305887932 Long DBT CORP US N 2 2026-11-01 Fixed 3.25000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAE8 175000.00000000 PA USD 265547.28000000 0.005457320443 Long DBT CORP US N 2 2032-12-15 Fixed 6.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AQ8 150000.00000000 PA USD 168014.10000000 0.003452894651 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GS9 1050000.00000000 PA USD 1114535.10000000 0.022905055500 Long DBT CORP N/A N 2 2025-02-10 Fixed 1.87500000 N N N N N N GE Capital Funding LLC 549300XAGH9TOLX5XM67 36166NAD5 400000.00000000 PA USD 453316.80000000 0.009316213067 Long DBT CORP US Y 2 2027-05-15 Fixed 4.05000000 N N N N N N BANK 2017-BNK7 N/A 06541XAE0 100000.00000000 PA USD 110565.00000000 0.002272245585 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.17500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AA6 200000.00000000 PA USD 232725.20000000 0.004782786672 Long DBT CORP US N 2 2023-06-15 Fixed 7.15000000 N N N N N N Ginnie Mae I Pool N/A 36225BUV8 32660.46000000 PA USD 38095.11000000 0.000782900968 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BU7 250000.00000000 PA USD 271129.25000000 0.005572036734 Long DBT CORP US N 2 2026-05-15 Fixed 2.50000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BU1 125000.00000000 PA USD 141827.38000000 0.002914725620 Long DBT CORP US N 2 2027-11-15 Fixed 3.40000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBU79 200000.00000000 PA USD 229268.00000000 0.004711736996 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.18700000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAC0 275000.00000000 PA USD 347803.23000000 0.007147780528 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EF6 25000.00000000 PA USD 28337.35000000 0.000582367100 Long DBT CORP AU N 2 2034-07-24 Variable 4.11000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EL3 1000000.00000000 PA USD 1072015.00000000 0.022031215591 Long DBT CORP N/A N 2 2024-01-30 Fixed 2.62500000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ERT8 50000.00000000 PA USD 52558.15000000 0.001080134078 Long DBT CORP US N 2 2023-01-27 Fixed 2.80000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAB5 20000.00000000 PA USD 21144.30000000 0.000434541150 Long DBT CORP US N 2 2025-02-01 Fixed 1.90000000 N N N N N N FIFTH THIRD AUTO TRUST FITAT_19-1 N/A 31680YAE7 50000.00000000 PA USD 51977.53000000 0.001068201629 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 2.69000000 N N N N N N Fannie Mae Pool N/A 31418DB35 1397998.53000000 PA USD 1467267.96000000 0.030154145937 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FL2L7 75000.00000000 PA USD 90359.25000000 0.001856992782 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.71800000 N N N N N N Fannie Mae Pool N/A 31402CVZ2 182966.24000000 PA USD 210783.40000000 0.004331855924 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CK7 200000.00000000 PA USD 265625.00000000 0.005458917684 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418BXJ0 175995.17000000 PA USD 191062.47000000 0.003926566762 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132QSLZ9 15120.64000000 PA USD 16056.81000000 0.000329987027 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_17-D N/A 89238KAD4 26709.68000000 PA USD 26750.77000000 0.000549760946 Long ABS-CBDO CORP US N 2 2022-01-18 Fixed 1.93000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6Q9 524107.97000000 PA USD 578603.30000000 0.011891003432 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C22 N/A 92890KBA2 150000.00000000 PA USD 165304.50000000 0.003397209066 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.75200000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAA4 225000.00000000 PA USD 278533.35000000 0.005724200018 Long DBT CORP US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Washington Gas Light Co DL22T1SB4DUBS063O841 93884PDY3 30000.00000000 PA USD 35959.08000000 0.000739002946 Long DBT CORP US N 2 2049-09-15 Fixed 3.65000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBH0 290000.00000000 PA USD 311734.92000000 0.006406532772 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N Ginnie Mae I Pool N/A 36201SU80 54148.25000000 PA USD 63602.13000000 0.001307101335 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515BF0 125000.00000000 PA USD 147021.25000000 0.003021465982 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 650000.00000000 PA USD 723639.15000000 0.014871667023 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAN2 150000.00000000 PA USD 164623.65000000 0.003383216768 Long DBT CORP NO N 2 2024-03-01 Fixed 3.70000000 N N N N N N Aptiv PLC N/A 03835VAF3 50000.00000000 PA USD 54014.65000000 0.001110066929 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128KL5M5 25627.99000000 PA USD 28686.62000000 0.000589545024 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAE2 325000.00000000 PA USD 421499.65000000 0.008662331833 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3140FQT31 184588.42000000 PA USD 195973.78000000 0.004027500172 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371KWJ6 3840.94000000 PA USD 4442.83000000 0.000091305574 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVH0 409247.21000000 PA USD 440177.54000000 0.009046185251 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N United Airlines 2020-1 Class A Pass Through Trust N/A 90931GAA7 590000.00000000 PA USD 637200.00000000 0.013095237076 Long DBT CORP US N 2 2029-04-15 Fixed 5.87500000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGT6 250000.00000000 PA USD 261761.50000000 0.005379518047 Long DBT CORP US N 2 2025-02-13 Fixed 1.80000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CB2 100000.00000000 PA USD 143842.50000000 0.002956138793 Long DBT CORP US N 2 2036-08-01 Fixed 6.10000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BZ2 390000.00000000 PA USD 451999.08000000 0.009289132314 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-1 N/A 43814UAC3 49433.64000000 PA USD 49655.65000000 0.001020484163 Long ABS-CBDO CORP US N 2 2022-02-15 Fixed 2.64000000 N N N N N N Ginnie Mae II Pool N/A 36202DYK1 38346.42000000 PA USD 42975.76000000 0.000883204277 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AJ5 125000.00000000 PA USD 127372.63000000 0.002617662879 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GZ66 5216.54000000 PA USD 5709.62000000 0.000117339653 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.00000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AE1 90000.00000000 PA USD 109551.96000000 0.002251426378 Long DBT CORP US N 2 2047-06-01 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3132DWAQ6 194761.35000000 PA USD 208048.05000000 0.004275641145 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140E2HB0 240059.36000000 PA USD 262149.33000000 0.005387488427 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MME82 5236.96000000 PA USD 5345.74000000 0.000109861476 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TSF3 1786971.09000000 PA USD 1880275.28000000 0.038641950033 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Block Financial LLC N/A 093662AG9 100000.00000000 PA USD 114239.20000000 0.002347754876 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BE2 405000.00000000 PA USD 441944.10000000 0.009082490213 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AP7 125000.00000000 PA USD 132617.00000000 0.002725441078 Long DBT CORP US N 2 2023-07-15 Fixed 3.12500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AL8 150000.00000000 PA USD 206795.85000000 0.004249906908 Long DBT CORP US N 2 2033-05-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31371LA82 5893.98000000 PA USD 6348.39000000 0.000130467156 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.00000000 N N N N N N Fannie Mae-Aces N/A 3136AMLX5 166231.89000000 PA USD 176792.60000000 0.003633303531 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.62000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0W66 970000.00000000 PA USD 1020064.61000000 0.020963571722 Long DBT USGSE US N 2 2024-10-15 Fixed 1.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EN4 40000.00000000 PA USD 45556.25000000 0.000936236494 Long DBT UST US N 2 2022-11-15 Fixed 7.62500000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AK5 103000.00000000 PA USD 112831.25000000 0.002318819787 Long DBT CORP US N 2 2024-05-28 Fixed 3.95000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAX1 335000.00000000 PA USD 451403.79000000 0.009276898379 Long DBT CORP ES N 2 2049-03-01 Fixed 5.52000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDL3 300000.00000000 PA USD 399715.80000000 0.008214647150 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAL9 50000.00000000 PA USD 52003.35000000 0.001068732261 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EW9 300000.00000000 PA USD 332063.70000000 0.006824313992 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 136935776.50000000 NS USD 136935776.50000000 2.814197202709 Long STIV CORP US N 1 N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-3 N/A 02007JAD9 50000.00000000 PA USD 51704.84000000 0.001062597516 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 3.12000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BR2 79000.00000000 PA USD 83092.20000000 0.001707646042 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769BR4 400000.00000000 PA USD 319660.80000000 0.006569419272 Long DBT CORP DE N 2 2036-04-18 None 0.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287NNU8 15690.48000000 PA USD 18150.30000000 0.000373010799 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae-Aces N/A 3136B56M2 250000.00000000 PA USD 271612.50000000 0.005581968111 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.46900000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBS4 250000.00000000 PA USD 339701.25000000 0.006981274959 Long DBT CORP US N 2 2048-10-17 Fixed 4.95000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAK2 100000.00000000 PA USD 110377.90000000 0.002268400452 Long DBT CORP US N 2 2025-04-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31380NN26 6003.37000000 PA USD 6764.64000000 0.000139021601 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Public Service Co of New Hampshire 549300SHPFALUPKK2351 744482BL3 50000.00000000 PA USD 54004.55000000 0.001109859362 Long DBT CORP US N 2 2023-11-01 Fixed 3.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 200000.00000000 PA USD 226484.40000000 0.004654530621 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAP7 500000.00000000 PA USD 515002.50000000 0.010583929429 Long DBT CORP US N 2 2022-02-01 Fixed 3.20000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AM9 604000.00000000 PA USD 680234.46000000 0.013979647711 Long DBT CORP US N 2 2025-05-15 Fixed 3.62500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 350000.00000000 PA USD 388428.25000000 0.007982674232 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EM1 250000.00000000 PA USD 280733.25000000 0.005769410646 Long DBT CORP US N 2 2026-07-08 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31418MGS5 32207.33000000 PA USD 36993.50000000 0.000760261539 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140E2HJ3 161828.91000000 PA USD 171107.05000000 0.003516458545 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBH3 100000.00000000 PA USD 118603.00000000 0.002437436288 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Ginnie Mae II Pool N/A 36202EQB8 9805.31000000 PA USD 11414.71000000 0.000234586210 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138Y53V6 12459.93000000 PA USD 13499.82000000 0.000277437764 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VBD8 150000.00000000 PA USD 205656.90000000 0.004226500097 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RAY6 19851.37000000 PA USD 20691.08000000 0.000425226927 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 3.59500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284N7 12079600.00000000 PA USD 13991573.58000000 0.287543900043 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCX2 150000.00000000 PA USD 160152.45000000 0.003291328156 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FRZA2 100000.00000000 PA USD 104309.00000000 0.002143677156 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 1.63900000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971M4P4 100000.00000000 PA USD 137419.00000000 0.002824128034 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DBE2 25000.00000000 PA USD 26341.25000000 0.000541344811 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.37700000 N N N N N N Freddie Mac Gold Pool N/A 3128LXCU2 62541.72000000 PA USD 71274.21000000 0.001464771935 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAJ4 200000.00000000 PA USD 260957.20000000 0.005362988701 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 175000.00000000 PA USD 235213.13000000 0.004833916668 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31416XBL3 3616.05000000 PA USD 3896.81000000 0.000080084197 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374TWX3 2041.96000000 PA USD 2408.52000000 0.000049498023 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KQZ4 39839.06000000 PA USD 45967.37000000 0.000944685511 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 950000.00000000 PA USD 1136618.95000000 0.023358905549 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CN2 500000.00000000 PA USD 502512.00000000 0.010327234422 Long DBT CORP US N 2 2025-09-01 Fixed 0.55000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCT1 75000.00000000 PA USD 76833.75000000 0.001579027262 Long DBT CORP US N 2 2022-02-15 Fixed 2.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284U1 5397500.00000000 PA USD 5729783.59000000 0.117754040348 Long DBT UST US N 2 2023-06-30 Fixed 2.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BYPQ7 180901.81000000 PA USD 193420.22000000 0.003975021400 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 2.90500000 N N N N N N Fannie Mae Pool N/A 31413UZL6 550.91000000 PA USD 567.30000000 0.000011658706 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.50000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 11070TAK4 300000.00000000 PA USD 325859.40000000 0.006696808061 Long DBT NUSS CA N 2 2026-06-02 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31418CS47 5360704.81000000 PA USD 5733247.53000000 0.117825228539 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CEP5 245182.39000000 PA USD 258311.96000000 0.005308625794 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GX68 12113.04000000 PA USD 13599.12000000 0.000279478500 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCYR0 176883.13000000 PA USD 188097.29000000 0.003865628697 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 400000.00000000 PA USD 416000.00000000 0.008549307319 Long DBT CORP GB N 2 2023-11-07 Variable 2.90700000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CQ0 400000.00000000 PA USD 418600.40000000 0.008602748710 Long DBT NUSS KR N 2 2022-11-01 Fixed 3.00000000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAE8 150000.00000000 PA USD 164655.00000000 0.003383861049 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBT6 100000.00000000 PA USD 137446.80000000 0.002824699358 Long DBT CORP GB N 2 2059-06-19 Fixed 5.12500000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591CS9 250000.00000000 PA USD 384723.25000000 0.007906531964 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAF4 20000.00000000 PA USD 21459.20000000 0.000441012729 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35800000 N N N N N N Freddie Mac Gold Pool N/A 31292GLM6 117.21000000 PA USD 127.10000000 0.000002612060 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.00000000 N N N N N N BANK 2019-BNK24 N/A 06540VBB0 150000.00000000 PA USD 167617.50000000 0.003444744037 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N Fannie Mae Pool N/A 3140X8GY7 389531.04000000 PA USD 414794.62000000 0.008524535290 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282S8 9570000.00000000 PA USD 9806259.38000000 0.201530589168 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAK5 380000.00000000 PA USD 416549.54000000 0.008560601036 Long DBT CORP US N 2 2025-03-15 Fixed 3.45000000 N N N N N N Regional Transportation District Sales Tax Revenue N/A 759136QP2 100000.00000000 PA USD 166301.00000000 0.003417688357 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N Freddie Mac Gold Pool N/A 312927WH5 23001.12000000 PA USD 26324.92000000 0.000541009209 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGM0 675000.00000000 PA USD 1053142.43000000 0.021643361262 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 3138EGUC6 33481.93000000 PA USD 35478.67000000 0.000729129935 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3A6 2280529.78000000 PA USD 2420824.78000000 0.049750901468 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179ME30 394482.52000000 PA USD 430976.65000000 0.008857095741 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EPX33 426033.05000000 PA USD 479711.72000000 0.009858660863 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Chile Government International Bond N/A 168863DP0 200000.00000000 PA USD 214088.00000000 0.004399769484 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AW8 300000.00000000 PA USD 311223.00000000 0.006396012192 Long DBT CORP US N 2 2023-08-15 Fixed 1.87500000 N N N N N N Benchmark 2019-B14 Mortgage Trust N/A 08162YAE2 225000.00000000 PA USD 251966.25000000 0.005178213714 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 3.04860000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2016-C2 N/A 46590LAX0 50000.00000000 PA USD 54242.00000000 0.001114739249 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.48360000 N N N N N N Israel Government International Bond N/A 46513JB42 400000.00000000 PA USD 481431.60000000 0.009894006494 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 200000.00000000 PA USD 230341.00000000 0.004733788454 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAW3 50000.00000000 PA USD 54091.00000000 0.001111636014 Long ABS-MBS CORP US N 2 2046-09-15 Variable 4.66800000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CL2 573000.00000000 PA USD 648144.94000000 0.013320168941 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAN9 500000.00000000 PA USD 532500.00000000 0.010943524393 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AQ2 350000.00000000 PA USD 385040.25000000 0.007913046700 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAL9 500000.00000000 PA USD 496767.00000000 0.010209167666 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Ginnie Mae I Pool N/A 36202SVU9 19294.82000000 PA USD 21616.61000000 0.000444247697 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAB4 500000.00000000 PA USD 512011.50000000 0.010522460732 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BM4 100000.00000000 PA USD 117875.00000000 0.002422475000 Long DBT CORP US N 2 2026-02-06 Fixed 4.97500000 N N N N N N Ginnie Mae II Pool N/A 36179R4G1 163103.13000000 PA USD 178764.37000000 0.003673825809 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAH7 175000.00000000 PA USD 221656.75000000 0.004555316526 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3138ECTY9 375090.07000000 PA USD 391329.41000000 0.008042296608 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810ST6 7623000.00000000 PA USD 7533667.59000000 0.154826056417 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAU0 75000.00000000 PA USD 88437.60000000 0.001817500531 Long DBT CORP US N 2 2043-04-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 3140X7M48 365934.32000000 PA USD 397235.39000000 0.008163671700 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.00000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAM1 125000.00000000 PA USD 162332.13000000 0.003336123238 Long DBT CORP US N 2 2047-05-30 Fixed 4.00000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730AF6 210000.00000000 PA USD 287067.69000000 0.005899591113 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQB5 218.55000000 PA USD 244.00000000 0.000005014497 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.50000000 N N N N N N Morgan Stanley Capital I Trust 2019-H6 N/A 61769JBA8 250000.00000000 PA USD 283167.50000000 0.005819437452 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.41700000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AG4 100000.00000000 PA USD 122278.40000000 0.002512970240 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFP9 500000.00000000 PA USD 563054.50000000 0.011571456630 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31418ADW5 24505.85000000 PA USD 26939.92000000 0.000553648209 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Colombia Government International Bond N/A 195325DQ5 600000.00000000 PA USD 759339.60000000 0.015605354808 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAH8 50000.00000000 PA USD 55484.70000000 0.001140278249 Long DBT CORP US N 2 2025-04-23 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 3620AS3M9 160483.35000000 PA USD 173493.94000000 0.003565512045 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Tucson Electric Power Co YLF139GXSRKPBBTNZL03 898813AP5 50000.00000000 PA USD 54452.90000000 0.001119073501 Long DBT CORP US N 2 2025-03-15 Fixed 3.05000000 N N N N N N Ginnie Mae II Pool N/A 36179QWF4 156620.85000000 PA USD 172514.56000000 0.003545384592 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 200000.00000000 PA USD 267730.00000000 0.005502178001 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YX2 9983000.00000000 PA USD 10723926.28000000 0.220389763074 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAQ2 500000.00000000 PA USD 521626.50000000 0.010720060707 Long DBT CORP US N 2 2050-04-27 Fixed 2.55000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142BF9 105000.00000000 PA USD 160443.36000000 0.003297306711 Long DBT CORP US N 2 2030-02-15 Fixed 7.55000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29444GAJ6 75000.00000000 PA USD 97295.48000000 0.001999540767 Long DBT CORP US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Diageo Investment Corp S4G8DPIPDVCF6CB81Z61 25245BAB3 300000.00000000 PA USD 310491.90000000 0.006380987195 Long DBT CORP US N 2 2022-05-11 Fixed 2.87500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BV6 150000.00000000 PA USD 150223.05000000 0.003087266877 Long DBT CORP US N 2 2047-03-01 Fixed 3.65000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAF0 350000.00000000 PA USD 372429.05000000 0.007653871161 Long DBT CORP GB Y 2 2050-09-02 Fixed 3.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 475000.00000000 PA USD 556909.00000000 0.011445159110 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAQ3 100000.00000000 PA USD 106125.00000000 0.002180998171 Long DBT CORP US N 2 2023-03-15 Fixed 3.37500000 N N N N N N GE Capital Funding LLC 549300XAGH9TOLX5XM67 36166NAC7 200000.00000000 PA USD 239763.00000000 0.004927422045 Long DBT CORP US Y 2 2032-05-15 Fixed 4.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAE1 18251700.00000000 PA USD 17789703.84000000 0.365600108774 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AZ2 300000.00000000 PA USD 323810.70000000 0.006654704777 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204BA5 200000.00000000 PA USD 213527.40000000 0.004388248470 Long DBT CORP US N 2 2025-04-23 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292HL93 7335.24000000 PA USD 8417.72000000 0.000172994411 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Benchmark 2018-B4 Mortgage Trust N/A 08161HAF7 350000.00000000 PA USD 414449.00000000 0.008517432377 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.12100000 N N N N N N Freddie Mac Pool N/A 3132CWDJ0 1821890.42000000 PA USD 1900114.01000000 0.039049660128 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBTA4 1550000.00000000 PA USD 1677875.00000000 0.034482377448 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06400000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAK6 175000.00000000 PA USD 193938.50000000 0.003985672686 Long DBT CORP JP N 2 2026-10-19 Fixed 3.01000000 N N N N N N Freddie Mac Pool N/A 3132DWAG8 1183257.31000000 PA USD 1249283.30000000 0.025674295338 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AG4 100000.00000000 PA USD 111997.60000000 0.002301687263 Long DBT CORP JP N 2 2029-07-02 Fixed 2.76000000 N N N N N N Dallas Fort Worth International Airport N/A 2350364W7 485000.00000000 PA USD 518799.65000000 0.010661965492 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQY2 186025.47000000 PA USD 194238.18000000 0.003991831475 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KZA8 6639.36000000 PA USD 7608.36000000 0.000156361076 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C2 N/A 90276CAH4 50000.00000000 PA USD 55554.00000000 0.001141702449 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.74000000 N N N N N N UBS Commercial Mortgage Trust 2017-C3 N/A 90276GAW2 75000.00000000 PA USD 83873.25000000 0.001723697572 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.73900000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AQ3 60000.00000000 PA USD 64501.44000000 0.001325583252 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAN3 100000.00000000 PA USD 117721.60000000 0.002419322443 Long DBT CORP US N 2 2028-08-20 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 3138A6LT5 10333.77000000 PA USD 11024.37000000 0.000226564247 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.81500000 N N N N N N Freddie Mac Gold Pool N/A 3128MBMR5 8173.35000000 PA USD 8424.75000000 0.000173138886 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AH1 39000.00000000 PA USD 55105.40000000 0.001132483172 Long DBT CORP IE N 2 2036-01-15 Fixed 6.00000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAE0 25000.00000000 PA USD 29444.65000000 0.000605123465 Long DBT CORP US N 2 2046-06-15 Fixed 3.70000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 225000.00000000 PA USD 293265.90000000 0.006026971888 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N Ginnie Mae II Pool N/A 36202FY59 251012.40000000 PA USD 268636.08000000 0.005520799050 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 3.50000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AP9 150000.00000000 PA USD 173400.00000000 0.003563581464 Long DBT CORP US N 2 2025-10-30 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31371K6B2 17216.75000000 PA USD 19830.97000000 0.000407550617 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Selective Insurance Group Inc 549300R3WGJWLE40R258 816300AH0 50000.00000000 PA USD 62717.50000000 0.001288921110 Long DBT CORP US N 2 2049-03-01 Fixed 5.37500000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BJ1 200000.00000000 PA USD 231703.80000000 0.004761795656 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285P1 344000.00000000 PA USD 371090.00000000 0.007626352050 Long DBT UST US N 2 2023-11-30 Fixed 2.87500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DJ4 100000.00000000 PA USD 107787.90000000 0.002215172794 Long DBT CORP N/A N 2 2026-07-23 Fixed 2.00000000 N N N N N N Freddie Mac Pool N/A 3132A5JN6 160475.84000000 PA USD 171696.76000000 0.003528577805 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KJ9 275000.00000000 PA USD 321839.10000000 0.006614185993 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CD8 75000.00000000 PA USD 84897.30000000 0.001744743048 Long DBT CORP US N 2 2049-11-01 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36241KA73 76373.98000000 PA USD 85648.45000000 0.001760180097 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FF9 170000.00000000 PA USD 215597.91000000 0.004430799976 Long DBT CORP US N 2 2042-02-01 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3140X8V38 521939.00000000 PA USD 569573.19000000 0.011705423659 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FW8 100000.00000000 PA USD 112657.50000000 0.002315249012 Long DBT CORP US N 2 2043-03-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWL0 148455.20000000 PA USD 159181.16000000 0.003271366962 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828TJ9 2169000.00000000 PA USD 2221530.58000000 0.045655162615 Long DBT UST US N 2 2022-08-15 Fixed 1.62500000 N N N N N N Ginnie Mae I Pool N/A 36203EC30 746.11000000 PA USD 824.58000000 0.000016946124 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407XCV1 4846.78000000 PA USD 5668.69000000 0.000116498492 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BG8 200000.00000000 PA USD 206648.40000000 0.004246876631 Long DBT CORP JP N 2 2022-03-07 Fixed 3.21800000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2H5 600000.00000000 PA USD 633486.00000000 0.013018909847 Long DBT CORP US N 2 2025-10-30 Variable 2.40600000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAE2 50000.00000000 PA USD 52436.45000000 0.001077632994 Long DBT CORP US N 2 2022-09-15 Fixed 3.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828TY6 21235000.00000000 PA USD 21825598.44000000 0.448542664650 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31418DLU4 115321.32000000 PA USD 123334.57000000 0.002534675822 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282A7 10068500.00000000 PA USD 10656877.97000000 0.219011838537 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CS1 100000.00000000 PA USD 109680.00000000 0.002254057756 Long DBT CORP US N 2 2025-05-15 Fixed 3.15000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBU8 350000.00000000 PA USD 368402.65000000 0.007571123731 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GS6 152000.00000000 PA USD 229316.62000000 0.004712736196 Long DBT CORP US N 2 2040-04-30 Fixed 6.22000000 N N N N N N Ginnie Mae I Pool N/A 36225BZX9 17450.87000000 PA USD 19624.82000000 0.000403313983 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CE5 125000.00000000 PA USD 185186.50000000 0.003805808413 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06053FAA7 300000.00000000 PA USD 327761.70000000 0.006735902646 Long DBT CORP US N 2 2023-07-24 Fixed 4.10000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BV3 150000.00000000 PA USD 155146.65000000 0.003188452861 Long DBT CORP US N 2 2022-03-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292LGN9 436167.84000000 PA USD 479192.96000000 0.009847999712 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CR2 100000.00000000 PA USD 143470.10000000 0.002948485519 Long DBT CORP US N 2 2048-11-30 Fixed 5.55000000 N N N N N N Fannie Mae Pool N/A 31385XQ91 131040.70000000 PA USD 151757.84000000 0.003118808683 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAL1 450000.00000000 PA USD 736148.70000000 0.015128753531 Long DBT CORP FR N 2 2031-03-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31404MB56 11207.07000000 PA USD 12820.26000000 0.000263471977 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CV0 75000.00000000 PA USD 87945.38000000 0.001807384809 Long DBT CORP US N 2 2028-03-14 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138WXW45 1916962.48000000 PA USD 2084833.38000000 0.042845868450 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 100000.00000000 PA USD 129500.00000000 0.002661382927 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GRJ7 409.78000000 PA USD 462.03000000 0.000009495279 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AT5 200000.00000000 PA USD 223980.40000000 0.004603070368 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31418CR89 2737172.03000000 PA USD 2913228.58000000 0.059870400053 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Indonesia Government International Bond N/A 455780CQ7 200000.00000000 PA USD 215004.60000000 0.004418606731 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUA5 100000.00000000 PA USD 104860.10000000 0.002155002933 Long DBT CORP US N 2 2023-01-06 Fixed 2.70000000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613AJ0 225000.00000000 PA USD 234261.23000000 0.004814353962 Long DBT CORP US N 2 2022-09-15 Fixed 2.80000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044BV2 125000.00000000 PA USD 180754.13000000 0.003714717804 Long DBT CORP US N 2 2029-09-15 Fixed 8.00000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCX2 125000.00000000 PA USD 147976.50000000 0.003041097534 Long DBT CORP US N 2 2042-12-01 Fixed 3.70000000 N N N N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677AZ5 75000.00000000 PA USD 88015.58000000 0.001808827505 Long DBT CORP US N 2 2044-12-01 Fixed 5.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CE9 100000.00000000 PA USD 148573.80000000 0.003053372778 Long DBT CORP US N 2 2064-05-15 Fixed 4.75000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBE6 200000.00000000 PA USD 252688.80000000 0.005193062998 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BP7 165000.00000000 PA USD 177667.38000000 0.003651281327 Long DBT CORP US N 2 2024-06-15 Fixed 3.30000000 N N N N N N Interstate Power and Light Co EF9UQIIO4KY2BWOK3P26 461070AP9 125000.00000000 PA USD 148856.50000000 0.003059182608 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CB0 45000.00000000 PA USD 46234.13000000 0.000950167754 Long DBT CORP N/A N 2 2022-02-11 Fixed 3.25000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128LU4D5 1856.86000000 PA USD 1993.42000000 0.000040967212 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 3.62500000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAD0 500000.00000000 PA USD 502917.50000000 0.010335567941 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAL9 150000.00000000 PA USD 169970.10000000 0.003493092836 Long DBT CORP US N 2 2030-04-08 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05X7 2000000.00000000 PA USD 1995652.00000000 0.041013082333 Long DBT USGSE US N 2 2025-08-25 Fixed 0.37500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 150000.00000000 PA USD 197007.45000000 0.004048743351 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAN8 175000.00000000 PA USD 200761.58000000 0.004125895301 Long DBT CORP US N 2 2024-11-15 Fixed 4.75000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BR3 75000.00000000 PA USD 89229.45000000 0.001833774014 Long DBT CORP US N 2 2047-08-15 Fixed 3.70000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148YAA6 405000.00000000 PA USD 493245.45000000 0.010136795519 Long DBT CORP US N 2 2038-10-31 Variable 4.01700000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAE9 100000.00000000 PA USD 146998.90000000 0.003021006662 Long DBT CORP US N 2 2041-02-01 Fixed 6.75000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AE4 75000.00000000 PA USD 78771.53000000 0.001618851004 Long DBT CORP US N 2 2025-02-15 Fixed 1.85000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEQ8 200000.00000000 PA USD 200995.60000000 0.004130704697 Long DBT USGSE US N 2 2023-04-20 Fixed 0.37500000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FU7 500000.00000000 PA USD 502867.00000000 0.010334530105 Long DBT CORP US N 2 2030-09-15 Fixed 1.45000000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 891027AQ7 50000.00000000 PA USD 52683.45000000 0.001082709145 Long DBT CORP US N 2 2022-09-15 Fixed 3.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 350000.00000000 PA USD 396928.35000000 0.008157361653 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKL2 150000.00000000 PA USD 163828.65000000 0.003366878549 Long DBT CORP US N 2 2024-03-18 Fixed 3.65000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EC3 250000.00000000 PA USD 271634.00000000 0.005582409962 Long DBT CORP AU N 2 2024-02-26 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 3138Y14T9 212461.10000000 PA USD 231277.48000000 0.004753034261 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140JAPG7 95432.65000000 PA USD 101406.40000000 0.002084025186 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MRS4 31203.29000000 PA USD 35400.44000000 0.000727522213 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAM1 152000.00000000 PA USD 167960.15000000 0.003451785912 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 31283HN84 27.18000000 PA USD 32.08000000 0.000000659283 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ETYB6 144170.91000000 PA USD 157205.04000000 0.003230755286 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417YSG3 51700.78000000 PA USD 56612.50000000 0.001163455914 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VSH4 1220463.68000000 PA USD 1284086.70000000 0.026389547651 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-B N/A 34533GAD1 150000.00000000 PA USD 150676.35000000 0.003096582745 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 0.56000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CW6 50000.00000000 PA USD 55031.15000000 0.001130957243 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX88 131367.06000000 PA USD 140302.86000000 0.002883394874 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AY2 125000.00000000 PA USD 139439.88000000 0.002865659583 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DA1 50000.00000000 PA USD 63926.70000000 0.001313771644 Long DBT CORP US N 2 2047-07-15 Fixed 3.95000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAC9 350000.00000000 PA USD 433336.05000000 0.008905584288 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N Ginnie Mae II Pool N/A 36179TJW6 149243.90000000 PA USD 158078.99000000 0.003248716024 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.00000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_18-A2 N/A 05522RCZ9 400000.00000000 PA USD 403124.60000000 0.008284702147 Long ABS-CBDO CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BZ1 400000.00000000 PA USD 409478.40000000 0.008415280486 Long DBT CORP AT N 2 2022-09-17 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M9LU4 116260.73000000 PA USD 126276.95000000 0.002595145319 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAT4 452.60000000 PA USD 453.01000000 0.000009309907 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.04560000 N N N N N N Indonesia Government International Bond N/A 455780CE4 525000.00000000 PA USD 625361.10000000 0.012851933244 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAU7 550000.00000000 PA USD 706156.00000000 0.014512366969 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NHRK1 8259.02000000 PA USD 8870.89000000 0.000182307607 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.75500000 N N N N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906PAA7 150000.00000000 PA USD 166894.80000000 0.003429891671 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31410LTL6 97086.33000000 PA USD 101502.25000000 0.002085995021 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N Benchmark 2020-B22 Mortgage Trust N/A 08163BBA8 100000.00000000 PA USD 103324.12000000 0.002123436671 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.97300000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FK8 25000.00000000 PA USD 26876.88000000 0.000552352660 Long DBT CORP US N 2 2024-06-01 Fixed 3.25000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BN1 135000.00000000 PA USD 168773.49000000 0.003468501041 Long DBT CORP US N 2 2030-04-01 Fixed 4.87500000 N N N N N N Freddie Mac Pool N/A 3132AEB47 1035831.93000000 PA USD 1179873.89000000 0.024247847316 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3Y1 264.95000000 PA USD 291.51000000 0.000005990886 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138EKY33 112873.99000000 PA USD 125501.63000000 0.002579211547 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AD7 105000.00000000 PA USD 120494.64000000 0.002476311797 Long DBT CORP US N 2 2025-11-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3140HEAK8 1233255.31000000 PA USD 1319501.42000000 0.027117363336 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N American Airlines 2017-1 Class AA Pass Through Trust N/A 023761AA7 41437.50000000 PA USD 40862.80000000 0.000839780372 Long DBT CORP US N 2 2030-08-15 Fixed 3.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAY7 17153000.00000000 PA USD 17142279.38000000 0.352294746576 Long DBT UST US N 2 2027-11-30 Fixed 0.62500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAE6 350000.00000000 PA USD 361330.20000000 0.007425776258 Long DBT CORP US N 2 2023-04-25 Variable 2.77600000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 250000.00000000 PA USD 354005.50000000 0.007275244741 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAG9 195000.00000000 PA USD 212588.42000000 0.004368951286 Long DBT CORP US N 2 2024-03-15 Fixed 3.62500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EE9 673000.00000000 PA USD 749887.56000000 0.015411103859 Long DBT CORP N/A N 2 2027-11-02 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C26 549300DT2BKPLXAJ4C66 94989CAY7 107114.77000000 PA USD 112234.86000000 0.002306563245 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 2.99100000 N N N N N N Sierra Pacific Power Co QB888G5GSVGE1LD1WV84 826418BM6 100000.00000000 PA USD 108421.70000000 0.002228198157 Long DBT CORP US N 2 2026-05-01 Fixed 2.60000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JD9 1600000.00000000 PA USD 1616064.00000000 0.033212086019 Long DBT CORP N/A N 2 2025-07-25 Fixed 0.62500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CJ2 350000.00000000 PA USD 368003.65000000 0.007562923794 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYM6 367996.46000000 PA USD 389224.48000000 0.007999037730 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RU4 11825250.00000000 PA USD 15101213.20000000 0.310348347460 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FTZL4 150000.00000000 PA USD 155554.50000000 0.003196834676 Long ABS-MBS USGSE US N 2 2035-02-25 Fixed 1.94000000 N N N N N N Freddie Mac Gold Pool N/A 312943ZW6 69474.93000000 PA USD 74955.24000000 0.001540421591 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138ER6F2 242041.98000000 PA USD 253612.75000000 0.005212051297 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBJ7 150000.00000000 PA USD 153938.40000000 0.003163621850 Long DBT CORP US N 2 2024-04-01 Fixed 1.45000000 N N N N N N Freddie Mac Pool N/A 3132A5G33 563491.45000000 PA USD 605532.31000000 0.012444427428 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BB0 100000.00000000 PA USD 108387.60000000 0.002227497360 Long DBT CORP US N 2 2030-05-30 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371NSV8 4297.65000000 PA USD 4776.08000000 0.000098154268 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBS4 1100000.00000000 PA USD 1102112.00000000 0.022649745645 Long DBT CORP US N 2 2024-09-16 Variable 0.65300000 N N N N N N Ginnie Mae II Pool N/A 36179NLC0 304360.10000000 PA USD 324175.10000000 0.006662193642 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAK3 400000.00000000 PA USD 428936.00000000 0.008815157895 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAY7 186000.00000000 PA USD 204214.98000000 0.004196866882 Long DBT CORP US N 2 2024-10-15 Fixed 3.62500000 N N N N N N Ginnie Mae II Pool N/A 36179N5X2 217653.42000000 PA USD 238609.05000000 0.004903706965 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4.50000000 N N N N N N United Airlines 2016-1 Class AA Pass Through Trust N/A 90931LAA6 336680.00000000 PA USD 338675.17000000 0.006960187763 Long DBT CORP US N 2 2030-01-07 Fixed 3.10000000 N N N N N N Rio Tinto Finance USA PLC 2138006TSNBEUA761G16 76720AAG1 250000.00000000 PA USD 323463.25000000 0.006647564256 Long DBT CORP GB N 2 2042-08-21 Fixed 4.12500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFC8 750000.00000000 PA USD 1045039.50000000 0.021476836169 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36189XL93 216573.41000000 PA USD 232591.09000000 0.004780030548 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_19-1 N/A 05522RDB1 150000.00000000 PA USD 153688.02000000 0.003158476236 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 1.74000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQEQ1 188978.86000000 PA USD 200003.58000000 0.004110317476 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADAL6 9419.60000000 PA USD 9997.67000000 0.000205464310 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCSC0 753801.94000000 PA USD 841888.67000000 0.017301838866 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUY3 150000.00000000 PA USD 167447.40000000 0.003441248275 Long DBT CORP US N 2 2029-07-18 Fixed 2.80000000 N N N N N N Ginnie Mae II Pool N/A 36179QBH3 141850.41000000 PA USD 155506.09000000 0.003195839791 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KF52 32375.74000000 PA USD 35615.98000000 0.000731951823 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332BX3 125000.00000000 PA USD 180483.00000000 0.003709145752 Long DBT CORP US N 2 2037-03-15 Fixed 6.27400000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BY4 200000.00000000 PA USD 253750.00000000 0.005214871952 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Freddie Mac Pool N/A 3132DV6E0 161633.74000000 PA USD 170756.57000000 0.003509255754 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYB0 569157.85000000 PA USD 601989.49000000 0.012371618156 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206DQ59 316.74000000 PA USD 361.48000000 0.000007428854 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S4K0 188905.37000000 PA USD 199928.51000000 0.004108774696 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 3.50000000 N N N N N N LYB International Finance III LLC N/A 50249AAJ2 500000.00000000 PA USD 539935.50000000 0.011096332986 Long DBT CORP US N 2 2051-04-01 Fixed 3.62500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFK5 350000.00000000 PA USD 408245.60000000 0.008389944942 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128P76Y4 125055.53000000 PA USD 134350.76000000 0.002761071961 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CF9 300000.00000000 PA USD 367581.30000000 0.007554243986 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400EV1 75000.00000000 PA USD 102246.83000000 0.002101297048 Long DBT CORP US N 2 2035-04-01 Fixed 5.75000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 250000.00000000 PA USD 276875.00000000 0.005690118904 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAB8 125000.00000000 PA USD 133035.13000000 0.002734034160 Long DBT CORP US N 2 2023-03-16 Fixed 3.50000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AU5 700000.00000000 PA USD 826269.50000000 0.016980845875 Long DBT CORP US Y 2 2030-07-15 Fixed 3.70000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BP4 100000.00000000 PA USD 101256.70000000 0.002080948669 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AE9 100000.00000000 PA USD 133625.00000000 0.002746156708 Long DBT CORP GB N 2 2032-11-27 Fixed 7.35000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 00185AAH7 100000.00000000 PA USD 135887.50000000 0.002792653842 Long DBT CORP IE N 2 2045-05-15 Fixed 4.75000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCE9 100000.00000000 PA USD 114608.20000000 0.002355338276 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UCZ0 102772.02000000 PA USD 109538.77000000 0.002251155307 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BB3 300000.00000000 PA USD 319410.00000000 0.006564265026 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAER6 600000.00000000 PA USD 603040.80000000 0.012393223859 Long DBT USGSE US N 2 2023-05-05 Fixed 0.37500000 N N N N N N Ginnie Mae I Pool N/A 36205P2Z3 166.51000000 PA USD 184.62000000 0.000003794166 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AE5 100000.00000000 PA USD 149250.00000000 0.003067269513 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZV5 12990000.00000000 PA USD 12929109.38000000 0.265708965039 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAJ4 300000.00000000 PA USD 334342.80000000 0.006871152277 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 N/A 46590KAE4 75000.00000000 PA USD 85235.25000000 0.001751688333 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91400000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BE8 65000.00000000 PA USD 69353.64000000 0.001425301880 Long DBT CORP US N 2 2023-03-15 Fixed 3.65000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EL3 275000.00000000 PA USD 297414.70000000 0.006112234787 Long DBT CORP US N 2 2024-07-08 Fixed 2.85000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 525000.00000000 PA USD 588248.33000000 0.012089220560 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Fannie Mae Pool N/A 3138LQ3H5 35793.22000000 PA USD 37722.93000000 0.000775252215 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 N/A 46590RAE9 250000.00000000 PA USD 273217.50000000 0.005614952818 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.87040000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EH1 412000.00000000 PA USD 621142.74000000 0.012765240801 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 24668PAE7 37000.00000000 PA USD 53923.28000000 0.001108189164 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAS9 75000.00000000 PA USD 87282.38000000 0.001793759351 Long DBT CORP US N 2 2028-05-15 Fixed 3.80000000 N N N N N N SSM Health Care Corp 5493000QP6H63JFPC580 784710AB1 150000.00000000 PA USD 160324.80000000 0.003294870158 Long DBT CORP US N 2 2023-06-01 Fixed 3.68800000 N N N N N N Freddie Mac Gold Pool N/A 3132WGY27 69799.21000000 PA USD 73825.64000000 0.001517206933 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EP9 325000.00000000 PA USD 362840.40000000 0.007456812710 Long DBT CORP US N 2 2049-10-15 Fixed 2.87500000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BA8 100000.00000000 PA USD 108125.00000000 0.002222100610 Long DBT CORP US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBA4 625000.00000000 PA USD 661742.50000000 0.013599615381 Long DBT CORP US N 2 2023-01-15 Fixed 3.30000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGUL9 4786.44000000 PA USD 5023.98000000 0.000103248915 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 2.81200000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AS8 70000.00000000 PA USD 81804.10000000 0.001681174016 Long DBT CORP US N 2 2049-10-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3138WGVT8 50389.00000000 PA USD 53273.58000000 0.001094837037 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARZK0 24483.70000000 PA USD 25937.71000000 0.000533051572 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGU3 150000.00000000 PA USD 160251.30000000 0.003293359644 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAD5 100000.00000000 PA USD 124350.90000000 0.002555562643 Long DBT CORP US N 2 2033-11-15 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 3138X3XS6 403578.33000000 PA USD 446382.21000000 0.009173698786 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 125000.00000000 PA USD 133437.50000000 0.002742303354 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9A69 28105.41000000 PA USD 31083.30000000 0.000638799721 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AY8 235000.00000000 PA USD 325907.64000000 0.006697799452 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAT0 250000.00000000 PA USD 288613.00000000 0.005931349118 Long DBT CORP ES N 2 2027-03-08 Fixed 4.10300000 N N N N N N Ginnie Mae I Pool N/A 36241LE77 38166.54000000 PA USD 43989.78000000 0.000904043625 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 6.00000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BY9 500000.00000000 PA USD 491685.00000000 0.010104726368 Long DBT CORP DE N 2 2030-09-03 Fixed 0.87500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBB5 200000.00000000 PA USD 216461.00000000 0.004448537528 Long DBT CORP JP N 2 2023-07-19 Fixed 3.74800000 N N N N N N Fannie Mae Pool N/A 31418CFV1 131889.27000000 PA USD 142992.95000000 0.002938679504 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBC5 100000.00000000 PA USD 105133.80000000 0.002160627802 Long DBT CORP US N 2 2024-08-16 Fixed 2.01900000 N N N N N N Fannie Mae Pool N/A 31403NPW1 4597.19000000 PA USD 4916.45000000 0.000101039043 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 2.10400000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAB7 250000.00000000 PA USD 288809.25000000 0.005935382295 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CG4 200000.00000000 PA USD 220407.80000000 0.004529649081 Long DBT CORP US N 2 2029-09-19 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31416CCK0 33152.88000000 PA USD 38084.31000000 0.000782679014 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371LPK9 3605.16000000 PA USD 3932.78000000 0.000080823425 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 5.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BZ0 113000.00000000 PA USD 132362.55000000 0.002720211821 Long DBT CORP US N 2 2028-08-01 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31306YJF9 53118.45000000 PA USD 55431.21000000 0.001139178964 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KK6 225000.00000000 PA USD 236746.80000000 0.004865435456 Long DBT CORP US N 2 2024-09-15 Fixed 2.20000000 N N N N N N Ginnie Mae II Pool N/A 36202ETZ2 25729.84000000 PA USD 28808.77000000 0.000592055356 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31378UU42 3652.06000000 PA USD 3820.86000000 0.000078523332 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FGY6 81882.71000000 PA USD 92378.06000000 0.001898481789 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469TX3 150000.00000000 PA USD 154486.65000000 0.003174889056 Long DBT NUSS CA N 2 2022-09-06 Fixed 2.10000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp N/A 75886AAJ7 100000.00000000 PA USD 108125.00000000 0.002222100610 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AR4 100000.00000000 PA USD 115122.40000000 0.002365905713 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBH7 125000.00000000 PA USD 137024.25000000 0.002816015441 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513EBY6 25000.00000000 PA USD 33555.83000000 0.000689613228 Long DBT CORP US N 2 2027-08-15 Fixed 7.20000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 200000.00000000 PA USD 206799.60000000 0.004249983975 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCDY8 13130.09000000 PA USD 13764.29000000 0.000282872945 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.50000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAD3 500000.00000000 PA USD 495177.50000000 0.010176501502 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AF2 250000.00000000 PA USD 272187.50000000 0.005593785062 Long DBT CORP US N 2 2023-05-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31418CZ56 18085.80000000 PA USD 19287.80000000 0.000396387811 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Indonesia Government International Bond N/A 455780CF1 200000.00000000 PA USD 232248.40000000 0.004772987851 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516AT3 200000.00000000 PA USD 285451.80000000 0.005866382603 Long DBT CORP US N 2 2037-03-15 Fixed 5.70000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFU1 332000.00000000 PA USD 428545.93000000 0.008807141480 Long DBT CORP US N 2 2050-02-15 Fixed 5.15000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ25 75000.00000000 PA USD 79392.38000000 0.001631610229 Long DBT CORP US N 2 2024-08-15 Fixed 2.15000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWC4 545000.00000000 PA USD 549548.57000000 0.011293893297 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AN4 75000.00000000 PA USD 84711.45000000 0.001740923604 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36206TYJ5 5283.42000000 PA USD 6065.25000000 0.000124648284 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AG5 150000.00000000 PA USD 179368.80000000 0.003686247583 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N Freddie Mac Pool N/A 3131Y2SU3 75057.26000000 PA USD 80308.53000000 0.001650438229 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC29 N/A 17323VBD6 84000.00000000 PA USD 89265.96000000 0.001834524339 Long ABS-MBS CORP US N 2 2048-04-10 Variable 3.75800000 N N N N N N Fannie Mae Pool N/A 3138W6QL3 213103.29000000 PA USD 225713.72000000 0.004638692207 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CR7 125000.00000000 PA USD 135989.75000000 0.002794755204 Long DBT CORP US N 2 2024-04-01 Fixed 3.60000000 N N N N N N Sales Tax Securitization Corp N/A 79467BBN4 50000.00000000 PA USD 54589.50000000 0.001121880797 Long DBT MUN US N 2 2048-01-01 Fixed 3.82000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AX6 75000.00000000 PA USD 103668.30000000 0.002130509990 Long DBT CORP US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CR97 994313.85000000 PA USD 1073665.07000000 0.022065126542 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FXR9 1069.49000000 PA USD 1236.68000000 0.000025415282 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EGF0 25006.29000000 PA USD 30175.17000000 0.000620136542 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 6.50000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAN5 250000.00000000 PA USD 257473.25000000 0.005291389280 Long DBT CORP US N 2 2027-06-20 Fixed 1.37500000 N N N N N N Freddie Mac Gold Pool N/A 31335BAU0 182816.37000000 PA USD 200476.39000000 0.004120034299 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CL9 100000.00000000 PA USD 121973.40000000 0.002506702118 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MABU2 88188.02000000 PA USD 96855.78000000 0.001990504396 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAU7 150000.00000000 PA USD 177375.00000000 0.003645272561 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C30 N/A 46644UBB3 110804.56000000 PA USD 116181.91000000 0.002387679936 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.55910000 N N N N N N Ginnie Mae I Pool N/A 36206FWK4 1176.48000000 PA USD 1312.86000000 0.000026980874 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417EHN4 313306.74000000 PA USD 332637.30000000 0.006836102172 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 N/A 46645UAT4 100000.00000000 PA USD 113897.00000000 0.002340722249 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.64830000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAK2 500000.00000000 PA USD 632286.50000000 0.012994258659 Long DBT CORP US N 2 2048-07-24 Variable 4.03200000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AU7 100000.00000000 PA USD 114069.30000000 0.002344263224 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N California State University N/A 13077DBY7 50000.00000000 PA USD 61230.50000000 0.001258361446 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 200000.00000000 PA USD 220553.00000000 0.004532633118 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BD4 200000.00000000 PA USD 241098.00000000 0.004954857923 Long DBT CORP US N 2 2029-12-03 Variable 4.14100000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBN4 100000.00000000 PA USD 113491.50000000 0.002332388729 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AN0 49000.00000000 PA USD 51089.46000000 0.001049950707 Long DBT CORP US N 2 2022-08-15 Fixed 3.60000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AS7 14000.00000000 PA USD 19235.71000000 0.000395317298 Long DBT CORP IE N 2 2045-09-14 Fixed 5.12500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDU5 300000.00000000 PA USD 407391.60000000 0.008372394201 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3140QAS68 72438.93000000 PA USD 80240.49000000 0.001649039924 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FQ4 240000.00000000 PA USD 285629.52000000 0.005870034966 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 313615GK6 126.17000000 PA USD 129.30000000 0.000002657272 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 9.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBN1 200000.00000000 PA USD 213659.80000000 0.004390969451 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C7 N/A 46648KAY2 50000.00000000 PA USD 56748.00000000 0.001166240605 Long ABS-MBS CORP US N 2 2050-10-15 Variable 3.71250000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXH2 1250000.00000000 PA USD 1467416.25000000 0.030157193477 Long DBT CORP US N 2 2030-03-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 3617L7D30 199051.31000000 PA USD 206110.62000000 0.004235824596 Long ABS-MBS USGA US N 2 2049-09-15 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BS3 75000.00000000 PA USD 72855.08000000 0.001497260742 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N Assured Guaranty US Holdings Inc 5493007YCE0652G9TZ64 04621WAC4 75000.00000000 PA USD 85790.48000000 0.001763098987 Long DBT CORP US N 2 2024-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3NA2 325000.00000000 PA USD 343781.75000000 0.007065134210 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.25000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC33 N/A 29425AAD5 100000.00000000 PA USD 112461.00000000 0.002311210698 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.77800000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032419 743000.00000000 PA USD 786651.25000000 0.016166642522 Long ABS-MBS USGSE US N 2 2021-01-19 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2C6 200000.00000000 PA USD 217936.00000000 0.004478850576 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 560000.00000000 PA USD 577865.68000000 0.011875844441 Long DBT CORP GB N 2 2023-03-13 Variable 3.26200000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AT5 200000.00000000 PA USD 216960.40000000 0.004458800807 Long DBT NUSS JP N 2 2026-04-20 Fixed 2.37500000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAD1 260000.00000000 PA USD 280499.18000000 0.005764600222 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31417CK61 36594.31000000 PA USD 38393.07000000 0.000789024409 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.00000000 N N N N N N Stanford Health Care 5493005311WCPXQGDG42 85434VAA6 125000.00000000 PA USD 155739.00000000 0.003200626376 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AX0 100000.00000000 PA USD 110880.90000000 0.002278737716 Long DBT CORP US N 2 2025-03-10 Fixed 3.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BB4 270000.00000000 PA USD 348164.19000000 0.007155198696 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Fannie Mae Pool N/A 3138ERPA2 93379.95000000 PA USD 101049.74000000 0.002076695388 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_19-A N/A 34533FAE1 50000.00000000 PA USD 52223.20000000 0.001073250447 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 2.85000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AE5 150000.00000000 PA USD 193291.80000000 0.003972382212 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAK0 75000.00000000 PA USD 77241.38000000 0.001587404556 Long DBT CORP US N 2 2023-07-02 Fixed 1.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJHU7 85952.27000000 PA USD 100148.77000000 0.002058179356 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724FAC5 175000.00000000 PA USD 192917.55000000 0.003964690918 Long DBT CORP US N 2 2025-02-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31371LPR4 13656.69000000 PA USD 14902.49000000 0.000306264343 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Commonwealth of Massachusetts Transportation Fund Revenue N/A 57604TAD8 50000.00000000 PA USD 72343.50000000 0.001486747149 Long DBT MUN US N 2 2040-06-01 Fixed 5.73100000 N N N N N N Fannie Mae Pool N/A 31413QSZ2 40261.36000000 PA USD 41631.41000000 0.000855576245 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 1.88900000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967EW7 562000.00000000 PA USD 1003430.02000000 0.020621710611 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222AR5 100000.00000000 PA USD 114599.90000000 0.002355167701 Long DBT CORP CA N 2 2025-10-01 Fixed 4.15000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BE2 75000.00000000 PA USD 91538.03000000 0.001881218148 Long DBT CORP US N 2 2029-04-01 Fixed 4.70000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBW3 63000.00000000 PA USD 95842.47000000 0.001969679640 Long DBT CORP US Y 2 2052-10-01 Fixed 5.35000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFA7 300000.00000000 PA USD 404880.30000000 0.008320783923 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 200000.00000000 PA USD 250715.40000000 0.005152507221 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAB0 100000.00000000 PA USD 117663.40000000 0.002418126362 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAY0 200000.00000000 PA USD 215250.40000000 0.004423658221 Long DBT CORP US N 2 2029-08-15 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31402C4J8 125207.07000000 PA USD 146495.93000000 0.003010670015 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N COMM 2013-CCRE7 Mortgage Trust 549300FVY7JUBJ0PIH53 12625FAE6 30540.96000000 PA USD 32126.34000000 0.000660235465 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.21300000 N N N N N N University of Chicago/The 54930099Y7GU6182V326 91412NBC3 100000.00000000 PA USD 132095.00000000 0.002714713342 Long DBT CORP US N 2 2053-10-01 Fixed 4.00300000 N N N N N N United Airlines 2015-1 Class A Pass Through Trust N/A 90932LAB3 60000.00000000 PA USD 59136.24000000 0.001215321849 Long DBT CORP US N 2 2024-06-01 Fixed 3.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FREH0 445000.00000000 PA USD 485210.20000000 0.009971661332 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.25300000 N N N N N N Fannie Mae Pool N/A 31405R7F7 5383.29000000 PA USD 5957.46000000 0.000122433068 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2017-GS6 N/A 36253PAC6 150000.00000000 PA USD 169324.50000000 0.003479824969 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAA5 150000.00000000 PA USD 163524.75000000 0.003360633033 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BS9 150000.00000000 PA USD 217601.85000000 0.004471983386 Long DBT CORP US N 2 2041-05-27 Fixed 5.20000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AF8 125000.00000000 PA USD 136551.88000000 0.002806307661 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Ginnie Mae I Pool N/A 3622A2FL1 290712.72000000 PA USD 329591.56000000 0.006773508500 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371J7E8 4902.26000000 PA USD 5657.27000000 0.000116263797 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AB1 125000.00000000 PA USD 186640.75000000 0.003835695024 Long DBT CORP US N 2 2031-12-30 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31417ES44 199601.42000000 PA USD 211916.53000000 0.004355143127 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBK0 200000.00000000 PA USD 213161.00000000 0.004380718503 Long DBT CORP N/A N 2 2023-07-19 Fixed 2.87500000 N N N N N N University of California N/A 91412GU94 100000.00000000 PA USD 110301.00000000 0.002266820064 Long DBT MUN US N 2 2025-07-01 Fixed 3.06300000 N N N N N N Sales Tax Securitization Corp N/A 79467BCN3 100000.00000000 PA USD 125104.00000000 0.002571039766 Long DBT MUN US N 2 2048-01-01 Fixed 4.78700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828X70 1260000.00000000 PA USD 1335403.19000000 0.027444164102 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CQ5 500000.00000000 PA USD 501097.00000000 0.010298154446 Long DBT CORP US N 2 2030-09-01 Fixed 1.30000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AA5 100000.00000000 PA USD 110296.30000000 0.002266723473 Long DBT CORP CA N 2 2024-12-01 Fixed 3.60000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FC2 125000.00000000 PA USD 159527.38000000 0.003278482205 Long DBT CORP US N 2 2036-02-01 Fixed 5.62500000 N N N N N N Fannie Mae Pool N/A 31410VVF4 1292.21000000 PA USD 1318.83000000 0.000027103564 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.50000000 N N N N N N BANK 2019-BNK18 N/A 065402BF5 50000.00000000 PA USD 57857.00000000 0.001189031907 Long ABS-MBS CORP US N 2 2062-05-15 Variable 3.82600000 N N N N N N Ginnie Mae I Pool N/A 36213SZ65 7800.74000000 PA USD 9275.45000000 0.000190621809 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CAF1 628277.73000000 PA USD 667154.36000000 0.013710835704 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBL2 500000.00000000 PA USD 501653.50000000 0.010309591200 Long DBT CORP US N 2 2025-11-15 Fixed 0.75000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 N/A 61690VAZ1 75000.00000000 PA USD 83560.50000000 0.001717270178 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAF2 200000.00000000 PA USD 206000.20000000 0.004233555330 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAD3 100000.00000000 PA USD 100129.50000000 0.002057783334 Long DBT MUN US N 2 2050-04-01 Fixed 2.94300000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AP4 100000.00000000 PA USD 104468.30000000 0.002146950965 Long DBT CORP US N 2 2023-05-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VVJ0 4734.72000000 PA USD 5345.70000000 0.000109860654 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAS8 175000.00000000 PA USD 186507.30000000 0.003832952463 Long DBT CORP FR N 2 2025-01-10 Fixed 2.43400000 N N N N N N Freddie Mac Pool N/A 3133A8WX1 142836.85000000 PA USD 151235.86000000 0.003108081357 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAB9 575000.00000000 PA USD 660006.85000000 0.013563945657 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAD1 425000.00000000 PA USD 589762.30000000 0.012120334490 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20000000 N N N N N N Ginnie Mae I Pool N/A 36225BEK0 2651.27000000 PA USD 3080.47000000 0.000063307415 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CU2 425000.00000000 PA USD 466808.53000000 0.009593484572 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138EJRD2 16328.96000000 PA USD 17130.69000000 0.000352056570 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCW4 300000.00000000 PA USD 328913.10000000 0.006759565320 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N Freddie Mac Pool N/A 3133KHW85 114136.25000000 PA USD 121907.96000000 0.002505357246 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31413FTP7 3079.91000000 PA USD 3174.38000000 0.000065237380 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Corp II 5493005BBCF84ICNQ550 36192CAE5 92000.00000000 PA USD 95438.96000000 0.001961387017 Long ABS-MBS CORP US N 2 2046-02-10 Fixed 2.94300000 N N N N N N Sixth Street Specialty Lending Inc 549300TX61566GJWCN05 87265KAF9 50000.00000000 PA USD 51619.90000000 0.001060851896 Long DBT CORP US N 2 2024-11-01 Fixed 3.87500000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAM9 125000.00000000 PA USD 140784.38000000 0.002893290698 Long DBT CORP US N 2 2027-05-15 Fixed 3.20000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CR7 500000.00000000 PA USD 669869.00000000 0.013766624867 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3138A7G28 246041.86000000 PA USD 260242.71000000 0.005348305061 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-4 N/A 02007TAD7 25000.00000000 PA USD 25700.04000000 0.000528167163 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 1.92000000 N N N N N N Fannie Mae Pool N/A 31413JBF0 3130.60000000 PA USD 3287.32000000 0.000067558434 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WGFP4 146884.21000000 PA USD 155740.92000000 0.003200665834 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3133KGXM5 269318.20000000 PA USD 283147.72000000 0.005819030949 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAN2 235000.00000000 PA USD 268434.86000000 0.005516663734 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N Fannie Mae Pool N/A 31418CRH9 1550781.73000000 PA USD 1627649.64000000 0.033450185049 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418ATR9 482779.44000000 PA USD 519240.97000000 0.010671035157 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BK7 150000.00000000 PA USD 167172.60000000 0.003435600799 Long DBT CORP US N 2 2027-02-01 Fixed 3.20000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BD3 200000.00000000 PA USD 221460.60000000 0.004551285405 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00772BAP6 175000.00000000 PA USD 183737.75000000 0.003776034833 Long DBT CORP IE N 2 2022-07-01 Fixed 4.62500000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 75000.00000000 PA USD 99479.55000000 0.002044426069 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C27 N/A 46644ABG6 91502.85000000 PA USD 95614.07000000 0.001964985741 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.01740000 N N N N N N NYU Langone Hospitals N/A 62952EAE7 110000.00000000 PA USD 133410.42000000 0.002741746827 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BR4 225000.00000000 PA USD 272396.70000000 0.005598084377 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYYP3 341782.96000000 PA USD 356685.00000000 0.007330311733 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31419LEN9 8417.63000000 PA USD 8844.22000000 0.000181759506 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 2.28900000 N N N N N N Fannie Mae Pool N/A 3138AP4M7 10928.61000000 PA USD 11660.44000000 0.000239636262 Long ABS-MBS USGSE US N 2 2041-11-01 Floating 2.21300000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAB1 300000.00000000 PA USD 326101.20000000 0.006701777346 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YBB0 25000.00000000 PA USD 28258.25000000 0.000580741498 Long ABS-MBS CORP US N 2 2050-10-15 Variable 3.85400000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062AF8 100000.00000000 PA USD 131810.60000000 0.002708868575 Long DBT CORP US N 2 2028-05-15 Fixed 6.92000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FP8 250000.00000000 PA USD 328991.25000000 0.006761171398 Long DBT CORP US N 2 2046-01-02 Fixed 4.30000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AL3 75000.00000000 PA USD 83064.68000000 0.001707080472 Long DBT CORP US N 2 2023-09-15 Fixed 4.70000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDQ6 75000.00000000 PA USD 76833.00000000 0.001579011849 Long DBT CORP US N 2 2022-03-04 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 526000.00000000 PA USD 581244.73000000 0.011945288039 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGT1 300000.00000000 PA USD 374460.30000000 0.007695615826 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AU9 500000.00000000 PA USD 467764.50000000 0.009613130922 Long DBT CORP US N 2 2060-08-18 Fixed 2.55000000 N N N N N N Ginnie Mae I Pool N/A 3620ALZY3 54965.11000000 PA USD 62101.21000000 0.001276255599 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Morgan Stanley Capital I Trust 2015-UBS8 N/A 61691ABL6 75000.00000000 PA USD 84402.00000000 0.001734564029 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.80900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YF1 778000.00000000 PA USD 795991.25000000 0.016358590913 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 3138WDAM3 243949.11000000 PA USD 265516.99000000 0.005456697947 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 N/A 61690AAE4 75000.00000000 PA USD 84420.75000000 0.001734949365 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.75300000 N N N N N N Freddie Mac Gold Pool N/A 3128M6T65 147676.44000000 PA USD 163434.00000000 0.003358768010 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.50000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAG5 1045000.00000000 PA USD 1180977.49000000 0.024270527642 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQKX8 41043.91000000 PA USD 43246.86000000 0.000888775713 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795HT0 175000.00000000 PA USD 267965.60000000 0.005507019868 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B N/A 89238TAD5 58282.92000000 PA USD 58833.30000000 0.001209096063 Long ABS-CBDO CORP US N 2 2022-09-15 Fixed 2.96000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CB6 445000.00000000 PA USD 495946.72000000 0.010192309911 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Children's Hospital Corp/The 549300NXFO6BISJLOS32 16876BAB8 50000.00000000 PA USD 50048.30000000 0.001028553599 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N Fannie Mae Pool N/A 3138A5MA7 16547.44000000 PA USD 18020.75000000 0.000370348389 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVN3 2419.16000000 PA USD 2669.30000000 0.000054857370 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.50000000 N N N N N N Kentucky Utilities Co AGX0G2MXE54NFNNICD28 491674BG1 125000.00000000 PA USD 173257.63000000 0.003560655587 Long DBT CORP US N 2 2040-11-01 Fixed 5.12500000 N N N N N N Freddie Mac Gold Pool N/A 31335APZ5 974876.49000000 PA USD 1062498.00000000 0.021835629635 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BZ2 1450000.00000000 PA USD 1580250.60000000 0.032476076973 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31416HQU2 24948.03000000 PA USD 27685.24000000 0.000568965444 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AN5 200000.00000000 PA USD 227106.80000000 0.004667321700 Long DBT CORP US N 2 2026-12-05 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BDCW4 225000.00000000 PA USD 245981.25000000 0.005055214666 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 3.30300000 N N N N N N Benchmark 2020-B21 Mortgage Trust N/A 08163LAG4 125000.00000000 PA USD 129251.25000000 0.002656270811 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 1.97750000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDA4 230000.00000000 PA USD 298692.49000000 0.006138494930 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAG7 225000.00000000 PA USD 232143.30000000 0.004770827917 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371KUW9 15522.32000000 PA USD 17180.88000000 0.000353088036 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DH1 100000.00000000 PA USD 103566.20000000 0.002128411710 Long DBT CORP US N 2 2022-08-01 Fixed 2.80000000 N N N N N N Weibo Corp 549300Q9ID4640FE0422 948596AD3 200000.00000000 PA USD 209178.00000000 0.004298862996 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359UAA7 50000.00000000 PA USD 52000.00000000 0.001068663414 Long DBT CORP BM N 2 2022-03-10 Fixed 4.50000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ES8 200000.00000000 PA USD 205814.60000000 0.004229741024 Long DBT CORP N/A N 2 2023-01-24 Fixed 1.62500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAW8 175000.00000000 PA USD 192944.50000000 0.003965244774 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BP5 50000.00000000 PA USD 53551.00000000 0.001100538356 Long DBT CORP US N 2 2028-09-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31371GEG1 437.29000000 PA USD 509.02000000 0.000010460981 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3131XU6Q5 552521.13000000 PA USD 584264.68000000 0.012007351695 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402QYV7 119086.89000000 PA USD 138844.73000000 0.002853428525 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36203DF21 163.21000000 PA USD 173.48000000 0.000003565225 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Fannie Mae-Aces N/A 3136ATYT5 300000.00000000 PA USD 319728.00000000 0.006570800314 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 2.29200000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AQ0 25000.00000000 PA USD 28992.50000000 0.000595831231 Long DBT CORP CA N 2 2027-07-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EKFC4 58767.18000000 PA USD 64625.89000000 0.001328140851 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BE1 75000.00000000 PA USD 97003.28000000 0.001993535701 Long DBT CORP US N 2 2048-06-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31410GTM5 36010.94000000 PA USD 41570.70000000 0.000854328581 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DR6 50000.00000000 PA USD 54358.10000000 0.001117125245 Long DBT CORP US N 2 2024-02-15 Fixed 3.64600000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEM2 275000.00000000 PA USD 281575.53000000 0.005786720527 Long DBT CORP US N 2 2022-01-15 Fixed 2.62500000 N N N N N N Japan International Cooperation Agency 254900XEIG78M2AJB031 47109LAB0 300000.00000000 PA USD 333430.20000000 0.006852397234 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AT1 50000.00000000 PA USD 64262.30000000 0.001320668634 Long DBT CORP US N 2 2025-01-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138EKDL6 19718.83000000 PA USD 20427.91000000 0.000419818462 Long ABS-MBS USGSE US N 2 2039-08-01 Floating 2.90300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XZ8 4880000.00000000 PA USD 5411462.26000000 0.111212148818 Long DBT UST US N 2 2025-06-30 Fixed 2.75000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAE1 250000.00000000 PA USD 360586.25000000 0.007410487178 Long DBT CORP US N 2 2041-06-01 Fixed 5.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QQ4 925000.00000000 PA USD 1416984.38000000 0.029120757046 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N Morgan Stanley Capital I Trust 2019-L2 N/A 61768HAV8 50000.00000000 PA USD 57941.50000000 0.001190768485 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.80600000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CW7 200000.00000000 PA USD 218285.80000000 0.004486039393 Long DBT NUSS KR N 2 2023-11-27 Fixed 3.62500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HX5 400000.00000000 PA USD 429731.60000000 0.008831508445 Long DBT CORP DE N 2 2024-02-28 Fixed 2.62500000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABE1 100000.00000000 PA USD 112250.00000000 0.002306874390 Long DBT CORP US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AX9 750000.00000000 PA USD 840937.50000000 0.017282291163 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N Emory University 95MD72NUUVZ3P8PQ6919 29157TAE6 50000.00000000 PA USD 53345.55000000 0.001096316108 Long DBT CORP US N 2 2050-09-01 Fixed 2.96900000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAK1 175000.00000000 PA USD 183873.73000000 0.003778829388 Long DBT CORP US N 2 2022-09-15 Fixed 3.50000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_16-A5 N/A 161571HP2 450000.00000000 PA USD 461823.75000000 0.009491041264 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 1.53000000 N N N N N N Fannie Mae Pool N/A 3138EMQY0 32248.70000000 PA USD 33389.84000000 0.000686201931 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 2.53700000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 68217FAA0 250000.00000000 PA USD 284844.00000000 0.005853891572 Long DBT CORP US N 2 2026-04-15 Fixed 3.60000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GAP9 200000.00000000 PA USD 216256.20000000 0.004444328638 Long DBT CORP CA N 2 2024-04-02 Fixed 3.10000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EY5 500000.00000000 PA USD 487193.00000000 0.010012410290 Long DBT CORP N/A N 2 2030-10-08 Fixed 0.75000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAM7 150000.00000000 PA USD 167109.75000000 0.003434309155 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AH8 75000.00000000 PA USD 86520.00000000 0.001778091512 Long DBT CORP US N 2 2043-01-15 Fixed 3.90000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BV2 65000.00000000 PA USD 71323.98000000 0.001465794769 Long DBT CORP US N 2 2025-03-01 Fixed 3.87500000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAE8 125000.00000000 PA USD 128423.25000000 0.002639254401 Long DBT CORP US N 2 2022-04-01 Fixed 2.95000000 N N N N N N University of Michigan N/A 914455UG3 100000.00000000 PA USD 106205.00000000 0.002182642268 Long DBT MUN US N 2 2050-04-01 Fixed 2.56200000 N N N N N N Port of Morrow OR N/A 73474TAT7 100000.00000000 PA USD 104389.00000000 0.002145321254 Long DBT MUN US N 2 2040-09-01 Fixed 2.54300000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BF8 630000.00000000 PA USD 828864.54000000 0.017034177112 Long DBT CORP NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513EAC5 370000.00000000 PA USD 406795.39000000 0.008360141358 Long DBT CORP US N 2 2050-07-01 Fixed 3.12500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAY4 150000.00000000 PA USD 158814.15000000 0.003263824459 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179SWY9 172884.51000000 PA USD 188371.45000000 0.003871263019 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3622A2S37 914837.56000000 PA USD 977237.17000000 0.020083415601 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_19-A N/A 34533FAD3 150000.00000000 PA USD 152622.92000000 0.003136587132 Long ABS-CBDO CORP US N 2 2023-09-15 Fixed 2.78000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVZ3 737491.23000000 PA USD 774507.32000000 0.015917069951 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AZ1 200000.00000000 PA USD 216631.00000000 0.004452031235 Long DBT NUSS JP N 2 2026-11-04 Fixed 2.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 N/A 61762TAG1 20000.00000000 PA USD 19436.40000000 0.000399441723 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.49730000 N N N N N N Fannie Mae Pool N/A 31379EAW7 502.16000000 PA USD 560.88000000 0.000011526768 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 550000.00000000 PA USD 668935.85000000 0.013747447496 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Freddie Mac Gold Pool N/A 3132HQBF8 195479.26000000 PA USD 206883.09000000 0.004251699797 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BN6G4 75000.00000000 PA USD 83178.00000000 0.001709409337 Long ABS-MBS USGSE US N 2 2025-12-25 Fixed 2.99500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828G38 12681000.00000000 PA USD 13659814.69000000 0.280725850268 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AY8 120000.00000000 PA USD 137930.28000000 0.002834635462 Long DBT CORP US N 2 2049-11-01 Fixed 3.35000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CA5 150000.00000000 PA USD 174006.90000000 0.003576053999 Long DBT CORP US N 2 2025-11-06 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31401YFM2 16043.48000000 PA USD 18483.96000000 0.000379867919 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAC1 250000.00000000 PA USD 320728.00000000 0.006591351533 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAN7 50000.00000000 PA USD 54870.60000000 0.001127657745 Long DBT CORP US N 2 2024-05-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31410LHW5 274424.36000000 PA USD 303171.74000000 0.006230548980 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LFU4 18592.85000000 PA USD 20921.49000000 0.000429962133 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140QB4C9 324705.34000000 PA USD 341498.48000000 0.007018210227 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N COMM 2015-CCRE23 Mortgage Trust N/A 12593AAY1 65241.34000000 PA USD 68770.24000000 0.001413312298 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.25700000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 6832342L1 500000.00000000 PA USD 513715.00000000 0.010557469734 Long DBT NUSS CA N 2 2022-05-18 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2D1 370311.59000000 PA USD 398024.19000000 0.008179882502 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N LYB International Finance III LLC N/A 50249AAC7 100000.00000000 PA USD 111490.60000000 0.002291267794 Long DBT CORP US N 2 2030-05-01 Fixed 3.37500000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BK2 300000.00000000 PA USD 300647.70000000 0.006178676880 Long DBT CORP US N 2 2030-09-14 Fixed 1.37500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DN5 1300000.00000000 PA USD 1311802.70000000 0.026959145251 Long DBT CORP N/A N 2 2025-07-15 Fixed 0.62500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFS8 500000.00000000 PA USD 503236.50000000 0.010342123780 Long DBT CORP US N 2 2025-11-20 Fixed 0.85000000 N N N N N N UBS Commercial Mortgage Trust 2018-C15 N/A 90278LAY5 125000.00000000 PA USD 148926.25000000 0.003060616055 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.34090000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-D N/A 89236XAC0 75000.00000000 PA USD 75150.68000000 0.001544438121 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 0.35000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAA8 175000.00000000 PA USD 183764.70000000 0.003776588689 Long DBT CORP GB N 2 2022-11-30 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U57 6150000.00000000 PA USD 6501703.13000000 0.133617928265 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 135000.00000000 PA USD 180900.00000000 0.003717715610 Long DBT CORP GB N 2 2048-08-17 Fixed 4.37500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAJ2 250000.00000000 PA USD 286723.25000000 0.005892512451 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31412LA83 50790.74000000 PA USD 59846.58000000 0.001229920202 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179M2N9 287698.29000000 PA USD 310236.00000000 0.006375728138 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W71 18446000.00000000 PA USD 19598875.00000000 0.402780782429 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 3138WJTG3 1112741.80000000 PA USD 1181598.82000000 0.024283296731 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAY6 100000.00000000 PA USD 106289.10000000 0.002184370626 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128PJXW2 3161.42000000 PA USD 3259.53000000 0.000066987316 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CFG4 586580.60000000 PA USD 620665.86000000 0.012755440336 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAE3 400000.00000000 PA USD 444016.00000000 0.009125070285 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4 N/A 80286WAE6 25000.00000000 PA USD 25016.63000000 0.000514122254 Long ABS-CBDO CORP US N 2 2025-03-17 Fixed 0.73000000 N N N N N N BBCMS Mortgage Trust 2020-C8 N/A 05552ABC1 125000.00000000 PA USD 130121.25000000 0.002674150372 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.04000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AJ6 200000.00000000 PA USD 207760.00000000 0.004269721367 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNB6 18403.97000000 PA USD 20749.15000000 0.000426420336 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAM3 100000.00000000 PA USD 103743.10000000 0.002132047221 Long DBT CORP US N 2 2030-06-04 Fixed 2.10000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FVNG3 125000.00000000 PA USD 127245.00000000 0.002615039927 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 1.36600000 N N N N N N Freddie Mac Pool N/A 3132DWAD5 893132.81000000 PA USD 902719.70000000 0.018551990717 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 362000.00000000 PA USD 434702.99000000 0.008933676572 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31402H5K3 20653.76000000 PA USD 24696.24000000 0.000507537849 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AH3 610000.00000000 PA USD 734759.03000000 0.015100194118 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QT7G3 2857.57000000 PA USD 2927.60000000 0.000060165750 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.87300000 N N N N N N Freddie Mac Gold Pool N/A 31307DD78 6052.29000000 PA USD 6318.40000000 0.000129850825 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW41 240052.68000000 PA USD 253714.73000000 0.005214147111 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AQ2 75000.00000000 PA USD 102609.08000000 0.002108741727 Long DBT CORP US N 2 2041-09-15 Fixed 4.87500000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-A N/A 65478DAD9 28396.61000000 PA USD 28501.79000000 0.000585746542 Long ABS-CBDO CORP US N 2 2022-05-16 Fixed 2.65000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAR0 325000.00000000 PA USD 379808.00000000 0.007805517582 Long DBT CORP JP N 2 2028-03-05 Fixed 4.01800000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AP7 125000.00000000 PA USD 137965.88000000 0.002835367085 Long DBT CORP US N 2 2025-03-17 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3140QCRK4 281677.67000000 PA USD 301109.68000000 0.006188171132 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCZ2 100000.00000000 PA USD 106288.00000000 0.002184348020 Long DBT CORP US N 2 2024-06-27 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31402CQT2 15094.16000000 PA USD 18039.15000000 0.000370726531 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 N/A 61761QAE3 100000.00000000 PA USD 104509.00000000 0.002147787400 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.13400000 N N N N N N JetBlue 2020-1 Class A Pass Through Trust N/A 477164AA5 150000.00000000 PA USD 161250.00000000 0.003313884147 Long DBT CORP US N 2 2034-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VN30 1596400.95000000 PA USD 1675105.75000000 0.034425465983 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140JACV8 207127.06000000 PA USD 219785.28000000 0.004516855536 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058EP4 1150000.00000000 PA USD 1257951.65000000 0.025852440502 Long DBT CORP N/A N 2 2025-07-29 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298XCP6 10669.43000000 PA USD 12656.15000000 0.000260099316 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHN3 25000.00000000 PA USD 27002.10000000 0.000554926084 Long DBT CORP US N 2 2026-07-22 Fixed 2.37500000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DP9 350000.00000000 PA USD 392250.25000000 0.008061220993 Long DBT CORP US N 2 2027-05-03 Fixed 3.10000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAD2 525000.00000000 PA USD 553578.38000000 0.011376710807 Long DBT CORP US Y 2 2030-06-22 Fixed 2.70000000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AR9 150000.00000000 PA USD 194765.25000000 0.004002663407 Long DBT CORP AU N 2 2042-02-24 Fixed 4.12500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BK4 241000.00000000 PA USD 267493.61000000 0.005497319898 Long DBT CORP US N 2 2024-12-05 Fixed 3.62500000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AK7 175000.00000000 PA USD 200987.33000000 0.004130534739 Long DBT CORP NL N 2 2024-04-15 Fixed 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M76A9 205314.03000000 PA USD 229358.54000000 0.004713597703 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402RJP5 12191.20000000 PA USD 14264.73000000 0.000293157597 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828SF8 135000.00000000 PA USD 137826.56000000 0.002832503889 Long DBT UST US N 2 2022-02-15 Fixed 2.00000000 N N N N N N UBS Commercial Mortgage Trust 2018-C10 N/A 90276FAW4 175000.00000000 PA USD 207159.75000000 0.004257385497 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.31340000 N N N N N N Ginnie Mae II Pool N/A 3622AAPG3 153389.16000000 PA USD 161494.44000000 0.003318907687 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 3.00000000 N N N N N N Trustees of Boston College 549300Q2G2ZLXN1EX541 89838LAG9 100000.00000000 PA USD 108986.10000000 0.002239797265 Long DBT CORP US N 2 2052-07-01 Fixed 3.12900000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AX6 100000.00000000 PA USD 108202.80000000 0.002223699495 Long DBT CORP US N 2 2026-08-15 Fixed 2.30000000 N N N N N N Ginnie Mae II Pool N/A 36179MVR8 1054669.66000000 PA USD 1123395.63000000 0.023087150197 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 125000.00000000 PA USD 148041.25000000 0.003042428226 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJY9 450000.00000000 PA USD 479530.35000000 0.009854933488 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31418UEL4 45569.63000000 PA USD 51197.96000000 0.001052180514 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1 N/A 34528QHK3 275000.00000000 PA USD 276402.94000000 0.005680417495 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 0.70000000 N N N N N N Freddie Mac Pool N/A 3132A9UC9 22823.74000000 PA USD 24115.56000000 0.000495604167 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-4 N/A 14315XAD0 15000.00000000 PA USD 15606.24000000 0.000320727264 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 2.03000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785DV5 325000.00000000 PA USD 479082.83000000 0.009845736406 Long DBT CORP N/A N 2 2036-02-15 Fixed 4.87500000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 575000.00000000 PA USD 642382.53000000 0.013201744388 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Morgan Stanley Capital I Trust 2012-C4 5493005SNWQW3UUOQX45 61760VAP8 350000.00000000 PA USD 355785.50000000 0.007311825911 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.24400000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AS8 200000.00000000 PA USD 228255.00000000 0.004690918611 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FK4M5 225000.00000000 PA USD 271595.25000000 0.005581613602 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.06000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAM3 5675000.00000000 PA USD 5651945.31000000 0.116154368769 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C29 N/A 46644RAZ8 100000.00000000 PA USD 111008.00000000 0.002281349776 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.61080000 N N N N N N Republic of Italy Government International Bond N/A 465410BZ0 500000.00000000 PA USD 550274.00000000 0.011308801769 Long DBT NUSS IT N 2 2049-10-17 Fixed 4.00000000 N N N N N N Fairfax Financial Holdings Ltd GLS7OQD0WOEDI8YAP031 303901BF8 100000.00000000 PA USD 111750.00000000 0.002296598781 Long DBT CORP CA N 2 2030-04-29 Fixed 4.62500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BF5 67000.00000000 PA USD 85530.12000000 0.001757748271 Long DBT CORP US N 2 2042-12-03 Fixed 4.05000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2013-C6 549300G1IXWLFE766Q13 90349GBH7 25000.00000000 PA USD 25976.25000000 0.000533843616 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.46880000 N N N N N N Everest Reinsurance Holdings Inc N/A 299808AF2 100000.00000000 PA USD 131356.10000000 0.002699528046 Long DBT CORP US N 2 2044-06-01 Fixed 4.86800000 N N N N N N Freddie Mac Gold Pool N/A 31292GTU0 514.21000000 PA USD 589.52000000 0.000012115354 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 7.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CM0 300000.00000000 PA USD 306962.10000000 0.006308445500 Long DBT CORP US N 2 2022-02-09 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UMG2 1972.46000000 PA USD 2353.28000000 0.000048362773 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAL7 400000.00000000 PA USD 419500.00000000 0.008621236587 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QE1 3750000.00000000 PA USD 5836523.25000000 0.119947670532 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0ZR7 160000.00000000 PA USD 173928.64000000 0.003574445661 Long DBT USGSE US N 2 2024-09-06 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292HKY9 5231.02000000 PA USD 5922.88000000 0.000121722407 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836AT5 125000.00000000 PA USD 188727.88000000 0.003878588091 Long DBT CORP US N 2 2031-04-01 Fixed 7.45000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCJ2 50000.00000000 PA USD 54368.00000000 0.001117328702 Long DBT CORP US N 2 2040-03-10 Fixed 3.00000000 N N N N N N Bon Secours Mercy Health Inc 5493006NA7JSVYYYF398 09778PAA3 100000.00000000 PA USD 113104.90000000 0.002324443628 Long DBT CORP US N 2 2030-06-01 Fixed 3.46400000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBM3 175000.00000000 PA USD 182968.45000000 0.003760224780 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Ginnie Mae II Pool N/A 36202DWX5 20264.51000000 PA USD 23631.35000000 0.000485653061 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 6.00000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AN7 75000.00000000 PA USD 85526.25000000 0.001757668738 Long DBT CORP CA N 2 2024-03-15 Fixed 5.95000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDC5 250000.00000000 PA USD 305087.50000000 0.006269920184 Long DBT CORP US N 2 2046-08-15 Fixed 4.12500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBP4 475000.00000000 PA USD 526816.33000000 0.010826718043 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Colombia Government International Bond N/A 195325BQ7 400000.00000000 PA USD 432450.00000000 0.008887374880 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AJ2 100000.00000000 PA USD 106761.20000000 0.002194072857 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36184NQQ7 98156.48000000 PA USD 104942.14000000 0.002156688955 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBN0 951000.00000000 PA USD 1057010.82000000 0.021722861394 Long DBT CORP US N 2 2025-08-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3140X8HD2 328346.06000000 PA USD 348071.48000000 0.007153293393 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAT3 414000.00000000 PA USD 461081.32000000 0.009475783422 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Leidos Inc 5493006I78VIN6J1BQ95 52532XAG0 200000.00000000 PA USD 203955.40000000 0.004191532197 Long DBT CORP US Y 2 2031-02-15 Fixed 2.30000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEM3 100000.00000000 PA USD 112173.80000000 0.002305308387 Long DBT CORP US N 2 2028-01-11 Fixed 3.05000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F1G44 433000.00000000 PA USD 494845.39000000 0.010169676237 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24300000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BB3 150000.00000000 PA USD 169991.85000000 0.003493539825 Long DBT CORP US N 2 2049-11-15 Fixed 3.12500000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAM9 100000.00000000 PA USD 147309.10000000 0.003027381651 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114BZ0 640000.00000000 PA USD 886519.68000000 0.018219060550 Long DBT CORP US N 2 2035-06-15 Fixed 5.25000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-2 N/A 14314XAD1 50000.00000000 PA USD 51654.40000000 0.001061560913 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 3.16000000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AR6 120000.00000000 PA USD 172932.00000000 0.003553963493 Long DBT CORP US N 2 2044-01-15 Fixed 5.62500000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEK2 100000.00000000 PA USD 129836.80000000 0.002668304578 Long DBT CORP US N 2 2047-08-01 Fixed 3.70000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BC1 200000.00000000 PA USD 215792.00000000 0.004434788762 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDQ1 500000.00000000 PA USD 500089.50000000 0.010277449093 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAL9 75000.00000000 PA USD 81460.88000000 0.001674120427 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAX8 260140.96000000 PA USD 275317.19000000 0.005658104008 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAT2 250000.00000000 PA USD 264664.00000000 0.005439167962 Long DBT CORP US N 2 2024-12-06 Fixed 2.15000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AR0 250000.00000000 PA USD 295589.75000000 0.006074729839 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140X7LL1 484861.53000000 PA USD 531602.18000000 0.010925073097 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAX7 150000.00000000 PA USD 193433.25000000 0.003975289182 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAK4 225000.00000000 PA USD 293878.13000000 0.006039553961 Long DBT CORP US N 2 2045-11-20 Fixed 4.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAY4 590000.00000000 PA USD 900776.01000000 0.018512045517 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N CSAIL 2016-C7 Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UAW9 200000.00000000 PA USD 223112.00000000 0.004585223689 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.50200000 N N N N N N Fannie Mae Pool N/A 31412LGX2 9877.99000000 PA USD 11315.60000000 0.000232549379 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BQ5 100000.00000000 PA USD 122375.00000000 0.002514955488 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 600000.00000000 PA USD 791347.80000000 0.016263162352 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUH0 200000.00000000 PA USD 214970.60000000 0.004417907990 Long DBT CORP US N 2 2023-06-07 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 3138M8B51 167182.39000000 PA USD 178756.38000000 0.003673661605 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BU7 331000.00000000 PA USD 446904.62000000 0.009184434949 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31417DLP6 285308.33000000 PA USD 303801.33000000 0.006243487822 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3A0 161000.00000000 PA USD 220483.54000000 0.004531205630 Long DBT CORP US N 2 2037-08-07 Fixed 6.15000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAJ2 310000.00000000 PA USD 354910.01000000 0.007293833524 Long DBT CORP US N 2 2050-06-01 Fixed 3.25000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BM3 50000.00000000 PA USD 63061.95000000 0.001295999977 Long DBT CORP US N 2 2047-09-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140JL5D2 67951.19000000 PA USD 74240.45000000 0.001525731785 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAQ3 13000.00000000 PA USD 16839.68000000 0.000346075960 Long DBT CORP US N 2 2040-01-30 Fixed 5.75000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAY3 100000.00000000 PA USD 108482.70000000 0.002229451781 Long DBT CORP US N 2 2023-11-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31385XD95 60711.67000000 PA USD 71666.61000000 0.001472836234 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CT7 70000.00000000 PA USD 87382.47000000 0.001795816322 Long DBT CORP US N 2 2050-02-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36200MRT2 8650.22000000 PA USD 9617.98000000 0.000197661218 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BD5 100000.00000000 PA USD 108060.40000000 0.002220773001 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36206W5F8 201.24000000 PA USD 234.61000000 0.000004821521 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 9.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCE3 210000.00000000 PA USD 272974.59000000 0.005609960721 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAU9 200000.00000000 PA USD 229230.00000000 0.004710956050 Long DBT CORP GB N 2 2028-01-10 Fixed 4.33700000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WAJ3 75000.00000000 PA USD 100011.75000000 0.002055363428 Long DBT MUN US N 2 2029-12-01 Fixed 6.04000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B5JM6 288000.00000000 PA USD 309360.96000000 0.006357744999 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.53100000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RBA7 56000.00000000 PA USD 61521.04000000 0.001264332398 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.07400000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AM7 100000.00000000 PA USD 104117.50000000 0.002139741598 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BW4 400000.00000000 PA USD 414859.20000000 0.008525862488 Long DBT CORP US N 2 2023-03-01 Fixed 2.80000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AF0 200000.00000000 PA USD 218101.40000000 0.004482249748 Long DBT CORP US N 2 2026-11-01 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 3138EJ5G9 22247.02000000 PA USD 23393.01000000 0.000480754883 Long ABS-MBS USGSE US N 2 2042-05-01 Floating 3.56700000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AS3 50000.00000000 PA USD 63153.30000000 0.001297877331 Long DBT CORP US N 2 2047-11-01 Fixed 4.30000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AT6 100000.00000000 PA USD 103450.40000000 0.002126031879 Long DBT CORP US N 2 2022-10-01 Fixed 2.87500000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAE0 650000.00000000 PA USD 897787.15000000 0.018450620800 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140X5RZ8 29303.14000000 PA USD 32925.64000000 0.000676662055 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 500000.00000000 PA USD 549816.50000000 0.011299399586 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 71951QAB8 100000.00000000 PA USD 108375.50000000 0.002227248690 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FAWS3 500000.00000000 PA USD 572385.00000000 0.011763209783 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 3.19400000 N N N N N N Ginnie Mae I Pool N/A 36295QKS8 69776.39000000 PA USD 80506.65000000 0.001654509836 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132ADVT2 106391.93000000 PA USD 117230.98000000 0.002409239604 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CJ8 240000.00000000 PA USD 280529.76000000 0.005765228679 Long DBT CORP US N 2 2050-04-09 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M74V5 46095.48000000 PA USD 50580.94000000 0.001039500001 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.00000000 N N N N N N AutoNation Inc N/A 05329WAN2 205000.00000000 PA USD 221325.38000000 0.004548506469 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Barrick PD Australia Finance Pty Ltd 5493008DX0TK7OFLV260 06849UAD7 50000.00000000 PA USD 72267.15000000 0.001485178063 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31368HLZ4 73600.71000000 PA USD 86542.98000000 0.001778563779 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103AF5 125000.00000000 PA USD 138337.38000000 0.002843001863 Long DBT CORP US N 2 2024-06-01 Fixed 4.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQKC6 350000.00000000 PA USD 389651.50000000 0.008007813511 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.53700000 N N N N N N Freddie Mac Gold Pool N/A 31283GS99 208.96000000 PA USD 237.32000000 0.000004877215 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAG5 344738.69000000 PA USD 371937.54000000 0.007643770031 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468V4 500000.00000000 PA USD 502843.00000000 0.010334036876 Long DBT CORP US N 2 2026-12-10 Variable 0.98500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CT5 150000.00000000 PA USD 160069.50000000 0.003289623432 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8CL3 105646.48000000 PA USD 113344.57000000 0.002329369139 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 3.50000000 N N N N N N COMM 2013-LC6 Mortgage Trust N/A 20048EAY7 83446.81000000 PA USD 86625.30000000 0.001780255556 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 2.94100000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BA6 125000.00000000 PA USD 181002.13000000 0.003719814506 Long DBT CORP US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAU4 60000.00000000 PA USD 68659.38000000 0.001411033990 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292LW68 107679.64000000 PA USD 115963.35000000 0.002383188261 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAK9 250000.00000000 PA USD 256811.75000000 0.005277794649 Long DBT CORP GB N 2 2023-03-17 Variable 2.85800000 N N N N N N LYB International Finance III LLC N/A 50249AAB9 100000.00000000 PA USD 108121.70000000 0.002222032791 Long DBT CORP US N 2 2025-05-01 Fixed 2.87500000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AR4 279000.00000000 PA USD 305620.23000000 0.006280868435 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAF1 25000.00000000 PA USD 26874.63000000 0.000552306420 Long DBT CORP US N 2 2023-09-01 Fixed 3.37500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CN6 800000.00000000 PA USD 815971.20000000 0.016769203251 Long DBT CORP N/A N 2 2022-04-14 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EY0 765000.00000000 PA USD 1030718.01000000 0.021182512084 Long DBT UST US N 2 2026-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV64 839097.64000000 PA USD 899722.11000000 0.018490386587 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BX7 75000.00000000 PA USD 77064.68000000 0.001583773155 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAF1 125000.00000000 PA USD 207446.63000000 0.004263281231 Long DBT CORP US N 2 2038-09-01 Fixed 7.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBD2 500000.00000000 PA USD 605455.00000000 0.012442838613 Long DBT CORP US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGEF0 2388.10000000 PA USD 2506.58000000 0.000051513275 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.88000000 N N N N N N Citigroup Commercial Mortgage Trust 2020-GC46 N/A 17328RBB4 45000.00000000 PA USD 49050.90000000 0.001008055813 Long ABS-MBS CORP US N 2 2053-02-15 Variable 2.91800000 N N N N N N Fannie Mae Pool N/A 31418AEK0 91560.98000000 PA USD 97303.39000000 0.001999703327 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AJ4 250000.00000000 PA USD 347812.50000000 0.007147971038 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285U0 7337000.00000000 PA USD 7873518.13000000 0.161810399468 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BL5 200000.00000000 PA USD 217510.00000000 0.004470095757 Long DBT CORP US N 2 2026-08-11 Fixed 2.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4 N/A 80286WAF3 25000.00000000 PA USD 25100.22000000 0.000515840131 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAH4 200000.00000000 PA USD 255892.20000000 0.005258896775 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CF3 350000.00000000 PA USD 383706.40000000 0.007885634456 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36206XP23 2011.29000000 PA USD 2334.80000000 0.000047982987 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 8.00000000 N N N N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253AE1 75000.00000000 PA USD 88580.03000000 0.001820427641 Long DBT CORP US N 2 2054-10-01 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAB6 84920.89000000 PA USD 97015.47000000 0.001993786220 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AS4 250000.00000000 PA USD 271804.50000000 0.005585913945 Long DBT CORP US N 2 2024-02-01 Fixed 4.10000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 200000.00000000 PA USD 259109.80000000 0.005325022379 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CR9 775000.00000000 PA USD 876954.35000000 0.018022481354 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Panama Government International Bond N/A 698299BL7 200000.00000000 PA USD 236000.00000000 0.004850087806 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Fannie Mae Pool N/A 31371GKK5 1032.45000000 PA USD 1194.74000000 0.000024553364 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31403CY62 33274.45000000 PA USD 38777.39000000 0.000796922654 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418BLT1 184964.65000000 PA USD 197455.53000000 0.004057951942 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N CHRISTUS Health OQUVMAC1TV7BMO6XVW61 17108JAA1 125000.00000000 PA USD 147494.00000000 0.003031181571 Long DBT CORP US N 2 2028-07-01 Fixed 4.34100000 N N N N N N Fannie Mae Pool N/A 31406UDS4 6814.06000000 PA USD 7323.82000000 0.000150513432 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 2.80900000 N N N N N N Fannie Mae Pool N/A 3138MFTC1 108472.55000000 PA USD 117912.48000000 0.002423245260 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FXQW1 100000.00000000 PA USD 102722.00000000 0.002111062371 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 1.86000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BPCQ0 200000.00000000 PA USD 217898.00000000 0.004478069630 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 2.85300000 N N N N N N Fannie Mae Pool N/A 31402CVN9 48369.13000000 PA USD 56606.62000000 0.001163335073 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417EJB8 273704.51000000 PA USD 297675.06000000 0.006117585503 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828K74 14580500.00000000 PA USD 15705932.34000000 0.322776063253 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31365EBN2 117.80000000 PA USD 126.76000000 0.000002605072 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 7.00000000 N N N N N N Fannie Mae-Aces N/A 3136AMKZ1 281732.49000000 PA USD 298501.21000000 0.006134563893 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 2.53200000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4GX8 102473.45000000 PA USD 105167.48000000 0.002161319967 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.01600000 N N N N N N Delta Air Lines 2015-1 Class AA Pass Through Trust N/A 24736XAA6 39147.45000000 PA USD 39237.96000000 0.000806387929 Long DBT CORP US N 2 2029-01-30 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138EKW35 91019.42000000 PA USD 108100.41000000 0.002221595255 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201QTC7 11057.85000000 PA USD 12502.26000000 0.000256936689 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402C4H2 152823.36000000 PA USD 178829.98000000 0.003675174175 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Indonesia Government International Bond N/A 455780CH7 425000.00000000 PA USD 514783.80000000 0.010579434878 Long DBT NUSS ID N 2 2029-02-11 Fixed 4.75000000 N N N N N N Hungary Government International Bond N/A 445545AJ5 400000.00000000 PA USD 455996.80000000 0.009371290336 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N Canada Government International Bond N/A 135087K78 550000.00000000 PA USD 575384.15000000 0.011824845973 Long DBT NUSS CA N 2 2025-01-22 Fixed 1.62500000 N N N N N N Texas Transportation Commission 5493006JSGNPGVJS7691 882830AP7 100000.00000000 PA USD 101867.00000000 0.002093491078 Long DBT MUN US N 2 2042-04-01 Fixed 2.56200000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAP8 100000.00000000 PA USD 105500.00000000 0.002168153659 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAD8 350000.00000000 PA USD 490000.00000000 0.010070097563 Long DBT CORP NL N 2 2045-08-04 Fixed 5.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 N/A 46639YAV9 50000.00000000 PA USD 49017.50000000 0.001007369402 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.49860000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AC8 75000.00000000 PA USD 84547.43000000 0.001737552793 Long DBT CORP US N 2 2049-10-15 Fixed 3.38700000 N N N N N N Freddie Mac Gold Pool N/A 31296M2P3 42778.36000000 PA USD 50412.30000000 0.001036034243 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAW0 200000.00000000 PA USD 217291.20000000 0.004465599150 Long DBT CORP US N 2 2029-12-01 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31418CLH5 369398.37000000 PA USD 398877.06000000 0.008197410020 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Spirit Airlines Pass Through Trust 2015-1A N/A 84858DAA6 17702.29000000 PA USD 16382.21000000 0.000336674393 Long DBT CORP US N 2 2029-10-01 Fixed 4.10000000 N N N N N N Ginnie Mae II Pool N/A 36179RJD2 793863.88000000 PA USD 845178.76000000 0.017369454228 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Utah Acquisition Sub Inc 254900JOFV74IJ7H9933 62854AAN4 375000.00000000 PA USD 429354.75000000 0.008823763718 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N CyrusOne LP / CyrusOne Finance Corp N/A 23283PAQ7 120000.00000000 PA USD 128260.68000000 0.002635913390 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAP6 3605000.00000000 PA USD 3602183.77000000 0.074029269401 Long DBT UST US N 2 2023-10-15 Fixed 0.12500000 N N N N N N Fannie Mae Pool N/A 31418CZJ6 2207758.92000000 PA USD 2409716.32000000 0.049522609068 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2020-GC46 N/A 17328RAZ2 110000.00000000 PA USD 120243.20000000 0.002471144398 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.71700000 N N N N N N Fannie Mae Pool N/A 3138E2TV7 14631.78000000 PA USD 15558.11000000 0.000319738133 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 2.93700000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAH5 30000.00000000 PA USD 32223.90000000 0.000662240442 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.40930000 N N N N N N Ginnie Mae II Pool N/A 36202ELL1 6094.44000000 PA USD 7100.55000000 0.000145924961 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 6.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BH6 200000.00000000 PA USD 206769.20000000 0.004249359218 Long DBT CORP US N 2 2025-03-12 Fixed 1.37500000 N N N N N N Mercy Health/OH RV2KCMRGYKSCKT5REH48 58942HAC5 25000.00000000 PA USD 28805.43000000 0.000591986715 Long DBT CORP US N 2 2028-07-01 Fixed 4.30200000 N N N N N N Freddie Mac Pool N/A 3132D53M2 816668.93000000 PA USD 851731.55000000 0.017504122054 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140J9H87 303362.07000000 PA USD 322820.05000000 0.006634345712 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBG2 205000.00000000 PA USD 289642.25000000 0.005952501461 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 452252FH7 50000.00000000 PA USD 72256.00000000 0.001484948917 Long DBT MUN US N 2 2034-01-01 Fixed 6.18400000 N N N N N N Aspen Insurance Holdings Ltd 549300YX6HECG9XQCQ75 04530DAD4 175000.00000000 PA USD 187212.20000000 0.003847439018 Long DBT CORP BM N 2 2023-11-15 Fixed 4.65000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPJG1 210000.00000000 PA USD 234334.80000000 0.004815865915 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.59500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAL5 7875000.00000000 PA USD 7750723.05000000 0.159286810823 Long DBT UST US N 2 2027-09-30 Fixed 0.37500000 N N N N N N Fannie Mae Pool N/A 31418BPQ3 283784.67000000 PA USD 300158.93000000 0.006168632060 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBK4 269000.00000000 PA USD 299649.05000000 0.006158153404 Long DBT CORP US Y 2 2055-09-15 Fixed 4.00000000 N N N N N N RWJ Barnabas Health Inc 549300HV60S88R85TC91 78349AAC7 25000.00000000 PA USD 28157.50000000 0.000578670963 Long DBT CORP US N 2 2049-07-01 Fixed 3.47700000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAU6 100000.00000000 PA USD 114135.80000000 0.002345629880 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAT0 125000.00000000 PA USD 137225.88000000 0.002820159183 Long DBT CORP US N 2 2050-05-15 Fixed 3.00000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AN0 385000.00000000 PA USD 579051.17000000 0.011900207706 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913R2B2 150000.00000000 PA USD 151488.30000000 0.003113269307 Long DBT CORP US N 2 2022-05-13 Fixed 0.95000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAX5 325000.00000000 PA USD 462054.13000000 0.009495775854 Long DBT CORP FR N 2 2042-01-13 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 3140X5NT6 385796.71000000 PA USD 416789.65000000 0.008565535589 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PT7B5 119679.78000000 PA USD 127048.02000000 0.002610991748 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAL7 375000.00000000 PA USD 455156.25000000 0.009354016008 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795HK9 150000.00000000 PA USD 216326.85000000 0.004445780581 Long DBT CORP US N 2 2036-03-15 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 3138WDDL2 114480.51000000 PA USD 124614.12000000 0.002560972135 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 500000.00000000 PA USD 570000.00000000 0.011714195125 Long DBT CORP AU N 2 2031-11-23 Variable 4.32200000 N N N N N N Freddie Mac Gold Pool N/A 3128P7UJ0 72000.83000000 PA USD 77138.69000000 0.001585294151 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EMY39 81180.13000000 PA USD 91312.08000000 0.001876574600 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 250000.00000000 PA USD 294687.50000000 0.006056187501 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K7M3 19248.83000000 PA USD 20767.31000000 0.000426793546 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAS3 400000.00000000 PA USD 446712.00000000 0.009180476373 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N Fannie Mae Pool N/A 31386LN81 4441.55000000 PA USD 5258.52000000 0.000108068998 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7T22 58371.91000000 PA USD 67214.55000000 0.001381340971 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940EU9 90196.19000000 PA USD 101319.07000000 0.002082230448 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BC5 50000.00000000 PA USD 62961.80000000 0.001293941773 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CJ7 150000.00000000 PA USD 163317.60000000 0.003356375848 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAJ9 150000.00000000 PA USD 168511.80000000 0.003463122993 Long DBT CORP US N 2 2027-03-15 Fixed 3.15000000 N N N N N N Ginnie Mae II Pool N/A 36179SSN8 462885.36000000 PA USD 490018.08000000 0.010070469129 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2CH3 74814.94000000 PA USD 77567.84000000 0.001594113707 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186TP4 75000.00000000 PA USD 85155.75000000 0.001750054511 Long DBT MUN US N 2 2119-05-01 Fixed 3.91500000 N N N N N N Freddie Mac Gold Pool N/A 31292GC53 13.14000000 PA USD 13.49000000 0.000000277235 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128Q0GE1 341218.94000000 PA USD 358064.07000000 0.007358653304 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416JMP3 2131.89000000 PA USD 2391.99000000 0.000049158311 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96V9 635712.62000000 PA USD 703271.20000000 0.014453080811 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 405000.00000000 PA USD 470928.33000000 0.009678151487 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AS2 1083000.00000000 PA USD 1153015.95000000 0.023695883896 Long DBT CORP US N 2 2026-06-15 Fixed 3.12500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AM8 200000.00000000 PA USD 204447.40000000 0.004201643397 Long DBT CORP US N 2 2021-12-05 Fixed 3.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZU7 13420000.00000000 PA USD 13453550.00000000 0.276486859345 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N Banner Health PLD0E0WJKFN8IZJ2WD85 06654DAC1 75000.00000000 PA USD 80050.35000000 0.001645132315 Long DBT CORP US N 2 2050-01-01 Fixed 3.18100000 N N N N N N Ginnie Mae I Pool N/A 36241LLQ7 122159.99000000 PA USD 136259.07000000 0.002800290058 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BW9 400000.00000000 PA USD 446959.60000000 0.009185564855 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV23 606743.68000000 PA USD 650580.43000000 0.013370221230 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Kentucky Utilities Co AGX0G2MXE54NFNNICD28 491674BM8 200000.00000000 PA USD 226599.20000000 0.004656889901 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAL2 375000.00000000 PA USD 460408.13000000 0.009461948547 Long DBT CORP US N 2 2038-07-22 Variable 3.97100000 N N N N N N Freddie Mac Gold Pool N/A 3128MAD55 910876.39000000 PA USD 991385.02000000 0.020374171172 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C26 549300DT2BKPLXAJ4C66 94989CAZ4 50000.00000000 PA USD 53905.00000000 0.001107813488 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.58000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQCH9 1580.36000000 PA USD 1668.71000000 0.000034294025 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 3.63000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-C N/A 34533YAE0 25000.00000000 PA USD 25119.91000000 0.000516244784 Long ABS-CBDO CORP US N 2 2026-08-15 Fixed 0.51000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 N/A 61765TAF0 75000.00000000 PA USD 84231.00000000 0.001731049771 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.63500000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_20-C N/A 34533YAD2 75000.00000000 PA USD 75265.22000000 0.001546792058 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 0.41000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LAY5 100000.00000000 PA USD 103697.00000000 0.002131099810 Long DBT CORP US N 2 2022-09-15 Fixed 2.90000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 755000.00000000 PA USD 844533.94000000 0.017356202391 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UMK5 1373567.27000000 PA USD 1472369.34000000 0.030258985517 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780099CH8 500000.00000000 PA USD 557066.00000000 0.011448385651 Long DBT CORP GB N 2 2024-05-28 Fixed 5.12500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 1000000.00000000 PA USD 1255956.00000000 0.025811427460 Long DBT CORP US N 2 2048-11-15 Variable 3.96400000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WEK6 100000.00000000 PA USD 139252.00000000 0.002861798420 Long DBT MUN US N 2 2051-10-01 Fixed 4.92600000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAW5 100000.00000000 PA USD 110293.50000000 0.002266665929 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AX5 450000.00000000 PA USD 480352.05000000 0.009871820425 Long DBT CORP US N 2 2024-05-05 Fixed 2.60000000 N N N N N N CRH America Inc 549300RN11MJ182CNF63 12626PAL7 75000.00000000 PA USD 75111.08000000 0.001543624293 Long DBT CORP US N 2 2021-01-15 Fixed 5.75000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BV9 239000.00000000 PA USD 303075.18000000 0.006228564554 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6C0 250000.00000000 PA USD 273100.00000000 0.005612538050 Long DBT CORP US N 2 2024-06-09 Fixed 3.30000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AN8 72000.00000000 PA USD 97943.33000000 0.002012854875 Long DBT CORP IE N 2 2064-07-02 Variable 4.95000000 N N N N N N Fannie Mae Pool N/A 31390BUF3 1858.75000000 PA USD 1915.61000000 0.000039368121 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136BCFX3 250000.00000000 PA USD 253857.50000000 0.005217081208 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.32300000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GF4 21428.10000000 PA USD 21471.71000000 0.000441269825 Long DBT CORP US N 2 2022-02-01 Fixed 1.84500000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DAZ6 17068.65000000 PA USD 17822.23000000 0.000366268561 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.59800000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BD1 1050000.00000000 PA USD 1130312.40000000 0.023229298256 Long DBT CORP US N 2 2024-05-11 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36179NQ43 78750.63000000 PA USD 85335.32000000 0.001753744893 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 3.50000000 N N N N N N BANK 2020-BNK26 N/A 06540JBP6 55000.00000000 PA USD 58795.00000000 0.001208308951 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAK2 143000.00000000 PA USD 151844.12000000 0.003120581842 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCU8 200000.00000000 PA USD 208726.80000000 0.004289590286 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCA1 250000.00000000 PA USD 273189.75000000 0.005614382522 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36292HSJ3 11761.30000000 PA USD 12758.52000000 0.000262203145 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N COMM 2012-CCRE4 Mortgage Trust N/A 12624QAR4 124241.22000000 PA USD 128004.49000000 0.002630648373 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.85300000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AN0 150000.00000000 PA USD 185030.70000000 0.003802606533 Long DBT CORP US N 2 2032-12-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WFYF7 4322361.27000000 PA USD 4633586.84000000 0.095225860304 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GQ0 75000.00000000 PA USD 87440.93000000 0.001797017747 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EM6 560000.00000000 PA USD 681569.28000000 0.014007079889 Long DBT CORP US N 2 2051-10-01 Fixed 3.79900000 N N N N N N Chevron Corp N/A 166764BZ2 100000.00000000 PA USD 110436.10000000 0.002269596533 Long DBT CORP US N 2 2040-05-11 Fixed 2.97800000 N N N N N N COMM 2014-UBS3 Mortgage Trust N/A 12591YBC8 100000.00000000 PA USD 109671.00000000 0.002253872795 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.81900000 N N N N N N Fannie Mae Pool N/A 31417CDR3 195226.43000000 PA USD 212185.46000000 0.004360669966 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 N/A 61766NBB0 200000.00000000 PA USD 219052.00000000 0.004501785737 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 2.86000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AH5 100000.00000000 PA USD 106216.40000000 0.002182876552 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BM4 125000.00000000 PA USD 127916.38000000 0.002628837605 Long DBT CORP US N 2 2022-01-27 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36179UZT2 357138.76000000 PA USD 378761.51000000 0.007784010936 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Delta Air Lines 2020-1 Class AA Pass Through Trust N/A 247361ZV3 145515.46000000 PA USD 144147.76000000 0.002962412258 Long DBT CORP US N 2 2029-12-10 Fixed 2.00000000 N N N N N N Yale University 9SFB6DIM0FRWV0EV8S84 98459LAA1 100000.00000000 PA USD 101566.60000000 0.002087317492 Long DBT CORP US N 2 2025-04-15 Fixed 0.87300000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CF7 230000.00000000 PA USD 261656.28000000 0.005377355648 Long DBT CORP US N 2 2025-03-25 Fixed 4.13300000 N N N N N N Fannie Mae Pool N/A 31388LEA4 21045.71000000 PA USD 24646.17000000 0.000506508849 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 5.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903BC6 200000.00000000 PA USD 202864.00000000 0.004169102596 Long DBT CORP US N 2 2022-10-03 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31418CLJ1 86347.51000000 PA USD 93074.64000000 0.001912797358 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WHBP6 97651.14000000 PA USD 103860.56000000 0.002134461167 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371LTR0 30068.14000000 PA USD 33388.62000000 0.000686176859 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBV1 13732.76000000 PA USD 16117.15000000 0.000331227087 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZP8 4220000.00000000 PA USD 4218681.25000000 0.086699044444 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBA7 145000.00000000 PA USD 157622.98000000 0.003239344463 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JC6 75000.00000000 PA USD 87460.28000000 0.001797415413 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134A3U46 127000.00000000 PA USD 189330.97000000 0.003890982326 Long DBT USGSE US N 2 2029-09-15 Fixed 6.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0W33 350000.00000000 PA USD 357187.25000000 0.007340633583 Long DBT USGSE US N 2 2022-09-06 Fixed 1.37500000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AM2 175000.00000000 PA USD 207447.80000000 0.004263305276 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AX0 75000.00000000 PA USD 80916.53000000 0.001662933370 Long DBT CORP NL N 2 2023-08-12 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXJ4 278577.52000000 PA USD 295825.87000000 0.006079582393 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQ4K5 324704.94000000 PA USD 343656.90000000 0.007062568390 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CZ72 109353.63000000 PA USD 117105.45000000 0.002406659809 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.00000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772GF45 200000.00000000 PA USD 279516.00000000 0.005744394674 Long DBT MUN US N 2 2032-03-15 Fixed 5.85000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAL5 175000.00000000 PA USD 192228.05000000 0.003950520853 Long DBT CORP US N 2 2024-03-18 Fixed 3.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WRP1 250000.00000000 PA USD 341652.50000000 0.007021375526 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107AF4 50000.00000000 PA USD 50658.65000000 0.001041097036 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJU32 321275.51000000 PA USD 352947.56000000 0.007253502783 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833EA4 500000.00000000 PA USD 511825.00000000 0.010518627929 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N Eaton Vance Corp 4JJ8ORNW1AFZPSV8GJ79 278265AD5 50000.00000000 PA USD 53810.30000000 0.001105867287 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B N/A 65479HAC1 125000.00000000 PA USD 127412.34000000 0.002618478968 Long ABS-CBDO CORP US N 2 2023-11-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31419BBT1 538252.21000000 PA USD 591165.47000000 0.012149171345 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DN5 225000.00000000 PA USD 244627.43000000 0.005027392014 Long DBT CORP US N 2 2026-10-06 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36213R2J5 9461.07000000 PA USD 10954.44000000 0.000225127101 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DG9 145000.00000000 PA USD 150085.73000000 0.003084444783 Long DBT CORP US N 2 2024-09-13 Fixed 2.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C27 N/A 46644ABF8 59000.00000000 PA USD 64165.45000000 0.001318678248 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.17940000 N N N N N N Fannie Mae Pool N/A 31402C3Q3 14924.40000000 PA USD 17606.98000000 0.000361844911 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NU2 100000.00000000 PA USD 156075.00000000 0.003207531586 Long DBT MUN US N 2 2040-04-01 Fixed 6.91800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Z3 1000000.00000000 PA USD 1004305.00000000 0.020639692517 Long DBT USGSE US N 2 2025-06-17 Fixed 0.50000000 N N N N N N Freddie Mac Pool N/A 3132DV5D3 2185038.01000000 PA USD 2288096.42000000 0.047023171805 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 545000.00000000 PA USD 602404.31000000 0.012380143213 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N Procter & Gamble - Esop N/A 742741AA9 29046.25000000 PA USD 29042.76000000 0.000596864136 Long DBT CORP US N 2 2021-01-01 Fixed 9.36000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AQ9 275000.00000000 PA USD 381096.93000000 0.007832006666 Long DBT CORP US N 2 2033-08-15 Fixed 7.30000000 N N N N N N Ginnie Mae I Pool N/A 36296RZS9 40775.03000000 PA USD 47928.06000000 0.000984980082 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWP1 218384.74000000 PA USD 231905.77000000 0.004765946386 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31404EN69 5514.72000000 PA USD 6582.39000000 0.000135276141 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AE7 100000.00000000 PA USD 146466.40000000 0.003010063138 Long DBT CORP US N 2 2035-11-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8EW7 306150.99000000 PA USD 321650.77000000 0.006610315582 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 127055AL5 55000.00000000 PA USD 59229.83000000 0.001217245238 Long DBT CORP US N 2 2029-07-01 Fixed 4.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BD1 100000.00000000 PA USD 109259.60000000 0.002245418024 Long DBT CORP US N 2 2025-01-15 Fixed 4.50000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAT6 400000.00000000 PA USD 440512.00000000 0.009053058812 Long DBT CORP US N 2 2023-12-15 Fixed 4.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z94 2454000.00000000 PA USD 2595105.00000000 0.053332572527 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JF2 1500000.00000000 PA USD 1497484.50000000 0.030775132684 Long DBT CORP DE N 2 2025-07-18 Fixed 0.37500000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BY6 50000.00000000 PA USD 55145.90000000 0.001133315496 Long DBT CORP US N 2 2028-03-01 Fixed 3.37500000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BA0 425000.00000000 PA USD 442117.30000000 0.009086049684 Long DBT CORP US N 2 2025-09-15 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31418XXR4 50299.72000000 PA USD 55429.66000000 0.001139147110 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CU57 25384.41000000 PA USD 28449.21000000 0.000584665959 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GR65 317.34000000 PA USD 358.79000000 0.000007373572 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCW0 175000.00000000 PA USD 200122.48000000 0.004112761016 Long DBT CORP US N 2 2027-01-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJME7 44150.93000000 PA USD 50933.11000000 0.001046737524 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138LSQY9 16173.22000000 PA USD 17244.10000000 0.000354387284 Long ABS-MBS USGSE US N 2 2042-10-01 Floating 2.24500000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BK5 125000.00000000 PA USD 140312.50000000 0.002883592988 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N Ginnie Mae II Pool N/A 36179QWE7 713500.08000000 PA USD 763393.00000000 0.015688657121 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BE9 240000.00000000 PA USD 317564.16000000 0.006526330763 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 3138MRLE9 190119.87000000 PA USD 203282.17000000 0.004177696499 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31417CS30 410166.86000000 PA USD 438027.12000000 0.009001991497 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945HX9 289421.52000000 PA USD 318029.33000000 0.006535890573 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2F56 106623.84000000 PA USD 123355.28000000 0.002535101437 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WAGP6 15929.53000000 PA USD 17385.54000000 0.000357294048 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAR0 300000.00000000 PA USD 312741.60000000 0.006427221273 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMC3 1558000.00000000 PA USD 1562111.56000000 0.032103297581 Long DBT CORP US Y 2 2053-09-15 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-P4 N/A 29429EAD3 75000.00000000 PA USD 82089.00000000 0.001687029059 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.90200000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABJ1 100000.00000000 PA USD 113786.20000000 0.002338445174 Long DBT CORP US N 2 2028-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140Q8KD6 279978.22000000 PA USD 297986.84000000 0.006123992962 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385W2S7 74724.88000000 PA USD 88186.43000000 0.001812338681 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AM5 83000.00000000 PA USD 90910.56000000 0.001868322875 Long DBT CORP US N 2 2023-11-20 Fixed 3.70000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CC6 1478000.00000000 PA USD 1552671.52000000 0.031909293246 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148SB0 400000.00000000 PA USD 403304.00000000 0.008288389036 Long DBT NUSS CA N 2 2030-05-28 Fixed 1.35000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AU3 100000.00000000 PA USD 109383.00000000 0.002247954044 Long DBT CORP US N 2 2023-12-01 Fixed 4.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QT8 2701000.00000000 PA USD 3528603.15000000 0.072517097927 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31416XJX9 99786.30000000 PA USD 112303.27000000 0.002307969154 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 750000.00000000 PA USD 787958.25000000 0.016193502966 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Indonesia Government International Bond N/A N/A 200000.00000000 PA USD 238232.80000000 0.004895974569 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Freddie Mac Gold Pool N/A 31297B5Y4 23381.56000000 PA USD 27129.66000000 0.000557547598 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BK1 100000.00000000 PA USD 121872.60000000 0.002504630555 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAA4 50000.00000000 PA USD 53011.50000000 0.001089450973 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AR6 155000.00000000 PA USD 196656.25000000 0.004041525763 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GL9 150000.00000000 PA USD 158528.25000000 0.003257948865 Long DBT CORP US N 2 2023-03-01 Fixed 3.37500000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 026609AC1 250000.00000000 PA USD 285945.00000000 0.005876518465 Long DBT CORP US N 2 2023-03-01 Fixed 7.25000000 N N N N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376AF7 75000.00000000 PA USD 82614.08000000 0.001697820093 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EH7 75000.00000000 PA USD 81789.83000000 0.001680880750 Long DBT CORP US N 2 2026-03-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 31335GHP3 112.28000000 PA USD 122.63000000 0.000002520196 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBX5 882000.00000000 PA USD 1003641.03000000 0.020626047124 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAP0 400000.00000000 PA USD 409241.60000000 0.008410413957 Long DBT CORP US N 2 2030-04-20 Fixed 1.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJK6 500000.00000000 PA USD 505675.50000000 0.010392248205 Long DBT CORP US N 2 2026-10-24 Variable 1.19700000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081FA6 350000.00000000 PA USD 373814.00000000 0.007682333572 Long DBT CORP US N 2 2050-05-28 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 3138AUZB6 20070.90000000 PA USD 21641.16000000 0.000444752229 Long ABS-MBS USGSE US N 2 2041-11-01 Floating 2.27400000 N N N N N N Freddie Mac Pool N/A 3132DV6F7 181554.74000000 PA USD 194010.52000000 0.003987152785 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BG1 500000.00000000 PA USD 505348.50000000 0.010385527956 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AQ5 75000.00000000 PA USD 94572.38000000 0.001943577741 Long DBT CORP US N 2 2057-12-01 Fixed 3.66200000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2K8 500000.00000000 PA USD 524488.50000000 0.010778878298 Long DBT CORP US N 2 2026-02-11 Variable 2.16400000 N N N N N N Fannie Mae Pool N/A 3138WEBU2 187977.46000000 PA USD 204406.50000000 0.004200802852 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAS3 500000.00000000 PA USD 495592.50000000 0.010185030258 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAG3 275000.00000000 PA USD 379863.83000000 0.007806664957 Long DBT CORP CA N 2 2040-12-01 Fixed 5.62500000 N N N N N N Fannie Mae Pool N/A 31385XF85 61559.17000000 PA USD 72035.33000000 0.001480413879 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AX3 100000.00000000 PA USD 135718.10000000 0.002789172465 Long DBT CORP US N 2 2039-03-15 Fixed 6.87500000 N N N N N N Ginnie Mae I Pool N/A 36213CWR7 30332.87000000 PA USD 34400.67000000 0.000706975720 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210B4E2 70132.61000000 PA USD 79515.92000000 0.001634149127 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BQ4 100000.00000000 PA USD 154554.70000000 0.003176287567 Long DBT CORP CA N 2 2037-11-15 Fixed 6.37500000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AE7 100000.00000000 PA USD 104076.40000000 0.002138896943 Long DBT CORP US N 2 2025-02-01 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128KCVW4 32395.48000000 PA USD 38341.54000000 0.000787965405 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140J5EQ8 429255.18000000 PA USD 473589.47000000 0.009732841159 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C37 549300TRQQDPEF728F16 95000PAE4 100000.00000000 PA USD 114428.00000000 0.002351634946 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.79400000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069TY7 350000.00000000 PA USD 361816.35000000 0.007435767234 Long DBT CORP CA N 2 2022-06-16 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 31292HW83 13330.00000000 PA USD 15606.90000000 0.000320740827 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AK9 50000.00000000 PA USD 61578.95000000 0.001265522519 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AN9 375000.00000000 PA USD 396116.63000000 0.008140679817 Long DBT CORP US N 2 2023-03-01 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31402RJV2 139238.67000000 PA USD 160132.35000000 0.003290915076 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BA9 200000.00000000 PA USD 259273.20000000 0.005328380448 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BT0 550000.00000000 PA USD 655146.25000000 0.013464054400 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-2 N/A 38013RAE5 75000.00000000 PA USD 77178.76000000 0.001586117638 Long ABS-CBDO CORP US N 2 2023-12-18 Fixed 3.02000000 N N N N N N Freddie Mac Pool N/A 3132D54Q2 407437.69000000 PA USD 424979.15000000 0.008733839802 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AJ4 200000.00000000 PA USD 252557.00000000 0.005190354347 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2M4 1750000.00000000 PA USD 2484223.00000000 0.051053812204 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828S92 2630000.00000000 PA USD 2704790.63000000 0.055586745987 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BU2 95000.00000000 PA USD 98614.09000000 0.002026639811 Long DBT CORP US N 2 2023-05-10 Fixed 2.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V75 1028000.00000000 PA USD 1082266.06000000 0.022241887375 Long DBT USGSE US N 2 2024-07-02 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31419DL58 68025.40000000 PA USD 76171.87000000 0.001565424821 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCY5 250000.00000000 PA USD 282094.50000000 0.005797385994 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AM0 100000.00000000 PA USD 122482.90000000 0.002517172965 Long DBT CORP US N 2 2035-03-15 Fixed 4.25000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAW9 200000.00000000 PA USD 225834.80000000 0.004641180549 Long DBT CORP FR N 2 2060-06-29 Fixed 3.38600000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FWHT0 320000.00000000 PA USD 326009.60000000 0.006699894854 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 1.37800000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148YAC2 555000.00000000 PA USD 565385.72000000 0.011619366044 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G06G3 2000000.00000000 PA USD 2005516.00000000 0.041215799562 Long DBT USGSE US N 2 2025-11-07 Fixed 0.50000000 N N N N N N Fannie Mae Pool N/A 3138MBMB9 484408.95000000 PA USD 517944.44000000 0.010644389884 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36203N7M4 128.81000000 PA USD 153.34000000 0.000003151324 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31409WW49 649.78000000 PA USD 658.85000000 0.000013540170 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Philippine Government International Bond N/A 718286CA3 400000.00000000 PA USD 463500.00000000 0.009525490246 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUX6 229586.85000000 PA USD 246938.17000000 0.005074880539 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140E4AA5 221961.37000000 PA USD 237943.68000000 0.004890032800 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057CD4 200000.00000000 PA USD 236250.00000000 0.004855225611 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DN4 50000.00000000 PA USD 59964.60000000 0.001232345657 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAK3 500000.00000000 PA USD 500214.50000000 0.010280017995 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAH0 175000.00000000 PA USD 184632.18000000 0.003794416461 Long DBT CORP US N 2 2023-06-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3138EHLC4 21915.03000000 PA USD 23259.50000000 0.000478011090 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 2.57300000 N N N N N N Fannie Mae Pool N/A 31402GMQ3 196184.68000000 PA USD 228775.45000000 0.004701614493 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Rio Tinto Finance USA PLC 2138006TSNBEUA761G16 76720AAD8 150000.00000000 PA USD 210741.00000000 0.004330984552 Long DBT CORP GB N 2 2042-03-22 Fixed 4.75000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BJ7 150000.00000000 PA USD 157300.05000000 0.003232707857 Long DBT CORP US N 2 2030-04-24 Fixed 2.37500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAR9 50000.00000000 PA USD 64318.45000000 0.001321822585 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZY9 25859500.00000000 PA USD 25843337.81000000 0.531112108409 Long DBT UST US N 2 2023-07-15 Fixed 0.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128F5MU9 587.96000000 PA USD 658.72000000 0.000013537499 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 7.50000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-2 N/A 14315VAD4 25000.00000000 PA USD 25477.85000000 0.000523600888 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 1.70000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-1 N/A 14315XAC2 90000.00000000 PA USD 92340.62000000 0.001897712352 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.89000000 N N N N N N Ginnie Mae II Pool N/A 36202E6D6 27131.77000000 PA USD 29915.47000000 0.000614799390 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132A5GL3 47516.44000000 PA USD 50246.42000000 0.001032625207 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBB5 25000.00000000 PA USD 29896.50000000 0.000614409534 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.21700000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FA7 125000.00000000 PA USD 180972.88000000 0.003719213383 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABH1 75000.00000000 PA USD 84121.80000000 0.001728805578 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 3138EBP25 123981.31000000 PA USD 137817.79000000 0.002832323655 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404BC8 50000.00000000 PA USD 57478.00000000 0.001181242995 Long ABS-MBS CORP US N 2 2061-02-15 Variable 3.89800000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AP8 200000.00000000 PA USD 218258.40000000 0.004485476290 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CT5 250000.00000000 PA USD 293089.50000000 0.006023346652 Long DBT CORP US N 2 2030-03-25 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 3140X8FB8 279480.34000000 PA USD 291222.65000000 0.005984980608 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.50000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBN9 500000.00000000 PA USD 491564.00000000 0.010102239671 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAT0 17831.03000000 PA USD 18655.36000000 0.000383390398 Long ABS-MBS CORP US N 2 2046-09-15 Fixed 3.96300000 N N N N N N Children's Health System of Texas 254900FK4IY1J5YO2L69 16876HAB5 100000.00000000 PA USD 96935.50000000 0.001992142739 Long DBT CORP US N 2 2050-08-15 Fixed 2.51100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAW1 1040000.00000000 PA USD 1042925.00000000 0.021433380615 Long DBT UST US N 2 2023-11-15 Fixed 0.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAE0 200000.00000000 PA USD 217750.00000000 0.004475028050 Long DBT CORP US N 2 2023-07-15 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 1100000.00000000 PA USD 1267643.30000000 0.026051615728 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CS6 100000.00000000 PA USD 104824.00000000 0.002154261034 Long DBT CORP US N 2 2051-06-01 Fixed 2.60000000 N N N N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932AP9 150000.00000000 PA USD 185540.25000000 0.003813078407 Long DBT CORP US N 2 2030-04-02 Fixed 5.25000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AP4 50000.00000000 PA USD 57558.50000000 0.001182897368 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N Orange SA 969500MCOONR8990S771 685218AB5 200000.00000000 PA USD 291085.40000000 0.005982159953 Long DBT CORP FR N 2 2044-02-06 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283H6C4 28841.45000000 PA USD 33609.07000000 0.000690707375 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136B75M9 950000.00000000 PA USD 1042986.00000000 0.021434634240 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.44400000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AN7 25000.00000000 PA USD 29812.68000000 0.000612686931 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31417YF28 19471.40000000 PA USD 21579.92000000 0.000443493673 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 5.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BF9 575000.00000000 PA USD 652102.90000000 0.013401509846 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAQ8 175000.00000000 PA USD 213638.78000000 0.004390537465 Long DBT CORP US N 2 2047-12-15 Fixed 4.30000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 205000.00000000 PA USD 228053.89000000 0.004686785555 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EG4 600000.00000000 PA USD 761603.40000000 0.015651878659 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42100000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BR4 275000.00000000 PA USD 291993.08000000 0.006000813884 Long DBT CORP DE N 2 2026-07-27 Fixed 1.75000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BD9 130000.00000000 PA USD 141870.69000000 0.002915615693 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAV3 100000.00000000 PA USD 109409.60000000 0.002248500706 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31368HMJ9 52434.75000000 PA USD 61855.74000000 0.001271210891 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AV6 150000.00000000 PA USD 205602.60000000 0.004225384166 Long DBT CORP US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AG5 50000.00000000 PA USD 54676.45000000 0.001123667726 Long DBT CORP US N 2 2024-12-01 Fixed 3.50000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBB7 289000.00000000 PA USD 299379.72000000 0.006152618344 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AE1 125000.00000000 PA USD 155949.13000000 0.003204944804 Long DBT CORP US N 2 2038-07-01 Fixed 3.95900000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BS0 250000.00000000 PA USD 317595.25000000 0.006526969700 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-1 N/A 02007MAF7 25000.00000000 PA USD 25283.28000000 0.000519602237 Long ABS-CBDO CORP US N 2 2023-02-15 Fixed 2.53000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC25 N/A 17322YAD2 175000.00000000 PA USD 191852.50000000 0.003942802842 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.63500000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAL4 150000.00000000 PA USD 164590.35000000 0.003382532413 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JS0 200000.00000000 PA USD 218160.00000000 0.004483454050 Long DBT CORP US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 200000.00000000 PA USD 207946.60000000 0.004273556224 Long DBT CORP US N 2 2022-06-01 Fixed 3.49700000 N N N N N N Freddie Mac Pool N/A 31329KW83 447451.32000000 PA USD 469974.36000000 0.009658546240 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132ACS50 566509.10000000 PA USD 639119.70000000 0.013134689252 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JU6 200000.00000000 PA USD 267597.60000000 0.005499457020 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BX9 900000.00000000 PA USD 986840.10000000 0.020280767524 Long DBT CORP NL N 2 2026-09-12 Fixed 2.50000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AK9 150000.00000000 PA USD 159517.65000000 0.003278282242 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210RGG9 6790.78000000 PA USD 7110.07000000 0.000146120609 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DN5 500000.00000000 PA USD 500647.50000000 0.010288916673 Long DBT CORP US N 2 2025-11-13 Fixed 0.75000000 N N N N N N Freddie Mac Pool N/A 3132AEB39 977128.09000000 PA USD 1090766.03000000 0.022416572125 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AR9 225000.00000000 PA USD 242437.50000000 0.004982386281 Long DBT CORP GB N 2 2023-08-17 Fixed 3.50000000 N N N N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 57385LAB4 100000.00000000 PA USD 117750.00000000 0.002419906098 Long DBT CORP BM N 2 2028-06-22 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292SB90 113791.52000000 PA USD 125009.34000000 0.002569094388 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DMCB9 118241.31000000 PA USD 132378.86000000 0.002720547011 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBA8 225000.00000000 PA USD 254578.50000000 0.005231898638 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N Hungary Government International Bond N/A 445545AH9 400000.00000000 PA USD 438002.00000000 0.009001475251 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AP5 150000.00000000 PA USD 188531.70000000 0.003874556352 Long DBT CORP US N 2 2044-10-15 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31402CV66 38836.78000000 PA USD 44919.43000000 0.000923149066 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244BA6 300000.00000000 PA USD 344402.70000000 0.007077895490 Long DBT CORP US N 2 2050-11-15 Fixed 3.50000000 N N N N N N Chevron Corp N/A 166764BW9 900000.00000000 PA USD 932778.90000000 0.019169743935 Long DBT CORP US N 2 2025-05-11 Fixed 1.55400000 N N N N N N Ginnie Mae II Pool N/A 36179RF87 408297.33000000 PA USD 434710.08000000 0.008933822280 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.00000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAF5 130000.00000000 PA USD 191986.60000000 0.003945558761 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 3140QBSL3 276789.47000000 PA USD 295970.90000000 0.006082562936 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 63743HET5 50000.00000000 PA USD 50773.90000000 0.001043465564 Long DBT CORP US N 2 2022-01-21 Fixed 1.75000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBG9 400000.00000000 PA USD 513859.60000000 0.010560441440 Long DBT CORP MX N 2 2049-04-22 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140J6GK7 882897.24000000 PA USD 941929.25000000 0.019357794787 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CZ9 200000.00000000 PA USD 211785.40000000 0.004352448246 Long DBT CORP US N 2 2023-02-20 Fixed 3.25000000 N N N N N N Province of New Brunswick Canada 549300POZA55ZTGSOU44 642869AM3 105000.00000000 PA USD 121767.24000000 0.002502465279 Long DBT NUSS CA N 2 2028-02-24 Fixed 3.62500000 N N N N N N Fannie Mae-Aces N/A 3136B4KB3 200000.00000000 PA USD 222360.00000000 0.004569769172 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.27300000 N N N N N N Fannie Mae Pool N/A 31418DRS3 4251273.36000000 PA USD 4480608.30000000 0.092081964747 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AZ9 250000.00000000 PA USD 270361.00000000 0.005556248260 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36290QBW4 8203.33000000 PA USD 9380.26000000 0.000192775782 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2019-GC41 N/A 17328FAW5 225000.00000000 PA USD 248343.75000000 0.005103766922 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 2.86870000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BW9 225000.00000000 PA USD 301995.23000000 0.006206370265 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 1300000.00000000 PA USD 1400722.70000000 0.028786559691 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Fannie Mae Pool N/A 31418C4G6 216180.65000000 PA USD 234812.37000000 0.004825680561 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAD9 150000.00000000 PA USD 169787.10000000 0.003489331963 Long DBT CORP US N 2 2027-05-16 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJDT4 16852.39000000 PA USD 19598.56000000 0.000402774308 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3133KYTK5 348080.50000000 PA USD 366878.41000000 0.007539798740 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 3132AECB0 84482.78000000 PA USD 93694.53000000 0.001925536853 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417Y6A0 97865.70000000 PA USD 109695.41000000 0.002254374451 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YLY6 9923.41000000 PA USD 11246.80000000 0.000231135455 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAE6 190000.00000000 PA USD 206444.31000000 0.004242682333 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAS7 75000.00000000 PA USD 95889.75000000 0.001970651301 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 500000.00000000 PA USD 651741.00000000 0.013394072359 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-3 N/A 02007JAC1 9690.10000000 PA USD 9783.18000000 0.000201056279 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 3.00000000 N N N N N N GS Mortgage Securities Corp II 5493005BBCF84ICNQ550 36192CAH8 35000.00000000 PA USD 36212.05000000 0.000744201788 Long ABS-MBS CORP US N 2 2046-02-10 Fixed 3.27900000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAC6 550000.00000000 PA USD 575370.40000000 0.011824563394 Long DBT CORP US N 2 2022-12-14 Fixed 2.80000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AU4 100000.00000000 PA USD 113073.50000000 0.002323798320 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 3138EKH32 37055.35000000 PA USD 37231.42000000 0.000765151085 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 3.38300000 N N N N N N Fannie Mae Pool N/A 31408C7D2 5617.33000000 PA USD 6564.03000000 0.000134898821 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AU24 2387.43000000 PA USD 2624.63000000 0.000053939347 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 7.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAG2 75000.00000000 PA USD 86036.03000000 0.001768145338 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36212MXS3 1097.17000000 PA USD 1327.02000000 0.000027271879 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XB1 12735000.00000000 PA USD 13743851.42000000 0.282452907554 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AM7 350000.00000000 PA USD 461021.75000000 0.009474559186 Long DBT CORP US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAR1 150000.00000000 PA USD 182896.95000000 0.003758755368 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DW7 515000.00000000 PA USD 544596.02000000 0.011192112355 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AP3 500000.00000000 PA USD 545732.00000000 0.011215458129 Long DBT CORP US N 2 2030-06-15 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31371KDL2 8825.28000000 PA USD 10413.53000000 0.000214010740 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAN8 250000.00000000 PA USD 297144.00000000 0.006106671572 Long DBT CORP CA N 2 2035-03-15 Fixed 4.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 1700000.00000000 PA USD 1764600.00000000 0.036264681961 Long DBT CORP GB N 2 2026-06-04 Variable 2.09900000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q3B3 300000.00000000 PA USD 318303.30000000 0.006541520991 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAD7 150000.00000000 PA USD 231530.85000000 0.004758241323 Long DBT CORP US N 2 2037-10-15 Fixed 6.59300000 N N N N N N Freddie Mac Gold Pool N/A 31294L7H0 14263.21000000 PA USD 15128.88000000 0.000310916933 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 313379Q69 175000.00000000 PA USD 179985.05000000 0.003698912272 Long DBT USGSE US N 2 2022-06-10 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5H9 777104.33000000 PA USD 831620.37000000 0.017090812779 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CF5 659000.00000000 PA USD 889085.90000000 0.018271799501 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Ginnie Mae II Pool N/A 36179MQP8 715923.42000000 PA USD 782238.83000000 0.016075961910 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M73U8 135404.24000000 PA USD 156704.57000000 0.003220470017 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DBB8 50000.00000000 PA USD 55215.00000000 0.001134735585 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.97700000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAL3 70000.00000000 PA USD 77291.55000000 0.001588435610 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31412MJ66 62658.23000000 PA USD 72892.64000000 0.001498032645 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAL2 250000.00000000 PA USD 274899.50000000 0.005649519969 Long DBT CORP CA N 2 2025-03-15 Fixed 3.37500000 N N N N N N University of California N/A 91412HGF4 100000.00000000 PA USD 101599.00000000 0.002087983351 Long DBT MUN US N 2 2027-05-15 Fixed 1.31600000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BP7 200000.00000000 PA USD 237250.00000000 0.004875776830 Long DBT CORP US N 2 2027-02-15 Fixed 4.18500000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAW9 250000.00000000 PA USD 293690.00000000 0.006035687660 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FETN0 125000.00000000 PA USD 144743.75000000 0.002974660580 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.35000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FL5 400000.00000000 PA USD 417350.80000000 0.008577067906 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EB5 275000.00000000 PA USD 348759.40000000 0.007167430988 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ7 N/A 36192KAT4 107324.60000000 PA USD 108587.81000000 0.002231611920 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.37700000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AR9 200000.00000000 PA USD 221887.80000000 0.004560064886 Long DBT CORP KY N 2 2030-04-07 Fixed 3.42500000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAJ2 200000.00000000 PA USD 220563.60000000 0.004532850961 Long DBT CORP GB N 2 2024-03-13 Fixed 4.00000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAD9 144000.00000000 PA USD 164131.20000000 0.003373096320 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAG8 300000.00000000 PA USD 414484.20000000 0.008518155780 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EF1 150000.00000000 PA USD 183274.80000000 0.003766520646 Long DBT CORP US N 2 2045-11-15 Fixed 4.05000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBF5 200000.00000000 PA USD 226696.20000000 0.004658883370 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2 N/A 36259PAD8 25000.00000000 PA USD 25186.42000000 0.000517611646 Long ABS-CBDO CORP US N 2 2023-07-20 Fixed 0.80000000 N N N N N N Maxim Integrated Products Inc SO0H5YEO14Y4PVKQH532 57772KAD3 100000.00000000 PA USD 111934.10000000 0.002300382260 Long DBT CORP US N 2 2027-06-15 Fixed 3.45000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAR5 100000.00000000 PA USD 123115.20000000 0.002530167501 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAD4 200000.00000000 PA USD 216759.00000000 0.004454661791 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MP3 750000.00000000 PA USD 909101.25000000 0.018683139352 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBJ8 500000.00000000 PA USD 502481.50000000 0.010326607610 Long DBT CORP US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JAV9 100000.00000000 PA USD 121765.90000000 0.002502437740 Long DBT CORP MX N 2 2025-03-18 Fixed 6.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BW0 316508.62000000 PA USD 340855.44000000 0.007004994971 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WHU59 79537.02000000 PA USD 85673.58000000 0.001760696549 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3133KHFY7 227829.73000000 PA USD 241679.54000000 0.004966809279 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAJ6 75000.00000000 PA USD 82608.53000000 0.001697706034 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36204JAW6 136.34000000 PA USD 151.26000000 0.000003108577 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N Peruvian Government International Bond N/A 715638DE9 200000.00000000 PA USD 213346.60000000 0.004384532810 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAJ7 350000.00000000 PA USD 387068.50000000 0.007954729711 Long DBT CORP US N 2 2025-11-20 Fixed 3.00000000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF3 N/A 12529TAY9 60000.00000000 PA USD 67260.60000000 0.001382287355 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.29830000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FA1 100000.00000000 PA USD 108408.50000000 0.002227926881 Long DBT CORP US N 2 2024-03-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 3138ETHC3 76037.39000000 PA USD 85207.91000000 0.001751126463 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAD1 125000.00000000 PA USD 146362.88000000 0.003007935676 Long DBT CORP US N 2 2046-05-01 Fixed 4.97300000 N N N N N N Fannie Mae Pool N/A 3138EH3V2 248888.54000000 PA USD 280541.71000000 0.005765474266 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVA8 150622.70000000 PA USD 159436.69000000 0.003276618415 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C28 N/A 46644FAH4 50000.00000000 PA USD 53909.50000000 0.001107905968 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53230000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAG5 375000.00000000 PA USD 407227.88000000 0.008369029555 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-2 N/A 38013RAD7 46673.46000000 PA USD 47121.66000000 0.000968407578 Long ABS-CBDO CORP US N 2 2022-12-16 Fixed 2.81000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HL4 200000.00000000 PA USD 213060.60000000 0.004378655161 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31371KDM0 4919.96000000 PA USD 5752.30000000 0.000118216780 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 100000.00000000 PA USD 101375.00000000 0.002083379878 Long DBT CORP US N 2 2077-08-16 Variable 5.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAV7 200000.00000000 PA USD 271140.40000000 0.005572265880 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_17-4 N/A 43813FAC7 3234.61000000 PA USD 3236.33000000 0.000066510528 Long ABS-CBDO CORP US N 2 2021-11-22 Fixed 2.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128FX4D6 311.26000000 PA USD 335.64000000 0.000006897811 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142ED1 309000.00000000 PA USD 349593.33000000 0.007184569266 Long DBT CORP US N 2 2025-06-26 Fixed 3.55000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEN0 25000.00000000 PA USD 29140.68000000 0.000598876511 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N GS Mortgage Securities Trust 2020-GC47 N/A 36258RBA0 75000.00000000 PA USD 79994.25000000 0.001643979391 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AU0 12000.00000000 PA USD 12367.87000000 0.000254174811 Long DBT CORP US N 2 2022-06-01 Fixed 2.75000000 N N N N N N COMM 2015-DC1 Mortgage Trust N/A 12629NAF2 75000.00000000 PA USD 82088.25000000 0.001687013645 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.35000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAC8 150000.00000000 PA USD 174586.05000000 0.003587956238 Long DBT CORP US N 2 2026-04-01 Fixed 4.25000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAH5 200000.00000000 PA USD 227267.20000000 0.004670618116 Long DBT CORP AT N 2 2030-01-15 Fixed 5.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BP2 540000.00000000 PA USD 560673.90000000 0.011522532396 Long DBT NUSS JP N 2 2022-11-16 Fixed 2.37500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BP2 75000.00000000 PA USD 81627.30000000 0.001677540560 Long DBT CORP US N 2 2024-01-15 Fixed 3.85000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CF5 400000.00000000 PA USD 523901.20000000 0.010766808566 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128KSF31 33763.33000000 PA USD 39607.32000000 0.000813978727 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XCA2 250000.00000000 PA USD 353467.75000000 0.007264193322 Long DBT CORP US N 2 2050-05-15 Fixed 5.25000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BQ6 75000.00000000 PA USD 85868.93000000 0.001764711230 Long DBT CORP US N 2 2027-08-24 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31375DNB5 322.50000000 PA USD 340.88000000 0.000007005499 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KXHK0 22150.79000000 PA USD 24777.98000000 0.000509217706 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXK1 332882.77000000 PA USD 356934.75000000 0.007335444400 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BF8 150000.00000000 PA USD 172670.55000000 0.003548590377 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N GS Mortgage Securities Trust 2012-GC6 N/A 36192BAY3 298871.29000000 PA USD 303772.78000000 0.006242901085 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.48200000 N N N N N N UBS Commercial Mortgage Trust 2018-C12 N/A 90353DAZ8 100000.00000000 PA USD 118760.00000000 0.002440662829 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.29620000 N N N N N N Ginnie Mae II Pool N/A 36202FPF7 406498.48000000 PA USD 446518.74000000 0.009176504644 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N Uruguay Government International Bond N/A 760942AS1 195000.00000000 PA USD 315900.00000000 0.006492130245 Long DBT NUSS UY N 2 2036-03-21 Fixed 7.62500000 N N N N N N Montefiore Obligated Group N/A 61237WAE6 150000.00000000 PA USD 181787.25000000 0.003735949680 Long DBT CORP US N 2 2048-11-01 Fixed 5.24600000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 N/A 61764RBD9 42393.06000000 PA USD 44437.68000000 0.000913248516 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.06900000 N N N N N N Freddie Mac Gold Pool N/A 3128P74B6 140148.78000000 PA USD 147859.04000000 0.003038683588 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MZV5 159786.60000000 PA USD 166656.11000000 0.003424986300 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 2.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BL7 675000.00000000 PA USD 698072.85000000 0.014346248379 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62300000 N N N N N N Fannie Mae Pool N/A 3138W5F78 104795.94000000 PA USD 111924.48000000 0.002300184557 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TJZ9 159175.20000000 PA USD 172277.05000000 0.003540503472 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.50000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAC7 100000.00000000 PA USD 106862.70000000 0.002196158805 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751YAE6 250000.00000000 PA USD 286232.25000000 0.005882421802 Long DBT CORP US N 2 2030-04-15 Fixed 3.90000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GQ0 1100000.00000000 PA USD 1178326.60000000 0.024216048620 Long DBT CORP N/A N 2 2024-03-19 Fixed 2.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEZ3 200000.00000000 PA USD 259665.00000000 0.005336432416 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_18-2 N/A 26208JAF0 2871.49000000 PA USD 2873.62000000 0.000059056395 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FL7 75000.00000000 PA USD 94814.03000000 0.001948543943 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HK5 1725000.00000000 PA USD 1779977.48000000 0.036580707928 Long DBT CORP N/A N 2 2022-06-15 Fixed 2.37500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BR9 569000.00000000 PA USD 620917.27000000 0.012760607118 Long DBT CORP US N 2 2024-10-30 Fixed 3.00000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-2 N/A 02008QAD2 50000.00000000 PA USD 51920.01000000 0.001067019522 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 2.26000000 N N N N N N Fannie Mae Pool N/A 3138EJ5S3 253034.83000000 PA USD 264034.10000000 0.005426222749 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BU2 125000.00000000 PA USD 145312.50000000 0.002986349086 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWT7 450000.00000000 PA USD 475411.50000000 0.009770286097 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NQ4 100000.00000000 PA USD 117361.20000000 0.002411915784 Long DBT CORP US N 2 2028-11-01 Fixed 3.90000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBB3 200000.00000000 PA USD 260891.20000000 0.005361632321 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FH7 610000.00000000 PA USD 699460.16000000 0.014374759292 Long DBT CORP US N 2 2030-03-25 Fixed 3.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259NZH9 400000.00000000 PA USD 639996.00000000 0.013152698286 Long DBT MUN US N 2 2039-11-15 Fixed 7.33600000 N N N N N N Fannie Mae Pool N/A 3138WJRD2 186058.81000000 PA USD 197890.42000000 0.004066889461 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAN4 175000.00000000 PA USD 216265.35000000 0.004444516681 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EN9 300000.00000000 PA USD 347231.40000000 0.007136028724 Long DBT CORP US N 2 2029-07-08 Fixed 3.25000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AT3 100000.00000000 PA USD 137217.50000000 0.002819986964 Long DBT CORP US N 2 2037-06-15 Fixed 7.25000000 N N N N N N Fannie Mae Pool N/A 3140J56N4 192871.28000000 PA USD 215220.36000000 0.004423040863 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAR3 280000.00000000 PA USD 346177.16000000 0.007114362807 Long DBT CORP KY N 2 2034-11-28 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R5R0 6757.69000000 PA USD 7667.33000000 0.000157572981 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAE7 9766.09000000 PA USD 10176.27000000 0.000209134758 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 3.72000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUB3 100000.00000000 PA USD 111967.60000000 0.002301070726 Long DBT CORP US N 2 2028-01-06 Fixed 3.05000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0S38 500000.00000000 PA USD 509459.00000000 0.010470003744 Long DBT USGSE US N 2 2022-01-05 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283Z1 2513000.00000000 PA USD 2769797.19000000 0.056922710071 Long DBT UST US N 2 2025-02-28 Fixed 2.75000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAJ9 100000.00000000 PA USD 124410.80000000 0.002556793661 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31410GMV2 16036.44000000 PA USD 16623.29000000 0.000341628881 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.03300000 N N N N N N Freddie Mac Gold Pool N/A 3128M6VJ4 18223.66000000 PA USD 20739.72000000 0.000426226538 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140HJJP7 90464.52000000 PA USD 100480.67000000 0.002065000306 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SQV2 547405.26000000 PA USD 582957.81000000 0.011980493923 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCE9 268000.00000000 PA USD 336841.96000000 0.006922513062 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Fannie Mae Pool N/A 31418CZH0 1837241.76000000 PA USD 1972261.58000000 0.040532380677 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae-Aces N/A 3136ALYF2 185051.13000000 PA USD 199660.92000000 0.004103275396 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.02100000 N N N N N N Freddie Mac Gold Pool N/A 312945BX5 59732.44000000 PA USD 65582.15000000 0.001347793161 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CG3 75000.00000000 PA USD 100451.33000000 0.002064397333 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CD9 300000.00000000 PA USD 311227.20000000 0.006396098507 Long DBT CORP US N 2 2022-11-02 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VBR4 2554.41000000 PA USD 2642.51000000 0.000054306803 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136AJ7G5 75775.20000000 PA USD 76141.95000000 0.001564809928 Long ABS-MBS USGSE US N 2 2021-05-25 Variable 2.67850000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAW0 250000.00000000 PA USD 280653.00000000 0.005767761411 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EP4 315000.00000000 PA USD 324145.08000000 0.006661576694 Long DBT CORP AU N 2 2035-11-15 Variable 2.66800000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AZ0 75000.00000000 PA USD 85732.50000000 0.001761907427 Long DBT CORP US N 2 2029-03-15 Fixed 4.40000000 N N N N N N DBGS 2018-BIOD Mortgage Trust N/A 23307DBA0 100000.00000000 PA USD 121642.00000000 0.002499891444 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.46600000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DZ0 500000.00000000 PA USD 510959.00000000 0.010500830573 Long DBT CORP US N 2 2050-08-20 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 31335ASZ2 121969.70000000 PA USD 134196.08000000 0.002757893098 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABM0 100000.00000000 PA USD 106679.70000000 0.002192397932 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31419HLZ3 12859.03000000 PA USD 13659.32000000 0.000280715683 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 2.31000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BN9 155000.00000000 PA USD 228651.20000000 0.004699061004 Long DBT CORP US N 2 2060-03-25 Fixed 4.95000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C12 N/A 92937FAD3 39000.00000000 PA USD 40842.75000000 0.000839368320 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.19800000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JB0 1500000.00000000 PA USD 1514212.50000000 0.031118913484 Long DBT CORP N/A N 2 2025-04-22 Fixed 0.62500000 N N N N N N Ginnie Mae I Pool N/A 36241LPE0 163619.46000000 PA USD 173715.83000000 0.003570072156 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PU6 1250000.00000000 PA USD 1956640.63000000 0.040211351104 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FM29 24457.06000000 PA USD 25954.35000000 0.000533393544 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 3.50000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BX6 200000.00000000 PA USD 215883.40000000 0.004436667143 Long DBT CORP AT N 2 2023-11-07 Fixed 3.12500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBG0 225000.00000000 PA USD 284914.13000000 0.005855332829 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Morgan Stanley Capital I Trust 2016-BNK2 N/A 61690YBU5 100000.00000000 PA USD 110274.00000000 0.002266265181 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.04900000 N N N N N N Fannie Mae Pool N/A 31385JK49 5465.47000000 PA USD 6389.12000000 0.000131304207 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AF5 100000.00000000 PA USD 107082.20000000 0.002200669798 Long DBT CORP US N 2 2023-05-15 Fixed 3.70000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFT7 100000.00000000 PA USD 117542.10000000 0.002415633499 Long DBT CORP US N 2 2029-01-08 Fixed 3.65000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BX1 400000.00000000 PA USD 401002.40000000 0.008241088349 Long DBT CORP DE N 2 2025-05-27 Fixed 0.50000000 N N N N N N Fannie Mae Pool N/A 31418DU91 52597.71000000 PA USD 54840.28000000 0.001127034632 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GRS5 500000.00000000 PA USD 499889.50000000 0.010273338849 Long DBT CORP CA N 2 2023-12-14 Fixed 0.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 275000.00000000 PA USD 343490.13000000 0.007059141063 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BK5 120000.00000000 PA USD 140604.12000000 0.002889586135 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3140J6GL5 329681.71000000 PA USD 360970.65000000 0.007418387067 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCT4 300000.00000000 PA USD 312425.70000000 0.006420729143 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAH1 400000.00000000 PA USD 456652.00000000 0.009384755495 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAU9 125000.00000000 PA USD 143220.75000000 0.002943361072 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GK3 350000.00000000 PA USD 417585.00000000 0.008581881002 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N COMM 2014-LC17 Mortgage Trust N/A 12592MBK5 50000.00000000 PA USD 55150.50000000 0.001133410032 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.91700000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158AV8 500000.00000000 PA USD 544813.50000000 0.011196581834 Long DBT CORP US N 2 2024-07-31 Fixed 3.35000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGU8 350000.00000000 PA USD 457840.25000000 0.009409175481 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6NC8 40728.34000000 PA USD 46766.95000000 0.000961117855 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31373TU57 76.26000000 PA USD 83.62000000 0.000001718492 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWU0 150298.42000000 PA USD 159604.03000000 0.003280057456 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AM0 200000.00000000 PA USD 220484.80000000 0.004531231525 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEJ5 150000.00000000 PA USD 201112.80000000 0.004133113300 Long DBT CORP US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AA8 93000.00000000 PA USD 106211.58000000 0.002182777495 Long DBT CORP US N 2 2024-12-01 Fixed 4.75000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAB1 250000.00000000 PA USD 268765.75000000 0.005523463927 Long DBT CORP US N 2 2024-09-15 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAF0 59467.41000000 PA USD 62303.41000000 0.001280411055 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.36500000 N N N N N N FMS Wertmanagement HZFDOR6TCRSIQLKQTX32 30254WAM1 470000.00000000 PA USD 483291.60000000 0.009932231762 Long DBT CORP DE N 2 2022-08-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31419GDN1 10929.01000000 PA USD 11642.22000000 0.000239261818 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.12800000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQ3Z4 370000.00000000 PA USD 411576.90000000 0.008458407220 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.52400000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_19-A N/A 34532FAE2 25000.00000000 PA USD 25318.28000000 0.000520321530 Long ABS-CBDO CORP US N 2 2022-06-15 Fixed 2.98000000 N N N N N N Ginnie Mae I Pool N/A 36213TFS7 4507.97000000 PA USD 5082.91000000 0.000104459999 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31386FVS1 510.73000000 PA USD 612.75000000 0.000012592759 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Freddie Mac Pool N/A 3133A26A3 233648.03000000 PA USD 245555.71000000 0.005046469300 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36204DPC7 160.71000000 PA USD 177.51000000 0.000003648046 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31417MK44 8750.76000000 PA USD 9148.52000000 0.000188013242 Long ABS-MBS USGSE US N 2 2039-10-01 Floating 2.21200000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GES9 400000.00000000 PA USD 500107.20000000 0.010277812849 Long DBT CORP US N 2 2027-01-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31416BL71 55175.99000000 PA USD 65534.30000000 0.001346809785 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C18 N/A 46641JBA3 25000.00000000 PA USD 26862.50000000 0.000552057134 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.43860000 N N N N N N Fannie Mae Pool N/A 3138ANCY7 146799.42000000 PA USD 161295.00000000 0.003314808952 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CT3 100000.00000000 PA USD 127286.60000000 0.002615894858 Long DBT CORP US N 2 2049-01-15 Fixed 4.12500000 N N N N N N Ginnie Mae II Pool N/A 36179NH92 1565002.39000000 PA USD 1666888.11000000 0.034256583460 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSY3 324.04000000 PA USD 380.06000000 0.000007810696 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335ABF4 1015872.31000000 PA USD 1096022.40000000 0.022524596938 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132DV4P7 1594723.50000000 PA USD 1669938.79000000 0.034319278654 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VER1 1229000.00000000 PA USD 1475772.14000000 0.030328917207 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 910000.00000000 PA USD 1305486.91000000 0.026829348065 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 650000.00000000 PA USD 775645.65000000 0.015940464021 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292H4K7 24364.62000000 PA USD 28702.65000000 0.000589874460 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N BANK 2019-BNK17 N/A 065403BC0 100000.00000000 PA USD 116592.00000000 0.002396107786 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.71400000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBL1 63000.00000000 PA USD 86130.83000000 0.001770093594 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N Fannie Mae Pool N/A 3140J8CN1 367113.30000000 PA USD 405471.57000000 0.008332935243 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAP3 200000.00000000 PA USD 209749.00000000 0.004310597742 Long DBT CORP US N 2 2025-02-14 Fixed 1.75000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAC0 50000.00000000 PA USD 56448.30000000 0.001160081404 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EY0 300000.00000000 PA USD 355595.10000000 0.007307912959 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAF6 50000.00000000 PA USD 57248.30000000 0.001176522380 Long DBT CORP US N 2 2029-07-15 Fixed 3.85000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAF0 500000.00000000 PA USD 506845.00000000 0.010416282856 Long DBT CORP US N 2 2025-08-15 Fixed 1.32100000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAF7 6844.51000000 PA USD 6851.56000000 0.000140807913 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.63200000 N N N N N N Fannie Mae Pool N/A 31417DRF2 59017.30000000 PA USD 61577.18000000 0.001265486143 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CDL5 299878.30000000 PA USD 318434.59000000 0.006544219161 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31417YPN1 74639.65000000 PA USD 82792.19000000 0.001701480471 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3133A2CC2 213214.93000000 PA USD 233235.45000000 0.004793272932 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BN3 400000.00000000 PA USD 522654.80000000 0.010741193526 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAR8 100000.00000000 PA USD 109111.20000000 0.002242368223 Long DBT CORP US N 2 2024-05-15 Fixed 3.35000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AE9 100000.00000000 PA USD 108124.30000000 0.002222086224 Long DBT CORP US N 2 2023-06-01 Fixed 4.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBA0 200000.00000000 PA USD 206865.00000000 0.004251328025 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Freddie Mac Pool N/A 31334YPV3 219146.05000000 PA USD 232663.29000000 0.004781514346 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAD6 200000.00000000 PA USD 246801.60000000 0.005072073858 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31371MUA3 1609.21000000 PA USD 1632.38000000 0.000033547399 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKR5 1359307.60000000 PA USD 1455152.79000000 0.029905164419 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5WA4 36877.43000000 PA USD 43054.08000000 0.000884813849 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AP0 100000.00000000 PA USD 115750.00000000 0.002378803659 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Duke University Health System Inc SYIJ9BNVFR17R33OPQ57 26443CAA1 100000.00000000 PA USD 124310.50000000 0.002554732373 Long DBT CORP US N 2 2047-06-01 Fixed 3.92000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAS2 150000.00000000 PA USD 155067.75000000 0.003186831370 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LT70 7162.71000000 PA USD 7632.97000000 0.000156866842 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 3.75100000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJ7E3 800000.00000000 PA USD 820771.20000000 0.016867849105 Long DBT USGSE US N 2 2023-02-17 Fixed 1.37500000 N N N N N N Ginnie Mae II Pool N/A 36179TLS2 919062.89000000 PA USD 990360.48000000 0.020353115626 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138X2GG3 294874.81000000 PA USD 308624.20000000 0.006342603682 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.00000000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AY5 108000.00000000 PA USD 116016.52000000 0.002384280970 Long DBT CORP US N 2 2025-01-10 Fixed 2.85000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AD6 100000.00000000 PA USD 114375.00000000 0.002350545732 Long DBT CORP US N 2 2049-11-01 Fixed 3.80900000 N N N N N N Fannie Mae Pool N/A 3138M0NK2 60290.93000000 PA USD 62905.95000000 0.001292793987 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285K2 9503000.00000000 PA USD 10230573.44000000 0.210250760559 Long DBT UST US N 2 2023-10-31 Fixed 2.87500000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LH65 18092.65000000 PA USD 19223.08000000 0.000395057736 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 2.54400000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCZ3 290000.00000000 PA USD 381772.53000000 0.007845891069 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QBQ8 250000.00000000 PA USD 305328.50000000 0.006274873028 Long DBT CORP US N 2 2046-03-01 Fixed 3.80000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AD9 25000.00000000 PA USD 26343.75000000 0.000541396189 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N GS Mortgage Securities Trust 2011-GC5 N/A 36191YBB3 77469.06000000 PA USD 77906.76000000 0.001601078926 Long ABS-MBS CORP US N 2 2044-08-10 Fixed 3.70700000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDN9 75000.00000000 PA USD 85883.78000000 0.001765016415 Long DBT CORP US N 2 2025-12-15 Fixed 3.70000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503MAA6 110000.00000000 PA USD 125608.67000000 0.002581411350 Long DBT CORP US N 2 2027-01-12 Fixed 3.65000000 N N N N N N Freddie Mac Pool N/A 3132DVLC7 1269183.75000000 PA USD 1355948.20000000 0.027866389113 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBC2 150000.00000000 PA USD 166416.75000000 0.003420067160 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36212F2S2 5876.36000000 PA USD 6637.17000000 0.000136401937 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HPR22 453794.84000000 PA USD 492901.84000000 0.010129733914 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAR7 103000.00000000 PA USD 166005.92000000 0.003411624103 Long DBT CORP US N 2 2037-10-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EGCH5 15041.32000000 PA USD 17018.92000000 0.000349759560 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Maryland Health & Higher Educational Facilities Authority N/A 57421CAW4 500000.00000000 PA USD 518330.00000000 0.010652313612 Long DBT MUN US N 2 2050-07-01 Fixed 3.19700000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AS3 150000.00000000 PA USD 165189.30000000 0.003394841566 Long DBT CORP US N 2 2027-01-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293HJW4 5325.65000000 PA USD 5874.73000000 0.000120732865 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAK7 10870000.00000000 PA USD 10861508.36000000 0.223217242602 Long DBT UST US N 2 2023-09-15 Fixed 0.12500000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AA9 75000.00000000 PA USD 83800.73000000 0.001722207197 Long DBT CORP US N 2 2024-09-15 Fixed 4.20000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJX1 450000.00000000 PA USD 479669.85000000 0.009857800383 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AR5 50000.00000000 PA USD 55861.90000000 0.001148030169 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBG4 500000.00000000 PA USD 503626.50000000 0.010350138756 Long DBT CORP US N 2 2030-10-15 Fixed 1.87500000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AH4 50000.00000000 PA USD 51757.60000000 0.001063681799 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AP4 125000.00000000 PA USD 157644.50000000 0.003239786725 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Mexico Government International Bond N/A 91086QAG3 220000.00000000 PA USD 334950.00000000 0.006883630977 Long DBT NUSS MX N 2 2031-08-15 Fixed 8.30000000 N N N N N N Freddie Mac Gold Pool N/A 31288HPR5 8401.32000000 PA USD 9619.33000000 0.000197688962 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 150000.00000000 PA USD 230412.90000000 0.004735266087 Long DBT CORP US N 2 2039-07-08 Fixed 6.12500000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-A N/A 98163MAD0 90000.00000000 PA USD 91111.80000000 0.001872458602 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 1.10000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159JAA4 400000.00000000 PA USD 415153.20000000 0.008531904546 Long DBT CORP US N 2 2022-07-15 Fixed 2.95000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCP1 400000.00000000 PA USD 438967.60000000 0.009021319508 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N Citigroup Commercial Mortgage Trust 2017-C4 N/A 17326FAD9 250000.00000000 PA USD 284462.50000000 0.005846051282 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DK0 200000.00000000 PA USD 212400.60000000 0.004365091356 Long DBT CORP US N 2 2030-07-15 Fixed 2.65000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAR5 200000.00000000 PA USD 227952.00000000 0.004684691591 Long DBT CORP US N 2 2027-03-26 Fixed 3.30000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-4 N/A 14315WAE0 25000.00000000 PA USD 26121.43000000 0.000536827242 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 2.13000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMG4 1287000.02000000 PA USD 1342660.20000000 0.027593304508 Long DBT CORP US Y 2 2057-12-01 Fixed 3.80000000 N N N N N N Walgreen Co E1OI0SEUGJMPPTKRDD35 931422AK5 195000.00000000 PA USD 209762.09000000 0.004310866758 Long DBT CORP US N 2 2042-09-15 Fixed 4.40000000 N N N N N N Ginnie Mae II Pool N/A 36179QVF5 147401.21000000 PA USD 155244.34000000 0.003190460510 Long ABS-MBS USGA US N 2 2029-12-20 Fixed 3.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 475000.00000000 PA USD 524302.63000000 0.010775058442 Long DBT CORP US N 2 2023-11-15 Fixed 4.20500000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BG9 200000.00000000 PA USD 223232.80000000 0.004587706276 Long DBT CORP US N 2 2049-09-07 Fixed 2.87500000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159QD1 50000.00000000 PA USD 51951.10000000 0.001067658460 Long DBT CORP CA N 2 2023-01-18 Fixed 2.37500000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DK6 250000.00000000 PA USD 283718.25000000 0.005830756036 Long DBT CORP AU N 2 2027-03-08 Fixed 3.35000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAP7 500000.00000000 PA USD 497932.50000000 0.010233120112 Long DBT CORP US N 2 2027-08-15 Fixed 0.75000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AM1 175000.00000000 PA USD 209319.95000000 0.004301780241 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292LHH1 45122.42000000 PA USD 50138.00000000 0.001030397044 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBX8 710000.00000000 PA USD 764212.05000000 0.015705489597 Long DBT CORP US N 2 2024-02-01 Fixed 3.00000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BN0 450000.00000000 PA USD 574918.65000000 0.011815279381 Long DBT CORP CA N 2 2049-05-01 Fixed 4.35000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AQ9 100000.00000000 PA USD 118730.60000000 0.002440058624 Long DBT CORP US N 2 2042-12-15 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2017-GS6 N/A 36253PAJ1 10000.00000000 PA USD 10875.30000000 0.000223500677 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.32200000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004BV1 50000.00000000 PA USD 72023.25000000 0.001480165621 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141EC31 360000.00000000 PA USD 497629.08000000 0.010226884461 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAK3 250000.00000000 PA USD 256715.00000000 0.005275806318 Long DBT CORP US N 2 2022-08-23 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31385XTY3 7067.43000000 PA USD 8269.20000000 0.000169942144 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Israel Government International Bond N/A 46513CXR2 200000.00000000 PA USD 220170.40000000 0.004524770221 Long DBT NUSS IL N 2 2026-03-16 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GTT3 305.74000000 PA USD 334.66000000 0.000006877671 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FLN4 197479.21000000 PA USD 216898.39000000 0.004457526425 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140JAAN8 50511.04000000 PA USD 56457.11000000 0.001160262460 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EC3 675000.00000000 PA USD 914160.60000000 0.018787115165 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AT2 250000.00000000 PA USD 274207.25000000 0.005635293388 Long DBT CORP US N 2 2030-04-13 Fixed 2.75000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BD0 155000.00000000 PA USD 204846.14000000 0.004209837990 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31418BUL8 63837.44000000 PA USD 67686.56000000 0.001391041352 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.00000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AU0 175000.00000000 PA USD 208821.38000000 0.004291534020 Long DBT CORP US N 2 2047-12-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418CQC1 82312.81000000 PA USD 89657.71000000 0.001842575279 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31408AE48 10046.02000000 PA USD 11879.50000000 0.000244138212 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JL8 2000000.00000000 PA USD 2005484.00000000 0.041215141923 Long DBT CORP N/A N 2 2025-10-28 Fixed 0.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAN5 17821.24000000 PA USD 17849.58000000 0.000366830636 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.66000000 N N N N N N Fannie Mae Pool N/A 3138A8RD0 456684.23000000 PA USD 501625.89000000 0.010309023781 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AB1 25000.00000000 PA USD 30219.95000000 0.000621056826 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EDBU5 75000.00000000 PA USD 82285.73000000 0.001691072100 Long DBT USGSE US N 2 2023-12-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402RRR2 3150.08000000 PA USD 3715.61000000 0.000076360316 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964CAA4 233000.00000000 PA USD 263520.44000000 0.005415666409 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3 N/A 80285WAF4 25000.00000000 PA USD 25121.75000000 0.000516282598 Long ABS-CBDO CORP US N 2 2026-01-15 Fixed 1.12000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AS4 200000.00000000 PA USD 212480.00000000 0.004366723123 Long DBT CORP US N 2 2030-02-06 Fixed 2.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCA5 825000.00000000 PA USD 986035.88000000 0.020264239822 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R69 7175000.00000000 PA USD 7430609.38000000 0.152708084520 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31418CQA5 953409.42000000 PA USD 1014732.81000000 0.020853996730 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAE6 50000.00000000 PA USD 59207.90000000 0.001216794550 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132HMK75 77484.14000000 PA USD 82730.72000000 0.001700217187 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFP0 1000000.00000000 PA USD 1387303.00000000 0.028510768490 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ML2 500000.00000000 PA USD 533359.00000000 0.010961177890 Long DBT CORP US N 2 2031-01-29 Variable 2.66600000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 50000.00000000 PA USD 72381.65000000 0.001487531178 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AP8 200000.00000000 PA USD 223115.60000000 0.004585297673 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABC8 800000.00000000 PA USD 909681.60000000 0.018695066253 Long DBT CORP US Y 2 2027-04-15 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36179UKY7 291186.58000000 PA USD 312504.41000000 0.006422346730 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GKC9 118.17000000 PA USD 126.32000000 0.000002596030 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HM1 225000.00000000 PA USD 248973.08000000 0.005116700421 Long DBT CORP N/A N 2 2027-05-24 Fixed 2.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BGK24 150000.00000000 PA USD 164392.50000000 0.003378466354 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.06200000 N N N N N N Morgan Stanley Capital I Trust 2019-L2 N/A 61768HAW6 150000.00000000 PA USD 176754.00000000 0.003632510254 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.07100000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGGC5 13748.93000000 PA USD 14583.25000000 0.000299703572 Long ABS-MBS USGSE US N 2 2041-01-01 Floating 3.88000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AP4 100000.00000000 PA USD 114517.60000000 0.002353476336 Long DBT CORP US N 2 2028-03-01 Fixed 3.50000000 N N N N N N Health & Educational Facilities Authority of the State of Missouri 549300IWTBCMX5JB3277 60636AVL4 100000.00000000 PA USD 116758.00000000 0.002399519288 Long DBT MUN US N 2 2050-05-15 Fixed 3.22900000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3N95 78495.11000000 PA USD 79799.70000000 0.001639981152 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.77900000 N N N N N N Fannie Mae-Aces N/A 3136B27L0 100000.00000000 PA USD 117713.00000000 0.002419145703 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.69710000 N N N N N N Freddie Mac Pool N/A 3133KH5M4 163243.81000000 PA USD 173768.27000000 0.003571149862 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Panama Government International Bond N/A 698299BE3 207000.00000000 PA USD 228993.75000000 0.004706100824 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N Arch Capital Finance LLC 549300XG4URFY0200M65 03939CAA1 100000.00000000 PA USD 115839.40000000 0.002380640938 Long DBT CORP US N 2 2026-12-15 Fixed 4.01100000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BQ0 800000.00000000 PA USD 897779.20000000 0.018450457417 Long DBT NUSS JP N 2 2027-11-16 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 3622A2X23 101861.90000000 PA USD 109628.55000000 0.002253000396 Long ABS-MBS USGA US N 2 2046-05-15 Fixed 4.00000000 N N N N N N Mexico Government International Bond N/A 91086QAV0 883000.00000000 PA USD 1185106.09000000 0.024355375407 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Fannie Mae-Aces N/A 3136AJDU7 243743.25000000 PA USD 261207.45000000 0.005368131644 Long ABS-MBS USGSE US N 2 2023-12-25 Variable 3.51300000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 100000.00000000 PA USD 109071.90000000 0.002241560560 Long DBT CORP US N 2 2023-01-20 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31418DVB5 3123409.80000000 PA USD 3156938.35000000 0.064878933035 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAW1 125000.00000000 PA USD 163336.75000000 0.003356769404 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857TAH0 150000.00000000 PA USD 222017.70000000 0.004562734489 Long DBT CORP GB N 2 2030-02-15 Fixed 7.87500000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AJ9 50000.00000000 PA USD 55790.35000000 0.001146559729 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AR3 50000.00000000 PA USD 57014.20000000 0.001171711339 Long DBT CORP US N 2 2029-04-15 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 36202FLP9 129064.38000000 PA USD 142330.77000000 0.002925070898 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Connecticut Light and Power Co/The 549300O45IUXEDS1VZ32 207597EJ0 50000.00000000 PA USD 56096.75000000 0.001152856623 Long DBT CORP US N 2 2027-03-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31385CXX6 2484.19000000 PA USD 2953.19000000 0.000060691655 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAV6 100000.00000000 PA USD 105616.90000000 0.002170556096 Long DBT CORP US N 2 2023-03-15 Fixed 3.05000000 N N N N N N Ginnie Mae II Pool N/A 36179QL41 177512.91000000 PA USD 189039.28000000 0.003884987740 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.00000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AQ9 500000.00000000 PA USD 491510.00000000 0.010101129905 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAF5 80000.00000000 PA USD 86064.24000000 0.001768725088 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179NJA7 872938.61000000 PA USD 946030.55000000 0.019442081503 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAP8 300000.00000000 PA USD 372000.00000000 0.007645053660 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513ECJ8 65000.00000000 PA USD 83726.44000000 0.001720680447 Long DBT CORP US N 2 2043-12-15 Fixed 4.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W55 9990000.00000000 PA USD 10192921.88000000 0.209476975084 Long DBT UST US N 2 2022-02-28 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 31298R3T1 23091.12000000 PA USD 25769.20000000 0.000529588486 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AE3 175000.00000000 PA USD 175735.53000000 0.003611579454 Long DBT CORP CA N 2 2021-03-22 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 3140X6DJ7 383742.76000000 PA USD 409277.81000000 0.008411158117 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ94 140868.41000000 PA USD 151981.93000000 0.003123414006 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Swiss Re America Holding Corp 549300TFNR7TTQPWQU29 36158FAA8 75000.00000000 PA USD 95430.38000000 0.001961210688 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AM1 500000.00000000 PA USD 622567.50000000 0.012794521357 Long DBT CORP US N 2 2041-11-15 Fixed 4.37500000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAC1 250000.00000000 PA USD 304375.00000000 0.006255277440 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AY2 400000.00000000 PA USD 419460.00000000 0.008620414538 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868BZ8 125000.00000000 PA USD 129846.00000000 0.002668493649 Long DBT CORP N/A N 2 2023-01-06 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3140J7W27 154380.00000000 PA USD 161601.26000000 0.003321102968 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHPJ6 175000.00000000 PA USD 210465.50000000 0.004325322691 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.92600000 N N N N N N Ginnie Mae II Pool N/A 36202FCP9 88002.86000000 PA USD 99105.59000000 0.002036740735 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Panama Government International Bond N/A 698299AD6 238000.00000000 PA USD 340935.00000000 0.007006630026 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.87500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AL7 125000.00000000 PA USD 138444.75000000 0.002845208448 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36202D6V8 18756.21000000 PA USD 21649.51000000 0.000444923832 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 6.00000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAF7 50000.00000000 PA USD 58987.40000000 0.001212263006 Long DBT CORP US N 2 2047-10-01 Fixed 3.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446HD4 150000.00000000 PA USD 230763.90000000 0.004742479565 Long DBT CORP US N 2 2032-04-01 Fixed 7.25000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CQ2 700000.00000000 PA USD 917916.30000000 0.018864299380 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 3138X3EQ1 247451.73000000 PA USD 270955.04000000 0.005568456506 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BU8 50000.00000000 PA USD 51662.30000000 0.001061723268 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 605000.00000000 PA USD 707813.10000000 0.014546422395 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Ginnie Mae I Pool N/A 36208WDE0 878.07000000 PA USD 1023.84000000 0.000021041160 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EQ6P2 88867.09000000 PA USD 94927.07000000 0.001950867053 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410GRK1 35585.64000000 PA USD 41536.87000000 0.000853633333 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AB2 25000.00000000 PA USD 26271.13000000 0.000539903759 Long DBT CORP US N 2 2022-12-15 Fixed 3.60000000 N N N N N N Ginnie Mae II Pool N/A 36179VFQ8 1087544.29000000 PA USD 1154047.95000000 0.023717092754 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2W9 483456.26000000 PA USD 513197.57000000 0.010546835917 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BD2 600000.00000000 PA USD 650969.40000000 0.013378215038 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 300000.00000000 PA USD 344250.00000000 0.007074757319 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W89 5215000.00000000 PA USD 5328263.54000000 0.109502313659 Long DBT UST US N 2 2022-03-31 Fixed 1.87500000 N N N N N N GS Mortgage Securities Trust 2016-GS3 N/A 36251PAD6 200000.00000000 PA USD 218392.00000000 0.004488221932 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.85000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AV4 100000.00000000 PA USD 108989.40000000 0.002239865084 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 100000.00000000 PA USD 113800.70000000 0.002338743166 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBQ0 325000.00000000 PA USD 365830.73000000 0.007518267638 Long DBT CORP US N 2 2042-07-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31335BYU4 379864.74000000 PA USD 403156.15000000 0.008285350538 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BH0 71000.00000000 PA USD 77474.56000000 0.001592196689 Long DBT CORP US N 2 2025-06-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138MLTX2 58147.70000000 PA USD 62173.40000000 0.001277739191 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7T48 116274.65000000 PA USD 133014.08000000 0.002733601557 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762PAE2 500000.00000000 PA USD 487008.50000000 0.010008618590 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AK9 275000.00000000 PA USD 387740.38000000 0.007968537665 Long DBT CORP US N 2 2045-05-20 Fixed 4.80000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ82 152822.21000000 PA USD 172432.39000000 0.003543695898 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416SSK8 9561.21000000 PA USD 10611.49000000 0.000218079060 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CV0 934000.00000000 PA USD 998163.93000000 0.020513486040 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLN91 450000.00000000 PA USD 531585.00000000 0.010924720027 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 3.50500000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABA9 500000.00000000 PA USD 553125.00000000 0.011367393295 Long DBT CORP US N 2 2023-12-15 Fixed 4.75000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BR8 275000.00000000 PA USD 279254.25000000 0.005739015393 Long DBT NUSS JP N 2 2021-07-20 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 31283GXZ5 215.06000000 PA USD 240.36000000 0.000004939691 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BX9 225000.00000000 PA USD 315445.95000000 0.006482798964 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NEQ0 9436.36000000 PA USD 10843.53000000 0.000222847765 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132DV4G7 678551.94000000 PA USD 714951.43000000 0.014693123782 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAX0 150000.00000000 PA USD 165190.35000000 0.003394863145 Long DBT CORP NO N 2 2024-11-10 Fixed 3.25000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BZ2 450000.00000000 PA USD 567765.45000000 0.011668272397 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36291AV63 9004.19000000 PA USD 10294.50000000 0.000211564529 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TBE1 50000.00000000 PA USD 54675.00000000 0.001123637927 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.79960000 N N N N N N Ginnie Mae I Pool N/A 36291MRU9 6700.04000000 PA USD 7294.96000000 0.000149920324 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARCX7 53010.48000000 PA USD 58353.28000000 0.001199231066 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WD2D2 67350.21000000 PA USD 73170.04000000 0.001503733554 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AH0 200000.00000000 PA USD 208884.60000000 0.004292833268 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BF9 153000.00000000 PA USD 178408.10000000 0.003666504026 Long DBT CORP US N 2 2042-10-09 Fixed 4.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 250000.00000000 PA USD 322171.00000000 0.006621006943 Long DBT CORP US N 2 2039-04-22 Variable 4.45700000 N N N N N N Fannie Mae Pool N/A 31410B2H6 3207.51000000 PA USD 3800.27000000 0.000078100182 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FBX4 11732.94000000 PA USD 13772.20000000 0.000283035505 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AU1 200000.00000000 PA USD 272169.00000000 0.005593404864 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAU9 125000.00000000 PA USD 137172.50000000 0.002819062159 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.40500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C32 N/A 46590JAW7 125000.00000000 PA USD 139572.50000000 0.002868385086 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.59820000 N N N N N N Ginnie Mae II Pool N/A 36179VKL3 4026868.03000000 PA USD 4221399.58000000 0.086754909441 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.00000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AZ0 25000.00000000 PA USD 27149.95000000 0.000557964582 Long DBT CORP US N 2 2029-06-15 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 31292LWF8 137787.48000000 PA USD 145825.70000000 0.002996895972 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31412RB22 24725.05000000 PA USD 26180.89000000 0.000538049217 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286T2 11877500.00000000 PA USD 13414151.56000000 0.275677173356 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UAN9 75000.00000000 PA USD 106381.43000000 0.002186268120 Long DBT CORP US N 2 2033-03-15 Fixed 6.30000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJZ6 500000.00000000 PA USD 539031.00000000 0.011077744407 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31378W7E2 228.39000000 PA USD 263.56000000 0.000005416479 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAP2 125000.00000000 PA USD 131389.25000000 0.002700209319 Long DBT CORP US N 2 2023-03-13 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36179NDR6 663305.68000000 PA USD 724601.36000000 0.014891441612 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48126BAA1 150000.00000000 PA USD 221674.50000000 0.004555681311 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N Ginnie Mae I Pool N/A 36241KPD4 9659.46000000 PA USD 10583.52000000 0.000217504242 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 6.00000000 N N N N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620RAK1 500000.00000000 PA USD 507488.50000000 0.010429507566 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW89 646379.55000000 PA USD 686400.01000000 0.014106357282 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.00000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BQ2 175000.00000000 PA USD 238763.18000000 0.004906874524 Long DBT CORP US N 2 2048-10-01 Fixed 5.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6YJ1 93215.14000000 PA USD 106260.46000000 0.002183782039 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212XFP5 40761.37000000 PA USD 47257.96000000 0.000971208709 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDD0 125000.00000000 PA USD 132114.00000000 0.002715103815 Long DBT CORP US N 2 2024-09-10 Fixed 2.15000000 N N N N N N Ginnie Mae II Pool N/A 36202FKM7 82116.17000000 PA USD 90189.61000000 0.001853506473 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N California State University N/A 13077DKU5 140000.00000000 PA USD 149520.00000000 0.003072818342 Long DBT MUN US N 2 2051-11-01 Fixed 2.97500000 N N N N N N Ginnie Mae I Pool N/A 36290TMP1 7841.71000000 PA USD 8875.98000000 0.000182412213 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SEH6 1457576.17000000 PA USD 1555543.80000000 0.031968322103 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402QTR2 19288.94000000 PA USD 23045.42000000 0.000473611485 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTX4 301.96000000 PA USD 346.02000000 0.000007111132 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31371LDQ9 14635.34000000 PA USD 15765.51000000 0.000324000456 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CH4 405000.00000000 PA USD 517480.65000000 0.010634858434 Long DBT CORP US N 2 2027-04-05 Fixed 5.87500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAX5 150000.00000000 PA USD 155632.95000000 0.003198446919 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XT2 11547500.00000000 PA USD 12252980.66000000 0.251813695292 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BB1 150000.00000000 PA USD 158821.50000000 0.003263975510 Long DBT CORP US N 2 2030-04-30 Fixed 2.45000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 400000.00000000 PA USD 416000.00000000 0.008549307319 Long DBT CORP US N 2 2022-10-01 Fixed 3.37500000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAM7 100000.00000000 PA USD 109480.60000000 0.002249959843 Long DBT CORP US N 2 2025-04-07 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31418CMX9 374777.87000000 PA USD 405982.03000000 0.008343425818 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DS4 500000.00000000 PA USD 512932.50000000 0.010541388405 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31405LPL7 8970.62000000 PA USD 10517.51000000 0.000216147656 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AB7 275000.00000000 PA USD 412362.23000000 0.008474546709 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N Fannie Mae Pool N/A 31410LMN9 258329.17000000 PA USD 277552.19000000 0.005704035984 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AKDH6 500000.00000000 PA USD 499797.50000000 0.010271448137 Long DBT USGSE US N 2 2022-10-21 Fixed 0.12500000 N N N N N N OhioHealth Corp JGYGIL4QGKKPZU7C1D18 67777JAK4 100000.00000000 PA USD 109237.40000000 0.002244961786 Long DBT CORP US N 2 2050-11-15 Fixed 3.04200000 N N N N N N Prospect Capital Corp 549300FSD8T39P5Q0O47 74348TAJ1 8000.00000000 PA USD 8339.26000000 0.000171381962 Long DBT CORP US N 2 2023-03-15 Fixed 5.87500000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2018-C8 N/A 46591ABE4 25000.00000000 PA USD 29388.25000000 0.000603964376 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.42100000 N N N N N N Fannie Mae Pool N/A 3140X8CG0 98194.15000000 PA USD 109910.26000000 0.002258789880 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BC0 250000.00000000 PA USD 277300.50000000 0.005698863447 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAD9 100000.00000000 PA USD 107966.00000000 0.002218832966 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15300000 N N N N N N Freddie Mac Gold Pool N/A 3128LBTV0 5291.28000000 PA USD 6004.72000000 0.000123404318 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AS5 100000.00000000 PA USD 111215.50000000 0.002285614154 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N University of California N/A 91412GDZ5 175000.00000000 PA USD 254248.75000000 0.005225121873 Long DBT MUN US N 2 2045-05-15 Fixed 5.94600000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 925524AV2 75000.00000000 PA USD 96048.90000000 0.001973922028 Long DBT CORP US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AT2 100000.00000000 PA USD 104739.00000000 0.002152514181 Long DBT CORP US N 2 2023-01-25 Fixed 2.65000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531GAB7 200000.00000000 PA USD 233004.00000000 0.004788516352 Long DBT CORP US N 2 2029-03-19 Fixed 3.87500000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAP3 210000.00000000 PA USD 268275.00000000 0.005513378416 Long DBT CORP US N 2 2066-12-15 Fixed 6.40000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BJ9 200000.00000000 PA USD 229500.00000000 0.004716504879 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N Fannie Mae-Aces N/A 3136AEGQ4 51872.48000000 PA USD 53425.02000000 0.001097949313 Long ABS-MBS USGSE US N 2 2022-12-27 Fixed 2.28000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EV6 2085000.00000000 PA USD 2706916.30000000 0.055630431097 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAB4 450000.00000000 PA USD 536357.25000000 0.011022795584 Long DBT CORP N/A Y 2 2029-06-18 Fixed 4.30000000 N N N N N N COMM 2019-GC44 Mortgage Trust N/A 12655TBM0 115000.00000000 PA USD 127886.90000000 0.002628231755 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31417ES77 146392.50000000 PA USD 156527.66000000 0.003216834301 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 1150000.00000000 PA USD 1349384.70000000 0.027731501183 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HDA4 547000.00000000 PA USD 600241.15000000 0.012335687637 Long DBT CORP US N 2 2025-02-24 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 610000.00000000 PA USD 708796.82000000 0.014566639041 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Ginnie Mae II Pool N/A 36179M2Q2 220623.32000000 PA USD 241022.97000000 0.004953315965 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.50000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_19-A3 N/A 254683CM5 275000.00000000 PA USD 283035.94000000 0.005816733734 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 1.89000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBK4 200000.00000000 PA USD 265791.40000000 0.005462337407 Long DBT CORP US N 2 2049-07-15 Fixed 4.15000000 N N N N N N Cintas Corp No 2 549300QVUQTTKMTE0G41 17252MAN0 175000.00000000 PA USD 201392.98000000 0.004138871341 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3J8 306147.74000000 PA USD 331467.23000000 0.006812055806 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BC0 100000.00000000 PA USD 113012.90000000 0.002322552916 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31374WF23 137.53000000 PA USD 143.91000000 0.000002957526 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132AC3B4 273081.00000000 PA USD 305017.28000000 0.006268477078 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_17-3 N/A 34528QFU3 170000.00000000 PA USD 176170.25000000 0.003620513480 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 2.48000000 N N N N N N Fannie Mae Pool N/A 3140X6T68 186443.45000000 PA USD 194418.31000000 0.003995533367 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.50000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAU5 100000.00000000 PA USD 113409.00000000 0.002330693254 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.48980000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AL9 225000.00000000 PA USD 255801.15000000 0.005257025586 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Ginnie Mae II Pool N/A 36202E4J5 70948.15000000 PA USD 82851.01000000 0.001702689293 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ENWF2 200927.93000000 PA USD 223731.62000000 0.004597957635 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 225000.00000000 PA USD 262098.23000000 0.005386438259 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N Chevron Corp N/A 166764BY5 500000.00000000 PA USD 533950.00000000 0.010973323661 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RK6 9820000.00000000 PA USD 11701143.75000000 0.240472773817 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAK7 75000.00000000 PA USD 82832.33000000 0.001702305397 Long DBT CORP US N 2 2026-09-22 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4U45 18519.83000000 PA USD 21850.97000000 0.000449064081 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF3 N/A 12529TAX1 135000.00000000 PA USD 151474.05000000 0.003112976452 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00550000 N N N N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932AL8 110000.00000000 PA USD 132358.38000000 0.002720126122 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CDX9 92661.21000000 PA USD 97623.24000000 0.002006276635 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.50000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAC3 180000.00000000 PA USD 193631.04000000 0.003979354008 Long DBT CORP US N 2 2027-02-01 Fixed 2.15000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 650035TD0 150000.00000000 PA USD 192909.00000000 0.003964515205 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BL4 700000.00000000 PA USD 830321.10000000 0.017064111196 Long DBT CORP GB N 2 2030-05-08 Variable 4.44500000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AY9 200000.00000000 PA USD 274474.80000000 0.005640791866 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 650000.00000000 PA USD 918462.35000000 0.018875521373 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AR2 200000.00000000 PA USD 266133.60000000 0.005469370034 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N Ginnie Mae II Pool N/A 36202EPZ6 23715.14000000 PA USD 27613.78000000 0.000567496854 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 6.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AT6 200000.00000000 PA USD 218080.40000000 0.004481818172 Long DBT CORP US N 2 2029-12-15 Fixed 2.75000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAR0 25000.00000000 PA USD 26124.98000000 0.000536900198 Long DBT CORP US N 2 2023-03-15 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3140X4SC1 85397.74000000 PA USD 92459.19000000 0.001900149110 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 549300PFVBG5704L7K74 61762DAW1 50000.00000000 PA USD 52578.50000000 0.001080552295 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.10200000 N N N N N N Fannie Mae Pool N/A 31412QWV7 39025.46000000 PA USD 45265.37000000 0.000930258555 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FT6 75000.00000000 PA USD 95511.23000000 0.001962872254 Long DBT CORP US N 2 2045-05-15 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 36202ET33 39430.22000000 PA USD 45339.10000000 0.000931773796 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 6.00000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAE7 250000.00000000 PA USD 270397.00000000 0.005556988103 Long DBT CORP US N 2 2023-10-06 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31371KEX5 7124.51000000 PA USD 8440.75000000 0.000173467706 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YB0 11564700.00000000 PA USD 12367001.06000000 0.254156953562 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AF6 175000.00000000 PA USD 243913.78000000 0.005012725636 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAD6 125000.00000000 PA USD 145194.13000000 0.002983916438 Long DBT CORP US N 2 2028-04-15 Fixed 4.25000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AW3 100000.00000000 PA USD 112629.20000000 0.002314667413 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857LAP3 200000.00000000 PA USD 226462.40000000 0.004654078494 Long DBT CORP US N 2 2025-04-13 Fixed 4.10000000 N N N N N N CSAIL 2015-C1 Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281BD5 75000.00000000 PA USD 81621.00000000 0.001677411088 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.79100000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_17-2 N/A 87165LBU4 150000.00000000 PA USD 155756.36000000 0.003200983145 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 2.62000000 N N N N N N Fannie Mae Pool N/A 3138EGMC5 3814.35000000 PA USD 3980.50000000 0.000081804129 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 2.06600000 N N N N N N Fannie Mae Pool N/A 31414KCD0 22.95000000 PA USD 26.96000000 0.000000554060 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 250000.00000000 PA USD 273603.50000000 0.005622885589 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140QAJL5 282687.70000000 PA USD 323111.98000000 0.006640345229 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAF1 300000.00000000 PA USD 335604.90000000 0.006897089971 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693476BN2 340000.00000000 PA USD 350835.80000000 0.007210103540 Long DBT CORP US N 2 2022-03-08 Fixed 3.30000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAY5 50000.00000000 PA USD 55423.95000000 0.001139029763 Long DBT CORP US N 2 2026-10-15 Fixed 2.90000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AL9 100000.00000000 PA USD 124788.50000000 0.002564555856 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31373WMZ3 1166.92000000 PA USD 1324.62000000 0.000027222556 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.50000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BF0 150000.00000000 PA USD 152922.30000000 0.003142739756 Long DBT CORP US N 2 2021-12-01 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36291NZ38 17828.74000000 PA USD 21168.92000000 0.000435047121 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DUK4 1136.40000000 PA USD 1306.93000000 0.000026859005 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418MSR4 62606.01000000 PA USD 71878.16000000 0.001477183844 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAV2 350000.00000000 PA USD 397449.15000000 0.008168064728 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AC8 300000.00000000 PA USD 313076.10000000 0.006434095656 Long DBT CORP US N 2 2022-11-02 Fixed 2.75000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBL5 225000.00000000 PA USD 246531.83000000 0.005066529756 Long DBT CORP US N 2 2026-09-20 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K6ZW3 8568.06000000 PA USD 9931.55000000 0.000204105464 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABA2 600000.00000000 PA USD 663123.00000000 0.013627986340 Long DBT CORP US Y 2 2025-04-15 Fixed 3.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CE7 100000.00000000 PA USD 111682.40000000 0.002295209518 Long DBT CORP US N 2 2028-03-02 Fixed 3.12500000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAK7 425000.00000000 PA USD 486702.35000000 0.010002326834 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAH5 250000.00000000 PA USD 268812.75000000 0.005524429834 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PUJ29 51660.51000000 PA USD 54685.81000000 0.001123860085 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Trustees of the University of Pennsylvania/The 549300FG60YK9HZ7DS75 91481CAD2 200000.00000000 PA USD 204819.00000000 0.004209280230 Long DBT CORP US N 2 2050-10-01 Fixed 2.39600000 N N N N N N Fannie Mae Pool N/A 31371JL36 393.14000000 PA USD 465.17000000 0.000009559810 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QHYW4 7113.97000000 PA USD 7325.46000000 0.000150547136 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 1.85500000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAK2 20000.00000000 PA USD 21795.30000000 0.000447919994 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AK6 445000.00000000 PA USD 607993.27000000 0.012495003157 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 N/A 61763MAC4 17249.46000000 PA USD 18024.65000000 0.000370428538 Long ABS-MBS CORP US N 2 2047-06-15 Fixed 3.47700000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAR2 145000.00000000 PA USD 151433.80000000 0.003112149266 Long DBT CORP US N 2 2031-01-28 Fixed 1.90000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AM7 100000.00000000 PA USD 111693.40000000 0.002295435582 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31369C2P7 126.22000000 PA USD 129.77000000 0.000002666931 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZS2 10505000.00000000 PA USD 10463965.37000000 0.215047249346 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FFT8 46659.62000000 PA USD 52530.66000000 0.001079569125 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 4.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAQ4 630000.00000000 PA USD 686712.60000000 0.014112781388 Long DBT CORP US N 2 2030-04-30 Fixed 2.40000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAS9 65000.00000000 PA USD 73027.31000000 0.001500800278 Long DBT CORP US N 2 2034-11-01 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 31297BA44 41391.95000000 PA USD 47203.86000000 0.000970096888 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT60 167410.30000000 PA USD 177101.41000000 0.003639649953 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 709223A27 75000.00000000 PA USD 113652.00000000 0.002335687200 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AS2 175000.00000000 PA USD 252317.98000000 0.005185442195 Long DBT CORP US N 2 2041-12-01 Fixed 5.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7QN6 76438.50000000 PA USD 83281.30000000 0.001711532278 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417YDV6 35798.47000000 PA USD 39766.73000000 0.000817254797 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR4A6 26551.29000000 PA USD 28711.19000000 0.000590049968 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAM5 150000.00000000 PA USD 227566.20000000 0.004676762931 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N Freddie Mac Pool N/A 3132A5FL4 499594.90000000 PA USD 528297.43000000 0.010857156454 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WCZR7 97844.01000000 PA USD 107231.64000000 0.002203740972 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N University of Notre Dame du Lac XV74408A6JGDG5126L34 914748AA6 125000.00000000 PA USD 153888.00000000 0.003162586069 Long DBT CORP US N 2 2048-02-15 Fixed 3.39400000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAL6 300000.00000000 PA USD 301569.90000000 0.006197629214 Long DBT CORP SE N 2 2021-03-30 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAN6 400000.00000000 PA USD 502900.00000000 0.010335208295 Long DBT CORP US N 2 2049-01-23 Variable 3.89700000 N N N N N N Morgan Stanley Capital I Trust 2017-H1 N/A 61691JAV6 150000.00000000 PA USD 170275.50000000 0.003499369179 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.53000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AR6 100000.00000000 PA USD 105518.10000000 0.002168525636 Long DBT CORP US N 2 2025-06-01 Fixed 2.00000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BZ6 500000.00000000 PA USD 503293.00000000 0.010343284924 Long DBT CORP US N 2 2030-10-01 Fixed 1.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 425000.00000000 PA USD 540808.68000000 0.011114277899 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBC2 250000.00000000 PA USD 272497.75000000 0.005600161078 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31386HLX7 3529.91000000 PA USD 4216.55000000 0.000086655244 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CB3 75000.00000000 PA USD 112390.35000000 0.002309758754 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BQ2 150000.00000000 PA USD 151984.80000000 0.003123472988 Long DBT CORP US N 2 2030-06-30 Fixed 1.40000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBC0 500000.00000000 PA USD 542549.50000000 0.011150053873 Long DBT CORP US N 2 2024-04-01 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36200NCE9 4879.57000000 PA USD 5629.48000000 0.000115692679 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N National Australia Bank Ltd/New York 549300E2IPL06NDXMZ63 63254ABA5 250000.00000000 PA USD 270039.00000000 0.005549630767 Long DBT CORP AU N 2 2023-06-20 Fixed 3.62500000 N N N N N N Hackensack Meridian Health Inc 5493001CB3OCWTEJY668 404530AC1 250000.00000000 PA USD 251409.75000000 0.005166776961 Long DBT CORP US N 2 2041-09-01 Fixed 2.67500000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EM1 425000.00000000 PA USD 446080.85000000 0.009167505471 Long DBT CORP AU N 2 2030-02-04 Variable 2.89400000 N N N N N N Freddie Mac Gold Pool N/A 3128PQRW3 12472.87000000 PA USD 13019.73000000 0.000267571329 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.50000000 N N N N N N Brookfield Asset Management Inc C6J3FGIWG6MBDGTE8F80 112585AH7 157000.00000000 PA USD 173669.48000000 0.003569119607 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31382KQT8 4997.39000000 PA USD 5525.91000000 0.000113564189 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FB8 375000.00000000 PA USD 569352.75000000 0.011700893348 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N Fannie Mae Pool N/A 31371MLB1 48108.50000000 PA USD 55340.09000000 0.001137306337 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CG1 500000.00000000 PA USD 514415.00000000 0.010571855588 Long DBT NUSS JP N 2 2023-01-23 Fixed 1.75000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAJ2 200000.00000000 PA USD 257142.20000000 0.005284585799 Long DBT CORP US N 2 2044-03-15 Fixed 5.00000000 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBA7 50000.00000000 PA USD 58324.00000000 0.001198629327 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.95300000 N N N N N N Ginnie Mae II Pool N/A 36179Q3H2 148091.22000000 PA USD 157670.97000000 0.003240330716 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S5N3 158986.32000000 PA USD 172839.26000000 0.003552057573 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAL0 150000.00000000 PA USD 161820.60000000 0.003325610673 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N Canada Government International Bond N/A 135087H64 570000.00000000 PA USD 589319.58000000 0.012111236054 Long DBT NUSS CA N 2 2022-11-15 Fixed 2.00000000 N N N N N N XLIT Ltd 635400XCGXK8NVDIVE95 98420EAC9 189000.00000000 PA USD 215866.54000000 0.004436320650 Long DBT CORP KY N 2 2025-03-31 Fixed 4.45000000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AM5 700000.00000000 PA USD 724532.90000000 0.014890034675 Long DBT CORP US N 2 2023-02-15 Fixed 3.95000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAV5 105000.00000000 PA USD 113399.16000000 0.002330491030 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCE7 125000.00000000 PA USD 142741.75000000 0.002933517038 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N COPART_20-1-A1 N/A 14043MAD3 15000.00000000 PA USD 15450.20000000 0.000317520451 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 1.63000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BY9 675000.00000000 PA USD 767992.73000000 0.015783187182 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FB0 169000.00000000 PA USD 219129.79000000 0.004503384417 Long DBT CORP US N 2 2047-10-25 Fixed 3.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CJ9 500000.00000000 PA USD 500769.50000000 0.010291423922 Long DBT CORP NL N 2 2023-09-15 Fixed 0.37500000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AH4 750000.00000000 PA USD 790552.50000000 0.016246817967 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAC5 20000.00000000 PA USD 26964.74000000 0.000554158290 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N Fannie Mae-Aces N/A 3136AMST7 91720.45000000 PA USD 97663.02000000 0.002007094162 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 2.72300000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDN3 300000.00000000 PA USD 328268.10000000 0.006746309783 Long DBT CORP US N 2 2046-07-30 Fixed 3.00000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AL9 100000.00000000 PA USD 105304.00000000 0.002164125620 Long DBT CORP US N 2 2022-09-15 Fixed 4.12500000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EL3 275000.00000000 PA USD 380854.38000000 0.007827021967 Long DBT CORP US N 2 2036-03-15 Fixed 5.85000000 N N N N N N Ginnie Mae I Pool N/A 36241L4A1 37386.70000000 PA USD 39694.09000000 0.000815761957 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4DL4 6597.39000000 PA USD 7538.15000000 0.000154918175 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 200000.00000000 PA USD 212790.80000000 0.004373110442 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAP2 225000.00000000 PA USD 324966.83000000 0.006678464659 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAY7 125000.00000000 PA USD 139039.00000000 0.002857421010 Long DBT CORP US N 2 2027-10-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3132GEBV1 92827.84000000 PA USD 105183.62000000 0.002161651664 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2020-COR7 N/A 46652JAW2 50000.00000000 PA USD 52373.50000000 0.001076339295 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 2.17980000 N N N N N N Freddie Mac Pool N/A 3132DV5Q4 925029.94000000 PA USD 974652.06000000 0.020030288438 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAM6 275000.00000000 PA USD 309376.65000000 0.006358067447 Long DBT CORP US N 2 2029-06-01 Fixed 2.95000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCC7 250000.00000000 PA USD 295830.25000000 0.006079672407 Long DBT CORP US N 2 2028-03-27 Fixed 3.87800000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AT3 37000.00000000 PA USD 38714.21000000 0.000795624228 Long DBT CORP US N 2 2023-03-15 Fixed 3.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FX3Q9 25000.00000000 PA USD 25518.75000000 0.000524441433 Long ABS-MBS USGSE US N 2 2030-08-25 Fixed 1.40600000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BQ68 100000.00000000 PA USD 109500.00000000 0.002250358537 Long DBT CORP CA N 2 2028-10-05 Variable 4.33800000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAD6 100000.00000000 PA USD 113237.40000000 0.002327166665 Long DBT MUN US N 2 2119-09-01 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36179R4E6 417211.15000000 PA USD 445786.86000000 0.009161463618 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAN3 155000.00000000 PA USD 175864.24000000 0.003614224601 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 400000.00000000 PA USD 466000.00000000 0.009576868295 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N State of California N/A 13063BJC7 200000.00000000 PA USD 361756.00000000 0.007434526967 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N Freddie Mac Gold Pool N/A 31283HS97 3783.61000000 PA USD 4373.80000000 0.000089886923 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AD2 100000.00000000 PA USD 107987.50000000 0.002219274817 Long DBT CORP US N 2 2024-07-15 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT29 81645.64000000 PA USD 85497.02000000 0.001757068026 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 235241LW4 50000.00000000 PA USD 71191.00000000 0.001463061868 Long DBT MUN US N 2 2048-12-01 Fixed 5.02200000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 500000.00000000 PA USD 528758.00000000 0.010866621729 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCS7 34233.99000000 PA USD 39992.96000000 0.000821904100 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BB0 175000.00000000 PA USD 179948.13000000 0.003698153521 Long DBT CORP US N 2 2022-05-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31418DKQ4 1643591.07000000 PA USD 1731869.83000000 0.035592037052 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140QAVP2 766750.29000000 PA USD 814773.01000000 0.016744578985 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAS8 200000.00000000 PA USD 217141.60000000 0.004462524688 Long DBT CORP JP N 2 2024-09-11 Variable 3.92200000 N N N N N N Fannie Mae Pool N/A 31418C2A1 323953.59000000 PA USD 351873.53000000 0.007231430157 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 31329QHZ7 430175.27000000 PA USD 459034.65000000 0.009433721858 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-3 N/A 362590AD3 25000.00000000 PA USD 25012.70000000 0.000514041488 Long ABS-CBDO CORP US N 2 2026-01-16 Fixed 0.58000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EP4 200000.00000000 PA USD 235758.00000000 0.004845114411 Long DBT CORP US N 2 2028-09-15 Fixed 3.60000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 250000.00000000 PA USD 321728.00000000 0.006611902753 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132WQAF2 22973.13000000 PA USD 24218.35000000 0.000497716627 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBZ0 500000.00000000 PA USD 625594.00000000 0.012856719623 Long DBT CORP US N 2 2030-03-23 Fixed 4.55000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CY3 750000.00000000 PA USD 892162.50000000 0.018335027383 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVD8 175000.00000000 PA USD 190707.13000000 0.003919264092 Long DBT CORP US N 2 2030-01-09 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31418DUA8 115154.45000000 PA USD 119693.04000000 0.002459837939 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N PartnerRe Finance B LLC 549300O0FAGHK2F79881 70213BAB7 95000.00000000 PA USD 108845.40000000 0.002236905708 Long DBT CORP US N 2 2029-07-02 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138MD5E8 17189.02000000 PA USD 18684.71000000 0.000383993576 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N WORLD OMNI SELECT AUTO TRUST WOSAT_20-A N/A 98163DAD0 25000.00000000 PA USD 25019.41000000 0.000514179387 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 0.55000000 N N N N N N Fannie Mae Pool N/A 3140X8TA5 388538.24000000 PA USD 403904.15000000 0.008300722850 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAQ2 50000.00000000 PA USD 55687.50000000 0.001144446036 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BT0 100000.00000000 PA USD 108470.90000000 0.002229209277 Long DBT CORP US N 2 2024-02-15 Fixed 3.65000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBF5 350000.00000000 PA USD 419108.55000000 0.008613191812 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36224TAW0 71.40000000 PA USD 77.28000000 0.000001588198 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.00000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 879385AD4 250000.00000000 PA USD 380642.00000000 0.007822657299 Long DBT CORP NL N 2 2030-09-15 Fixed 8.25000000 N N N N N N AngloGold Ashanti Holdings PLC 213800745ZIXC4L6A131 03512TAE1 200000.00000000 PA USD 214213.00000000 0.004402338386 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 475000.00000000 PA USD 583501.88000000 0.011991675225 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAE3 225000.00000000 PA USD 247747.50000000 0.005091513257 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.62900000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAG0 200000.00000000 PA USD 224723.00000000 0.004618331703 Long DBT CORP GB N 2 2028-11-03 Variable 3.82300000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AT2 100000.00000000 PA USD 138820.70000000 0.002852934679 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BH5 438000.00000000 PA USD 534863.70000000 0.010992101310 Long DBT CORP US N 2 2044-03-11 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CCT9 262171.38000000 PA USD 278263.83000000 0.005718661054 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828M56 10421000.00000000 PA USD 11381685.94000000 0.233907526237 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N Philippine Government International Bond N/A 718286AP2 100000.00000000 PA USD 141625.00000000 0.002910566464 Long DBT NUSS PH N 2 2025-03-16 Fixed 10.62500000 N N N N N N Fannie Mae Pool N/A 31371NTU9 9521.85000000 PA USD 10578.56000000 0.000217402308 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAT6 300000.00000000 PA USD 335020.20000000 0.006885073673 Long DBT CORP FR N 2 2030-01-10 Fixed 2.82900000 N N N N N N Fannie Mae Pool N/A 31418DGM8 465001.86000000 PA USD 491769.97000000 0.010106472605 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Benchmark 2019-B9 Mortgage Trust N/A 08160JAE7 105000.00000000 PA USD 124492.20000000 0.002558466530 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AP8 150000.00000000 PA USD 164451.30000000 0.003379674766 Long DBT CORP US N 2 2025-01-15 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBG5 100000.00000000 PA USD 131569.10000000 0.002703905455 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AZ6 150000.00000000 PA USD 156676.35000000 0.003219890062 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 681919AZ9 250000.00000000 PA USD 260637.25000000 0.005356413339 Long DBT CORP US N 2 2022-05-01 Fixed 3.62500000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBE1 250000.00000000 PA USD 267253.00000000 0.005492375069 Long DBT CORP US N 2 2029-08-16 Fixed 2.44000000 N N N N N N BANK 2019-BNK21 N/A 06540BBD0 375000.00000000 PA USD 414693.75000000 0.008522462288 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N GS Mortgage Securities Trust 2020-GSA2 N/A 36264KAV2 125000.00000000 PA USD 128567.50000000 0.002642218915 Long ABS-MBS CORP US N 2 2053-12-10 Fixed 2.01200000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAA5 300000.00000000 PA USD 348144.90000000 0.007154802263 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31408XM31 9279.05000000 PA USD 9829.23000000 0.000202002663 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 2.39300000 N N N N N N Ginnie Mae II Pool N/A 36179S5M5 976061.15000000 PA USD 1046644.82000000 0.021509827453 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AJ5 150000.00000000 PA USD 155567.85000000 0.003197109035 Long DBT CORP US N 2 2022-11-29 Fixed 2.50000000 N N N N N N Ascension Health N/A 04352EAB1 100000.00000000 PA USD 110812.40000000 0.002277329957 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N Aptiv PLC N/A 03835VAH9 50000.00000000 PA USD 62235.65000000 0.001279018504 Long DBT CORP JE N 2 2049-03-15 Fixed 5.40000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CB4 275000.00000000 PA USD 308726.28000000 0.006344701551 Long DBT CORP US N 2 2027-03-01 Fixed 3.40000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BC1 55000.00000000 PA USD 58093.53000000 0.001193892887 Long DBT CORP US N 2 2024-11-15 Fixed 2.05000000 N N N N N N Ginnie Mae I Pool N/A 36296QPU7 31807.33000000 PA USD 35785.62000000 0.000735438132 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BH7 100000.00000000 PA USD 108634.70000000 0.002232575566 Long DBT CORP US N 2 2025-04-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36223TPC9 855.52000000 PA USD 882.00000000 0.000018126175 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 8.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NHVH3 5689.74000000 PA USD 6105.91000000 0.000125483896 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 3.69500000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BL4 275000.00000000 PA USD 288086.43000000 0.005920527463 Long DBT CORP US N 2 2023-03-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140X7DB2 231342.38000000 PA USD 254328.07000000 0.005226751996 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.50000000 N N N N N N Chevron Corp N/A 166764AB6 1130000.00000000 PA USD 1169273.15000000 0.024029989182 Long DBT CORP US N 2 2022-12-05 Fixed 2.35500000 N N N N N N Louisville Gas and Electric Co KO3GRIB3RPH1XDX50U72 546676AY3 170000.00000000 PA USD 220108.01000000 0.004523488031 Long DBT CORP US N 2 2049-04-01 Fixed 4.25000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AD5 125000.00000000 PA USD 151751.75000000 0.003118683526 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AJ2 125000.00000000 PA USD 170475.00000000 0.003503469147 Long DBT CORP US N 2 2029-03-01 Fixed 6.62500000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187AW9 75000.00000000 PA USD 103315.50000000 0.002123259520 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CY9 945000.00000000 PA USD 1143053.10000000 0.023491135178 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAB2 50000.00000000 PA USD 52508.00000000 0.001079103434 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 3.78800000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AT2 450000.00000000 PA USD 469121.40000000 0.009641016871 Long DBT CORP US Y 2 2055-12-15 Fixed 2.97900000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950KCT5 400000.00000000 PA USD 399150.80000000 0.008203035711 Long DBT CORP N/A N 2 2025-07-16 Fixed 0.37500000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 05530QAN0 500000.00000000 PA USD 511064.50000000 0.010502998727 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Fannie Mae Pool N/A 31374TVN6 2663.45000000 PA USD 3096.93000000 0.000063645688 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBN4 65000.00000000 PA USD 100406.09000000 0.002063467596 Long DBT CORP US N 2 2040-06-21 Fixed 6.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MAFS3 219813.53000000 PA USD 255369.95000000 0.005248163900 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAF2 400000.00000000 PA USD 419981.20000000 0.008631125834 Long DBT CORP US N 2 2022-11-08 Fixed 3.50000000 N N N N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 75968NAD3 75000.00000000 PA USD 84791.48000000 0.001742568318 Long DBT CORP BM N 2 2029-04-15 Fixed 3.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QW1 2720000.00000000 PA USD 3495624.86000000 0.071839353850 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCZ2 400000.00000000 PA USD 469940.00000000 0.009657840100 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 75000.00000000 PA USD 102599.85000000 0.002108552039 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAZ0 175000.00000000 PA USD 192980.20000000 0.003965978452 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 731572AB9 200000.00000000 PA USD 216258.60000000 0.004444377961 Long DBT CORP US N 2 2030-06-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31410LC26 180178.60000000 PA USD 198827.99000000 0.004086157668 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5LM0 4504.18000000 PA USD 5317.76000000 0.000109286453 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 165000.00000000 PA USD 198008.42000000 0.004069314505 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBD0 550000.00000000 PA USD 744247.35000000 0.015295190665 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2J3 200000.00000000 PA USD 205760.00000000 0.004228618928 Long DBT CORP CA N 2 2023-02-01 Fixed 2.10000000 N N N N N N State of California N/A 13063DMA3 75000.00000000 PA USD 82572.75000000 0.001696970711 Long DBT MUN US N 2 2026-04-01 Fixed 2.65000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EJ8 150000.00000000 PA USD 191101.95000000 0.003927378124 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BU7 330000.00000000 PA USD 348449.97000000 0.007161071824 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 150000.00000000 PA USD 173803.80000000 0.003571880046 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 31292GH41 106.77000000 PA USD 113.95000000 0.000002341811 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPHK4 450000.00000000 PA USD 495801.00000000 0.010189315188 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.42500000 N N N N N N Ginnie Mae I Pool N/A 36210BDQ5 1786.76000000 PA USD 2112.55000000 0.000043415478 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ASNJ9 143253.64000000 PA USD 145783.50000000 0.002996028710 Long ABS-MBS USGSE US N 2 2022-03-25 Fixed 2.27200000 N N N N N N Freddie Mac Gold Pool N/A 3128MEEH0 124902.22000000 PA USD 130691.53000000 0.002685870322 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31418CMV3 289479.09000000 PA USD 319110.11000000 0.006558101921 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.00000000 N N N N N N MUFG Americas Holdings Corp 5493004K1ECE43Q0BX47 553794AC2 80000.00000000 PA USD 86600.00000000 0.001779735610 Long DBT CORP US N 2 2025-02-10 Fixed 3.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TJX9 325000.00000000 PA USD 328645.53000000 0.006754066430 Long DBT CORP CA N 2 2021-08-27 Fixed 1.90000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C32 549300VOKB4Z9J8DIM89 94989YAZ6 125000.00000000 PA USD 139330.00000000 0.002863401415 Long ABS-MBS CORP US N 2 2059-01-15 Fixed 3.56000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6K0 277466.53000000 PA USD 305413.62000000 0.006276622348 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAA2 100000.00000000 PA USD 101500.00000000 0.002085948781 Long DBT CORP NL N 2 2022-03-28 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179SNU7 639528.53000000 PA USD 681064.05000000 0.013996696797 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Banner Health PLD0E0WJKFN8IZJ2WD85 06654DAB3 125000.00000000 PA USD 130398.00000000 0.002679837922 Long DBT CORP US N 2 2030-01-01 Fixed 2.33800000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 200000.00000000 PA USD 282277.40000000 0.005801144812 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N Ginnie Mae II Pool N/A 36202EZ93 245025.62000000 PA USD 270263.70000000 0.005554248626 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCS8 625000.00000000 PA USD 715765.63000000 0.014709856585 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31417AET2 50976.52000000 PA USD 56019.54000000 0.001151269863 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AW2 100000.00000000 PA USD 114704.40000000 0.002357315304 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDK4 150000.00000000 PA USD 170174.70000000 0.003497297616 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAD5 150000.00000000 PA USD 171375.00000000 0.003521965244 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N Fannie Mae Pool N/A 31418DPF3 227116.52000000 PA USD 241625.97000000 0.004965708350 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CH1 200000.00000000 PA USD 272203.80000000 0.005594120047 Long DBT CORP US N 2 2047-02-09 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140JM6T4 190584.85000000 PA USD 204226.09000000 0.004197095206 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAQ8 200000.00000000 PA USD 207567.00000000 0.004265754981 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AU9 100000.00000000 PA USD 112955.30000000 0.002321369166 Long DBT CORP US N 2 2028-01-25 Fixed 3.20000000 N N N N N N Janus Capital Group Inc 8T2ZO87FU1KVPZIG9I59 47102XAJ4 75000.00000000 PA USD 85956.08000000 0.001766502268 Long DBT CORP US N 2 2025-08-01 Fixed 4.87500000 N N N N N N BANK 2020-BNK27 N/A 06539XAQ7 50000.00000000 PA USD 53309.50000000 0.001095575236 Long ABS-MBS CORP US N 2 2063-04-15 Fixed 2.55100000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BM9 200000.00000000 PA USD 237060.80000000 0.004871888539 Long DBT CORP US N 2 2030-04-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128PST64 126040.22000000 PA USD 133531.08000000 0.002744226537 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKH1 225000.00000000 PA USD 242031.38000000 0.004974040020 Long DBT CORP US N 2 2023-06-09 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31414HA72 20826.58000000 PA USD 24324.49000000 0.000499897933 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TNQ4 172899.69000000 PA USD 183856.83000000 0.003778482073 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHV4 1125000.00000000 PA USD 1254773.25000000 0.025787120505 Long DBT CORP US N 2 2030-07-23 Variable 3.19400000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCZ0 200000.00000000 PA USD 266455.40000000 0.005475983417 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 N/A 61767EAD6 125000.00000000 PA USD 137391.25000000 0.002823557738 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.27600000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AU7 300000.00000000 PA USD 341413.20000000 0.007016457619 Long DBT CORP US N 2 2027-06-05 Fixed 3.60000000 N N N N N N Freddie Mac Pool N/A 3132DV6V2 599891.80000000 PA USD 635100.89000000 0.013052097806 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAV5 25000.00000000 PA USD 27506.93000000 0.000565300956 Long DBT CORP US N 2 2027-02-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31412PMS7 15652.48000000 PA USD 16430.06000000 0.000337657769 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BE3 525000.00000000 PA USD 720265.35000000 0.014802331319 Long DBT CORP US N 2 2055-02-12 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31400HVV2 44402.82000000 PA USD 51993.57000000 0.001068531270 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBV4 550000.00000000 PA USD 608706.45000000 0.012509659875 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GWT9 5944.85000000 PA USD 6565.49000000 0.000134928826 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212M5R6 1315.64000000 PA USD 1432.64000000 0.000029442499 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B6A1 11003.43000000 PA USD 12110.65000000 0.000248888626 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EKB4 23795.21000000 PA USD 27650.60000000 0.000568253550 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AZ4 100000.00000000 PA USD 106745.70000000 0.002193754313 Long DBT CORP US N 2 2023-06-15 Fixed 3.15000000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419AB2 100000.00000000 PA USD 124578.80000000 0.002560246266 Long DBT CORP MX N 2 2043-05-10 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 31335AR34 173495.28000000 PA USD 187291.30000000 0.003849064620 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140J6GJ0 556302.73000000 PA USD 590299.89000000 0.012131382620 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 1105000.00000000 PA USD 1189212.05000000 0.024439757892 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAR2 115000.00000000 PA USD 128435.57000000 0.002639507592 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEU4 927000.00000000 PA USD 1098972.41000000 0.022585223242 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJPU7 2000000.00000000 PA USD 2003248.00000000 0.041169189396 Long DBT USGSE US N 2 2022-06-03 Fixed 0.25000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AW9 50000.00000000 PA USD 58665.05000000 0.001205638320 Long DBT CORP US N 2 2028-05-15 Fixed 3.90000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQCT3 3422.86000000 PA USD 3554.31000000 0.000073045405 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 2.92200000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAQ8 50000.00000000 PA USD 55049.50000000 0.001131334358 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.10100000 N N N N N N Fannie Mae Pool N/A 3138EQU75 76995.60000000 PA USD 84230.44000000 0.001731038262 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQG56 25860.26000000 PA USD 28730.81000000 0.000590453183 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAV5 175000.00000000 PA USD 184173.85000000 0.003784997220 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHQ5 150000.00000000 PA USD 175937.55000000 0.003615731211 Long DBT CORP US N 2 2030-02-07 Variable 3.97400000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FR4 100000.00000000 PA USD 122151.70000000 0.002510366401 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31418DLT7 886225.28000000 PA USD 930136.86000000 0.019115446791 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MTA2 441.22000000 PA USD 486.59000000 0.000010000017 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR98 466536.81000000 PA USD 526469.25000000 0.010819585126 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DC9 100000.00000000 PA USD 102709.00000000 0.002110795205 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31418DPR7 144013.96000000 PA USD 157072.05000000 0.003228022179 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FU3E1 1362.18000000 PA USD 1427.08000000 0.000029328234 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.00000000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0EG0 300000.00000000 PA USD 307864.20000000 0.006326984755 Long DBT CORP US N 2 2022-03-03 Fixed 2.70000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1 N/A 14043MAC5 50000.00000000 PA USD 50959.25000000 0.001047274733 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 1.60000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DK0 200000.00000000 PA USD 236730.20000000 0.004865094306 Long DBT CORP US N 2 2028-04-01 Fixed 4.20000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAW6 250000.00000000 PA USD 333973.75000000 0.006863567849 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAR6 100000.00000000 PA USD 108581.20000000 0.002231476076 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Fannie Mae-Aces N/A 3136B2HA3 125000.00000000 PA USD 145081.25000000 0.002981596616 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.48230000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AF4 125000.00000000 PA USD 142091.25000000 0.002920148470 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.45600000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAE9 40000.00000000 PA USD 51878.64000000 0.001066169318 Long DBT CORP US N 2 2043-09-25 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31417YYC5 41710.48000000 PA USD 46483.86000000 0.000955300010 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CV27 2501471.87000000 PA USD 2666055.46000000 0.054790691005 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C43 549300RVQJTKIK3XGD11 95001LAX0 50000.00000000 PA USD 57824.00000000 0.001188353717 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.15200000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ET6 1100000.00000000 PA USD 1106389.90000000 0.022737661707 Long DBT CORP N/A N 2 2022-04-07 Fixed 0.62500000 N N N N N N Fannie Mae Pool N/A 3138ENQ85 479514.17000000 PA USD 519614.89000000 0.010678719669 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36225FJF7 7457.79000000 PA USD 7792.17000000 0.000160138596 Long ABS-MBS USGA US N 2 2041-10-20 Floating 3.12500000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BQ8 125000.00000000 PA USD 168228.75000000 0.003457305970 Long DBT CORP US N 2 2049-03-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FT0 3337900.00000000 PA USD 4894195.88000000 0.100581693893 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBH7 100000.00000000 PA USD 106345.00000000 0.002185519439 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DP0 300000.00000000 PA USD 360052.20000000 0.007399511800 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N Ginnie Mae II Pool N/A 36179U4C3 1513149.45000000 PA USD 1604762.18000000 0.032979819835 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EZ7 200000.00000000 PA USD 204747.40000000 0.004207808763 Long DBT CORP US N 2 2030-05-01 Fixed 1.62500000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAD2 170000.00000000 PA USD 191474.40000000 0.003935032426 Long DBT CORP GB N 2 2026-01-15 Fixed 3.75000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 11070TAB4 200000.00000000 PA USD 206236.40000000 0.004238409528 Long DBT NUSS CA N 2 2022-10-23 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297FRT2 3382.86000000 PA USD 3868.65000000 0.000079505475 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AD7 200000.00000000 PA USD 228210.40000000 0.004690002026 Long DBT CORP US N 2 2025-05-15 Fixed 4.50000000 N N N N N N Los Angeles Unified School District/CA N/A 544646XZ0 125000.00000000 PA USD 176350.00000000 0.003624207561 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAJ4 100000.00000000 PA USD 109246.70000000 0.002245152913 Long DBT CORP US N 2 2024-08-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284D9 6770000.00000000 PA USD 7127540.63000000 0.146479652110 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N ALLY MASTER OWNER TRUST AMOT_18-1 N/A 02005AGP7 425000.00000000 PA USD 425289.64000000 0.008740220750 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 2.70000000 N N N N N N Freddie Mac Pool N/A 3132DWAP8 797211.89000000 PA USD 841700.14000000 0.017297964345 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AZ5 100000.00000000 PA USD 113486.70000000 0.002332290084 Long DBT CORP US N 2 2026-03-14 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36201SVP1 4246.48000000 PA USD 4774.40000000 0.000098119742 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Philippine Government International Bond N/A 718286CJ4 200000.00000000 PA USD 215505.80000000 0.004428907003 Long DBT NUSS PH N 2 2030-05-05 Fixed 2.45700000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBG6 825000.00000000 PA USD 1074566.63000000 0.022083654699 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AW8 50000.00000000 PA USD 59536.70000000 0.001223551791 Long DBT CORP US N 2 2025-05-17 Fixed 5.59000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2M1 2291965.51000000 PA USD 2432962.19000000 0.050000340045 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BA2 75000.00000000 PA USD 95962.35000000 0.001972143320 Long DBT CORP US N 2 2040-02-15 Fixed 5.87500000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AL5 100000.00000000 PA USD 102994.60000000 0.002116664633 Long DBT CORP US N 2 2021-12-01 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36179VXX3 2386653.33000000 PA USD 2497463.26000000 0.051325915694 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAK8 200000.00000000 PA USD 212256.60000000 0.004362131980 Long DBT CORP NO N 2 2030-05-22 Fixed 2.37500000 N N N N N N Benchmark 2018-B3 Mortgage Trust N/A 08161BAY9 225000.00000000 PA USD 263999.25000000 0.005425506539 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 4.02500000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CD8 75000.00000000 PA USD 80132.55000000 0.001646821625 Long DBT CORP US N 2 2030-05-01 Fixed 2.40000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDD3 475000.00000000 PA USD 519953.05000000 0.010685669269 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31371LPP8 58899.34000000 PA USD 67254.42000000 0.001382160348 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAE2 200000.00000000 PA USD 223358.40000000 0.004590287509 Long DBT CORP US N 2 2050-04-15 Fixed 3.35100000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABG9 200000.00000000 PA USD 204925.60000000 0.004211470990 Long DBT CORP US Y 2 2026-02-15 Fixed 1.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3133XGAY0 1400000.00000000 PA USD 2161619.60000000 0.044423918913 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAD8 500000.00000000 PA USD 507852.00000000 0.010436977934 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874BS5 95000.00000000 PA USD 138700.00000000 0.002850454147 Long DBT CORP US N 2 2068-05-15 Variable 8.17500000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JM0 1100000.00000000 PA USD 1250935.40000000 0.025708248008 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31418AEB0 461156.70000000 PA USD 493903.35000000 0.010150316166 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 2015-GC32 54930066YOFVQE068N73 36250PAD7 50000.00000000 PA USD 56064.00000000 0.001152183571 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76400000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PBB0 150000.00000000 PA USD 167300.10000000 0.003438221080 Long DBT CORP US Y 2 2027-08-01 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31371LQY8 12985.66000000 PA USD 14415.50000000 0.000296256104 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 5.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BM4 225000.00000000 PA USD 248310.00000000 0.005103073318 Long DBT CORP US N 2 2027-03-01 Fixed 2.95000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BB9 676000.00000000 PA USD 711975.37000000 0.014631962120 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBM1 100000.00000000 PA USD 108061.60000000 0.002220797663 Long DBT CORP US N 2 2029-11-01 Fixed 2.75000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAN7 250000.00000000 PA USD 282525.00000000 0.005806233294 Long DBT CORP US N 2 2027-06-01 Fixed 3.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ADTJ6 96181.22000000 PA USD 96463.99000000 0.001982452634 Long ABS-MBS USGSE US N 2 2021-04-25 Fixed 3.87100000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AB1 300000.00000000 PA USD 311211.90000000 0.006395784073 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AS7 400000.00000000 PA USD 429140.00000000 0.008819350343 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36213FY72 7492.31000000 PA USD 8831.96000000 0.000181507548 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887AX0 50000.00000000 PA USD 74715.95000000 0.001535503889 Long DBT CORP US N 2 2030-09-15 Fixed 8.25000000 N N N N N N Ginnie Mae I Pool N/A 3620ARGW5 12904.10000000 PA USD 13679.99000000 0.000281140477 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y95 8066000.00000000 PA USD 8706238.75000000 0.178923823726 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAQ6 30000.00000000 PA USD 32748.30000000 0.000673017502 Long ABS-MBS CORP US N 2 2046-09-15 Fixed 4.41500000 N N N N N N Fannie Mae Pool N/A 3138WHM66 167407.58000000 PA USD 177766.53000000 0.003653318980 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Peruvian Government International Bond N/A 715638DR0 500000.00000000 PA USD 499375.00000000 0.010262765246 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23000000 N N N N N N Ginnie Mae II Pool N/A 36179SB89 2122314.18000000 PA USD 2270973.59000000 0.046671276767 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKD3 500000.00000000 PA USD 506599.50000000 0.010411237532 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EY5 225000.00000000 PA USD 232268.63000000 0.004773403602 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N N Columbia Property Trust Operating Partnership LP 549300WBDIMT4TVGZ316 19828JAB4 25000.00000000 PA USD 26119.65000000 0.000536790660 Long DBT CORP US N 2 2026-08-15 Fixed 3.65000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AZ9 410000.00000000 PA USD 437339.62000000 0.008987862534 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AN5 100000.00000000 PA USD 106865.00000000 0.002196206073 Long DBT CORP US N 2 2024-11-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402R4F3 8084.44000000 PA USD 8878.61000000 0.000182466263 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874AZ0 475000.00000000 PA USD 685201.75000000 0.014081731578 Long DBT CORP US N 2 2036-05-01 Fixed 6.25000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHG8 150000.00000000 PA USD 163548.00000000 0.003361110849 Long DBT CORP US N 2 2024-01-30 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36201U6P4 15248.71000000 PA USD 17283.72000000 0.000355201523 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BSK3 302567.27000000 PA USD 328775.13000000 0.006756729868 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAC6 500000.00000000 PA USD 503006.50000000 0.010337397000 Long DBT CORP US N 2 2027-08-03 Fixed 1.12500000 N N N N N N Fannie Mae Pool N/A 3138EHLB6 10062.50000000 PA USD 10566.86000000 0.000217161859 Long ABS-MBS USGSE US N 2 2039-12-01 Floating 2.32700000 N N N N N N Ginnie Mae I Pool N/A 36200NVT5 3581.39000000 PA USD 4031.93000000 0.000082861078 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AS3 50000.00000000 PA USD 54771.85000000 0.001125628312 Long DBT CORP US N 2 2032-05-08 Variable 3.37500000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134A4KX1 502000.00000000 PA USD 776569.90000000 0.015959458485 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 N/A 61690QAE9 125000.00000000 PA USD 139526.25000000 0.002867434592 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.71900000 N N N N N N Panama Government International Bond N/A 698299BD5 200000.00000000 PA USD 221250.00000000 0.004546957318 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAC0 100000.00000000 PA USD 102218.70000000 0.002100718942 Long DBT CORP US N 2 2027-07-15 Fixed 1.35000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AU4 75000.00000000 PA USD 89725.13000000 0.001843960842 Long DBT CORP US N 2 2046-12-15 Fixed 4.95000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAC2 100000.00000000 PA USD 125906.60000000 0.002587534175 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBR9 250000.00000000 PA USD 266280.00000000 0.005472378733 Long DBT CORP US N 2 2027-02-01 Fixed 2.25000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAJ3 113000.00000000 PA USD 143251.46000000 0.002943992200 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140X7AV1 48889.46000000 PA USD 53080.35000000 0.001090865924 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483AU6 95000.00000000 PA USD 136297.17000000 0.002801073060 Long DBT CORP US N 2 2035-09-15 Fixed 5.37500000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AD9 75000.00000000 PA USD 89623.65000000 0.001841875305 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBF3 100000.00000000 PA USD 138062.70000000 0.002837356854 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AE6 75000.00000000 PA USD 84622.73000000 0.001739100300 Long DBT CORP US N 2 2027-06-15 Fixed 3.50000000 N N N N N N CSAIL 2017-CX10 Commercial Mortgage Trust N/A 12595JAJ3 150000.00000000 PA USD 169752.00000000 0.003488610615 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.45780000 N N N N N N Fannie Mae Pool N/A 3138LQ3J1 237562.75000000 PA USD 249235.09000000 0.005122085046 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EKSX4 48765.98000000 PA USD 49542.09000000 0.001018150366 Long ABS-MBS USGSE US N 2 2043-03-01 Floating 3.33800000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BQ2 400000.00000000 PA USD 463094.40000000 0.009517154671 Long DBT CORP US N 2 2027-03-25 Fixed 3.75000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A 46643ABE2 85000.00000000 PA USD 94091.60000000 0.001933697126 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.93420000 N N N N N N Fannie Mae Pool N/A 31413TCA8 128091.41000000 PA USD 149554.52000000 0.003073527770 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAM2 125000.00000000 PA USD 143335.63000000 0.002945721996 Long DBT CORP US N 2 2049-12-01 Fixed 3.12500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBL3 325000.00000000 PA USD 422757.73000000 0.008688186912 Long DBT CORP GB N 2 2038-05-30 Fixed 5.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAB3 250000.00000000 PA USD 313525.75000000 0.006443336512 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CY2 452000.00000000 PA USD 507322.54000000 0.010426096885 Long DBT CORP US N 2 2025-07-17 Fixed 3.50000000 N N N N N N Brookfield Finance Inc N/A 11271LAB8 185000.00000000 PA USD 234135.45000000 0.004811769029 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31418AZS0 350500.01000000 PA USD 379190.85000000 0.007792834397 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2T5 200000.00000000 PA USD 206236.60000000 0.004238413639 Long DBT CORP US N 2 2022-02-26 Fixed 2.95000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCA1 525000.00000000 PA USD 683645.55000000 0.014049749770 Long DBT CORP US N 2 2044-05-15 Fixed 4.60000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AL9 110000.00000000 PA USD 125813.82000000 0.002585627433 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_20-B N/A 44933FAC0 50000.00000000 PA USD 50199.73000000 0.001031665670 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 0.48000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKF8 400000.00000000 PA USD 396075.20000000 0.008139828380 Long DBT CORP US N 2 2061-02-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SK8 1050000.00000000 PA USD 1078281.75000000 0.022160004946 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N State of Oregon 549300R5SUGZRD8KP359 68607LXP7 107224.11000000 PA USD 116052.94000000 0.002385029445 Long DBT MUN US N 2 2023-06-01 Fixed 5.76200000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2D4 200000.00000000 PA USD 236608.20000000 0.004862587057 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N UBS Commercial Mortgage Trust 2018-C13 N/A 90353KAV1 24384.95000000 PA USD 26229.43000000 0.000539046773 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.20760000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CY8 100000.00000000 PA USD 130046.10000000 0.002672605948 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAQ5 50000.00000000 PA USD 53305.85000000 0.001095500224 Long DBT CORP US N 2 2023-03-19 Fixed 3.70000000 N N N N N N BANK 2017-BNK6 N/A 060352AF8 404000.00000000 PA USD 461206.40000000 0.009478353969 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.51800000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EE9 450000.00000000 PA USD 528888.15000000 0.010869296471 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAU1 50000.00000000 PA USD 50407.50000000 0.001035935597 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.66940000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PEA6 250000.00000000 PA USD 288560.75000000 0.005930275317 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBY0 50000.00000000 PA USD 61959.70000000 0.001273347395 Long DBT CORP US N 2 2043-08-15 Fixed 5.10000000 N N N N N N Freddie Mac Gold Pool N/A 31297KD90 62402.24000000 PA USD 72848.78000000 0.001497131269 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136AN6U6 99903.55000000 PA USD 111358.49000000 0.002288552773 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09200000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAX3 100000.00000000 PA USD 118610.00000000 0.002437580147 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N Ginnie Mae II Pool N/A 36179RGB9 192109.83000000 PA USD 211355.43000000 0.004343611838 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402DF70 63291.77000000 PA USD 74518.53000000 0.001531446668 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBU8 500000.00000000 PA USD 519604.50000000 0.010678506142 Long DBT CORP US N 2 2050-09-25 Fixed 3.98400000 N N N N N N Ginnie Mae II Pool N/A 36179TE35 76010.02000000 PA USD 82742.29000000 0.001700454965 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402RF87 130450.10000000 PA USD 149939.84000000 0.003081446566 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358W3L6 100000.00000000 PA USD 106843.00000000 0.002195753946 Long DBT MUN US N 2 2069-08-01 Fixed 3.28700000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AT9 100000.00000000 PA USD 110028.90000000 0.002261228077 Long DBT CORP US N 2 2026-04-21 Fixed 3.12500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAS7 200000.00000000 PA USD 274644.00000000 0.005644269133 Long DBT CORP CA N 2 2045-01-15 Fixed 5.25000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BG5 100000.00000000 PA USD 126737.40000000 0.002604608128 Long DBT CORP US N 2 2049-08-10 Fixed 3.85000000 N N N N N N MOUNT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 100000.00000000 PA USD 112849.20000000 0.002319188681 Long DBT MUN US N 2 2049-07-01 Fixed 3.73700000 N N N N N N Fannie Mae Pool N/A 31418CKH6 609789.69000000 PA USD 658451.70000000 0.013531985428 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBK1 200000.00000000 PA USD 211997.60000000 0.004356809214 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CQ0 125000.00000000 PA USD 127464.75000000 0.002619556058 Long DBT CORP US N 2 2023-05-01 Fixed 1.12500000 N N N N N N Fannie Mae Pool N/A 3138ELUE1 48558.35000000 PA USD 51482.94000000 0.001058037201 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.50000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632MV0 100000.00000000 PA USD 138403.00000000 0.002844350434 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEC5 200000.00000000 PA USD 206106.40000000 0.004235737870 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N Fannie Mae Pool N/A 31413UP52 691.49000000 PA USD 715.59000000 0.000014706247 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 5.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3 N/A 80285GAF9 28127.38000000 PA USD 28339.40000000 0.000582409230 Long ABS-CBDO CORP US N 2 2023-08-15 Fixed 3.51000000 N N N N N N Fannie Mae Pool N/A 31403EEX1 4582.20000000 PA USD 5141.37000000 0.000105661423 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132WKLR7 1076431.70000000 PA USD 1138528.03000000 0.023398139471 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAE6 1125000.00000000 PA USD 1271768.63000000 0.026136396291 Long DBT CORP US N 2 2025-07-17 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0Q22 500000.00000000 PA USD 538795.50000000 0.011072904595 Long DBT USGSE US N 2 2026-09-24 Fixed 1.87500000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDH8 175000.00000000 PA USD 202558.13000000 0.004162816594 Long DBT CORP GB N 2 2028-11-28 Fixed 3.72300000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BJ2 100000.00000000 PA USD 140614.70000000 0.002889803567 Long DBT CORP US N 2 2040-06-15 Fixed 5.40000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CR4 75000.00000000 PA USD 79213.28000000 0.001627929506 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138A7HD3 8919.26000000 PA USD 9664.62000000 0.000198619727 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 3.82500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYH7 611657.57000000 PA USD 653264.41000000 0.013425380293 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DJ8 100000.00000000 PA USD 103813.10000000 0.002133485806 Long DBT CORP US N 2 2021-12-15 Fixed 4.30000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BQ7 200000.00000000 PA USD 203751.80000000 0.004187347968 Long DBT CORP US N 2 2023-06-15 Fixed 1.87500000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAR6 200000.00000000 PA USD 243536.20000000 0.005004965906 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31418DUD2 1777775.19000000 PA USD 1860118.00000000 0.038227693347 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CJ6 105000.00000000 PA USD 121493.19000000 0.002496833217 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C50 N/A 95001XBB1 125000.00000000 PA USD 145222.50000000 0.002984499476 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.72900000 N N N N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187AD4 100000.00000000 PA USD 118656.00000000 0.002438525503 Long DBT CORP US N 2 2050-06-01 Fixed 3.90000000 N N N N N N City of Houston TX 549300C64URYS0WQQY42 442331QM9 130000.00000000 PA USD 164983.00000000 0.003390601849 Long DBT MUN US N 2 2032-03-01 Fixed 6.29000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EC8 100000.00000000 PA USD 122344.10000000 0.002514320455 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAA2 50000.00000000 PA USD 69232.85000000 0.001422819498 Long DBT CORP US N 2 2111-11-01 Fixed 4.70000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBJ8 100000.00000000 PA USD 113988.10000000 0.002342594465 Long DBT CORP US N 2 2029-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371LDX4 60089.34000000 PA USD 67359.69000000 0.001384323775 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696AK4 175000.00000000 PA USD 194701.85000000 0.004001360459 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CT9 125000.00000000 PA USD 160457.25000000 0.003297592167 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N County of Miami-Dade FL Aviation Revenue N/A 59333P3W6 125000.00000000 PA USD 137682.50000000 0.002829543281 Long DBT MUN US N 2 2041-10-01 Fixed 4.28000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C45 5493006021R83VCLAO08 95001NAY4 200000.00000000 PA USD 235758.00000000 0.004845114411 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.18400000 N N N N N N Ginnie Mae II Pool N/A 36179RXC8 471041.16000000 PA USD 501513.90000000 0.010306722250 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KA8 100000.00000000 PA USD 126651.20000000 0.002602836613 Long DBT CORP US N 2 2043-03-15 Fixed 4.30000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BX6 300000.00000000 PA USD 392440.80000000 0.008065137028 Long DBT CORP US N 2 2047-06-06 Fixed 4.66900000 N N N N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAB3 100000.00000000 PA USD 120773.30000000 0.002482038600 Long DBT CORP US N 2 2029-02-15 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36224WM91 53.54000000 PA USD 55.87000000 0.000001148196 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 8.00000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAH4 57000.00000000 PA USD 59332.33000000 0.001219351738 Long DBT CORP US N 2 2022-10-01 Fixed 3.20000000 N N N N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 10922NAC7 141000.00000000 PA USD 152634.62000000 0.003136827581 Long DBT CORP US N 2 2027-06-22 Fixed 3.70000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FB9 200000.00000000 PA USD 232206.00000000 0.004772116479 Long DBT CORP US N 2 2029-03-01 Fixed 3.70000000 N N N N N N Uruguay Government International Bond N/A 760942AZ5 303000.00000000 PA USD 334544.12000000 0.006875289648 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EHQG0 136930.58000000 PA USD 150950.35000000 0.003102213779 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418BFW1 72378.75000000 PA USD 77403.24000000 0.001590730976 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158BA3 400000.00000000 PA USD 437111.20000000 0.008983168224 Long DBT CORP US N 2 2050-05-15 Fixed 2.80000000 N N N N N N Freddie Mac Pool N/A 3133KYUV9 391000.00000000 PA USD 414564.79000000 0.008519812003 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.50000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BN1 710000.00000000 PA USD 750845.59000000 0.015430792544 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 100000.00000000 PA USD 110817.20000000 0.002277428603 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 50000.00000000 PA USD 56064.60000000 0.001152195901 Long DBT CORP US N 2 2027-04-01 Fixed 3.85000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HR0 800000.00000000 PA USD 855539.20000000 0.017582373905 Long DBT CORP N/A N 2 2023-08-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138ERUR9 82872.07000000 PA USD 87654.76000000 0.001801412214 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBE9 100000.00000000 PA USD 111899.10000000 0.002299662967 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBE6 400000.00000000 PA USD 413044.00000000 0.008488557914 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N Uruguay Government International Bond N/A 917288BC5 83333.25000000 PA USD 90937.41000000 0.001868874675 Long DBT NUSS UY N 2 2022-11-18 Fixed 8.00000000 N N N N N N State of Mississippi 549300JRWW5RFQUB7P94 6055805X3 50000.00000000 PA USD 66350.50000000 0.001363583690 Long DBT MUN US N 2 2034-11-01 Fixed 5.24500000 N N N N N N Fannie Mae Pool N/A 3138EJEW4 126497.63000000 PA USD 140578.44000000 0.002889058379 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFM1 200000.00000000 PA USD 210541.00000000 0.004326874308 Long DBT CORP US N 2 2030-03-01 Fixed 2.12500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AL8 1275000.00000000 PA USD 1312565.33000000 0.026974818228 Long DBT CORP JP N 2 2022-02-22 Fixed 2.99800000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAF4 100000.00000000 PA USD 105500.00000000 0.002168153659 Long DBT CORP US N 2 2024-07-15 Fixed 3.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 500000.00000000 PA USD 564375.00000000 0.011598594515 Long DBT CORP CA N 2 2032-12-15 Variable 3.80300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGZ6 300000.00000000 PA USD 328998.00000000 0.006761310118 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N Ginnie Mae II Pool N/A 36179SEJ2 81419.14000000 PA USD 88712.20000000 0.001823143896 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 4.00000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AS3 125000.00000000 PA USD 159603.63000000 0.003280049235 Long DBT CORP US N 2 2045-08-15 Fixed 4.95000000 N N N N N N Ginnie Mae II Pool N/A 36225E6Q0 1163.40000000 PA USD 1221.26000000 0.000025098382 Long ABS-MBS USGA US N 2 2040-11-20 Floating 3.62500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JH0 500000.00000000 PA USD 488612.00000000 0.010041572471 Long DBT CORP N/A N 2 2030-09-23 Fixed 0.75000000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C4 N/A 12531YAU2 100000.00000000 PA USD 110254.00000000 0.002265854156 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.69100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V80 3215000.00000000 PA USD 3419956.25000000 0.070284271635 Long DBT UST US N 2 2024-01-31 Fixed 2.25000000 N N N N N N Fannie Mae-Aces N/A 3136AQ5E6 118163.85000000 PA USD 121187.66000000 0.002490554203 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.15200000 N N N N N N Ginnie Mae II Pool N/A 36179SKZ9 93373.07000000 PA USD 97762.03000000 0.002009128939 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 2.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAH5 275000.00000000 PA USD 314875.00000000 0.006471065245 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QX9 5595000.00000000 PA USD 6929057.81000000 0.142400588105 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6S8 574000.00000000 PA USD 603073.10000000 0.012393887663 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAD0 60000.00000000 PA USD 67382.70000000 0.001384796659 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RAR3 100000.00000000 PA USD 121008.10000000 0.002486864026 Long DBT CORP US N 2 2037-01-15 Fixed 6.65000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 425000.00000000 PA USD 562556.35000000 0.011561219040 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Freddie Mac Pool N/A 31346YFK4 25739.26000000 PA USD 28537.48000000 0.000586480015 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312946PK6 64024.78000000 PA USD 71979.62000000 0.001479268971 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7D0 150000.00000000 PA USD 154868.85000000 0.003182743732 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAY1 100000.00000000 PA USD 106861.40000000 0.002196132089 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959JAG3 150000.00000000 PA USD 166732.20000000 0.003426550042 Long DBT CORP US N 2 2026-06-15 Fixed 3.15000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 200000.00000000 PA USD 225396.00000000 0.004632162674 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N United Airlines 2014-1 Class A Pass Through Trust N/A 90932PAA6 69663.81000000 PA USD 69318.07000000 0.001424570873 Long DBT CORP US N 2 2027-10-11 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQD1 807.41000000 PA USD 913.14000000 0.000018766140 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AS2 100000.00000000 PA USD 113064.10000000 0.002323605138 Long DBT CORP US N 2 2026-04-15 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36207F7L9 564.62000000 PA USD 640.79000000 0.000013169015 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.50000000 N N N N N N Fannie Mae-Aces N/A 3136AKXV0 189258.14000000 PA USD 204499.10000000 0.004202705895 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 3.10300000 N N N N N N Fannie Mae Pool N/A 3138X6Y66 426903.32000000 PA USD 474088.30000000 0.009743092724 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4GY6 340000.00000000 PA USD 362283.60000000 0.007445369791 Long ABS-MBS USGSE US N 2 2023-05-25 Variable 3.31000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBN4 200000.00000000 PA USD 200413.00000000 0.004118731557 Long DBT CORP N/A N 2 2023-05-19 Fixed 0.37500000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAP9 250000.00000000 PA USD 269129.25000000 0.005530934295 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N Fannie Mae Pool N/A 3138MRML2 149999.19000000 PA USD 156503.80000000 0.003216343949 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CUB8 305644.84000000 PA USD 328106.07000000 0.006742979869 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402Q6U0 89727.22000000 PA USD 102637.50000000 0.002109325793 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371NH40 5940.53000000 PA USD 6633.68000000 0.000136330213 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 300000.00000000 PA USD 345000.00000000 0.007090170733 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BE0 500000.00000000 PA USD 519284.50000000 0.010671929751 Long DBT CORP GB N 2 2023-05-15 Variable 3.49800000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCS5 68000.00000000 PA USD 75404.32000000 0.001549650732 Long DBT CORP GB N 2 2024-11-04 Fixed 3.53500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828J76 9889000.00000000 PA USD 10088324.66000000 0.207327374655 Long DBT UST US N 2 2022-03-31 Fixed 1.75000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAA3 100000.00000000 PA USD 103145.70000000 0.002119769923 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 290000.00000000 PA USD 357757.05000000 0.007352343668 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36225FJE0 18189.99000000 PA USD 19164.35000000 0.000393850763 Long ABS-MBS USGA US N 2 2041-10-20 Floating 3.12500000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903BE2 200000.00000000 PA USD 234451.20000000 0.004818258077 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Ginnie Mae II Pool N/A 36179SWW3 326154.08000000 PA USD 346822.07000000 0.007127616494 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HH9 150000.00000000 PA USD 169292.55000000 0.003479168357 Long DBT CORP US N 2 2027-06-01 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAH4 10825000.00000000 PA USD 10752268.99000000 0.220972240329 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QDH4 925000.00000000 PA USD 975788.05000000 0.020053634418 Long DBT CORP N/A N 2 2023-03-07 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138WAGK7 239607.19000000 PA USD 263321.43000000 0.005411576511 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AT3 100000.00000000 PA USD 126619.00000000 0.002602174864 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AS5 200000.00000000 PA USD 203869.60000000 0.004189768902 Long DBT CORP US N 2 2050-09-01 Fixed 2.60000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060BD7 400000.00000000 PA USD 443584.00000000 0.009116192158 Long DBT CORP JP N 2 2060-07-09 Fixed 3.37500000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AY6 470000.00000000 PA USD 484452.97000000 0.009956099332 Long DBT CORP US N 2 2022-08-10 Fixed 2.37500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BT8 500000.00000000 PA USD 552377.00000000 0.011352020983 Long DBT CORP NL N 2 2026-05-10 Fixed 2.87500000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAD8 100000.00000000 PA USD 109990.60000000 0.002260440965 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAL4 100000.00000000 PA USD 116739.60000000 0.002399141146 Long DBT CORP US N 2 2028-04-01 Fixed 4.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AL1 125000.00000000 PA USD 127638.00000000 0.002623116556 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034AK7 50000.00000000 PA USD 55658.70000000 0.001143854161 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Freddie Mac Pool N/A 3131XX7G0 1054506.76000000 PA USD 1133183.93000000 0.023288311699 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Timken Co/The B0I35MLPFXZSE70ASS73 887389AK0 25000.00000000 PA USD 27824.93000000 0.000571836244 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CC4 295000.00000000 PA USD 347104.97000000 0.007133430434 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BR3 100000.00000000 PA USD 129795.90000000 0.002667464033 Long DBT CORP US N 2 2041-09-15 Fixed 6.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C24 N/A 92939KAC2 38353.11000000 PA USD 39091.79000000 0.000803383957 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.42800000 N N N N N N Fannie Mae Pool N/A 3138E0RA9 130613.11000000 PA USD 140884.54000000 0.002895349108 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAQ1 125000.00000000 PA USD 137330.63000000 0.002822311923 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516CB0 275000.00000000 PA USD 284745.18000000 0.005851860700 Long DBT CORP US N 2 2025-06-01 Fixed 1.35000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DU8 250000.00000000 PA USD 309384.75000000 0.006358233912 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 N/A 61766LBS7 225000.00000000 PA USD 251696.25000000 0.005172664885 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.54400000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AU8 250000.00000000 PA USD 278986.25000000 0.005733507666 Long DBT CORP JP N 2 2025-03-02 Fixed 3.77700000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHV5 500000.00000000 PA USD 542792.00000000 0.011155037544 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398AFD9 275000.00000000 PA USD 437000.03000000 0.008980883545 Long DBT USGSE US N 2 2037-07-15 Fixed 5.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTL4 219858.02000000 PA USD 239180.66000000 0.004915454248 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BV9 225000.00000000 PA USD 260975.25000000 0.005363359651 Long DBT CORP US N 2 2029-03-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31418CXA7 376075.20000000 PA USD 401066.11000000 0.008242397667 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Columbia Pipeline Group Inc 549300SRP1TQM9JJBG80 198280AH2 100000.00000000 PA USD 137222.10000000 0.002820081499 Long DBT CORP US N 2 2045-06-01 Fixed 5.80000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CA8 200000.00000000 PA USD 223157.00000000 0.004586148493 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 3140J8LG6 123041.08000000 PA USD 131440.85000000 0.002701269761 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 3.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BM1 400000.00000000 PA USD 557708.80000000 0.011461595975 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1 N/A 03066HAD9 22301.38000000 PA USD 22399.87000000 0.000460344645 Long ABS-CBDO CORP US N 2 2022-12-19 Fixed 3.07000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AC9 250000.00000000 PA USD 279571.75000000 0.005745540405 Long DBT CORP US N 2 2024-02-15 Fixed 4.87500000 N N N N N N Ginnie Mae II Pool N/A 36179QGD7 84201.52000000 PA USD 92715.89000000 0.001905424608 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBH7 200000.00000000 PA USD 218782.80000000 0.004496253349 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Ginnie Mae I Pool N/A 36205BTF9 104.27000000 PA USD 114.45000000 0.000002352087 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 8.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CW8 200000.00000000 PA USD 212102.60000000 0.004358967092 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QZ4 6850000.00000000 PA USD 8975640.63000000 0.184460360901 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BC6 200000.00000000 PA USD 218945.20000000 0.004499590867 Long DBT CORP US N 2 2024-12-03 Variable 3.77600000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAR8 150000.00000000 PA USD 163992.45000000 0.003370244839 Long DBT CORP US N 2 2030-03-15 Fixed 2.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HD6 738000.00000000 PA USD 810751.30000000 0.016661927940 Long DBT CORP US N 2 2023-10-25 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YV6 7847000.00000000 PA USD 8228315.55000000 0.169101919130 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJH4 750000.00000000 PA USD 794192.25000000 0.016321619269 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179QPH8 506236.43000000 PA USD 557529.93000000 0.011457919979 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510AJ1 175000.00000000 PA USD 191474.33000000 0.003935030987 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNG6 435.51000000 PA USD 486.01000000 0.000009988098 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAW0 105000.00000000 PA USD 109851.74000000 0.002257587223 Long DBT CORP US N 2 2023-01-15 Fixed 2.80000000 N N N N N N Pharmacia LLC N/A 71713UAW2 175000.00000000 PA USD 242359.25000000 0.004980778148 Long DBT CORP US N 2 2028-12-01 Fixed 6.60000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FY4 145000.00000000 PA USD 147801.98000000 0.003037510936 Long DBT CORP N/A N 2 2022-01-26 Fixed 2.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CV6 275000.00000000 PA USD 294609.98000000 0.006054594371 Long DBT CORP US N 2 2023-08-15 Fixed 3.37500000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BF3 60000.00000000 PA USD 65584.80000000 0.001347847621 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBE8 125000.00000000 PA USD 140571.25000000 0.002888910616 Long DBT CORP US N 2 2027-11-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31418CU85 574603.75000000 PA USD 616830.46000000 0.012676618188 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 780641AH9 125000.00000000 PA USD 177505.00000000 0.003647944220 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N Fibria Overseas Finance Ltd 549300WABWKSHESAMG92 31572UAE6 200000.00000000 PA USD 219750.00000000 0.004516130489 Long DBT CORP KY N 2 2024-05-12 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31418WCJ7 34469.06000000 PA USD 36559.82000000 0.000751348886 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAC0 150000.00000000 PA USD 165612.15000000 0.003403531649 Long DBT CORP US N 2 2025-03-01 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3138AFLJ7 10791.99000000 PA USD 11550.21000000 0.000237370901 Long ABS-MBS USGSE US N 2 2041-05-01 Floating 3.08200000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFG8 250000.00000000 PA USD 279531.75000000 0.005744718356 Long DBT CORP US N 2 2027-10-25 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3132JNVA2 350489.51000000 PA USD 386732.65000000 0.007947827584 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387BDA8 515.06000000 PA USD 611.67000000 0.000012570564 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BG6 185000.00000000 PA USD 268878.45000000 0.005525780049 Long DBT CORP US N 2 2044-02-01 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4CT8 42810.99000000 PA USD 48469.57000000 0.000996108773 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132DVKY0 60709.52000000 PA USD 65872.59000000 0.001353762057 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AK6 175000.00000000 PA USD 259383.60000000 0.005330649302 Long DBT CORP US N 2 2040-03-01 Fixed 6.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ22 526540.87000000 PA USD 549798.29000000 0.011299025348 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMU67 500000.00000000 PA USD 551575.00000000 0.011335538905 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.86200000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBE8 60000.00000000 PA USD 77875.56000000 0.001600437728 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N Freddie Mac Gold Pool N/A 31292GZM1 15428.30000000 PA USD 17740.23000000 0.000364583361 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FL8 500000.00000000 PA USD 501285.00000000 0.010302018076 Long DBT CORP US N 2 2025-10-29 Fixed 0.55000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CZ7 50000.00000000 PA USD 56798.00000000 0.001167268166 Long DBT CORP US N 2 2046-08-15 Fixed 3.25000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAH2 100000.00000000 PA USD 121306.50000000 0.002492996510 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAE5 350000.00000000 PA USD 386230.95000000 0.007937517038 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEN5 300000.00000000 PA USD 455599.20000000 0.009363119171 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ED1 1100000.00000000 PA USD 1128825.50000000 0.023198740647 Long DBT CORP N/A N 2 2022-09-13 Fixed 1.75000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AC5 500000.00000000 PA USD 520010.50000000 0.010686849937 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36292GWH4 21960.13000000 PA USD 24942.92000000 0.000512607424 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AJ4 680000.00000000 PA USD 799950.64000000 0.016439961206 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YH7 785300.00000000 PA USD 822356.34000000 0.016900425665 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBH2 100000.00000000 PA USD 105622.20000000 0.002170665018 Long DBT CORP US N 2 2023-04-06 Fixed 2.93700000 N N N N N N University of California N/A 91412HGE7 100000.00000000 PA USD 101431.00000000 0.002084530746 Long DBT MUN US N 2 2025-05-15 Fixed 0.88300000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAH3 200000.00000000 PA USD 244626.60000000 0.005027374956 Long DBT CORP US N 2 2042-03-01 Fixed 4.12500000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AG0 119000.00000000 PA USD 167733.24000000 0.003447122635 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAJ0 100000.00000000 PA USD 107608.70000000 0.002211490015 Long DBT CORP US N 2 2023-07-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 312940XF1 33750.91000000 PA USD 37245.18000000 0.000765433870 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Ford Foundation/The 54930013YZ3DULPNNT44 34531XAB0 60000.00000000 PA USD 61158.36000000 0.001256878881 Long DBT CORP US N 2 2050-06-01 Fixed 2.41500000 N N N N N N Ginnie Mae II Pool N/A 36179QT43 206749.28000000 PA USD 221206.55000000 0.004546064367 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.50000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BM7 100000.00000000 PA USD 125188.00000000 0.002572766069 Long DBT CORP US N 2 2047-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8DJ7 489806.09000000 PA USD 515498.48000000 0.010594122423 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 300000.00000000 PA USD 329365.80000000 0.006768868857 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 313615TC0 303.28000000 PA USD 323.08000000 0.000006639688 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HRMY3 88181.04000000 PA USD 93160.87000000 0.001914569489 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAX2 100000.00000000 PA USD 103180.00000000 0.002120474829 Long DBT CORP US N 2 2023-01-15 Fixed 2.75000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 250000.00000000 PA USD 430642.50000000 0.008850228551 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BD9 450000.00000000 PA USD 463890.15000000 0.009533508304 Long DBT NUSS JP N 2 2022-06-01 Fixed 2.50000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAB2 100000.00000000 PA USD 101316.60000000 0.002082179687 Long DBT CORP US N 2 2025-07-15 Fixed 0.95000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DB0 355000.00000000 PA USD 454495.85000000 0.009340443983 Long DBT CORP US N 2 2055-01-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140QBS74 180237.11000000 PA USD 189488.81000000 0.003894226130 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525BM4 414000.00000000 PA USD 413292.47000000 0.008493664276 Long DBT CORP US Y 2 2032-05-20 Fixed 1.65000000 N N N N N N Fannie Mae Pool N/A 3138WAXP7 15522.39000000 PA USD 17034.88000000 0.000350087558 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516CA2 225000.00000000 PA USD 246006.23000000 0.005055728035 Long DBT CORP US N 2 2050-06-01 Fixed 2.80000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAJ3 75000.00000000 PA USD 87472.88000000 0.001797674358 Long DBT CORP US N 2 2028-09-21 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31384BX76 2064.43000000 PA USD 2410.16000000 0.000049531727 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAX8 100000.00000000 PA USD 111130.70000000 0.002283871410 Long DBT CORP US N 2 2025-03-30 Fixed 3.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NK7 75000.00000000 PA USD 82868.78000000 0.001703054488 Long DBT CORP US N 2 2046-04-20 Variable 5.25000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AL5 100000.00000000 PA USD 133969.00000000 0.002753226327 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N NYU Langone Hospitals N/A 62952EAC1 100000.00000000 PA USD 126654.80000000 0.002602910597 Long DBT CORP US N 2 2044-07-01 Fixed 4.78400000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AD5 250000.00000000 PA USD 295022.00000000 0.006063061884 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBQ3 250000.00000000 PA USD 333940.75000000 0.006862889659 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AE5 125000.00000000 PA USD 182321.25000000 0.003746924031 Long DBT CORP US N 2 2035-11-01 Fixed 5.75000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAZ1 300000.00000000 PA USD 352733.70000000 0.007249107700 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCQ2 100000.00000000 PA USD 108683.50000000 0.002233578466 Long DBT CORP US N 2 2023-10-10 Fixed 3.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C27 5493001SKB2HKIF64L70 94989DAV1 234022.29000000 PA USD 248718.89000000 0.005111476506 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.19000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAT9 150000.00000000 PA USD 163123.05000000 0.003352377608 Long DBT CORP US N 2 2024-09-01 Fixed 3.25000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AB7 75000.00000000 PA USD 88727.85000000 0.001823465522 Long DBT CORP US N 2 2029-03-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31370EDP8 67.45000000 PA USD 70.18000000 0.000001442284 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DZH8 15914.03000000 PA USD 17835.60000000 0.000366543330 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4A5 2665531.26000000 PA USD 2825073.70000000 0.058058709763 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WCA60 92425.24000000 PA USD 102852.71000000 0.002113748621 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C7 N/A 92936TAC6 100000.00000000 PA USD 100654.00000000 0.002068562449 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.09000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAL7 15000.00000000 PA USD 15575.78000000 0.000320101273 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAK9 1075000.00000000 PA USD 1309791.83000000 0.026917819421 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AT5 150000.00000000 PA USD 159182.25000000 0.003271389363 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAJ6 500000.00000000 PA USD 497936.00000000 0.010233192041 Long DBT CORP US N 2 2027-08-15 Fixed 0.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FTFY8 425000.00000000 PA USD 440334.00000000 0.009049400695 Long ABS-MBS USGSE US N 2 2030-04-25 Fixed 1.55800000 N N N N N N Ginnie Mae II Pool N/A 36179RBX6 810085.19000000 PA USD 872603.19000000 0.017933059709 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BT5 675000.00000000 PA USD 881829.45000000 0.018122670604 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1 N/A 58769VAD2 10000.00000000 PA USD 10114.07000000 0.000207856472 Long ABS-CBDO CORP US N 2 2026-10-15 Fixed 0.77000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBQ8 1640000.00000000 PA USD 1680489.96000000 0.034536118065 Long DBT CORP US N 2 2024-06-01 Variable 1.51400000 N N N N N N Fannie Mae Pool N/A 31418AUQ9 400315.94000000 PA USD 430588.99000000 0.008849128855 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132ACS68 1668304.18000000 PA USD 1818966.23000000 0.037381974288 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BX0 100000.00000000 PA USD 106050.20000000 0.002179460940 Long DBT CORP US N 2 2022-09-15 Fixed 4.05000000 N N N N N N BANK 2018-BNK14 N/A 06035RAP1 50000.00000000 PA USD 53506.00000000 0.001099613551 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 4.12800000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAR6 16496.24000000 PA USD 17294.33000000 0.000355419572 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.61800000 N N N N N N Ginnie Mae I Pool N/A 36178NFW4 101352.36000000 PA USD 108806.17000000 0.002236099484 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBE7 100000.00000000 PA USD 112852.90000000 0.002319264721 Long DBT CORP US N 2 2025-09-15 Fixed 3.75000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCF1 275000.00000000 PA USD 287959.38000000 0.005917916430 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BE1 270000.00000000 PA USD 364383.90000000 0.007488533517 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466LAE4 200000.00000000 PA USD 212674.20000000 0.004370714170 Long DBT CORP US N 2 2023-04-11 Fixed 3.25000000 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A 12592XAZ9 14311.25000000 PA USD 14328.57000000 0.000294469587 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 2.85600000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 100000.00000000 PA USD 111425.00000000 0.002289919634 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N Fannie Mae Pool N/A 3138ENGT0 186895.36000000 PA USD 195122.44000000 0.004010004097 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BZ1 100000.00000000 PA USD 111316.80000000 0.002287695992 Long DBT CORP DE N 2 2026-01-13 Fixed 4.10000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AS4 50000.00000000 PA USD 66755.35000000 0.001371903851 Long DBT CORP US N 2 2038-02-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31405WW84 15306.87000000 PA USD 18004.82000000 0.000370021008 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285V8 7601000.00000000 PA USD 7787461.65000000 0.160041833856 Long DBT UST US N 2 2022-01-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140EXA37 52468.00000000 PA USD 55752.19000000 0.001145775495 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416BXQ6 37315.91000000 PA USD 44148.59000000 0.000907307364 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAZ4 150000.00000000 PA USD 190317.75000000 0.003911261858 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAU7 75000.00000000 PA USD 80895.83000000 0.001662507960 Long DBT CORP US N 2 2026-09-16 Fixed 2.62500000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BK1 200000.00000000 PA USD 209387.60000000 0.004303170531 Long DBT CORP US N 2 2023-04-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HV6 125000.00000000 PA USD 138734.00000000 0.002851152888 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BJ2 730000.00000000 PA USD 818425.63000000 0.016819644781 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36202EZG7 63804.99000000 PA USD 74061.58000000 0.001522055788 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417J7K0 3579.06000000 PA USD 3749.88000000 0.000077064607 Long ABS-MBS USGSE US N 2 2039-07-01 Floating 2.44500000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAN2 875000.00000000 PA USD 961898.88000000 0.019768195036 Long DBT CORP US N 2 2024-03-04 Fixed 3.62500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 580000.00000000 PA USD 653675.08000000 0.013433820062 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Israel Government AID Bond N/A 46513EJX1 475000.00000000 PA USD 554494.10000000 0.011395529970 Long DBT NUSS IL N 2 2024-04-26 Fixed 5.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAG9 175000.00000000 PA USD 203152.78000000 0.004175037377 Long DBT CORP US N 2 2028-09-01 Fixed 3.70000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBM2 100000.00000000 PA USD 108562.50000000 0.002231091768 Long DBT CORP US N 2 2025-04-15 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 31283H4Z5 91742.80000000 PA USD 105671.10000000 0.002171669972 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUB7 1249165.89000000 PA USD 1308138.76000000 0.026883846816 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 2.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 100000.00000000 PA USD 102047.10000000 0.002097192353 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F82N2 175000.00000000 PA USD 180173.00000000 0.003702774874 Long ABS-MBS USGSE US N 2 2030-11-25 Fixed 1.52100000 N N N N N N Fannie Mae Pool N/A 31376KA22 23379.77000000 PA USD 26196.41000000 0.000538368172 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAQ8 150000.00000000 PA USD 152426.40000000 0.003132548406 Long DBT CORP GB N 2 2021-08-10 Fixed 3.20000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FM5 325000.00000000 PA USD 338918.78000000 0.006965194246 Long DBT CORP US Y 2 2062-09-16 Fixed 2.97300000 N N N N N N Fannie Mae Pool N/A 31403CWD9 75629.91000000 PA USD 83649.97000000 0.001719108896 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TCN1 19815.23000000 PA USD 21505.16000000 0.000441957263 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAK4 299000.00000000 PA USD 318096.23000000 0.006537265450 Long DBT CORP CA N 2 2023-06-01 Fixed 3.50000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CL5 28000.00000000 PA USD 32012.57000000 0.000657897353 Long DBT CORP US N 2 2026-01-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31418DHM7 355005.96000000 PA USD 375442.20000000 0.007715795068 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DND0 285924.52000000 PA USD 303365.17000000 0.006234524202 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 2.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JQ1 500000.00000000 PA USD 556950.00000000 0.011446001710 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCY3 350000.00000000 PA USD 442154.30000000 0.009086810080 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31411AJ63 4189.04000000 PA USD 4472.19000000 0.000091908958 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.13500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DV9 400000.00000000 PA USD 404948.80000000 0.008322191682 Long DBT CORP US N 2 2023-05-11 Fixed 0.75000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAM8 150000.00000000 PA USD 164967.45000000 0.003390282278 Long DBT CORP US N 2 2024-06-05 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31402CV25 11672.66000000 PA USD 13446.45000000 0.000276340945 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38143YAC7 50000.00000000 PA USD 72970.50000000 0.001499632763 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31418ARX8 199576.82000000 PA USD 214650.36000000 0.004411326667 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 300000.00000000 PA USD 351000.00000000 0.007213478050 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HN6 200000.00000000 PA USD 273918.60000000 0.005629361278 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BB1 100000.00000000 PA USD 104828.00000000 0.002154343239 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31416BLA4 28894.14000000 PA USD 33132.41000000 0.000680911431 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKX6 41488.24000000 PA USD 48195.97000000 0.000990485959 Long ABS-MBS USGA US N 2 2036-10-20 Fixed 6.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 150000.00000000 PA USD 163072.50000000 0.003351338744 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36202EB99 33528.49000000 PA USD 37566.30000000 0.000772033277 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 5.00000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAN5 25000.00000000 PA USD 30389.00000000 0.000624531009 Long DBT CORP US N 2 2045-03-01 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285Z9 9419000.00000000 PA USD 10090103.75000000 0.207363937124 Long DBT UST US N 2 2024-01-31 Fixed 2.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBK1 500000.00000000 PA USD 499273.50000000 0.010260679297 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159MK9 200000.00000000 PA USD 216963.40000000 0.004458862460 Long DBT CORP CA N 2 2024-02-11 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 3620AWFD7 21303.18000000 PA USD 24170.35000000 0.000496730168 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EK2 50000.00000000 PA USD 65132.55000000 0.001338553332 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N University of California N/A 91412GC86 100000.00000000 PA USD 140347.00000000 0.002884302005 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HE0 250000.00000000 PA USD 265588.00000000 0.005458157289 Long DBT CORP US N 2 2023-11-15 Fixed 3.85000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JJ0 175000.00000000 PA USD 206656.45000000 0.004247042068 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AM7 175000.00000000 PA USD 241751.13000000 0.004968280541 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31418CNY6 51206.09000000 PA USD 54405.60000000 0.001118101428 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371MCF2 112894.63000000 PA USD 131905.18000000 0.002710812309 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AX8 41000.00000000 PA USD 55709.94000000 0.001144907206 Long DBT CORP US N 2 2027-05-15 Fixed 7.87500000 N N N N N N Fannie Mae Pool N/A 31410KPV0 24866.25000000 PA USD 28257.33000000 0.000580722591 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAG7 100000.00000000 PA USD 103122.50000000 0.002119293134 Long DBT CORP US N 2 2022-09-15 Fixed 2.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6ZQ4 82139.69000000 PA USD 92825.22000000 0.001907671473 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ERDK3 253691.35000000 PA USD 276387.39000000 0.005680097923 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FZY5 134202.53000000 PA USD 148585.66000000 0.003053616515 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFF6 150000.00000000 PA USD 166152.30000000 0.003414632390 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAP9 125000.00000000 PA USD 136095.38000000 0.002796926029 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Beam Suntory Inc EWRDABCN7XBHM37LIA98 073730AE3 50000.00000000 PA USD 51532.80000000 0.001059061885 Long DBT CORP US N 2 2022-05-15 Fixed 3.25000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 225000.00000000 PA USD 342380.25000000 0.007036331676 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z52 4905000.00000000 PA USD 5125725.00000000 0.105339899663 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 225000.00000000 PA USD 290004.75000000 0.005959951278 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N Fannie Mae Pool N/A 3140X4X68 26428.60000000 PA USD 28115.75000000 0.000577812950 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Kennametal Inc 549300GZDSG25XUV0Y08 489170AC4 50000.00000000 PA USD 51284.40000000 0.001053956962 Long DBT CORP US N 2 2022-02-15 Fixed 3.87500000 N N N N N N Emera US Finance LP N/A 29103DAM8 245000.00000000 PA USD 311431.26000000 0.006400292189 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BBBD1 400000.00000000 PA USD 435192.00000000 0.008943726324 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 3.38900000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAQ2 325000.00000000 PA USD 375514.43000000 0.007717279483 Long DBT CORP FR N 2 2029-02-19 Fixed 3.45500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BY5 175000.00000000 PA USD 192024.88000000 0.003946345461 Long DBT CORP US N 2 2025-05-01 Fixed 3.12500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBF6 200000.00000000 PA USD 218600.00000000 0.004492496586 Long DBT CORP JP N 2 2023-10-16 Fixed 3.93600000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAQ4 225000.00000000 PA USD 282706.88000000 0.005809971150 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BY4 548000.00000000 PA USD 588004.00000000 0.012084199281 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAF4 31000.00000000 PA USD 34338.08000000 0.000705689419 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.83300000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAY3 250000.00000000 PA USD 270382.50000000 0.005556690111 Long DBT CORP US N 2 2024-08-02 Variable 3.68900000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194AL9 200000.00000000 PA USD 219082.60000000 0.004502414605 Long DBT CORP US N 2 2027-05-01 Fixed 3.85000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BL9 100000.00000000 PA USD 117026.60000000 0.002405039346 Long DBT CORP US N 2 2026-04-01 Fixed 4.37500000 N N N N N N COMM 2014-LC15 Mortgage Trust N/A 12591TAE6 150000.00000000 PA USD 164110.50000000 0.003372670910 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.00600000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845JZ4 150000.00000000 PA USD 222969.00000000 0.004582284864 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-1 N/A 14314AAC3 27428.35000000 PA USD 27624.25000000 0.000567712025 Long ABS-CBDO CORP US N 2 2022-11-15 Fixed 2.48000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAY4 175000.00000000 PA USD 199579.98000000 0.004101611980 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 1000000.00000000 PA USD 1125887.00000000 0.023138350889 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31412UYR5 26264.46000000 PA USD 29144.30000000 0.000598950906 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201F2R7 2133.86000000 PA USD 2409.44000000 0.000049516930 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 50000.00000000 PA USD 55958.00000000 0.001150005141 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12600000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368CC5 500000.00000000 PA USD 504995.50000000 0.010378273376 Long DBT CORP US N 2 2027-09-15 Fixed 1.05000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAA0 250000.00000000 PA USD 258760.00000000 0.005317833562 Long DBT CORP FR Y 2 2022-05-22 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36204QFF2 283.62000000 PA USD 334.76000000 0.000006879726 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 7.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BV4 175000.00000000 PA USD 206849.65000000 0.004251012564 Long DBT CORP US N 2 2046-07-30 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179QT68 514551.15000000 PA USD 566094.82000000 0.011633938913 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAV9 100000.00000000 PA USD 112439.00000000 0.002310758571 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.06100000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AY7 140000.00000000 PA USD 176787.80000000 0.003633204885 Long DBT CORP CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DB1 175000.00000000 PA USD 191677.33000000 0.003939202885 Long DBT CORP US N 2 2024-05-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31371JQ98 1144.19000000 PA USD 1357.75000000 0.000027903418 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AP2 300000.00000000 PA USD 307876.50000000 0.006327237535 Long DBT CORP US N 2 2022-09-15 Fixed 2.37500000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_14-A1 N/A 17305EFM2 100000.00000000 PA USD 100121.41000000 0.002057617075 Long ABS-CBDO CORP US N 2 2023-01-23 Fixed 2.88000000 N N N N N N Ginnie Mae II Pool N/A 36179RLP2 723564.08000000 PA USD 783408.55000000 0.016100001083 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-1 N/A 34528QFY5 225000.00000000 PA USD 227178.16000000 0.004668788235 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128PS6W2 152845.42000000 PA USD 162039.35000000 0.003330106252 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_18-1 N/A 87165LBZ3 275000.00000000 PA USD 276402.45000000 0.005680407425 Long ABS-CBDO CORP US N 2 2024-03-15 Fixed 2.97000000 N N N N N N Fannie Mae Pool N/A 313615NN2 170.79000000 PA USD 180.85000000 0.000003716688 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 8.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HL0 75000.00000000 PA USD 104271.68000000 0.002142910185 Long DBT CORP US N 2 2068-03-01 Fixed 4.65000000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAC6 100000.00000000 PA USD 118440.90000000 0.002434104935 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AM7 200000.00000000 PA USD 224648.80000000 0.004616806803 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36202FJP2 106300.31000000 PA USD 116781.20000000 0.002399996076 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.00000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BK4 650000.00000000 PA USD 713838.45000000 0.014670250686 Long DBT NUSS KR N 2 2024-01-14 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312942E84 63744.19000000 PA USD 69979.29000000 0.001438159750 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AJ2 200000.00000000 PA USD 221079.40000000 0.004543451280 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N National Oilwell Varco Inc 549300EHF3IW1AR6U008 637071AM3 200000.00000000 PA USD 208750.00000000 0.004290067074 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N Ginnie Mae II Pool N/A 36202FVF0 85675.36000000 PA USD 94753.79000000 0.001947305938 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GHD1 97.30000000 PA USD 104.57000000 0.000002149041 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 7.00000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AW3 125000.00000000 PA USD 136250.25000000 0.002800108797 Long DBT CORP US N 2 2025-03-30 Fixed 3.25000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BA3 175000.00000000 PA USD 220887.28000000 0.004539502979 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366EP1 350000.00000000 PA USD 568046.50000000 0.011674048317 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AX7 50000.00000000 PA USD 51262.45000000 0.001053505862 Long DBT CORP US N 2 2030-05-15 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 3138EPJD7 34703.14000000 PA USD 38574.50000000 0.000792753017 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KLC2 1182.00000000 PA USD 1263.15000000 0.000025959272 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C31 N/A 46644YAW0 49015.18000000 PA USD 52298.22000000 0.001074792199 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.53950000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDE9 150000.00000000 PA USD 168202.65000000 0.003456769583 Long DBT CORP US N 2 2027-10-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 31335BXK7 122635.21000000 PA USD 133372.52000000 0.002740967936 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138YKHV8 145550.11000000 PA USD 152378.01000000 0.003131553933 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N RWJ Barnabas Health Inc 549300HV60S88R85TC91 78349AAB9 100000.00000000 PA USD 120682.70000000 0.002480176659 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N Fannie Mae Pool N/A 3138ET6D3 102490.51000000 PA USD 113004.08000000 0.002322371654 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAU5 200000.00000000 PA USD 224684.80000000 0.004617546647 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 46124HAD8 100000.00000000 PA USD 102626.00000000 0.002109089454 Long DBT CORP US N 2 2030-07-15 Fixed 1.65000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 06416CAC2 175000.00000000 PA USD 175793.28000000 0.003612766287 Long DBT CORP CA N 2 2021-04-26 Fixed 1.87500000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GB4 275000.00000000 PA USD 306513.63000000 0.006299228895 Long DBT CORP US N 2 2029-07-15 Fixed 2.87500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBH4 271000.00000000 PA USD 315610.94000000 0.006486189710 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDL2 500000.00000000 PA USD 520833.50000000 0.010703763590 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BB5 100000.00000000 PA USD 108873.80000000 0.002237489363 Long DBT CORP US N 2 2024-04-01 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 3138A2L56 27930.46000000 PA USD 29302.35000000 0.000602199027 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A4Y41 120718.24000000 PA USD 128031.33000000 0.002631199968 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31412SFR1 6601.51000000 PA USD 7800.61000000 0.000160312048 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944TAE5 100000.00000000 PA USD 105010.60000000 0.002158095892 Long DBT CORP US N 2 2022-09-15 Fixed 3.95000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAR0 50000.00000000 PA USD 51729.35000000 0.001063101227 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36179SGL5 2350654.76000000 PA USD 2508649.55000000 0.051555807595 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KR1 375000.00000000 PA USD 498010.88000000 0.010234730917 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6R7 49438.24000000 PA USD 54184.85000000 0.001113564746 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.50000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAX1 75000.00000000 PA USD 85593.15000000 0.001759043614 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBJ5 475000.00000000 PA USD 521251.70000000 0.010712358110 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828VB3 7400000.00000000 PA USD 7679812.50000000 0.157829512544 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBM4 100000.00000000 PA USD 96000.00000000 0.001972917073 Long DBT CORP US N 2 2077-08-16 Variable 4.87500000 N N N N N N Ginnie Mae II Pool N/A 36179SSP3 3528404.20000000 PA USD 3757564.88000000 0.077222540701 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Philippine Government International Bond N/A 718286BD8 200000.00000000 PA USD 286250.00000000 0.005882786587 Long DBT NUSS PH N 2 2032-01-15 Fixed 6.37500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AG4 600000.00000000 PA USD 867354.00000000 0.017825182453 Long DBT CORP GB N 2 2036-05-02 Fixed 6.50000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AK1 100000.00000000 PA USD 138728.70000000 0.002851043967 Long DBT CORP US N 2 2035-10-01 Fixed 5.10000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BL9 100000.00000000 PA USD 104820.10000000 0.002154180884 Long DBT CORP US N 2 2030-05-15 Fixed 2.30000000 N N N N N N Ginnie Mae II Pool N/A 36179SLR6 1958677.79000000 PA USD 2085888.04000000 0.042867542999 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N United Airlines 2019-2 Class AA Pass Through Trust N/A 90932JAA0 98523.14000000 PA USD 93617.67000000 0.001923957286 Long DBT CORP US N 2 2033-11-01 Fixed 2.70000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAG9 100000.00000000 PA USD 111709.80000000 0.002295772622 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CB6 100000.00000000 PA USD 118439.90000000 0.002434084384 Long DBT CORP NL N 2 2028-11-13 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 3620AS2P3 75361.59000000 PA USD 81492.36000000 0.001674767379 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AW0 500000.00000000 PA USD 500173.00000000 0.010279165119 Long DBT CORP N/A N 2 2023-10-20 Fixed 0.25000000 N N N N N N UBS Commercial Mortgage Trust 2019-C16 N/A 90276YAE3 100000.00000000 PA USD 115463.00000000 0.002372905459 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.60480000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AJ5 600000.00000000 PA USD 684000.00000000 0.014057034150 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 3138Y64A9 76047.82000000 PA USD 84541.85000000 0.001737438117 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CJ1 250000.00000000 PA USD 270628.25000000 0.005561740573 Long DBT CORP US N 2 2025-01-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292G5V4 771.74000000 PA USD 863.11000000 0.000017737963 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GXZ2 705000.00000000 PA USD 990007.53000000 0.020345862073 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31418DPD8 6514493.09000000 PA USD 6863953.95000000 0.141062624387 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418PS89 15888.94000000 PA USD 17848.67000000 0.000366811935 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N Panama Government International Bond N/A 698299BH6 610000.00000000 PA USD 783850.00000000 0.016109073419 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LAZ2 200000.00000000 PA USD 218169.60000000 0.004483651341 Long DBT CORP US N 2 2024-05-15 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LQ2 375000.00000000 PA USD 389954.63000000 0.008014043203 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828L24 5445000.00000000 PA USD 5602394.26000000 0.115136034263 Long DBT UST US N 2 2022-08-31 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31415SVF6 18249.80000000 PA USD 18759.10000000 0.000385522382 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HX67 13125.19000000 PA USD 14126.36000000 0.000290313925 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AH6 75000.00000000 PA USD 108828.60000000 0.002236560448 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AH8 325000.00000000 PA USD 352175.85000000 0.007237643202 Long DBT CORP LU N 2 2023-12-01 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 3138EPAG9 114388.05000000 PA USD 127398.09000000 0.002618186113 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 50000.00000000 PA USD 53932.10000000 0.001108370426 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N Kemper Corp 549300FNI1JKTRY2PV09 488401AB6 40000.00000000 PA USD 44393.84000000 0.000912347551 Long DBT CORP US N 2 2025-02-15 Fixed 4.35000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDD1 268000.00000000 PA USD 301499.46000000 0.006196181586 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36200MZD8 10366.11000000 PA USD 12354.19000000 0.000253893670 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HQ30 22602.49000000 PA USD 25685.72000000 0.000527872870 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AU8 100000.00000000 PA USD 107094.60000000 0.002200924633 Long DBT CORP US N 2 2023-04-06 Fixed 3.70000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BN9 175000.00000000 PA USD 245185.33000000 0.005038857539 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31367BN29 789.86000000 PA USD 822.08000000 0.000016894746 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 8.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKH4 600000.00000000 PA USD 607717.80000000 0.012489341912 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GJF4 90.05000000 PA USD 97.08000000 0.000001995112 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SL3 9144500.00000000 PA USD 9928926.18000000 0.204051541502 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BE1 300000.00000000 PA USD 372699.90000000 0.007659437459 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31371GX47 638.46000000 PA USD 746.62000000 0.000015343951 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285D8 4309000.00000000 PA USD 4628808.81000000 0.095127665960 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAF2 50000.00000000 PA USD 51747.15000000 0.001063467039 Long DBT CORP US N 2 2022-01-25 Fixed 3.66600000 N N N N N N Ginnie Mae II Pool N/A 36202F2L9 219893.87000000 PA USD 235329.14000000 0.004836300815 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.50000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AS6 200000.00000000 PA USD 215904.40000000 0.004437098719 Long DBT CORP US N 2 2023-07-31 Fixed 3.70000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBV7 200000.00000000 PA USD 222201.20000000 0.004566505638 Long DBT CORP US N 2 2029-08-05 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31414R4E2 5821.64000000 PA USD 6700.77000000 0.000137708995 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SGM3 94318.91000000 PA USD 102767.52000000 0.002111997862 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36203KBK9 414.04000000 PA USD 430.46000000 0.000008846477 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9V32 12175.37000000 PA USD 13740.08000000 0.000282375400 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N PENDING N/A 58770FAD4 25000.00000000 PA USD 25561.68000000 0.000525323696 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 1.88000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAV9 75000.00000000 PA USD 78852.00000000 0.001620504761 Long DBT CORP US N 2 2023-02-02 Fixed 3.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAX7 200000.00000000 PA USD 217646.80000000 0.004472907164 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 91533BAA8 200000.00000000 PA USD 202044.00000000 0.004152250596 Long DBT CORP US Y 2 2022-06-22 Fixed 1.12500000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CHQ6 250000.00000000 PA USD 257376.75000000 0.005289406088 Long DBT CORP US N 2 2024-02-12 Variable 1.91200000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAS1 200000.00000000 PA USD 210236.00000000 0.004320606186 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AF7 100000.00000000 PA USD 104000.00000000 0.002137326829 Long DBT CORP US N 2 2048-01-23 Variable 4.70000000 N N N N N N Fannie Mae Pool N/A 3138WDT43 60326.57000000 PA USD 66206.47000000 0.001360623698 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N BANK 2018-BNK12 N/A 06541KBA5 125000.00000000 PA USD 148580.00000000 0.003053500195 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.25500000 N N N N N N Ginnie Mae II Pool N/A 36179T4R3 716527.76000000 PA USD 780304.18000000 0.016036202493 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410NX60 2030.38000000 PA USD 2152.05000000 0.000044227251 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CHF4 264063.24000000 PA USD 281047.02000000 0.005775859002 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BN1 75000.00000000 PA USD 111075.53000000 0.002282737600 Long DBT CORP CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 3138EGWU4 260096.44000000 PA USD 289969.01000000 0.005959216777 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GQ26 835.48000000 PA USD 930.45000000 0.000019121882 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31419HNG3 13699.53000000 PA USD 14575.00000000 0.000299534024 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 2.83000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U24 19605000.00000000 PA USD 21326564.06000000 0.438286899560 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX N/A 46637WAD5 162793.92000000 PA USD 165493.04000000 0.003401083793 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.48340000 N N N N N N BANK 2017-BNK5 N/A 06541WAX0 150000.00000000 PA USD 169912.50000000 0.003491909086 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.39000000 N N N N N N Fannie Mae Pool N/A 31371J3X0 3535.50000000 PA USD 4176.25000000 0.000085827030 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3140FPDG1 1649896.33000000 PA USD 1783846.63000000 0.036660223679 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAB1 250000.00000000 PA USD 258355.50000000 0.005309520594 Long DBT CORP US N 2 2022-06-29 Fixed 2.87500000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAH5 100000.00000000 PA USD 106247.50000000 0.002183515695 Long DBT CORP US N 2 2023-05-15 Fixed 3.12500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBD6 300000.00000000 PA USD 311997.00000000 0.006411918835 Long DBT CORP MX N 2 2022-07-16 Fixed 3.12500000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAP0 150000.00000000 PA USD 161929.65000000 0.003327851783 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418BXB7 81262.49000000 PA USD 85806.52000000 0.001763428628 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EJD96 8527.25000000 PA USD 8990.44000000 0.000184764506 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 2.36400000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582PUE8 150000.00000000 PA USD 221098.50000000 0.004543843808 Long DBT MUN US N 2 2039-12-01 Fixed 5.45600000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FG8 386000.00000000 PA USD 475958.07000000 0.009781518777 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BD3 326000.00000000 PA USD 360601.64000000 0.007410803462 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAK6 250000.00000000 PA USD 340927.00000000 0.007006465616 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDK8 300000.00000000 PA USD 315271.80000000 0.006479219969 Long DBT CORP US N 2 2023-10-18 Fixed 2.25000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BR2 100000.00000000 PA USD 116973.20000000 0.002403941910 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CE7 175000.00000000 PA USD 252602.88000000 0.005191297237 Long DBT CORP US N 2 2039-11-01 Fixed 5.35000000 N N N N N N Freddie Mac Pool N/A 3132DV5E1 79842.59000000 PA USD 84311.99000000 0.001732714214 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAT7 41573.91000000 PA USD 43148.73000000 0.000886759022 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93400000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHT9 750000.00000000 PA USD 844668.00000000 0.017358957487 Long DBT CORP US N 2 2027-04-23 Variable 3.55900000 N N N N N N Regions Bank/Birmingham AL EQTWLK1G7ODGC2MGLV11 75913MAA7 250000.00000000 PA USD 352387.50000000 0.007241992867 Long DBT CORP US N 2 2037-06-26 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31419AG43 233424.98000000 PA USD 264572.02000000 0.005437277661 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EZH5 18296.46000000 PA USD 21291.54000000 0.000437567112 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BA1 450000.00000000 PA USD 459963.45000000 0.009452809831 Long DBT CORP US N 2 2022-02-12 Fixed 2.37500000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BG5 1000000.00000000 PA USD 1198891.00000000 0.024638672119 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N Korea International Bond N/A 50064FAE4 100000.00000000 PA USD 123249.00000000 0.002532917254 Long DBT NUSS KR N 2 2025-11-03 Fixed 5.62500000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AZ2 150000.00000000 PA USD 171603.45000000 0.003526660170 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBE8 303000.00000000 PA USD 339742.69000000 0.006982126601 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Q2 1000000.00000000 PA USD 982593.00000000 0.020193484439 Long DBT USGSE US N 2 2030-08-05 Fixed 0.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292HUQ5 18337.83000000 PA USD 21607.65000000 0.000444063558 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAR1 325000.00000000 PA USD 353435.23000000 0.007263524997 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31417CJK2 32869.65000000 PA USD 35061.63000000 0.000720559254 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 250000.00000000 PA USD 298420.75000000 0.006132910341 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N Fannie Mae Pool N/A 31418CPF5 803771.32000000 PA USD 867915.16000000 0.017836714976 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XPK0 22882.51000000 PA USD 25552.89000000 0.000525143051 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Office Properties Income Trust N/A 38376AAB9 100000.00000000 PA USD 102372.20000000 0.002103873554 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Colombia Government International Bond N/A 195325DT9 400000.00000000 PA USD 444405.20000000 0.009133068820 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 200000.00000000 PA USD 301025.40000000 0.006186439075 Long DBT CORP GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAF8 1065000.00000000 PA USD 1509775.95000000 0.031027736971 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAE5 125000.00000000 PA USD 130617.00000000 0.002684338639 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAW6 355000.00000000 PA USD 365368.84000000 0.007508775235 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAU1 100000.00000000 PA USD 107421.10000000 0.002207634606 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31391HU85 8690.48000000 PA USD 10038.86000000 0.000206310815 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.50000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BC4 200000.00000000 PA USD 262946.40000000 0.005403869187 Long DBT CORP US N 2 2046-12-15 Fixed 4.20000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BQ2 75000.00000000 PA USD 82581.45000000 0.001697149507 Long DBT CORP US N 2 2026-05-15 Fixed 3.00000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAN7 50000.00000000 PA USD 57460.40000000 0.001180881293 Long DBT CORP US N 2 2029-05-15 Fixed 3.25000000 N N N N N N CD 2016-CD2 Mortgage Trust N/A 12515ABE9 100000.00000000 PA USD 113308.00000000 0.002328617581 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.52600000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769FK5 1025000.00000000 PA USD 1065070.33000000 0.021888494153 Long DBT CORP DE N 2 2023-01-17 Fixed 2.12500000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAG1 150000.00000000 PA USD 158255.10000000 0.003252335299 Long DBT CORP US N 2 2023-05-15 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3132WJUU3 793917.98000000 PA USD 839716.41000000 0.017257196274 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371MEP8 25781.46000000 PA USD 29244.08000000 0.000601001507 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BW1 100000.00000000 PA USD 119805.40000000 0.002462147074 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DK4 75000.00000000 PA USD 97168.13000000 0.001996923569 Long DBT CORP US N 2 2048-01-15 Fixed 4.65000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAU2 100000.00000000 PA USD 108611.10000000 0.002232090558 Long DBT CORP US N 2 2050-07-01 Fixed 2.90000000 N N N N N N Freddie Mac Pool N/A 3132DV3Z6 984552.00000000 PA USD 1030988.00000000 0.021188060708 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAY6 125000.00000000 PA USD 129843.75000000 0.002668447409 Long DBT CORP US N 2 2022-02-13 Fixed 4.12500000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CU6 125000.00000000 PA USD 152758.25000000 0.003139368328 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 313615NM4 43.86000000 PA USD 46.91000000 0.000000964057 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418AAJ7 125131.68000000 PA USD 136330.98000000 0.002801767897 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHZ5 750000.00000000 PA USD 795802.50000000 0.016354711870 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Freddie Mac Gold Pool N/A 3128MAD63 151673.36000000 PA USD 170069.97000000 0.003495145286 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AB0 125000.00000000 PA USD 127766.25000000 0.002625752250 Long DBT CORP US N 2 2022-07-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAR1 54973.02000000 PA USD 62818.68000000 0.001291000482 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371GKL3 871.87000000 PA USD 1019.79000000 0.000020957928 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NR2 400000.00000000 PA USD 532901.60000000 0.010951777763 Long DBT CORP US N 2 2048-11-01 Fixed 4.40000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABJ3 900000.00000000 PA USD 944384.40000000 0.019408251113 Long DBT CORP US Y 2 2031-02-15 Fixed 2.55000000 N N N N N N GS Mortgage Securities Trust 2019-GC39 N/A 36260JAD9 100000.00000000 PA USD 115467.00000000 0.002372987664 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N Freddie Mac Pool N/A 3132DV5R2 857296.22000000 PA USD 897731.28000000 0.018449472603 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDP7 200000.00000000 PA USD 204682.40000000 0.004206472933 Long DBT CORP US N 2 2022-01-11 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7HT6 25417.43000000 PA USD 28878.47000000 0.000593487776 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828J27 8624500.00000000 PA USD 9233605.31000000 0.189761849667 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AE2 100000.00000000 PA USD 104839.40000000 0.002154577523 Long DBT CORP US N 2 2023-07-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4W7 2379730.52000000 PA USD 2539824.51000000 0.052196491042 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RQ36 394077.61000000 PA USD 429054.60000000 0.008817595269 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AD3L0 266288.76000000 PA USD 290193.02000000 0.005963820456 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BZ6 300000.00000000 PA USD 332625.00000000 0.006835849392 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHXX0 29880.55000000 PA USD 30042.80000000 0.000617416177 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292GZF6 17042.66000000 PA USD 18728.77000000 0.000384899063 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N City of Hope 549300QIQJNNQEIXBL15 17858PAB7 100000.00000000 PA USD 120853.30000000 0.002483682697 Long DBT CORP US N 2 2048-08-15 Fixed 4.37800000 N N N N N N Fannie Mae Pool N/A 3138WLC43 105424.70000000 PA USD 115407.07000000 0.002371756029 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QB7 2247000.00000000 PA USD 3330475.31000000 0.068445329194 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HP1 225000.00000000 PA USD 301223.48000000 0.006190509861 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903AJ8 125000.00000000 PA USD 167414.25000000 0.003440567002 Long DBT CORP US N 2 2049-03-01 Fixed 4.20000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JG7 285000.00000000 PA USD 321735.65000000 0.006612059969 Long DBT CORP US N 2 2026-02-19 Fixed 3.45000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AX4 500000.00000000 PA USD 510429.50000000 0.010489948702 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2S7 70000.00000000 PA USD 76738.83000000 0.001577076540 Long DBT CORP US N 2 2023-12-07 Fixed 3.65000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 625000.00000000 PA USD 717839.38000000 0.014752474676 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Fannie Mae Pool N/A 31402CV74 65422.98000000 PA USD 75373.17000000 0.001549010562 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QCB0 50000.00000000 PA USD 54223.10000000 0.001114350831 Long DBT CORP US N 2 2030-01-15 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31418DH96 189127.24000000 PA USD 197692.13000000 0.004062814360 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.00000000 N N N N N N COMM 2014-UBS4 Mortgage Trust 5493004GWEVMOU8S3L34 12591QAT9 44000.00000000 PA USD 47671.36000000 0.000979704584 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.96800000 N N N N N N Fannie Mae Pool N/A 3140FPC98 398379.64000000 PA USD 422786.85000000 0.008688785363 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AB2 400000.00000000 PA USD 492384.39000000 0.010119099686 Long DBT CORP US N 2 2032-03-15 Fixed 6.80000000 N N N N N N Crane Co 549300X1RO9ID7AUCA83 224399AR6 50000.00000000 PA USD 54847.90000000 0.001127191232 Long DBT CORP US N 2 2023-12-15 Fixed 4.45000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAH6 200000.00000000 PA USD 219746.00000000 0.004516048284 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BF6 500000.00000000 PA USD 494507.50000000 0.010162732185 Long DBT CORP US N 2 2031-01-30 Fixed 1.30000000 N N N N N N Ginnie Mae I Pool N/A 36211BXE9 1184.64000000 PA USD 1414.72000000 0.000029074221 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Chevron Corp N/A 166764BV1 300000.00000000 PA USD 305636.70000000 0.006281206914 Long DBT CORP US N 2 2023-05-11 Fixed 1.14100000 N N N N N N Indonesia Government International Bond N/A 455780CU8 200000.00000000 PA USD 245004.40000000 0.005035139207 Long DBT NUSS ID N 2 2070-04-15 Fixed 4.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RQ3 5680000.00000000 PA USD 6780500.00000000 0.139347543941 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AN2 175000.00000000 PA USD 251402.55000000 0.005166628992 Long DBT CORP NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAG8 200000.00000000 PA USD 208965.20000000 0.004294489696 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-2 N/A 80285FAF1 27870.77000000 PA USD 28068.57000000 0.000576843343 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448ES3 345000.00000000 PA USD 384266.87000000 0.007897152798 Long DBT CORP US N 2 2030-03-19 Fixed 2.75000000 N N N N N N County of Miami-Dade FL Water & Sewer System Revenue N/A 59334DLS1 75000.00000000 PA USD 80918.25000000 0.001662968718 Long DBT MUN US N 2 2042-10-01 Fixed 3.49000000 N N N N N N Fannie Mae Pool N/A 31371K6C0 72235.10000000 PA USD 84521.94000000 0.001737028943 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BD4 455000.00000000 PA USD 602554.68000000 0.012383233500 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N Brookfield Finance Inc N/A 11271LAD4 150000.00000000 PA USD 183111.15000000 0.003763157439 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAD7 300000.00000000 PA USD 341113.50000000 0.007010298419 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36241L2E5 74603.61000000 PA USD 79822.63000000 0.001640452391 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190AL8 125000.00000000 PA USD 139548.00000000 0.002867881581 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BH1 100000.00000000 PA USD 115305.20000000 0.002369662476 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AY1 100000.00000000 PA USD 111450.20000000 0.002290437525 Long DBT CORP US N 2 2027-09-15 Fixed 3.80000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAA1 100000.00000000 PA USD 103244.20000000 0.002121794218 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N PSEG Power LLC N/A 69362BBC5 125000.00000000 PA USD 134209.75000000 0.002758174033 Long DBT CORP US N 2 2023-06-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31418DLV2 161644.19000000 PA USD 171137.54000000 0.003517085152 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C1 N/A 90276EAH0 50000.00000000 PA USD 56061.50000000 0.001152132193 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.72400000 N N N N N N Baker Hughes Holdings LLC 549300XU3XH6F05YEQ93 057224AZ0 175000.00000000 PA USD 231089.78000000 0.004749176797 Long DBT CORP US N 2 2040-09-15 Fixed 5.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YQ7 7825000.00000000 PA USD 8342183.99000000 0.171442054437 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFQ7 100000.00000000 PA USD 135200.40000000 0.002778533099 Long DBT CORP US N 2 2045-04-21 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 36202EPA1 33213.26000000 PA USD 38620.07000000 0.000793689536 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 6.00000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LE1 212727.28000000 PA USD 217977.39000000 0.004479701191 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 250000.00000000 PA USD 298695.75000000 0.006138561927 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AH4 100000.00000000 PA USD 122247.40000000 0.002512333152 Long DBT CORP US N 2 2029-06-01 Fixed 4.35000000 N N N N N N Freddie Mac Gold Pool N/A 31335GDQ5 287.52000000 PA USD 307.37000000 0.000006316828 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 6.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AF0 200000.00000000 PA USD 222705.40000000 0.004576867563 Long DBT CORP US N 2 2025-05-20 Fixed 3.45000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-SG1 549300ZJL46M82UL2Z22 94989QAV2 209282.49000000 PA USD 231734.32000000 0.004762422880 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.78900000 N N N N N N Freddie Mac Pool N/A 3132DWAX1 1822000.00000000 PA USD 1923664.14000000 0.039533644019 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HD35 3542.57000000 PA USD 4365.98000000 0.000089726213 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 9.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FTBM8 150000.00000000 PA USD 154971.00000000 0.003184843039 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 1.51700000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CH3 150000.00000000 PA USD 256602.30000000 0.005273490196 Long DBT CORP US N 2 2039-03-15 Fixed 8.45000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FR2 75000.00000000 PA USD 99755.93000000 0.002050106015 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGA1 750000.00000000 PA USD 839050.50000000 0.017243511012 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N Fannie Mae Pool N/A 31416RRB1 46691.43000000 PA USD 51780.99000000 0.001064162492 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828X47 4927000.00000000 PA USD 5040936.88000000 0.103597400396 Long DBT UST US N 2 2022-04-30 Fixed 1.87500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBF6 350000.00000000 PA USD 360713.15000000 0.007413095128 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBA7 50000.00000000 PA USD 51746.70000000 0.001063457791 Long DBT CORP US N 2 2022-09-19 Fixed 2.52000000 N N N N N N Fannie Mae Pool N/A 3138EEPX1 168322.13000000 PA USD 182886.86000000 0.003758548006 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416BYZ5 106.03000000 PA USD 114.10000000 0.000002344894 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CE6 200000.00000000 PA USD 215413.80000000 0.004427016290 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Republic of Poland Government International Bond N/A 857524AB8 775000.00000000 PA USD 817709.48000000 0.016804927025 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-1 N/A 14042WAC4 100000.00000000 PA USD 101703.61000000 0.002090133214 Long ABS-CBDO CORP US N 2 2023-11-15 Fixed 2.51000000 N N N N N N Fannie Mae Pool N/A 31371FHE5 584.50000000 PA USD 653.65000000 0.000013433304 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WQAP7 96897.64000000 PA USD 100466.78000000 0.002064714850 Long ABS-MBS USGSE US N 2 2043-07-01 Floating 2.27900000 N N N N N N Freddie Mac Gold Pool N/A 3128P7YB3 229826.08000000 PA USD 242460.93000000 0.004982867796 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 500000.00000000 PA USD 590625.00000000 0.012138064027 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208EWS8 280.89000000 PA USD 318.57000000 0.000006547002 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B2HN3 475000.00000000 PA USD 499529.00000000 0.010265930134 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.11100000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAT6 50000.00000000 PA USD 58367.15000000 0.001199516112 Long DBT CORP US N 2 2047-09-01 Fixed 4.45000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAN3 320000.00000000 PA USD 470525.44000000 0.009669871606 Long DBT CORP US Y 2 2036-07-15 Fixed 8.10000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AN9 75000.00000000 PA USD 78833.10000000 0.001620116343 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7BS1 16418.32000000 PA USD 18180.39000000 0.000373629185 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAA2 150000.00000000 PA USD 164550.30000000 0.003381709337 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282P4 6417000.00000000 PA USD 6593467.50000000 0.135503797976 Long DBT UST US N 2 2022-07-31 Fixed 1.87500000 N N N N N N Fannie Mae-Aces N/A 3136AV7G8 250000.00000000 PA USD 279577.50000000 0.005745658574 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.96100000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 250000.00000000 PA USD 263055.00000000 0.005406101050 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FZ2 150000.00000000 PA USD 174678.45000000 0.003589855171 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 600000.00000000 PA USD 668923.20000000 0.013747187523 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7V29 19376.27000000 PA USD 22095.64000000 0.000454092348 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Iberdrola International BV 549300ZMLFJKWC63XN87 29266MAF6 75000.00000000 PA USD 114852.08000000 0.002360350308 Long DBT CORP NL N 2 2036-07-15 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31419KKE4 101762.73000000 PA USD 109764.64000000 0.002255797211 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AQ8 250000.00000000 PA USD 278503.00000000 0.005723576289 Long DBT CORP US N 2 2027-03-02 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ66 215299.66000000 PA USD 238372.44000000 0.004898844341 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DWAN3 7849295.12000000 PA USD 8158715.90000000 0.167671561445 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EX2 630000.00000000 PA USD 849712.50000000 0.017462628114 Long DBT UST US N 2 2026-08-15 Fixed 6.75000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BA9 263000.00000000 PA USD 319121.57000000 0.006558337437 Long DBT CORP US N 2 2049-12-07 Fixed 3.93500000 N N N N N N Johns Hopkins Health System Corp/The 549300D81FCFUS7TQR04 478111AC1 125000.00000000 PA USD 155848.88000000 0.003202884544 Long DBT CORP US N 2 2046-05-15 Fixed 3.83700000 N N N N N N Vornado Realty LP 549300BMOJ05INE4YK86 929043AJ6 100000.00000000 PA USD 105614.60000000 0.002170508828 Long DBT CORP US N 2 2025-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TXX8 232210.24000000 PA USD 254139.69000000 0.005222880557 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWD4 709.91000000 PA USD 809.48000000 0.000016635801 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.00000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506BQ9 200000.00000000 PA USD 211726.60000000 0.004351239834 Long DBT CORP US N 2 2024-08-15 Fixed 2.40000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110DAJ3 100000.00000000 PA USD 106689.10000000 0.002192591114 Long DBT CORP US N 2 2027-06-22 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 3138XFAS4 124443.92000000 PA USD 130948.67000000 0.002691154862 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.00000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 N/A 26208QAE7 75000.00000000 PA USD 76178.27000000 0.001565556349 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 2.08000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 458182BV3 134000.00000000 PA USD 170524.65000000 0.003504489515 Long DBT CORP N/A N 2 2025-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSK7 82605.43000000 PA USD 87424.51000000 0.001796680296 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418R6F3 3262.97000000 PA USD 3440.61000000 0.000070708731 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 3.61000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FMT8 100000.00000000 PA USD 134391.00000000 0.002761898942 Long DBT MUN US N 2 2039-03-15 Fixed 5.62800000 N N N N N N Freddie Mac Gold Pool N/A 3128MJPU8 87037.42000000 PA USD 95591.06000000 0.001964512858 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BN9 225000.00000000 PA USD 233160.08000000 0.004791723986 Long DBT CORP US N 2 2022-05-15 Fixed 3.62500000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950KCP3 575000.00000000 PA USD 613513.50000000 0.012608450615 Long DBT CORP N/A N 2 2023-07-31 Fixed 2.87500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBE2 150000.00000000 PA USD 167856.60000000 0.003449657834 Long DBT CORP US N 2 2025-02-15 Fixed 3.75000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBQ2 700000.00000000 PA USD 756868.00000000 0.015554560414 Long DBT CORP US N 2 2025-05-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31371FLW0 306.34000000 PA USD 342.11000000 0.000007030777 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AG3 50000.00000000 PA USD 52345.25000000 0.001075758723 Long DBT CORP US N 2 2024-12-15 Fixed 2.45000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BC1 100000.00000000 PA USD 106625.00000000 0.002191273781 Long DBT CORP US N 2 2026-11-15 Fixed 3.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CM0 125000.00000000 PA USD 133512.75000000 0.002743849833 Long DBT CORP US N 2 2029-09-06 Fixed 2.12500000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AN6 100000.00000000 PA USD 125254.70000000 0.002574136835 Long DBT CORP US N 2 2049-02-01 Fixed 4.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVW0 212967.28000000 PA USD 222737.00000000 0.004577516981 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515BE3 350000.00000000 PA USD 381314.15000000 0.007836470801 Long DBT CORP US N 2 2029-08-19 Fixed 2.80000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAZ4 100000.00000000 PA USD 119388.80000000 0.002453585436 Long DBT CORP US N 2 2047-10-15 Fixed 3.62500000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AK1 200000.00000000 PA USD 287291.20000000 0.005904184516 Long DBT CORP US N 2 2041-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DET5 710934.49000000 PA USD 751859.58000000 0.015451631275 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAE4 100000.00000000 PA USD 103167.20000000 0.002120211774 Long DBT CORP US N 2 2022-09-15 Fixed 2.35000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAP2 166000.00000000 PA USD 183892.14000000 0.003779207736 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BB2 100000.00000000 PA USD 110740.20000000 0.002275846159 Long DBT CORP US N 2 2025-03-22 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31412QEP0 8944.35000000 PA USD 9440.68000000 0.000194017487 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 300000.00000000 PA USD 324700.50000000 0.006672991253 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SQ2 15455000.00000000 PA USD 14624293.75000000 0.300547071150 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N County of Cook IL 5493004UMR7OX4YITE10 213185DV0 50000.00000000 PA USD 70372.00000000 0.001446230419 Long DBT MUN US N 2 2034-11-15 Fixed 6.22900000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAF0 200000.00000000 PA USD 204721.80000000 0.004207282651 Long DBT CORP US N 2 2023-06-01 Fixed 1.35000000 N N N N N N Freddie Mac Gold Pool N/A 31283GHU4 118.21000000 PA USD 123.77000000 0.000002543624 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140X8JS7 1099334.57000000 PA USD 1221656.21000000 0.025106524947 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140J7UL7 105814.66000000 PA USD 115834.19000000 0.002380533866 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AY3 125000.00000000 PA USD 136045.00000000 0.002795890659 Long DBT CORP US N 2 2027-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKD0 14657.23000000 PA USD 17603.82000000 0.000361779969 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 7.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 N/A 61764PBU5 75000.00000000 PA USD 82202.25000000 0.001689356484 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.52600000 N N N N N N Fannie Mae Pool N/A 313615TB2 115.67000000 PA USD 124.33000000 0.000002555133 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BC7 200000.00000000 PA USD 238250.00000000 0.004896328050 Long DBT CORP JP N 2 2028-09-11 Fixed 4.05000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBF7 100000.00000000 PA USD 102690.00000000 0.002110404732 Long DBT CORP US N 2 2022-03-01 Fixed 2.75000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAY7 75000.00000000 PA USD 84562.13000000 0.001737854896 Long DBT CORP US N 2 2025-09-01 Fixed 3.65000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FJ2 25000.00000000 PA USD 30540.98000000 0.000627654384 Long DBT CORP US N 2 2042-12-01 Fixed 3.85000000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF2 N/A 12528YAF0 140000.00000000 PA USD 154602.00000000 0.003177259639 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N State of Washington 549300X3TODFMUKLQ364 93974CRE2 150000.00000000 PA USD 210592.50000000 0.004327932696 Long DBT MUN US N 2 2040-08-01 Fixed 5.14000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YM0 147000.00000000 PA USD 227209.08000000 0.004669423679 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAT7 150000.00000000 PA USD 174846.90000000 0.003593317023 Long DBT CORP US N 2 2045-03-15 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31368HLH4 9872.57000000 PA USD 11655.24000000 0.000239529395 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAB7 200000.00000000 PA USD 201500.00000000 0.004141070732 Long DBT CORP US Y 2 2026-01-15 Fixed 1.57000000 N N N N N N Trustees of Princeton University/The 549300PJZYINN64GDJ90 89837LAB1 200000.00000000 PA USD 303403.60000000 0.006235313986 Long DBT CORP US N 2 2039-03-01 Fixed 5.70000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1 N/A 36259KAD9 25000.00000000 PA USD 25326.29000000 0.000520486145 Long ABS-CBDO CORP US N 2 2022-12-20 Fixed 1.67000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KM2 75000.00000000 PA USD 78234.68000000 0.001607818082 Long DBT CORP US N 2 2023-07-30 Fixed 2.10000000 N N N N N N Fannie Mae Pool N/A 31403EP27 46131.35000000 PA USD 53174.27000000 0.001092796095 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509AF9 300000.00000000 PA USD 304734.30000000 0.006262661493 Long DBT CORP US N 2 2025-08-15 Fixed 1.30000000 N N N N N N Rush Obligated Group N/A 78200JAA0 75000.00000000 PA USD 88836.98000000 0.001825708277 Long DBT CORP US N 2 2029-11-15 Fixed 3.92200000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 664397AM8 168000.00000000 PA USD 183111.77000000 0.003763170181 Long DBT CORP US N 2 2025-01-15 Fixed 3.15000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_17-7 N/A 02582JHL7 225000.00000000 PA USD 233573.38000000 0.004800217805 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 2.35000000 N N N N N N Ginnie Mae II Pool N/A 36179TCW3 603724.68000000 PA USD 639464.15000000 0.013141768120 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RJF7 221754.70000000 PA USD 240676.05000000 0.004946186336 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBH8 200000.00000000 PA USD 233771.60000000 0.004804291468 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3140F1UY6 154331.67000000 PA USD 163991.86000000 0.003370232714 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371JZP2 849.00000000 PA USD 998.66000000 0.000020523680 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200AS0 75000.00000000 PA USD 99733.20000000 0.002049638886 Long DBT CORP US N 2 2028-01-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283F5 11501800.00000000 PA USD 12766998.00000000 0.262377378482 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Freddie Mac Pool N/A 3132DV5Y7 246763.26000000 PA USD 261272.52000000 0.005369468912 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5K2 63249.99000000 PA USD 70396.63000000 0.001446736596 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Oaktree Specialty Lending Corp 549300J6MGCEU5928620 67401PAB4 40000.00000000 PA USD 41443.96000000 0.000851723919 Long DBT CORP US N 2 2025-02-25 Fixed 3.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2K9 50000.00000000 PA USD 54250.00000000 0.001114903658 Long DBT CORP FR Y 2 2031-01-13 Variable 3.05200000 N N N N N N Ginnie Mae II Pool N/A 36179RD97 210619.76000000 PA USD 231691.61000000 0.004761545137 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.50000000 N N N N N N Hashemite Kingdom of Jordan Government AID Bond N/A 418097AE1 200000.00000000 PA USD 206281.60000000 0.004239338444 Long DBT NUSS JO N 2 2022-06-30 Fixed 2.57800000 N N N N N N Fannie Mae Pool N/A 31419JSV1 181684.90000000 PA USD 200439.54000000 0.004119276986 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WHL34 170412.26000000 PA USD 183147.25000000 0.003763899338 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2 N/A 03066GAD1 67117.87000000 PA USD 67971.85000000 0.001396904410 Long ABS-CBDO CORP US N 2 2023-11-20 Fixed 2.97000000 N N N N N N Fannie Mae Pool N/A 3138AKMC0 203906.34000000 PA USD 216916.85000000 0.004457905801 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N Tanger Properties LP PQPGJDNFN35EXH363L31 875484AK3 50000.00000000 PA USD 51758.70000000 0.001063704405 Long DBT CORP US N 2 2027-07-15 Fixed 3.87500000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AT0 275000.00000000 PA USD 288207.70000000 0.005923019709 Long DBT CORP US N 2 2022-06-15 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 1086000.00000000 PA USD 1354337.57000000 0.027833288702 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Fannie Mae Pool N/A 31418DEJ7 429497.25000000 PA USD 454641.35000000 0.009343434185 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308HH3 500000.00000000 PA USD 561123.50000000 0.011531772225 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAZ1 100000.00000000 PA USD 120716.00000000 0.002480861015 Long DBT CORP US N 2 2048-02-15 Fixed 4.10000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 200000.00000000 PA USD 272731.80000000 0.005604971091 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CK2 100000.00000000 PA USD 134095.10000000 0.002755817836 Long DBT CORP US N 2 2048-10-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31418CRJ5 247640.60000000 PA USD 261656.69000000 0.005377364074 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5B2 208736.37000000 PA USD 221230.33000000 0.004546553075 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SJS7 5375629.69000000 PA USD 5724758.56000000 0.117650769853 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Toledo Edison Co/The N/A 889175BD6 75000.00000000 PA USD 102125.78000000 0.002098809323 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N International Lease Finance Corp N/A 459745GN9 160000.00000000 PA USD 172379.84000000 0.003542615932 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBC1 75000.00000000 PA USD 90788.48000000 0.001865813982 Long DBT CORP US N 2 2028-11-15 Fixed 4.65000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AM6 100000.00000000 PA USD 101965.10000000 0.002095507153 Long DBT CORP US N 2 2021-08-23 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31407YRY7 14381.10000000 PA USD 15904.45000000 0.000326855843 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DM0 25000.00000000 PA USD 36197.33000000 0.000743899274 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AT3 100000.00000000 PA USD 113414.10000000 0.002330798065 Long DBT CORP US N 2 2027-12-15 Fixed 3.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BC6 150000.00000000 PA USD 180425.40000000 0.003707962002 Long DBT CORP US N 2 2028-11-07 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31417Y3N5 166618.04000000 PA USD 181561.81000000 0.003731316613 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.00000000 N N N N N N Aptiv PLC N/A 03835VAG1 50000.00000000 PA USD 57611.60000000 0.001183988638 Long DBT CORP JE N 2 2029-03-15 Fixed 4.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBU9 500000.00000000 PA USD 504259.50000000 0.010363147678 Long DBT CORP US N 2 2031-11-19 Variable 1.76400000 N N N N N N BANK 2020-BNK25 N/A 06539WBE5 65000.00000000 PA USD 70261.10000000 0.001443951289 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.84100000 N N N N N N Ginnie Mae I Pool N/A 362195SW0 523.65000000 PA USD 572.94000000 0.000011774615 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAK0 90000.00000000 PA USD 94626.90000000 0.001944698194 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 3.13500000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AE6 525000.00000000 PA USD 732216.45000000 0.015047940998 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50000000 N N N N N N Flex Ltd 549300EAQH74YHD07T53 33938EAU1 26000.00000000 PA USD 29604.93000000 0.000608417415 Long DBT CORP SG N 2 2025-06-15 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBK5 100000.00000000 PA USD 117750.00000000 0.002419906098 Long DBT CORP US N 2 2079-05-01 Variable 5.65000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-2 N/A 14314XAC3 38328.95000000 PA USD 38698.69000000 0.000795305273 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 2.98000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B N/A 98163WAC0 50000.00000000 PA USD 50326.47000000 0.001034270332 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 0.63000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAF4 60000.00000000 PA USD 66430.08000000 0.001365219156 Long DBT CORP US N 2 2045-02-01 Fixed 4.37500000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAE9 75000.00000000 PA USD 86257.35000000 0.001772693734 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31417ARK7 36150.94000000 PA USD 37928.57000000 0.000779478368 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BC9 100000.00000000 PA USD 119872.10000000 0.002463517841 Long DBT CORP US N 2 2030-06-01 Fixed 4.20000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDA1 500000.00000000 PA USD 527468.50000000 0.010840120932 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N Wachovia Corp N/A 929771AE3 265000.00000000 PA USD 324713.51000000 0.006673258624 Long DBT CORP US N 2 2025-10-01 Fixed 6.60500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAG4 625000.00000000 PA USD 691306.25000000 0.014207186497 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAZ6 100000.00000000 PA USD 106549.80000000 0.002189728329 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179S5L7 1195094.76000000 PA USD 1287801.61000000 0.026465893582 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADP22 184837.70000000 PA USD 209546.14000000 0.004306428722 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FDET5 50000.00000000 PA USD 59517.50000000 0.001223157207 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 3.45900000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDF0 150000.00000000 PA USD 165972.15000000 0.003410930088 Long DBT CORP US N 2 2025-09-17 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31419FRR9 346031.98000000 PA USD 379959.31000000 0.007808627187 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AF7 133000.00000000 PA USD 143462.71000000 0.002948333645 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EQ2 175000.00000000 PA USD 190750.35000000 0.003920152315 Long DBT CORP US N 2 2029-09-24 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128P74H3 128991.99000000 PA USD 136095.09000000 0.002796920069 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ER0 200000.00000000 PA USD 215173.00000000 0.004422067557 Long DBT CORP N/A N 2 2030-01-24 Fixed 1.87500000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DC9 875000.00000000 PA USD 1024682.75000000 0.021058480131 Long DBT CORP N/A N 2 2028-09-18 Fixed 3.12500000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAF5 250000.00000000 PA USD 284450.00000000 0.005845794391 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGM5 300000.00000000 PA USD 368414.10000000 0.007571359042 Long DBT CORP US N 2 2038-04-24 Variable 4.24400000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186NH8 50000.00000000 PA USD 69257.50000000 0.001423326085 Long DBT MUN US N 2 2040-05-01 Fixed 5.66500000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BE7 50000.00000000 PA USD 54406.20000000 0.001118113759 Long DBT CORP US N 2 2027-11-16 Fixed 3.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBX0 300000.00000000 PA USD 325435.20000000 0.006688090234 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 3138WJB56 6838.86000000 PA USD 7487.26000000 0.000153872323 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N ONE Gas Inc 549300HXDWI0LATTX840 68235PAF5 125000.00000000 PA USD 163515.50000000 0.003360442935 Long DBT CORP US N 2 2044-02-01 Fixed 4.65800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RJ9 8262400.00000000 PA USD 10684316.00000000 0.219575723514 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAH1 375000.00000000 PA USD 515460.00000000 0.010593331612 Long DBT CORP US N 2 2044-05-06 Fixed 4.40000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AM9 150000.00000000 PA USD 162515.70000000 0.003339895825 Long DBT CORP US N 2 2024-08-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31418DEU2 525471.42000000 PA USD 560286.79000000 0.011514576814 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132FEAT8 222562.97000000 PA USD 235881.52000000 0.004847652897 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QRZ6 1798792.54000000 PA USD 1923488.26000000 0.039530029471 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 57385LAA6 100000.00000000 PA USD 108250.00000000 0.002224669512 Long DBT CORP BM N 2 2023-06-22 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 3138EQQU9 140559.30000000 PA USD 146725.92000000 0.003015396590 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CSJ4 20686.27000000 PA USD 23237.59000000 0.000477560813 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AC1 132000.00000000 PA USD 146495.84000000 0.003010668166 Long DBT CORP US N 2 2024-12-01 Fixed 4.15000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JX0 500000.00000000 PA USD 517736.50000000 0.010640116463 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BMTX4 125000.00000000 PA USD 139365.00000000 0.002864120708 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 3.15100000 N N N N N N Fannie Mae Pool N/A 3138LTJV1 132304.38000000 PA USD 145286.56000000 0.002985815987 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDV1 420000.00000000 PA USD 541923.06000000 0.011137179767 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AT3 100000.00000000 PA USD 118212.70000000 0.002429415147 Long DBT CORP US N 2 2030-05-01 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 36202FUE4 78413.45000000 PA USD 86818.06000000 0.001784217009 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.00000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBF2 100000.00000000 PA USD 101838.30000000 0.002092901258 Long DBT CORP US N 2 2025-07-15 Fixed 1.25000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AB2 100000.00000000 PA USD 112899.20000000 0.002320216242 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N MUFG Americas Holdings Corp 5493004K1ECE43Q0BX47 908906AC4 475000.00000000 PA USD 496528.90000000 0.010204274420 Long DBT CORP US N 2 2022-06-18 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138A2WW5 463398.73000000 PA USD 509257.32000000 0.010465858974 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CPM0 365288.25000000 PA USD 389706.60000000 0.008008945884 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138XUTV4 242412.53000000 PA USD 266038.56000000 0.005467416846 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 98971DAB6 250000.00000000 PA USD 263031.00000000 0.005405607821 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AK7 90000.00000000 PA USD 109746.81000000 0.002255430783 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36201SF87 9091.20000000 PA USD 9789.87000000 0.000201193767 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NJB5 82928.86000000 PA USD 90159.47000000 0.001852887059 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4.00000000 N N N N N N National Australia Bank Ltd/New York 549300E2IPL06NDXMZ63 63254AAE8 250000.00000000 PA USD 263371.25000000 0.005412600373 Long DBT CORP AU N 2 2023-01-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVG5 367921.28000000 PA USD 386099.94000000 0.007934824622 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae-Aces N/A 3136AXVB8 110000.00000000 PA USD 116825.50000000 0.002400906495 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 2.64050000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BE9 50000.00000000 PA USD 54745.55000000 0.001125087815 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31388WNZ5 9174.67000000 PA USD 10827.02000000 0.000222508464 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAY9 75000.00000000 PA USD 90384.38000000 0.001857509234 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DN8 175000.00000000 PA USD 210370.65000000 0.004323373408 Long DBT CORP US N 2 2050-01-15 Fixed 3.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 600000.00000000 PA USD 635964.60000000 0.013069848100 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 31292GW36 2615.84000000 PA USD 2916.96000000 0.000059947085 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 7.00000000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241AF5 150000.00000000 PA USD 210004.65000000 0.004315851661 Long DBT CORP MX N 2 2043-11-26 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31418DC67 580811.51000000 PA USD 614245.69000000 0.012623498013 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBH6 50000.00000000 PA USD 58383.80000000 0.001199858290 Long DBT CORP US N 2 2028-11-15 Fixed 3.70000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BF1 250000.00000000 PA USD 317619.75000000 0.006527473205 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N Mexico Government International Bond N/A 91087BAL4 800000.00000000 PA USD 997640.00000000 0.020502718639 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZY9 27654.65000000 PA USD 29724.17000000 0.000610867942 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFE98 275000.00000000 PA USD 301642.00000000 0.006199110957 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.17100000 N N N N N N Ginnie Mae II Pool N/A 36241LWA0 20734.31000000 PA USD 23433.27000000 0.000481582275 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.00000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 395000.00000000 PA USD 413094.95000000 0.008489604999 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CL2 125000.00000000 PA USD 129465.13000000 0.002660666306 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YBA2 200000.00000000 PA USD 206253.80000000 0.004238767120 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAU5 12115000.00000000 PA USD 12012779.69000000 0.246877272429 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAY0 50000.00000000 PA USD 54373.70000000 0.001117445844 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138EKFA8 96575.14000000 PA USD 104879.91000000 0.002155410053 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAK5 25000.00000000 PA USD 26373.80000000 0.000542013753 Long DBT CORP US N 2 2023-06-01 Fixed 3.12500000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BP8 475000.00000000 PA USD 514796.45000000 0.010579694851 Long DBT CORP DE N 2 2025-06-10 Fixed 2.37500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 320000.00000000 PA USD 362475.84000000 0.007449320557 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 N/A 07332VBE4 100000.00000000 PA USD 112591.00000000 0.002313882356 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.89800000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFC3 250000.00000000 PA USD 270242.50000000 0.005553812940 Long DBT NUSS CA N 2 2024-01-29 Fixed 3.05000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 73000.00000000 PA USD 101222.90000000 0.002080254038 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 312943DH3 31029.98000000 PA USD 33792.19000000 0.000694470714 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857LAR9 400000.00000000 PA USD 496019.60000000 0.010193807684 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AK5 200000.00000000 PA USD 214065.00000000 0.004399296806 Long DBT CORP US N 2 2030-04-30 Fixed 2.65000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_17-A6 N/A 14041NFQ9 225000.00000000 PA USD 232908.32000000 0.004786550011 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 2.29000000 N N N N N N Fannie Mae Pool N/A 31401JRX8 70065.05000000 PA USD 82054.17000000 0.001686313260 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Mexico Government International Bond N/A 91087BAE0 675000.00000000 PA USD 760424.63000000 0.015627653497 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Johns Hopkins University 549300Z1XKWYKTIOM958 478115AB4 75000.00000000 PA USD 99514.35000000 0.002045141252 Long DBT CORP US N 2 2053-07-01 Fixed 4.08300000 N N N N N N Ginnie Mae II Pool N/A 36179TV77 1532989.51000000 PA USD 1660068.67000000 0.034116435652 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Bancolombia SA 54930052NWJRPNMP1W58 05968LAM4 200000.00000000 PA USD 208000.00000000 0.004274653659 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BX6 600000.00000000 PA USD 614734.80000000 0.012633549820 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36224J3Z3 173.04000000 PA USD 178.89000000 0.000003676407 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CZ8 100000.00000000 PA USD 116343.00000000 0.002390990532 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAJ5 128000.00000000 PA USD 165915.26000000 0.003409760929 Long DBT CORP US N 2 2049-03-01 Fixed 3.95000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AH8 450000.00000000 PA USD 473489.55000000 0.009730787681 Long DBT CORP US N 2 2023-06-01 Fixed 2.87500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAH3 275000.00000000 PA USD 316312.98000000 0.006500617488 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N Freddie Mac Gold Pool N/A 3128M5R85 6811.98000000 PA USD 7829.92000000 0.000160914404 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FZ4 600000.00000000 PA USD 727865.40000000 0.014958521614 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAN1 100000.00000000 PA USD 112889.60000000 0.002320018950 Long DBT CORP US N 2 2027-03-15 Fixed 3.20000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAR6 740000.00000000 PA USD 803749.52000000 0.016518032822 Long DBT CORP US N 2 2025-02-10 Fixed 2.75000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAF0 225000.00000000 PA USD 235224.90000000 0.004834158555 Long DBT CORP US N 2 2022-11-15 Fixed 3.25000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBC5 100000.00000000 PA USD 111373.70000000 0.002288865357 Long DBT CORP US N 2 2026-02-28 Fixed 2.95000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AV0 500000.00000000 PA USD 496895.50000000 0.010211808497 Long DBT CORP GB N 2 2026-04-08 Fixed 0.70000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BL1 48000.00000000 PA USD 50285.23000000 0.001033422800 Long DBT CORP US N 2 2023-02-15 Fixed 2.90300000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAJ4 250000.00000000 PA USD 341664.50000000 0.007021622140 Long DBT CORP GB N 2 2045-08-17 Fixed 5.25000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAX8 100000.00000000 PA USD 104261.90000000 0.002142709194 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ90 500000.00000000 PA USD 500031.50000000 0.010276257122 Long DBT CORP US N 2 2023-08-11 Fixed 0.35000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BF1 350000.00000000 PA USD 431938.85000000 0.008876870124 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167AU7 100000.00000000 PA USD 131977.00000000 0.002712288298 Long DBT CORP N/A N 2 2027-08-15 Fixed 6.22000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BKRH5 63701.45000000 PA USD 66582.67000000 0.001368355067 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.82700000 N N N N N N Ginnie Mae I Pool N/A 36210KJT3 5091.19000000 PA USD 5429.72000000 0.000111587367 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAL8 250000.00000000 PA USD 265923.25000000 0.005465047085 Long DBT CORP US N 2 2031-01-15 Fixed 2.75000000 N N N N N N Morgan Stanley Capital I Trust 2020-L4 N/A 61770KBA2 25000.00000000 PA USD 27105.75000000 0.000557056218 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.88000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804GC2 210000.00000000 PA USD 244388.55000000 0.005022482738 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAF0 100000.00000000 PA USD 110526.00000000 0.002271444088 Long DBT CORP US N 2 2029-10-30 Fixed 3.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAX0 250000.00000000 PA USD 282042.25000000 0.005796312193 Long DBT CORP FR N 2 2026-12-02 Fixed 3.37500000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BE7 30000.00000000 PA USD 30752.07000000 0.000631992541 Long DBT CORP US N 2 2030-06-01 Fixed 1.70000000 N N N N N N Fannie Mae Pool N/A 31419KVB8 25438.18000000 PA USD 26589.45000000 0.000546445623 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDS8 500000.00000000 PA USD 670209.50000000 0.013773622557 Long DBT CORP US N 2 2047-03-01 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 3138MRLL3 155880.47000000 PA USD 169481.51000000 0.003483051716 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EEA3 400000.00000000 PA USD 409686.80000000 0.008419563360 Long DBT CORP N/A N 2 2022-09-16 Fixed 1.62500000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAY9 115000.00000000 PA USD 121612.50000000 0.002499285183 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCN9 475000.00000000 PA USD 719228.85000000 0.014781029979 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BV5 400000.00000000 PA USD 414894.40000000 0.008526585891 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459056HV2 695000.00000000 PA USD 725033.04000000 0.014900313162 Long DBT CORP N/A N 2 2024-08-28 Fixed 1.50000000 N N N N N N Connecticut Light and Power Co/The 549300O45IUXEDS1VZ32 207597EF8 125000.00000000 PA USD 129839.75000000 0.002668365204 Long DBT CORP US N 2 2023-01-15 Fixed 2.50000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AF7 300000.00000000 PA USD 353648.10000000 0.007267899735 Long DBT CORP US N 2 2024-02-01 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31418BL79 67832.42000000 PA USD 71542.86000000 0.001470293020 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAM0 400000.00000000 PA USD 410965.60000000 0.008445844259 Long DBT CORP US N 2 2022-05-17 Fixed 2.40000000 N N N N N N Benchmark 2018-B8 Mortgage Trust N/A 08162UAW0 125000.00000000 PA USD 149963.75000000 0.003081937945 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.23170000 N N N N N N Husky Energy Inc N/A 448055AK9 150000.00000000 PA USD 160309.95000000 0.003294564973 Long DBT CORP CA N 2 2024-04-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GPR1 235.81000000 PA USD 258.31000000 0.000005308585 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QCQ74 400173.72000000 PA USD 420079.52000000 0.008633146430 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FH5 75000.00000000 PA USD 93469.95000000 0.001920921460 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 71951QAA0 100000.00000000 PA USD 110047.00000000 0.002261600054 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAK4 382000.00000000 PA USD 448468.00000000 0.009216564314 Long DBT CORP US N 2 2024-11-01 Fixed 5.40000000 N N N N N N Ginnie Mae I Pool N/A 36212PZU9 954.79000000 PA USD 1001.80000000 0.000020588211 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BV5 350000.00000000 PA USD 446246.15000000 0.009170902587 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAP5 125000.00000000 PA USD 135109.00000000 0.002776654717 Long DBT CORP US N 2 2029-12-01 Fixed 2.37500000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CH7 125000.00000000 PA USD 160394.00000000 0.003296292303 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AN9 125000.00000000 PA USD 154993.25000000 0.003185300304 Long DBT CORP US N 2 2030-07-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31368HMT7 55543.05000000 PA USD 65139.05000000 0.001338686915 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CY1 100000.00000000 PA USD 120250.30000000 0.002471290312 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS35 258555.84000000 PA USD 276204.27000000 0.005676334584 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CB7 385000.00000000 PA USD 559117.41000000 0.011490544629 Long DBT CORP US N 2 2035-09-01 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBL9 2000000.00000000 PA USD 2136642.00000000 0.043910598773 Long DBT CORP US N 2 2031-04-22 Variable 2.52200000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDD1 150000.00000000 PA USD 155617.20000000 0.003198123237 Long DBT CORP US N 2 2022-10-15 Fixed 2.37500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBL3 350000.00000000 PA USD 406713.65000000 0.008358461502 Long DBT CORP US N 2 2030-04-06 Fixed 3.63300000 N N N N N N Fannie Mae Pool N/A 3140QECS9 170901.54000000 PA USD 192498.03000000 0.003956069271 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.50000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEL0 75000.00000000 PA USD 77778.75000000 0.001598448165 Long DBT CORP US N 2 2022-11-15 Fixed 2.25000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBB2 100000.00000000 PA USD 112420.00000000 0.002310368098 Long DBT CORP MX N 2 2026-01-30 Fixed 4.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FNAE0 275000.00000000 PA USD 310161.50000000 0.006374197072 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.78500000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CN1 150000.00000000 PA USD 175191.90000000 0.003600407194 Long DBT CORP US N 2 2025-11-30 Fixed 4.55000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AR7 50000.00000000 PA USD 54979.35000000 0.001129892690 Long DBT CORP US N 2 2024-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BE0 160258.51000000 PA USD 172166.81000000 0.003538237906 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 50000.00000000 PA USD 63085.45000000 0.001296482931 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31418AHJ0 131602.84000000 PA USD 140713.55000000 0.002891835055 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AU5 100000.00000000 PA USD 134000.00000000 0.002753863415 Long DBT CORP US N 2 2067-05-15 Variable 6.50000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AJ9 100000.00000000 PA USD 94894.30000000 0.001950193590 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418NXW5 157309.25000000 PA USD 174984.09000000 0.003596136445 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GN7 150000.00000000 PA USD 168682.95000000 0.003466640334 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FJ3 188000.00000000 PA USD 233849.25000000 0.004805887270 Long DBT CORP US N 2 2040-03-25 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 31335AHP6 589608.98000000 PA USD 646233.14000000 0.013280879119 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417DK93 84876.39000000 PA USD 90377.96000000 0.001857377295 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129343B6 167797.88000000 PA USD 190260.41000000 0.003910083451 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418DGL0 1482246.39000000 PA USD 1553764.48000000 0.031931754907 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAQ5 175000.00000000 PA USD 234697.23000000 0.004823314293 Long DBT CORP NO N 2 2043-11-08 Fixed 4.80000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AK2 350000.00000000 PA USD 384099.10000000 0.007893704920 Long DBT CORP US N 2 2027-10-15 Fixed 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHK1 480000.00000000 PA USD 594936.48000000 0.012226670199 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097AZ4 100000.00000000 PA USD 114076.50000000 0.002344411193 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAG1 100000.00000000 PA USD 115864.60000000 0.002381158828 Long DBT CORP US N 2 2050-05-15 Fixed 3.62500000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BB5 175000.00000000 PA USD 191801.05000000 0.003941745482 Long DBT CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N Freddie Mac Pool N/A 3132DWAV5 2043431.00000000 PA USD 2065365.80000000 0.042445785940 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAG1 187000.00000000 PA USD 208049.09000000 0.004275662519 Long DBT CORP US N 2 2024-10-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WFZB5 282048.71000000 PA USD 303709.49000000 0.006241600398 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Dallas Fort Worth International Airport N/A 2350364X5 75000.00000000 PA USD 80214.75000000 0.001648510935 Long DBT MUN US N 2 2045-11-01 Fixed 3.14400000 N N N N N N Fannie Mae Pool N/A 3140JHY23 278892.92000000 PA USD 304145.92000000 0.006250569567 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AJ4 75000.00000000 PA USD 81759.53000000 0.001680258048 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-2 N/A 02582JHU7 250000.00000000 PA USD 265108.60000000 0.005448305034 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 3.01000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AFW94 535000.00000000 PA USD 572806.85000000 0.011771879315 Long DBT USGSE US N 2 2024-02-13 Fixed 2.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DR5 300000.00000000 PA USD 349698.90000000 0.007186738859 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 N/A 61762TAE6 40000.00000000 PA USD 43195.60000000 0.000887722257 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.29730000 N N N N N N Freddie Mac Gold Pool N/A 31283HWN1 14592.32000000 PA USD 16871.69000000 0.000346733804 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CV1 675000.00000000 PA USD 722821.73000000 0.014854868045 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BH3 564272.72000000 PA USD 606229.73000000 0.012458760259 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AY8 182000.00000000 PA USD 219203.71000000 0.004504903563 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AM8 150000.00000000 PA USD 170879.25000000 0.003511776977 Long DBT CORP US N 2 2047-10-03 Fixed 4.20000000 N N N N N N Los Angeles County Public Works Financing Authority N/A 54473ENS9 50000.00000000 PA USD 84902.00000000 0.001744839639 Long DBT MUN US N 2 2040-08-01 Fixed 7.61800000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUS0 373468.34000000 PA USD 395339.62000000 0.008124711314 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT71 3765.42000000 PA USD 4143.96000000 0.000085163431 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCA9 500000.00000000 PA USD 504304.00000000 0.010364062207 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36200NYP0 24873.92000000 PA USD 28168.93000000 0.000578905864 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAV9 105000.00000000 PA USD 111893.15000000 0.002299540688 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBQ1 300000.00000000 PA USD 359007.90000000 0.007378050161 Long DBT CORP US N 2 2042-09-15 Fixed 4.05000000 N N N N N N Fannie Mae-Aces N/A 3136AUZC8 75000.00000000 PA USD 81513.00000000 0.001675191556 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 2.56560000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCA7 40000.00000000 PA USD 41668.04000000 0.000856329036 Long DBT CORP US N 2 2022-11-16 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3138EMUK5 57188.84000000 PA USD 64840.93000000 0.001332560186 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAE6 825000.00000000 PA USD 925978.35000000 0.019029984339 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V59 476000.00000000 PA USD 488853.90000000 0.010046543811 Long DBT USGSE US N 2 2022-04-12 Fixed 2.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FGZT5 25000.00000000 PA USD 30007.75000000 0.000616695857 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.92600000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BS2 375000.00000000 PA USD 456145.50000000 0.009374346302 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285T3 9165000.00000000 PA USD 10191765.95000000 0.209453219313 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36207N6Q2 783.56000000 PA USD 895.69000000 0.000018407521 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FGD2 409856.99000000 PA USD 450418.20000000 0.009256643303 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAQ2 25000.00000000 PA USD 28250.13000000 0.000580574623 Long DBT CORP US N 2 2026-07-15 Fixed 3.25000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 683234AR9 500000.00000000 PA USD 493524.50000000 0.010142530336 Long DBT NUSS CA N 2 2030-10-07 Fixed 1.12500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CH0 220000.00000000 PA USD 237090.70000000 0.004872503021 Long DBT CORP US N 2 2024-05-01 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31283HKM6 2934.37000000 PA USD 3270.34000000 0.000067209475 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWN9 443702.06000000 PA USD 468948.17000000 0.009637456784 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBC9 200000.00000000 PA USD 213889.40000000 0.004395688011 Long DBT CORP US N 2 2024-11-18 Fixed 2.62500000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AT4 25000.00000000 PA USD 26093.45000000 0.000536252218 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3140QCKG0 302435.83000000 PA USD 320820.93000000 0.006593261358 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ES3 560000.00000000 PA USD 635309.36000000 0.013056382119 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138WCAD5 123117.14000000 PA USD 135587.85000000 0.002786495669 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAQ8 250000.00000000 PA USD 255628.75000000 0.005253482556 Long DBT CORP US N 2 2022-02-10 Fixed 2.35000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EL3 150000.00000000 PA USD 168063.75000000 0.003453915019 Long DBT CORP AU N 2 2030-01-16 Fixed 2.65000000 N N N N N N Total Capital SA 529900QI55ZLJVCMPA71 89152UAH5 100000.00000000 PA USD 118250.00000000 0.002430181707 Long DBT CORP FR N 2 2028-10-11 Fixed 3.88300000 N N N N N N Ginnie Mae I Pool N/A 36206JB52 1110.18000000 PA USD 1229.48000000 0.000025267313 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G03U5 1000000.00000000 PA USD 1010767.00000000 0.020772494498 Long DBT USGSE US N 2 2025-04-22 Fixed 0.62500000 N N N N N N Fannie Mae Pool N/A 3140X8P68 114440.46000000 PA USD 121224.14000000 0.002491303912 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DU4 800000.00000000 PA USD 831703.20000000 0.017092515036 Long DBT CORP US N 2 2022-12-15 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BL4 154197.39000000 PA USD 163694.59000000 0.003364123452 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.00000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DF1 300000.00000000 PA USD 316271.40000000 0.006499762968 Long DBT CORP US N 2 2051-01-15 Variable 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NTS0 14773.24000000 PA USD 16758.78000000 0.000344413366 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Bank 2019-BNK19 N/A 06540WBD4 275000.00000000 PA USD 310904.00000000 0.006389456353 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.18300000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBQ0 400000.00000000 PA USD 453444.00000000 0.009318827183 Long DBT CORP US N 2 2025-11-13 Fixed 3.60000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAM2 25000.00000000 PA USD 32601.88000000 0.000670008392 Long DBT CORP US N 2 2045-12-01 Fixed 4.25000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DP3 100000.00000000 PA USD 104591.70000000 0.002149486986 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167CX9 600000.00000000 PA USD 611356.80000000 0.012564127800 Long DBT CORP N/A N 2 2022-02-18 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GZZ2 2790.94000000 PA USD 3255.36000000 0.000066901617 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WJN53 2313049.59000000 PA USD 2415200.34000000 0.049635312367 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAL8 285000.00000000 PA USD 301823.84000000 0.006202847991 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BB6 75000.00000000 PA USD 80250.00000000 0.001649235366 Long DBT CORP US N 2 2053-08-15 Variable 5.75000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AP5 350000.00000000 PA USD 457626.05000000 0.009404773410 Long DBT CORP US N 2 2058-04-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138M5LM9 165963.86000000 PA USD 180361.89000000 0.003706656794 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Trane Technologies Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AE8 75000.00000000 PA USD 84627.53000000 0.001739198946 Long DBT CORP LU N 2 2026-03-21 Fixed 3.50000000 N N N N N N State of Utah N/A 917542QR6 40000.00000000 PA USD 43240.40000000 0.000888642952 Long DBT MUN US N 2 2024-07-01 Fixed 4.55400000 N N N N N N Freddie Mac Pool N/A 3132A5J71 516450.95000000 PA USD 560029.75000000 0.011509294328 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CM8 1100000.00000000 PA USD 1176544.60000000 0.024179426347 Long DBT CORP N/A N 2 2025-01-15 Fixed 2.12500000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AB0 150000.00000000 PA USD 151660.50000000 0.003116808227 Long DBT MUN US N 2 2021-07-01 Fixed 2.63800000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C18 N/A 46641JBB1 30000.00000000 PA USD 31775.70000000 0.000653029386 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.97050000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BN5 100000.00000000 PA USD 113203.80000000 0.002326476144 Long DBT CORP US N 2 2027-11-15 Fixed 3.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAN1 200000.00000000 PA USD 226229.80000000 0.004649298281 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36179SQW0 283991.61000000 PA USD 303079.99000000 0.006228663405 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBA4 425000.00000000 PA USD 513897.68000000 0.010561224031 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBA8 325000.00000000 PA USD 397870.20000000 0.008176717819 Long DBT CORP US Y 2 2029-10-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31417YXZ5 110335.29000000 PA USD 120209.61000000 0.002470454083 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AA9 75000.00000000 PA USD 103973.55000000 0.002136783250 Long DBT CORP US N 2 2040-09-01 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7QX4 53853.12000000 PA USD 60179.85000000 0.001236769307 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Brookfield Finance Inc N/A 11271LAA0 50000.00000000 PA USD 58029.05000000 0.001192567744 Long DBT CORP CA N 2 2026-06-02 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYG9 642790.51000000 PA USD 679869.94000000 0.013972156380 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418DL34 36602.26000000 PA USD 40105.52000000 0.000824217345 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JY85 1668.77000000 PA USD 1907.54000000 0.000039202273 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140X8RX7 719762.60000000 PA USD 762430.56000000 0.015668877805 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CA2 925000.00000000 PA USD 999008.33000000 0.020530839490 Long DBT CORP N/A N 2 2023-11-23 Fixed 3.75000000 N N N N N N Fannie Mae-Aces N/A 3136B3XY1 200000.00000000 PA USD 235576.00000000 0.004841374089 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.67300000 N N N N N N Freddie Mac Pool N/A 3132DVK46 1119861.00000000 PA USD 1226317.90000000 0.025202328361 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293TFD4 1611.80000000 PA USD 1779.40000000 0.000036568840 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 575000.00000000 PA USD 703432.58000000 0.014456397367 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HMN7 362000.00000000 PA USD 408385.96000000 0.008392829512 Long DBT CORP US N 2 2025-07-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31371LFX2 37803.09000000 PA USD 43554.70000000 0.000895102200 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 6500358W1 100000.00000000 PA USD 114877.00000000 0.002360862444 Long DBT MUN US N 2 2033-03-15 Fixed 3.90000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AG0 50000.00000000 PA USD 64418.15000000 0.001323871541 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAQ1 525000.00000000 PA USD 559473.60000000 0.011497864768 Long DBT CORP US N 2 2027-02-14 Fixed 2.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EP4 200000.00000000 PA USD 212879.80000000 0.004374939500 Long DBT CORP N/A N 2 2029-09-19 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QC5 2515500.00000000 PA USD 3843998.44000000 0.078998855767 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAN1 1631000.00000000 PA USD 1631000.00000000 0.033519039033 Long DBT UST US N 2 2022-09-30 Fixed 0.12500000 N N N N N N Fannie Mae Pool N/A 31403YX81 14460.57000000 PA USD 16885.44000000 0.000347016384 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAF1 100000.00000000 PA USD 113356.10000000 0.002329606094 Long DBT CORP US N 2 2027-07-01 Fixed 3.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 325000.00000000 PA USD 383500.00000000 0.007881392685 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAV0 125000.00000000 PA USD 131553.38000000 0.002703582390 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Canada Government International Bond N/A 135087J70 250000.00000000 PA USD 256456.25000000 0.005270488690 Long DBT NUSS CA N 2 2022-01-25 Fixed 2.62500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 450000.00000000 PA USD 618545.70000000 0.012711868462 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAH3 250000.00000000 PA USD 348032.75000000 0.007152497444 Long DBT CORP US N 2 2041-01-15 Fixed 5.85000000 N N N N N N Ginnie Mae II Pool N/A 36179VDN7 1499096.36000000 PA USD 1572422.86000000 0.032315207370 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPJ6 175000.00000000 PA USD 177662.63000000 0.003651183709 Long DBT CORP US N 2 2022-01-21 Fixed 1.80000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AQ6 200000.00000000 PA USD 237028.00000000 0.004871214459 Long DBT CORP NL N 2 2029-04-09 Fixed 4.05000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BM5 100000.00000000 PA USD 126979.10000000 0.002609575358 Long DBT CORP US N 2 2040-08-15 Fixed 4.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 50000.00000000 PA USD 55036.70000000 0.001131071303 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAQ8 325000.00000000 PA USD 358201.35000000 0.007361474575 Long DBT CORP US N 2 2027-09-01 Fixed 2.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FF0 1655000.00000000 PA USD 2227526.56000000 0.045778387316 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 300000.00000000 PA USD 364125.00000000 0.007483212806 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSM9 1397.90000000 PA USD 1584.82000000 0.000032569983 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.50000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AS9 150000.00000000 PA USD 165915.90000000 0.003409774082 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AL4 150000.00000000 PA USD 164545.20000000 0.003381604525 Long DBT CORP US N 2 2026-11-15 Fixed 3.45000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BU1 250000.00000000 PA USD 404101.75000000 0.008304783771 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N Mexico Government International Bond N/A 91087BAH3 700000.00000000 PA USD 757577.80000000 0.015569147669 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418B6H4 177648.46000000 PA USD 188944.77000000 0.003883045445 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0EL9 350000.00000000 PA USD 398465.90000000 0.008188960181 Long DBT CORP US N 2 2027-05-03 Fixed 3.30000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 300000.00000000 PA USD 345880.80000000 0.007108272247 Long DBT CORP US N 2 2030-05-06 Variable 3.70200000 N N N N N N Philippine Government International Bond N/A 718286CB1 350000.00000000 PA USD 407425.90000000 0.008373099108 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C29 549300NYO16WLNMVJJ46 94989KAV5 175000.00000000 PA USD 195438.25000000 0.004016494377 Long ABS-MBS CORP US N 2 2048-06-15 Fixed 3.63700000 N N N N N N Ginnie Mae II Pool N/A 36179MX47 562439.82000000 PA USD 610293.89000000 0.012542283703 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Time Warner Entertainment Co LP N/A 88731EAJ9 200000.00000000 PA USD 309083.40000000 0.006352040802 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EQ7 265000.00000000 PA USD 283259.83000000 0.005821334946 Long DBT CORP US N 2 2025-03-19 Fixed 2.25000000 N N N N N N DBJPM 17-C6 Mortgage Trust N/A 23312JAF0 100000.00000000 PA USD 112544.00000000 0.002312916449 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.32800000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BK8 280000.00000000 PA USD 338958.76000000 0.006966015884 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BR0 100000.00000000 PA USD 123765.70000000 0.002543536069 Long DBT CORP US N 2 2030-03-30 Fixed 4.75000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAW5 300000.00000000 PA USD 395525.10000000 0.008128523154 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC21 N/A 17322MAW6 50000.00000000 PA USD 54665.50000000 0.001123442690 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.85500000 N N N N N N Fannie Mae Pool N/A 3138WGGZ1 87256.97000000 PA USD 93818.82000000 0.001928091164 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 71429MAB1 225000.00000000 PA USD 254198.70000000 0.005224093284 Long DBT CORP IE N 2 2026-03-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3138EP4B7 132396.43000000 PA USD 147418.20000000 0.003029623789 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Republic of Poland Government International Bond N/A 731011AT9 325000.00000000 PA USD 342477.85000000 0.007038337475 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BL5 75000.00000000 PA USD 109320.23000000 0.002246664044 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158BC9 200000.00000000 PA USD 212549.00000000 0.004368141157 Long DBT CORP US N 2 2030-05-15 Fixed 2.05000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CC4 200000.00000000 PA USD 209809.20000000 0.004311834926 Long DBT CORP NL N 2 2024-11-07 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140X5H48 361988.45000000 PA USD 379061.60000000 0.007790178152 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBK0 345000.00000000 PA USD 413142.68000000 0.008490585908 Long DBT CORP GB N 2 2030-06-20 Variable 5.08800000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPU1 139027.75000000 PA USD 145898.42000000 0.002998390456 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CGR9 588061.24000000 PA USD 634988.70000000 0.013049792165 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AM5 200000.00000000 PA USD 242839.40000000 0.004990645817 Long DBT CORP NL N 2 2028-10-02 Fixed 4.55000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 250000.00000000 PA USD 282519.25000000 0.005806115124 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEX3 2000000.00000000 PA USD 1994646.00000000 0.040992407806 Long DBT USGSE US N 2 2025-09-23 Fixed 0.37500000 N N N N N N Fannie Mae Pool N/A 31418CGV0 126409.39000000 PA USD 133178.79000000 0.002736986548 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 350000.00000000 PA USD 433629.00000000 0.008911604768 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZN3 910000.00000000 PA USD 907298.39000000 0.018646088381 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030611 242000.00000000 PA USD 253532.80000000 0.005210408227 Long ABS-MBS USGSE US N 2 2021-01-14 Fixed 3.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BC5 200000.00000000 PA USD 219216.80000000 0.004505172578 Long DBT CORP US N 2 2024-02-15 Fixed 3.75000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BV7 255000.00000000 PA USD 361645.85000000 0.007432263251 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CD5 200000.00000000 PA USD 209860.20000000 0.004312883038 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3138X3XU1 271912.92000000 PA USD 299070.44000000 0.006146262263 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBB4 250000.00000000 PA USD 304421.50000000 0.006256233072 Long DBT CORP US N 2 2035-03-01 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCRX5 930617.56000000 PA USD 1035202.41000000 0.021274671973 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N CBRE Services Inc 549300CTE3HOMEUMM603 12505BAD2 125000.00000000 PA USD 147500.00000000 0.003031304878 Long DBT CORP US N 2 2026-03-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31418C4F8 497101.67000000 PA USD 533634.52000000 0.010966840162 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBF1 400000.00000000 PA USD 507713.60000000 0.010434133645 Long DBT CORP US N 2 2049-06-15 Fixed 4.20000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFD1 250000.00000000 PA USD 302465.75000000 0.006216040024 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N PENDING N/A 14042WAD2 35000.00000000 PA USD 36474.36000000 0.000749592579 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 2.56000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BDCV6 28077.56000000 PA USD 28876.37000000 0.000593444618 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 2.68300000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AJ0 100000.00000000 PA USD 139335.10000000 0.002863506226 Long DBT CORP US N 2 2048-11-15 Fixed 4.85000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BGJZ3 27141.40000000 PA USD 27917.37000000 0.000573735999 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.53200000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BK4 50000.00000000 PA USD 52432.60000000 0.001077553872 Long DBT CORP US N 2 2023-03-01 Fixed 3.30000000 N N N N N N Korea International Bond N/A 50064FAN4 125000.00000000 PA USD 166207.25000000 0.003415761680 Long DBT NUSS KR N 2 2048-09-20 Fixed 3.87500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAN1 175000.00000000 PA USD 234945.90000000 0.004828424765 Long DBT CORP US N 2 2043-03-15 Fixed 4.45000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GT2 675000.00000000 PA USD 721952.33000000 0.014837000815 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 1120000.00000000 PA USD 1304047.36000000 0.026799763557 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AK0 500000.00000000 PA USD 609696.00000000 0.012529996335 Long DBT CORP US N 2 2034-11-15 Fixed 4.65000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3 N/A 362569AD7 25000.00000000 PA USD 25095.43000000 0.000515741690 Long ABS-CBDO CORP US N 2 2024-10-21 Fixed 0.51000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7SE4 72216.50000000 PA USD 77371.15000000 0.001590071488 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N American Airlines 2016-1 Class AA Pass Through Trust N/A 02376UAA3 121405.50000000 PA USD 119134.12000000 0.002448351452 Long DBT CORP US N 2 2029-07-15 Fixed 3.57500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769GQ1 150000.00000000 PA USD 160331.25000000 0.003295002714 Long DBT CORP DE N 2 2025-05-02 Fixed 2.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBJ8 230000.00000000 PA USD 252951.01000000 0.005198451733 Long DBT CORP US N 2 2025-04-06 Fixed 3.19400000 N N N N N N Fannie Mae Pool N/A 31371GVN7 2087.07000000 PA USD 2393.34000000 0.000049186055 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAU4 75000.00000000 PA USD 84425.03000000 0.001735037324 Long DBT CORP US N 2 2026-12-01 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31416WX80 285946.17000000 PA USD 302224.14000000 0.006211074644 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AM2 404000.00000000 PA USD 422991.23000000 0.008692985621 Long DBT CORP US N 2 2022-12-15 Fixed 2.70000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBD2 200000.00000000 PA USD 266881.40000000 0.005484738236 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N Indonesia Government International Bond N/A 455780CN4 200000.00000000 PA USD 218765.80000000 0.004495903978 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCZ0 190000.00000000 PA USD 242175.71000000 0.004977006178 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Ginnie Mae II Pool N/A 36202FGE0 91958.81000000 PA USD 103740.22000000 0.002131988034 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADAP7 24984.58000000 PA USD 27833.91000000 0.000572020794 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Delmarva Power & Light Co NJ98T8DDD027ZFXUDB24 247109BT7 100000.00000000 PA USD 124237.50000000 0.002553232134 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829AZ0 75000.00000000 PA USD 84050.33000000 0.001727336782 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 400000.00000000 PA USD 424500.00000000 0.008723992685 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAE2 70000.00000000 PA USD 75619.04000000 0.001554063490 Long DBT CORP US N 2 2026-02-01 Fixed 4.25000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3 N/A 80285WAE7 25000.00000000 PA USD 25008.02000000 0.000513945308 Long ABS-CBDO CORP US N 2 2025-03-17 Fixed 0.69000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AL5 375000.00000000 PA USD 401235.75000000 0.008245883976 Long DBT CORP US N 2 2030-03-15 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 3138WHXU1 154695.66000000 PA USD 163346.58000000 0.003356971423 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAX7 200000.00000000 PA USD 210243.60000000 0.004320762375 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762EAF9 400000.00000000 PA USD 427933.60000000 0.008794557352 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Ginnie Mae II Pool N/A 36179TQQ1 471652.17000000 PA USD 505761.16000000 0.010394008622 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371KQ87 10120.45000000 PA USD 11831.36000000 0.000243148876 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBG8 425000.00000000 PA USD 502629.23000000 0.010329643641 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAP1 250000.00000000 PA USD 284708.25000000 0.005851101744 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N DBJPM 16-C1 Mortgage Trust N/A 23312LAS7 75000.00000000 PA USD 83146.50000000 0.001708761973 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N Freddie Mac Non Gold Pool N/A 31300L6M2 8229.84000000 PA USD 8354.52000000 0.000171695574 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 3.79000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AK4 450000.00000000 PA USD 497637.90000000 0.010227065723 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N Chile Government International Bond N/A 168863DL9 675000.00000000 PA USD 771981.98000000 0.015865171134 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WERV3 63614.54000000 PA USD 68024.19000000 0.001397980061 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31368HKN2 3891.26000000 PA USD 4459.03000000 0.000091638504 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AT5 275000.00000000 PA USD 282198.40000000 0.005799521266 Long DBT CORP US N 2 2022-08-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138EBRE7 152232.97000000 PA USD 159706.47000000 0.003282162723 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AG1 50000.00000000 PA USD 66154.45000000 0.001359554624 Long DBT CORP US N 2 2039-11-01 Fixed 5.95000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAN8 175000.00000000 PA USD 196588.00000000 0.004040123142 Long DBT CORP US N 2 2027-05-17 Fixed 3.10000000 N N N N N N Ginnie Mae II Pool N/A 36179VSG6 6193839.26000000 PA USD 6561984.34000000 0.134856780644 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Fannie Mae-Aces N/A 3136AH2E9 274505.64000000 PA USD 289534.82000000 0.005950293643 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.22840000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAY5 400000.00000000 PA USD 515022.80000000 0.010584346619 Long DBT CORP CA N 2 2048-05-15 Fixed 4.87500000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C N/A 65479JAD5 150000.00000000 PA USD 153157.47000000 0.003147572786 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N Fannie Mae Pool N/A 3138Y3Z87 241560.79000000 PA USD 263515.67000000 0.005415568380 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N BANK 2017-BNK7 N/A 06541XAJ9 75000.00000000 PA USD 85082.25000000 0.001748543996 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.74800000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BK8 75000.00000000 PA USD 75089.03000000 0.001543171138 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ED0 100000.00000000 PA USD 152933.70000000 0.003142974040 Long DBT USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Province of Saskatchewan Canada 549300FKDIB7OJMBSP83 803854FA1 58000.00000000 PA USD 64955.48000000 0.001334914328 Long DBT NUSS CA N 2 2022-07-15 Fixed 8.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EQL6 6523.31000000 PA USD 7658.78000000 0.000157397269 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAC4 150000.00000000 PA USD 170756.55000000 0.003509255343 Long DBT CORP JP N 2 2026-03-09 Fixed 3.78400000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HF1 358000.00000000 PA USD 442336.57000000 0.009090555950 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDD6 525000.00000000 PA USD 545386.28000000 0.011208353162 Long DBT CORP NL N 2 2022-02-08 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31403DDX4 362773.08000000 PA USD 413416.71000000 0.008496217559 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31382FYY9 2160.59000000 PA USD 2449.29000000 0.000050335896 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Benchmark 2018-B6 Mortgage Trust N/A 08162CAF7 25000.00000000 PA USD 29977.50000000 0.000616074183 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.44100000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAF5 200000.00000000 PA USD 239134.20000000 0.004914499438 Long DBT CORP US N 2 2029-04-01 Fixed 4.25000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AQ3 925000.00000000 PA USD 1140315.03000000 0.023434864501 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BH7 100000.00000000 PA USD 105335.50000000 0.002164772983 Long DBT CORP US N 2 2024-10-30 Fixed 2.85000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C52 N/A 95002MBA6 100000.00000000 PA USD 111209.00000000 0.002285480571 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.14300000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BT4 300000.00000000 PA USD 348761.70000000 0.007167478256 Long DBT NUSS JP N 2 2028-07-20 Fixed 3.25000000 N N N N N N Morgan Stanley Capital I Trust 2016-BNK2 N/A 61690YBX9 83000.00000000 PA USD 90691.61000000 0.001863823185 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.28200000 N N N N N N Freddie Mac Gold Pool N/A 31292SAQ3 370430.30000000 PA USD 392040.39000000 0.008056908114 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136ANSB4 100000.00000000 PA USD 108488.00000000 0.002229560703 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 2.90000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABH5 100000.00000000 PA USD 123535.90000000 0.002538813399 Long DBT CORP US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAN0 200000.00000000 PA USD 224403.60000000 0.004611767644 Long DBT CORP JP N 2 2027-01-11 Fixed 3.44600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZX1 9814000.00000000 PA USD 9814000.00000000 0.201689668348 Long DBT UST US N 2 2022-06-30 Fixed 0.12500000 N N N N N N Fannie Mae Pool N/A 31417YLK1 15576.09000000 PA USD 16769.83000000 0.000344640457 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAK9 50000.00000000 PA USD 52072.00000000 0.001070143102 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.21500000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AL3 275000.00000000 PA USD 319052.80000000 0.006556924130 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128KFJ76 5162.05000000 PA USD 6009.07000000 0.000123493716 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAV3 14521000.00000000 PA USD 14464278.07000000 0.297258553784 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N Legrand France SA 969500TJLHIZLFRWEQ48 524671AA2 68000.00000000 PA USD 88610.73000000 0.001821058563 Long DBT CORP FR N 2 2025-02-15 Fixed 8.50000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110DAF1 75000.00000000 PA USD 81555.68000000 0.001676068682 Long DBT CORP US N 2 2024-09-29 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDBU5 119691.30000000 PA USD 134496.32000000 0.002764063396 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140J9VH1 82259.90000000 PA USD 90456.12000000 0.001858983578 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BN9 75000.00000000 PA USD 99002.93000000 0.002034630947 Long DBT CORP US N 2 2044-03-01 Fixed 4.87500000 N N N N N N Asian Infrastructure Investment Bank/The 25490065OSV2524LCR32 04522KAC0 500000.00000000 PA USD 500169.00000000 0.010279082915 Long DBT CORP N/A N 2 2023-09-29 Fixed 0.25000000 N N N N N N Fannie Mae Pool N/A 31410KKG8 24716.13000000 PA USD 27876.27000000 0.000572891344 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCU1 100000.00000000 PA USD 104419.40000000 0.002145946011 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GJ9 810000.00000000 PA USD 884251.08000000 0.018172438054 Long DBT CORP N/A N 2 2024-01-29 Fixed 3.25000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 675000.00000000 PA USD 751524.08000000 0.015444736341 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Ginnie Mae II Pool N/A 36202EPM5 15876.30000000 PA USD 18543.10000000 0.000381083318 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 6.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAM7 100000.00000000 PA USD 128867.90000000 0.002648392501 Long DBT CORP US N 2 2045-09-01 Fixed 4.30000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAP1 485000.00000000 PA USD 519300.66000000 0.010672261859 Long DBT CORP US N 2 2024-04-23 Variable 3.55900000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-4 N/A 02007TAC9 230000.00000000 PA USD 233446.90000000 0.004797618487 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 1.84000000 N N N N N N Ginnie Mae I Pool N/A 36200MVP5 14460.80000000 PA USD 16401.68000000 0.000337074526 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAR1 700000.00000000 PA USD 786123.10000000 0.016155788396 Long DBT CORP JP N 2 2027-07-12 Fixed 3.36400000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAY0 200000.00000000 PA USD 214974.60000000 0.004417990195 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Israel Government International Bond N/A 46513YJH2 300000.00000000 PA USD 342506.10000000 0.007038918047 Long DBT NUSS IL N 2 2028-01-17 Fixed 3.25000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAX9 250000.00000000 PA USD 294899.50000000 0.006060544360 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAJ4 100000.00000000 PA USD 117033.30000000 0.002405177039 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NFD5 91118.25000000 PA USD 95031.82000000 0.001953019794 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 2.50000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAN6 80000.00000000 PA USD 89964.96000000 0.001848889641 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Brookfield Finance Inc N/A 11271RAA7 175000.00000000 PA USD 192067.58000000 0.003947222998 Long DBT CORP CA N 2 2024-04-01 Fixed 4.00000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BE3 100000.00000000 PA USD 111426.90000000 0.002289958682 Long DBT CORP US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CY1 75000.00000000 PA USD 83045.63000000 0.001706688972 Long DBT CORP US N 2 2026-11-30 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179TNT8 195535.07000000 PA USD 211629.95000000 0.004349253559 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.50000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BT7 150000.00000000 PA USD 155817.60000000 0.003202241702 Long DBT CORP US N 2 2022-05-15 Fixed 3.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AT1 300000.00000000 PA USD 319224.90000000 0.006560460995 Long DBT CORP JP N 2 2023-03-02 Fixed 3.45500000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AJ4 145000.00000000 PA USD 165871.01000000 0.003408851538 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CU2 300000.00000000 PA USD 321365.70000000 0.006604457046 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBL0 30000.00000000 PA USD 37921.80000000 0.000779339236 Long DBT CORP US N 2 2054-08-15 Fixed 4.85000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S5B45 2577.56000000 PA USD 2658.27000000 0.000054630690 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 2.32900000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAD8 150000.00000000 PA USD 169648.35000000 0.003486480481 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312929CY6 79241.10000000 PA USD 91113.71000000 0.001872497855 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QLT1 1422.24000000 PA USD 1643.47000000 0.000033775312 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 8.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AN3 75000.00000000 PA USD 76685.55000000 0.001575981571 Long DBT CORP US N 2 2021-08-23 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31294MBP5 85971.70000000 PA USD 91024.95000000 0.001870673729 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Benchmark 2020-B19 Mortgage Trust N/A 08162WBE5 25000.00000000 PA USD 25722.75000000 0.000528633881 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 2.14800000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAJ7 100000.00000000 PA USD 152183.10000000 0.003127548295 Long DBT CORP US N 2 2034-06-15 Fixed 6.37500000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AJ2 225000.00000000 PA USD 273832.65000000 0.005627594901 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N Ginnie Mae II Pool N/A 36179TAL9 212116.49000000 PA USD 230474.96000000 0.004736541496 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3133KKVF3 390000.00000000 PA USD 405871.01000000 0.008341144222 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AG2 125000.00000000 PA USD 188012.50000000 0.003863886159 Long DBT CORP LU N 2 2037-10-01 Fixed 7.12500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FWHF0 25000.00000000 PA USD 25264.00000000 0.000519206009 Long ABS-MBS USGSE US N 2 2035-07-25 Fixed 1.71600000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121AA8 75000.00000000 PA USD 85044.98000000 0.001747778052 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DP2 350000.00000000 PA USD 377147.75000000 0.007750846200 Long DBT CORP US N 2 2029-09-11 Fixed 2.20000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBL4 200000.00000000 PA USD 244083.60000000 0.005016215644 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015AF0 400000.00000000 PA USD 394892.40000000 0.008115520398 Long DBT CORP US N 2 2030-09-01 Fixed 1.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX47 546716.59000000 PA USD 583904.91000000 0.011999957983 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AZ3 175000.00000000 PA USD 175008.05000000 0.003596628852 Long DBT CORP US N 2 2032-02-15 Fixed 1.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFDQ1 220724.66000000 PA USD 223108.49000000 0.004585151554 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 2.99100000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAN9 275000.00000000 PA USD 358215.55000000 0.007361766402 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FM3 400000.00000000 PA USD 422582.00000000 0.008684575446 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31403DDK2 23.40000000 PA USD 23.46000000 0.000000482131 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 6.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBC9 150000.00000000 PA USD 164803.35000000 0.003386909823 Long DBT CORP US N 2 2025-02-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31385JJF6 20633.71000000 PA USD 24333.43000000 0.000500081661 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PQS8 14944.94000000 PA USD 16156.41000000 0.000332033928 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXW8 566277.46000000 PA USD 599498.58000000 0.012320426918 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AG6 100000.00000000 PA USD 120241.70000000 0.002471113571 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AH4 50000.00000000 PA USD 70102.50000000 0.001440691866 Long DBT CORP US N 2 2048-09-15 Fixed 5.05000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FM6 500000.00000000 PA USD 497591.00000000 0.010226101871 Long DBT CORP US N 2 2030-10-29 Fixed 1.20000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CC0 200000.00000000 PA USD 232896.20000000 0.004786300931 Long DBT CORP US N 2 2029-05-01 Fixed 3.70000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC31 N/A 17323YAD1 100000.00000000 PA USD 111927.00000000 0.002300236346 Long ABS-MBS CORP US N 2 2048-06-10 Fixed 3.76200000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAX9 100000.00000000 PA USD 114924.00000000 0.002361828351 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N Fannie Mae Pool N/A 3138WDKR1 160224.06000000 PA USD 175840.54000000 0.003613737537 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AT5 100000.00000000 PA USD 104592.40000000 0.002149501372 Long DBT CORP US N 2 2023-05-01 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31368HL43 16680.09000000 PA USD 19216.88000000 0.000394930319 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138W9ZS2 307894.04000000 PA USD 322158.19000000 0.006620743682 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FGW0 151953.75000000 PA USD 167554.60000000 0.003443451365 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC20 549300W6NRTMFPYUPG47 94989EAK3 50000.00000000 PA USD 53038.00000000 0.001089995580 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.71900000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBG7 200000.00000000 PA USD 244792.00000000 0.005030774128 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N Brookfield Finance LLC N/A 11271RAB5 125000.00000000 PA USD 132272.00000000 0.002718350908 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXE22 10915.16000000 PA USD 12070.33000000 0.000248060001 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAH0 100000.00000000 PA USD 109000.00000000 0.002240082927 Long DBT CORP BM N 2 2024-05-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31385YG33 161.02000000 PA USD 185.62000000 0.000003814717 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N COMM 2015-LC19 Mortgage Trust N/A 200474BC7 125000.00000000 PA USD 135905.00000000 0.002793013488 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.18300000 N N N N N N Ginnie Mae I Pool N/A 36291RAT9 8122.81000000 PA USD 8978.23000000 0.000184513575 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C3 N/A 90276GAS1 175000.00000000 PA USD 197996.75000000 0.004069074673 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.42600000 N N N N N N Freddie Mac Pool N/A 3132DVKX2 199936.52000000 PA USD 216613.98000000 0.004451681453 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AV1 125000.00000000 PA USD 154384.88000000 0.003172797559 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BN3 250000.00000000 PA USD 271928.50000000 0.005588462296 Long DBT CORP JP N 2 2024-07-11 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31371EZJ7 92.61000000 PA USD 102.06000000 0.000002097457 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 8.50000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAG7 100000.00000000 PA USD 100256.40000000 0.002060391284 Long DBT CORP US N 2 2024-08-15 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36291LRS6 37740.64000000 PA USD 41911.71000000 0.000861336752 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SXK9 12288.02000000 PA USD 14088.25000000 0.000289530718 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 45685EAJ5 75000.00000000 PA USD 102469.73000000 0.002105877915 Long DBT CORP US N 2 2043-07-15 Fixed 5.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Q3 1200000.00000000 PA USD 1202637.60000000 0.024715669318 Long DBT USGSE US N 2 2023-05-22 Fixed 0.25000000 N N N N N N Fannie Mae Pool N/A 3138EKFD2 552102.15000000 PA USD 606987.29000000 0.012474329041 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TSC4 15403.20000000 PA USD 17280.39000000 0.000355133088 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CLZ5 305795.61000000 PA USD 321372.29000000 0.006604592478 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418DFQ0 1207932.50000000 PA USD 1266214.88000000 0.026022259955 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N District of Columbia 549300HWFOZXPKGOX654 25477GCY9 50000.00000000 PA USD 67579.50000000 0.001388841139 Long DBT MUN US N 2 2034-12-01 Fixed 5.59100000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CR6 150000.00000000 PA USD 162402.75000000 0.003337574565 Long DBT CORP US N 2 2024-02-01 Fixed 3.75000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAY1 150000.00000000 PA USD 151262.70000000 0.003108632952 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128LLQV1 3265.70000000 PA USD 3281.22000000 0.000067433072 Long ABS-MBS USGSE US N 2 2042-05-01 Floating 2.64900000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAF3 50000.00000000 PA USD 61272.40000000 0.001259222542 Long DBT CORP US N 2 2046-06-01 Fixed 3.70000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AR9 350000.00000000 PA USD 414821.05000000 0.008525078459 Long DBT CORP US N 2 2043-05-15 Fixed 4.12500000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-A N/A 89238BAD4 30862.22000000 PA USD 30991.03000000 0.000636903460 Long ABS-CBDO CORP US N 2 2022-05-16 Fixed 2.35000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EED1 25000.00000000 PA USD 25268.65000000 0.000519301573 Long DBT CORP US N 2 2021-03-24 Fixed 5.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FE3 2745000.00000000 PA USD 3719903.77000000 0.076448558962 Long DBT UST US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AS1 50000.00000000 PA USD 51377.60000000 0.001055872335 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N Bank 2019-BNK19 N/A 06540WBG7 35000.00000000 PA USD 36033.20000000 0.000740526203 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.16810000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AR1 285000.00000000 PA USD 316515.02000000 0.006504769656 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AF3 175000.00000000 PA USD 208178.43000000 0.004278320613 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 31294UA29 35824.91000000 PA USD 37406.34000000 0.000768745904 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DM1 125000.00000000 PA USD 129232.63000000 0.002655888148 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N Panama Government International Bond N/A 698299AW4 292000.00000000 PA USD 432890.00000000 0.008896417417 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N Freddie Mac Pool N/A 3133KYSK6 130074.34000000 PA USD 136298.93000000 0.002801109230 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EH7 1180000.00000000 PA USD 1189771.82000000 0.024451261849 Long DBT UST US N 2 2021-02-15 Fixed 7.87500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAG0 200000.00000000 PA USD 214472.40000000 0.004407669372 Long DBT CORP ES N 2 2023-04-12 Fixed 3.84800000 N N N N N N Fannie Mae Pool N/A 31402QTS0 76154.22000000 PA USD 90472.39000000 0.001859317947 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 400000.00000000 PA USD 473538.00000000 0.009731783388 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31412MB64 243.24000000 PA USD 255.42000000 0.000005249192 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EL8 3400000.00000000 PA USD 3627906.08000000 0.074557894240 Long DBT UST US N 2 2021-11-15 Fixed 8.00000000 N N N N N N FMS Wertmanagement HZFDOR6TCRSIQLKQTX32 30254WAN9 300000.00000000 PA USD 316299.60000000 0.006500342513 Long DBT CORP DE N 2 2023-03-06 Fixed 2.75000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGCU9 13543.66000000 PA USD 14140.14000000 0.000290597121 Long ABS-MBS USGSE US N 2 2040-11-01 Floating 2.85900000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CN7 50000.00000000 PA USD 64589.15000000 0.001327385800 Long DBT CORP US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0SX2 26560.04000000 PA USD 31065.41000000 0.000638432060 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AW5 500000.00000000 PA USD 576597.00000000 0.011849771520 Long DBT CORP US N 2 2029-04-23 Fixed 3.45000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CR8 250000.00000000 PA USD 281947.00000000 0.005794354689 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 92976GAG6 300000.00000000 PA USD 421847.10000000 0.008669472355 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAF9 15519.88000000 PA USD 16127.33000000 0.000331436299 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 3.81700000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CR0 230000.00000000 PA USD 304158.90000000 0.006250836322 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N RenaissanceRe Finance Inc 54930048ETFU7B0OJ457 75973QAA5 75000.00000000 PA USD 82370.55000000 0.001692815254 Long DBT CORP US N 2 2027-07-01 Fixed 3.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0T94 2394000.00000000 PA USD 2502666.05000000 0.051432839373 Long DBT USGSE US N 2 2023-01-19 Fixed 2.37500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AJ7 60000.00000000 PA USD 81524.28000000 0.001675423374 Long DBT CORP US N 2 2027-05-15 Fixed 7.80000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829AQ0 125000.00000000 PA USD 128847.00000000 0.002647962981 Long DBT CORP US N 2 2022-06-12 Fixed 2.60000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B N/A 89238TAE3 25000.00000000 PA USD 25766.49000000 0.000529532792 Long ABS-CBDO CORP US N 2 2023-11-15 Fixed 3.11000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HF4 1000000.00000000 PA USD 1022674.00000000 0.021017197869 Long DBT CORP DE N 2 2022-03-07 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31418CXP4 616287.52000000 PA USD 672662.48000000 0.013824034287 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 589331AT4 250000.00000000 PA USD 257827.50000000 0.005298669550 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31418C5Z3 106543.23000000 PA USD 114373.36000000 0.002350512028 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AM1 35000.00000000 PA USD 43259.51000000 0.000889035686 Long DBT CORP US N 2 2040-06-21 Fixed 6.20000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHF0 450000.00000000 PA USD 696546.90000000 0.014314888246 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N Freddie Mac Gold Pool N/A 31283HRL1 7923.72000000 PA USD 9162.61000000 0.000188302809 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403YN82 17517.34000000 PA USD 20543.13000000 0.000422186374 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAN2 400000.00000000 PA USD 392066.00000000 0.008057434431 Long DBT CORP US N 2 2031-02-15 Fixed 1.10000000 N N N N N N Fannie Mae Pool N/A 31418CCK8 520837.49000000 PA USD 551101.69000000 0.011325811807 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMF6 472000.00000000 PA USD 485079.12000000 0.009968967478 Long DBT CORP US Y 2 2033-12-01 Fixed 2.55000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AC9 300000.00000000 PA USD 338447.10000000 0.006955500647 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9M25 54453.86000000 PA USD 61249.76000000 0.001258757263 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F2LJ3 150000.00000000 PA USD 170538.00000000 0.003504763874 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N Freddie Mac Pool N/A 3132A5ET8 217911.22000000 PA USD 231352.42000000 0.004754574369 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BL1 250000.00000000 PA USD 257957.50000000 0.005301341208 Long DBT NUSS JP N 2 2022-07-21 Fixed 2.37500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C32 N/A 46590JAX5 110728.88000000 PA USD 117966.12000000 0.002424347627 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.35820000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDP4 150000.00000000 PA USD 179348.10000000 0.003685822173 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3132XCSD8 638179.87000000 PA USD 712813.73000000 0.014649191440 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31413UBF5 927.74000000 PA USD 971.34000000 0.000019962221 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 5.50000000 N N N N N N CNOOC Finance 2013 Ltd 5493006KAH3PSSMCES09 12625GAG9 250000.00000000 PA USD 247412.25000000 0.005084623461 Long DBT CORP VG N 2 2049-09-30 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 3138YUH79 141284.08000000 PA USD 149420.35000000 0.003070770413 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAF9 300000.00000000 PA USD 402375.00000000 0.008269296953 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405MJH1 14014.46000000 PA USD 16514.55000000 0.000339394142 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust 2016-UBS12 N/A 61691EBA2 200000.00000000 PA USD 225912.00000000 0.004642767103 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.59600000 N N N N N N Ginnie Mae II Pool N/A 36179SYU5 121791.44000000 PA USD 133324.41000000 0.002739979217 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 300000.00000000 PA USD 329580.00000000 0.006773270928 Long DBT CORP US N 2 2024-12-05 Variable 4.02300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHL6 125000.00000000 PA USD 135640.00000000 0.002787567415 Long DBT CORP US N 2 2024-07-23 Variable 3.86400000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AN2 85000.00000000 PA USD 91587.50000000 0.001882234817 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 225000.00000000 PA USD 342853.20000000 0.007046051375 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Ginnie Mae I Pool N/A 36183NFA5 703811.74000000 PA USD 742716.48000000 0.015263729420 Long ABS-MBS USGA US N 2 2045-12-15 Fixed 3.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABK8 70000.00000000 PA USD 83379.17000000 0.001713543625 Long DBT CORP US N 2 2028-12-01 Fixed 4.15000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AC3 150000.00000000 PA USD 178108.65000000 0.003660349964 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CK6 75000.00000000 PA USD 88950.98000000 0.001828051116 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AU4 210000.00000000 PA USD 229060.44000000 0.004707471385 Long DBT CORP US N 2 2026-05-19 Fixed 2.60000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCB2 450000.00000000 PA USD 467413.20000000 0.009605911278 Long DBT CORP GB N 2 2022-11-06 Fixed 2.50000000 N N N N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 532457BU1 350000.00000000 PA USD 478097.20000000 0.009825480508 Long DBT CORP US N 2 2059-03-15 Fixed 4.15000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXA7 500000.00000000 PA USD 636494.00000000 0.013080727915 Long DBT CORP US N 2 2039-04-23 Variable 4.41100000 N N N N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAX0 100000.00000000 PA USD 112397.00000000 0.002309895420 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.36600000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CT6 100000.00000000 PA USD 103838.80000000 0.002134013973 Long DBT CORP US N 2 2031-01-15 Fixed 1.90000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 600000.00000000 PA USD 744898.20000000 0.015308566426 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBG4 100000.00000000 PA USD 107656.90000000 0.002212480584 Long DBT CORP US N 2 2024-04-01 Fixed 3.15000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2 N/A 34528QHQ0 50000.00000000 PA USD 50688.47000000 0.001041709873 Long ABS-CBDO CORP US N 2 2027-09-15 Fixed 1.06000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AR6 50000.00000000 PA USD 54797.35000000 0.001126152368 Long DBT CORP US N 2 2029-09-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31371KF97 9150.45000000 PA USD 10569.66000000 0.000217219402 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Peruvian Government International Bond N/A 715638BM3 475000.00000000 PA USD 745856.88000000 0.015328268469 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EJ5 250000.00000000 PA USD 306261.25000000 0.006294042178 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMK28 75756.59000000 PA USD 79694.76000000 0.001637824507 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R4F3 506273.66000000 PA USD 551086.32000000 0.011325495935 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBE5 175000.00000000 PA USD 192788.40000000 0.003962036728 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAT7 200000.00000000 PA USD 217174.60000000 0.004463202878 Long DBT CORP US N 2 2024-05-15 Fixed 3.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBK1 500000.00000000 PA USD 528092.50000000 0.010852944893 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212AC5 50000.00000000 PA USD 56254.80000000 0.001156104743 Long DBT CORP US N 2 2025-09-15 Fixed 3.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCH3 125000.00000000 PA USD 128129.38000000 0.002633215015 Long DBT CORP US N 2 2021-12-15 Fixed 2.87500000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AH1 100000.00000000 PA USD 104190.60000000 0.002141243892 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BL1 100000.00000000 PA USD 114277.10000000 0.002348533767 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAZ7 75000.00000000 PA USD 82027.43000000 0.001685763720 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36201CLU6 4892.45000000 PA USD 5144.16000000 0.000105718761 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FX84 175981.01000000 PA USD 194844.03000000 0.004004282432 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAX7 350000.00000000 PA USD 435012.20000000 0.008940031215 Long DBT CORP CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-1 N/A 03067DAD7 500000.00000000 PA USD 504613.00000000 0.010370412534 Long ABS-CBDO CORP US N 2 2024-08-19 Fixed 1.11000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828ECW7 700000.00000000 PA USD 724989.30000000 0.014899414252 Long DBT CORP N/A N 2 2022-11-16 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 3138A2BM0 81636.45000000 PA USD 90014.48000000 0.001849907338 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Philippine Government International Bond N/A 718286BB2 400000.00000000 PA USD 617500.00000000 0.012690378052 Long DBT NUSS PH N 2 2031-01-14 Fixed 7.75000000 N N N N N N University of Nebraska Facilities Corp N/A 914639KY4 65000.00000000 PA USD 71442.80000000 0.001468236665 Long DBT MUN US N 2 2049-10-01 Fixed 3.03700000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AJ6 100000.00000000 PA USD 128617.20000000 0.002643240310 Long DBT CORP US N 2 2043-03-18 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31418DMK5 471450.22000000 PA USD 499138.44000000 0.010257903650 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 183000.00000000 PA USD 201318.30000000 0.004137336576 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138WFVG8 120384.95000000 PA USD 132336.06000000 0.002719667419 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BNGT5 200000.00000000 PA USD 219808.00000000 0.004517322459 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 2.74500000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 N/A 46638UAC0 108897.27000000 PA USD 112107.56000000 0.002303947075 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.82910000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BF8 250000.00000000 PA USD 288750.00000000 0.005934164635 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BH2 500000.00000000 PA USD 684067.50000000 0.014058421357 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Ginnie Mae II Pool N/A 36202FMA1 447162.58000000 PA USD 495722.29000000 0.010187697601 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FZX7 477140.12000000 PA USD 522083.76000000 0.010729457958 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MCJ7 80221.16000000 PA USD 84507.34000000 0.001736728895 Long ABS-MBS USGA US N 2 2027-05-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335ALZ9 1006248.19000000 PA USD 1115104.02000000 0.022916747500 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403EM46 88371.80000000 PA USD 101799.35000000 0.002092100788 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAC6 260000.00000000 PA USD 318803.16000000 0.006551793724 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966JAR7 100000.00000000 PA USD 151416.00000000 0.003111783454 Long DBT MUN US N 2 2037-12-01 Fixed 6.27100000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133ELWD2 700000.00000000 PA USD 702204.30000000 0.014431154715 Long DBT USGSE US N 2 2022-04-08 Fixed 0.37500000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAG8 200000.00000000 PA USD 226164.80000000 0.004647962452 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N Fannie Mae-Aces N/A 3136BCB90 175000.00000000 PA USD 177594.41000000 0.003649781705 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.31900000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JB3 100000.00000000 PA USD 105205.00000000 0.002162091049 Long DBT CORP N/A N 2 2025-03-14 Fixed 1.62500000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_16-2 N/A 87165LBB6 373000.00000000 PA USD 375048.55000000 0.007707705080 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 2.21000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAC1 100000.00000000 PA USD 104685.60000000 0.002151416745 Long DBT CORP US N 2 2022-09-01 Fixed 3.80000000 N N N N N N GE Capital Funding LLC 549300XAGH9TOLX5XM67 36166NAA1 445000.00000000 PA USD 491156.74000000 0.010093869981 Long DBT CORP US Y 2 2025-05-15 Fixed 3.45000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBC4 500000.00000000 PA USD 572648.00000000 0.011768614754 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRY4 366.01000000 PA USD 403.76000000 0.000008297760 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 6.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06366RJJ5 104000.00000000 PA USD 108021.99000000 0.002219983629 Long DBT CORP CA N 2 2022-11-06 Fixed 2.55000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JF4 1750000.00000000 PA USD 1751993.25000000 0.036005597874 Long DBT CORP N/A N 2 2023-09-15 Fixed 0.25000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAFA2 1500000.00000000 PA USD 1501849.50000000 0.030864838757 Long DBT USGSE US N 2 2023-12-04 Fixed 0.25000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JN4 900000.00000000 PA USD 900729.00000000 0.018511079405 Long DBT CORP N/A N 2 2027-11-24 Fixed 0.75000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAJ9 250000.00000000 PA USD 259685.25000000 0.005336848578 Long DBT CORP US N 2 2022-05-06 Fixed 3.24500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137AUPE3 225000.00000000 PA USD 230618.25000000 0.004739486280 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.39600000 N N N N N N Fannie Mae Pool N/A 31419BCT0 432851.04000000 PA USD 466887.89000000 0.009595115517 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N Colombia Government International Bond N/A 195325DS1 200000.00000000 PA USD 212412.80000000 0.004365342081 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Freddie Mac Pool N/A 3132DV3J2 2582815.47000000 PA USD 2764930.56000000 0.056822694890 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AD6 150000.00000000 PA USD 181452.00000000 0.003729059883 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 575000.00000000 PA USD 683975.15000000 0.014056523452 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCB2 400000.00000000 PA USD 433896.40000000 0.008917100164 Long DBT CORP CA N 2 2024-03-11 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31416B2X5 26799.65000000 PA USD 30533.64000000 0.000627503538 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TJZ6 250000.00000000 PA USD 373581.75000000 0.007677560552 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AG8 100000.00000000 PA USD 117955.70000000 0.002424133484 Long DBT CORP US N 2 2046-11-01 Fixed 3.37500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BB9 50000.00000000 PA USD 63563.60000000 0.001306309496 Long DBT CORP JP N 2 2038-07-26 Fixed 4.28600000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AN0 275000.00000000 PA USD 301193.20000000 0.006189887570 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 N/A 46634SAC9 148613.05000000 PA USD 153243.83000000 0.003149347590 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.50740000 N N N N N N Fannie Mae Pool N/A 31416JAM3 454.01000000 PA USD 460.97000000 0.000009473495 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 6.00000000 N N N N N N Maryland State Transportation Authority N/A 574300HZ5 50000.00000000 PA USD 73525.00000000 0.001511028415 Long DBT MUN US N 2 2043-07-01 Fixed 5.88800000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBK7 245000.00000000 PA USD 400994.44000000 0.008240924761 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N Ginnie Mae I Pool N/A 36209YN38 727.12000000 PA USD 751.84000000 0.000015451228 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 941053AH3 100000.00000000 PA USD 118815.90000000 0.002441811643 Long DBT CORP CA N 2 2028-12-01 Fixed 4.25000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFC9 450000.00000000 PA USD 466734.60000000 0.009591965221 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EKDW2 16295.87000000 PA USD 16411.30000000 0.000337272228 Long ABS-MBS USGSE US N 2 2042-10-01 Floating 2.44300000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BC7 325000.00000000 PA USD 398636.23000000 0.008192460670 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GU1 300000.00000000 PA USD 311459.10000000 0.006400864334 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432MS1 204000.00000000 PA USD 252101.16000000 0.005180986279 Long DBT CORP US N 2 2032-11-01 Fixed 4.02300000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDT6 240000.00000000 PA USD 283112.88000000 0.005818314945 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140EVS81 286270.19000000 PA USD 304437.58000000 0.006256563536 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CA2 125000.00000000 PA USD 178006.50000000 0.003658250657 Long DBT CORP US N 2 2039-10-01 Fixed 5.75700000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AL0 100000.00000000 PA USD 104237.60000000 0.002142209799 Long DBT CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 3140QED58 207108.55000000 PA USD 218077.43000000 0.004481757135 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CK6 250000.00000000 PA USD 271010.25000000 0.005569591139 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940P29 127392.10000000 PA USD 142279.79000000 0.002924023197 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7M94 30648.46000000 PA USD 33989.48000000 0.000698525264 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KY6 1025000.00000000 PA USD 1142611.58000000 0.023482061404 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAN4 400000.00000000 PA USD 424448.00000000 0.008722924021 Long DBT CORP US N 2 2025-03-03 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297DPQ5 6567.23000000 PA USD 7496.07000000 0.000154053380 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254ENA6 500000.00000000 PA USD 499777.50000000 0.010271037112 Long DBT CORP SE N 2 2024-07-30 Fixed 0.37500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BU7 500000.00000000 PA USD 518540.50000000 0.010656639644 Long DBT CORP JP N 2 2030-07-17 Fixed 2.04800000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BV5 100000.00000000 PA USD 108027.00000000 0.002220086590 Long DBT CORP DE N 2 2023-11-14 Fixed 3.12500000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAF4 140000.00000000 PA USD 172025.00000000 0.003535323537 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAP4 125000.00000000 PA USD 136425.50000000 0.002803710398 Long DBT CORP US N 2 2026-10-01 Fixed 2.80000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAB9 195000.00000000 PA USD 223548.98000000 0.004594204160 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAQ7 681000.00000000 PA USD 753301.09000000 0.015481256063 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128K66R6 27216.48000000 PA USD 30997.30000000 0.000637032316 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAR5 175000.00000000 PA USD 182385.18000000 0.003748237870 Long DBT CORP US N 2 2022-06-01 Fixed 4.10000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_17-4 N/A 14314RAD4 50000.00000000 PA USD 50743.25000000 0.001042835669 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.33000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AY3 200000.00000000 PA USD 210468.20000000 0.004325378179 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAQ1 300000.00000000 PA USD 323937.90000000 0.006657318893 Long DBT CORP US N 2 2026-09-01 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31417AXA2 136191.38000000 PA USD 141951.21000000 0.002917270477 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 2.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BM7 200000.00000000 PA USD 226132.60000000 0.004647300702 Long DBT CORP US N 2 2027-11-15 Fixed 3.05000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081CY7 425000.00000000 PA USD 729133.40000000 0.014984580561 Long DBT CORP US N 2 2039-03-15 Fixed 7.20000000 N N N N N N Fannie Mae Pool N/A 31418DV33 380000.00000000 PA USD 402901.61000000 0.008280119431 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31410FVW2 100387.43000000 PA USD 115403.87000000 0.002371690265 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2 N/A 43815MAC0 150000.00000000 PA USD 152770.02000000 0.003139610216 Long ABS-CBDO CORP US N 2 2023-06-21 Fixed 2.52000000 N N N N N N Fannie Mae Pool N/A 3140J6GQ4 319047.11000000 PA USD 344885.24000000 0.007087812275 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AL7 200000.00000000 PA USD 231764.40000000 0.004763041060 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138XUTM4 149564.28000000 PA USD 162772.75000000 0.003345178516 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418AFZ6 94334.27000000 PA USD 100242.10000000 0.002060097402 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAS5 175000.00000000 PA USD 192103.80000000 0.003947967364 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW48 2377712.83000000 PA USD 2524926.54000000 0.051890319590 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CX1 735000.00000000 PA USD 1041026.07000000 0.021394355288 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Fannie Mae Pool N/A 31418CNE0 2203916.13000000 PA USD 2379795.03000000 0.048907690069 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAU3 150000.00000000 PA USD 163687.50000000 0.003363977744 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DVLA1 844384.98000000 PA USD 906530.11000000 0.018630299290 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9MW9 80743.17000000 PA USD 89625.22000000 0.001841907570 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAQ8 250000.00000000 PA USD 255558.00000000 0.005252028557 Long DBT CORP US N 2 2022-01-15 Fixed 2.62500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAP9 500000.00000000 PA USD 512732.00000000 0.010537267885 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 312942FZ3 74581.05000000 PA USD 81191.82000000 0.001668590915 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Province of New Brunswick Canada 549300POZA55ZTGSOU44 642869AK7 95000.00000000 PA USD 98779.96000000 0.002030048641 Long DBT NUSS CA N 2 2022-12-12 Fixed 2.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCU4 225000.00000000 PA USD 225843.75000000 0.004641364483 Long DBT CORP US N 2 2021-03-15 Fixed 2.12500000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GW7 210000.00000000 PA USD 275014.53000000 0.005651883976 Long DBT CORP US N 2 2042-05-30 Fixed 4.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 350000.00000000 PA USD 403726.40000000 0.008297069871 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAP6 150000.00000000 PA USD 171938.40000000 0.003533543801 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAA9 275000.00000000 PA USD 282503.38000000 0.005805788976 Long DBT CORP US N 2 2023-02-03 Fixed 1.80000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278MBA4 125000.00000000 PA USD 137022.50000000 0.002815979476 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92100000 N N N N N N BANK 2017-BNK6 N/A 060352AJ0 404000.00000000 PA USD 452892.08000000 0.009307484554 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.74100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SP4 23085000.00000000 PA USD 21598903.13000000 0.443883799571 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBU5 110000.00000000 PA USD 149252.95000000 0.003067330139 Long DBT CORP US N 2 2041-11-15 Fixed 4.62500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAV1 100000.00000000 PA USD 111232.40000000 0.002285961469 Long DBT CORP US N 2 2025-06-01 Fixed 3.45000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BM7 100000.00000000 PA USD 111542.80000000 0.002292340568 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N Freddie Mac Pool N/A 3132AD2M9 200470.45000000 PA USD 224009.15000000 0.004603661215 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N COMM 2013-CCRE10 Mortgage Trust 549300YJIXJB9DCDOI21 12626BAD6 20000.00000000 PA USD 21770.00000000 0.000447400048 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.21000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q3C1 350000.00000000 PA USD 360934.70000000 0.007417648251 Long DBT CORP US N 2 2022-11-18 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31408AHA1 3584.00000000 PA USD 4222.83000000 0.000086784306 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCP5 950000.00000000 PA USD 1081717.50000000 0.022230613798 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KAX4 25000.00000000 PA USD 34954.90000000 0.000718365823 Long DBT CORP US N 2 2041-03-15 Fixed 6.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 500000.00000000 PA USD 567597.50000000 0.011664820820 Long DBT CORP GB N 2 2026-09-12 Variable 4.29200000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AD6 25000.00000000 PA USD 25849.00000000 0.000531228473 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AW6 300000.00000000 PA USD 355500.00000000 0.007305958538 Long DBT CORP US Y 2 2030-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211HLY5 1591.45000000 PA USD 1705.90000000 0.000035058325 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31385XWK9 1229.91000000 PA USD 1470.70000000 0.000030224678 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.00000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176EAD0 100000.00000000 PA USD 118488.10000000 0.002435074953 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 900000.00000000 PA USD 1021672.80000000 0.020996621988 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AR4 170000.00000000 PA USD 181354.30000000 0.003727052029 Long DBT CORP US N 2 2022-12-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31368HMA8 15589.27000000 PA USD 17803.08000000 0.000365875005 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AJ0 175000.00000000 PA USD 233152.50000000 0.004791568208 Long DBT CORP US N 2 2046-03-15 Fixed 4.62500000 N N N N N N COMM 2016-DC2 Mortgage Trust N/A 12594CBD1 125000.00000000 PA USD 133662.50000000 0.002746927378 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.55000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AK6 150000.00000000 PA USD 150261.75000000 0.003088062209 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JJ7 500000.00000000 PA USD 496305.50000000 0.010199683278 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAR0 275000.00000000 PA USD 333437.50000000 0.006852547258 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAT8 200000.00000000 PA USD 206636.60000000 0.004246634127 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T26 2315000.00000000 PA USD 2392407.81000000 0.049166898079 Long DBT UST US N 2 2023-09-30 Fixed 1.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJY20 127682.63000000 PA USD 138978.11000000 0.002856169646 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHX1 200000.00000000 PA USD 212788.60000000 0.004373065229 Long DBT CORP US N 2 2024-07-30 Fixed 2.40000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_19-B N/A 44891LAC7 10000.00000000 PA USD 10190.89000000 0.000209435217 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 1.41000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBB6 150000.00000000 PA USD 233888.70000000 0.004806698016 Long DBT CORP US N 2 2040-03-01 Fixed 6.40000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CD2 233000.00000000 PA USD 251657.01000000 0.005171858455 Long DBT CORP CA N 2 2024-11-21 Fixed 2.95000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAD7 200000.00000000 PA USD 232920.00000000 0.004786790050 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222AV6 100000.00000000 PA USD 107413.70000000 0.002207482527 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAC4 100000.00000000 PA USD 133844.60000000 0.002750669755 Long DBT CORP US N 2 2038-05-25 Fixed 4.98500000 N N N N N N Ginnie Mae II Pool N/A 36179MLD0 13494.56000000 PA USD 16187.55000000 0.000332673893 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 6.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CD0 356000.00000000 PA USD 467497.42000000 0.009607642102 Long DBT CORP US N 2 2048-06-15 Fixed 4.56300000 N N N N N N Fannie Mae Pool N/A 31411VQW2 976.76000000 PA USD 1038.24000000 0.000021337098 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36204HNB2 172.48000000 PA USD 185.45000000 0.000003811223 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBH2 650000.00000000 PA USD 710047.65000000 0.014592345123 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36179UV74 1003099.55000000 PA USD 1056004.32000000 0.021702176592 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132D54D1 208008.76000000 PA USD 216939.89000000 0.004458379301 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371MAF4 32962.37000000 PA USD 38502.50000000 0.000791273329 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N University of Michigan N/A 914455UF5 100000.00000000 PA USD 104362.00000000 0.002144766371 Long DBT MUN US N 2 2040-04-01 Fixed 2.43700000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AA6 75000.00000000 PA USD 79130.85000000 0.001626235468 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAV1 500000.00000000 PA USD 543525.50000000 0.011170111864 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BU3 342000.00000000 PA USD 358949.18000000 0.007376843393 Long DBT CORP US N 2 2023-02-23 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31418DC75 95405.98000000 PA USD 101727.12000000 0.002090616374 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAJ5 500000.00000000 PA USD 604291.50000000 0.012418927269 Long DBT CORP US N 2 2038-07-24 Variable 3.88200000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FL2M5 125000.00000000 PA USD 153872.50000000 0.003162267525 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 3.79400000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBB3 50000.00000000 PA USD 58003.30000000 0.001192038551 Long DBT CORP US N 2 2044-11-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYY0 450469.09000000 PA USD 476454.99000000 0.009791731089 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 150000.00000000 PA USD 170482.20000000 0.003503617116 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AB4 250000.00000000 PA USD 257960.50000000 0.005301402862 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57400000 N N N N N N State of California Department of Water Resources Power Supply Revenue N/A 13066YTZ2 150000.00000000 PA USD 153463.50000000 0.003153862076 Long DBT MUN US N 2 2022-05-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31403SH33 5369.11000000 PA USD 5820.85000000 0.000119625566 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 2.31000000 N N N N N N Fannie Mae Pool N/A 31418DQB1 254532.90000000 PA USD 269013.02000000 0.005528545627 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DF1 145000.00000000 PA USD 152179.82000000 0.003127480887 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BY9 200000.00000000 PA USD 235904.00000000 0.004848114889 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138ERPJ3 1353574.45000000 PA USD 1474619.06000000 0.030305220007 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N New York City Water & Sewer System N/A 64972FY34 175000.00000000 PA USD 283682.00000000 0.005830011055 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N University of Pittsburgh-of the Commonwealth System of Higher Education 5493002C83QSGL8ETT42 91335VKQ8 250000.00000000 PA USD 282945.00000000 0.005814864806 Long DBT MUN US N 2 2119-09-15 Fixed 3.55500000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAU8 77704.40000000 PA USD 82189.50000000 0.001689094456 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.44810000 N N N N N N Freddie Mac Gold Pool N/A 3128M6P69 64965.77000000 PA USD 74593.83000000 0.001532994175 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78572XAF8 55000.00000000 PA USD 58562.79000000 0.001203536752 Long DBT CORP US N 2 2024-06-01 Fixed 4.80000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AB6 50000.00000000 PA USD 54193.60000000 0.001113744570 Long DBT CORP US N 2 2023-06-15 Fixed 4.15000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBE5 250000.00000000 PA USD 275293.50000000 0.005657617150 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 83192PAA6 500000.00000000 PA USD 507261.00000000 0.010424832163 Long DBT CORP GB N 2 2030-10-14 Fixed 2.03200000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516CC8 500000.00000000 PA USD 500726.50000000 0.010290540219 Long DBT CORP US N 2 2022-08-19 Fixed 0.48300000 N N N N N N Fannie Mae Pool N/A 31418BLS3 139943.34000000 PA USD 149658.37000000 0.003075662014 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAM9 125000.00000000 PA USD 142290.63000000 0.002924245972 Long DBT CORP US N 2 2028-03-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHX0 300000.00000000 PA USD 327643.50000000 0.006733473492 Long DBT CORP US N 2 2030-10-22 Variable 2.88400000 N N N N N N Fannie Mae Pool N/A 31418DFS6 210436.18000000 PA USD 224378.82000000 0.004611258384 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AS3 250000.00000000 PA USD 267081.50000000 0.005488850535 Long DBT CORP US N 2 2030-02-04 Fixed 2.55000000 N N N N N N WOLS_20-A N/A 98162HAD2 25000.00000000 PA USD 25625.57000000 0.000526636714 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 1.79000000 N N N N N N Ginnie Mae II Pool N/A 36179QRY9 216886.61000000 PA USD 232052.67000000 0.004768965360 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 2017-GS7 N/A 36254CAZ3 70000.00000000 PA USD 78652.70000000 0.001616408903 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.66300000 N N N N N N Fannie Mae Pool N/A 3140HGTQ0 516484.67000000 PA USD 566803.09000000 0.011648494726 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G7K4 100000.00000000 PA USD 108536.80000000 0.002230563602 Long DBT CORP US N 2 2024-05-15 Fixed 3.45000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DJ7 100000.00000000 PA USD 114942.90000000 0.002362216769 Long DBT CORP US N 2 2027-08-01 Fixed 3.70000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 475000.00000000 PA USD 541605.93000000 0.011130662359 Long DBT CORP US N 2 2028-01-10 Variable 3.88700000 N N N N N N Linde Inc/CT ZU69GUVJQGZ6Z1UOOO79 74005PBN3 147000.00000000 PA USD 158543.32000000 0.003258258572 Long DBT CORP US N 2 2025-02-05 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31402WPD4 21919.48000000 PA USD 24580.08000000 0.000505150619 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Permanent University Fund - Texas A&M University System N/A 8821177C2 75000.00000000 PA USD 79632.75000000 0.001636550126 Long DBT MUN US N 2 2049-07-01 Fixed 3.10000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DD6 85000.00000000 PA USD 95503.20000000 0.001962707227 Long DBT CORP US N 2 2025-07-10 Fixed 3.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWQ3 550000.00000000 PA USD 600778.20000000 0.012346724669 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AC2 500000.00000000 PA USD 472247.50000000 0.009705262039 Long DBT CORP US N 2 2050-11-15 Fixed 2.32800000 N N N N N N University of Chicago/The 54930099Y7GU6182V326 91412NBE9 500000.00000000 PA USD 500058.50000000 0.010276812005 Long DBT CORP US N 2 2050-04-01 Fixed 2.54700000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDJ8 100000.00000000 PA USD 107494.90000000 0.002209151286 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36224WRM7 180.34000000 PA USD 191.52000000 0.000003935969 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Prudential PLC 5493001Z3ZE83NGK8Y12 74435KAA3 200000.00000000 PA USD 226708.20000000 0.004659129984 Long DBT CORP GB N 2 2030-04-14 Fixed 3.12500000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZR5 18814.11000000 PA USD 19919.10000000 0.000409361796 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HCT0 1451.43000000 PA USD 1640.28000000 0.000033709754 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 100000.00000000 PA USD 114250.00000000 0.002347976829 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N Trane Technologies Global Holding Co Ltd 549300UCF0D858BIOV83 45687AAJ1 125000.00000000 PA USD 136325.88000000 0.002801663085 Long DBT CORP US N 2 2023-06-15 Fixed 4.25000000 N N N N N N Ginnie Mae II Pool N/A 36225FGR4 18754.89000000 PA USD 19156.17000000 0.000393682654 Long ABS-MBS USGA US N 2 2041-08-20 Floating 2.25000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BN5 25000.00000000 PA USD 28836.10000000 0.000592617021 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CR1 75000.00000000 PA USD 96419.85000000 0.001981545503 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36225BKB3 1429.92000000 PA USD 1674.36000000 0.000034410139 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418DFE7 1714492.85000000 PA USD 1788102.20000000 0.036747680832 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.50000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JN8 800000.00000000 PA USD 953336.80000000 0.019592233851 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GLZ5 120000.00000000 PA USD 126981.36000000 0.002609621804 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N Ginnie Mae II Pool N/A 36202EH44 54748.92000000 PA USD 63578.98000000 0.001306625574 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.50000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAC4 75000.00000000 PA USD 111111.75000000 0.002283481965 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138LTJW9 156848.39000000 PA USD 171751.09000000 0.003529694353 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31386WQU5 1589.88000000 PA USD 1756.68000000 0.000036101916 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31411EY92 6206.30000000 PA USD 6468.87000000 0.000132943167 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 3.38100000 N N N N N N Freddie Mac Gold Pool N/A 3128P73X9 194016.75000000 PA USD 204706.01000000 0.004206958148 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Mexico Government International Bond N/A 91086QBF4 600000.00000000 PA USD 699731.40000000 0.014380333604 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSC1 290.26000000 PA USD 329.05000000 0.000006762378 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.50000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 250000.00000000 PA USD 287779.25000000 0.005914214539 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31403DBX6 8591.98000000 PA USD 10028.18000000 0.000206091328 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AR0 70000.00000000 PA USD 76321.98000000 0.001568509765 Long DBT CORP US N 2 2029-10-15 Fixed 3.05000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQKN2 300000.00000000 PA USD 336960.00000000 0.006924938928 Long ABS-MBS USGSE US N 2 2029-11-25 Fixed 2.65100000 N N N N N N Fannie Mae Pool N/A 3140X77M5 396355.93000000 PA USD 415766.87000000 0.008544516213 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CN2 25000.00000000 PA USD 32137.50000000 0.000660464817 Long DBT CORP US N 2 2042-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138Y9EM6 66864.98000000 PA USD 71901.79000000 0.001477669470 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AT7 125000.00000000 PA USD 146403.75000000 0.003008775604 Long DBT CORP US N 2 2026-03-01 Fixed 4.50000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AC9 100000.00000000 PA USD 107510.20000000 0.002209465720 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJDX5 52343.32000000 PA USD 61096.00000000 0.001255597307 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AS4 85000.00000000 PA USD 92560.75000000 0.001902236291 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BD0 50000.00000000 PA USD 54562.50000000 0.001121325914 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AY2 200000.00000000 PA USD 210264.40000000 0.004321189841 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AW1 345000.00000000 PA USD 455831.25000000 0.009367888081 Long DBT CORP US N 2 2038-09-15 Fixed 6.70000000 N N N N N N Orlando Health Obligated Group N/A 686514AF7 50000.00000000 PA USD 60548.25000000 0.001244340377 Long DBT CORP US N 2 2048-10-01 Fixed 4.08900000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AE1 516000.00000000 PA USD 853602.29000000 0.017542568042 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Fannie Mae Pool N/A 3138A2BE8 153319.08000000 PA USD 165375.16000000 0.003398661215 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EGBJ2 20746.93000000 PA USD 22103.74000000 0.000454258812 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 3.52800000 N N N N N N Ginnie Mae II Pool N/A 36179TG66 158771.25000000 PA USD 171839.78000000 0.003531517040 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.50000000 N N N N N N BANK 2019-BNK20 N/A 06540AAD3 170000.00000000 PA USD 190139.90000000 0.003907606824 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513EAD3 300000.00000000 PA USD 318147.00000000 0.006538308835 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAF7 275000.00000000 PA USD 312182.20000000 0.006415724921 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N Fannie Mae Pool N/A 3140X4V94 159017.51000000 PA USD 172365.69000000 0.003542325132 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BD8 200000.00000000 PA USD 241950.40000000 0.004972375782 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Kentucky Utilities Co AGX0G2MXE54NFNNICD28 491674BL0 100000.00000000 PA USD 129523.90000000 0.002661874101 Long DBT CORP US N 2 2045-10-01 Fixed 4.37500000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 450000.00000000 PA USD 574387.20000000 0.011804357435 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31418DNQ1 71532.97000000 PA USD 77838.47000000 0.001599675483 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAQ7 150000.00000000 PA USD 174858.15000000 0.003593548225 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AP9 300000.00000000 PA USD 310511.40000000 0.006381387944 Long DBT CORP JP N 2 2022-07-25 Fixed 2.66500000 N N N N N N Freddie Mac Gold Pool N/A 31283HT21 5952.49000000 PA USD 6717.29000000 0.000138048501 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAA2 150000.00000000 PA USD 170898.90000000 0.003512180809 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31415YME6 1204.09000000 PA USD 1270.57000000 0.000026111762 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.50000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EH6 450000.00000000 PA USD 472496.85000000 0.009710386485 Long DBT NUSS CA N 2 2024-11-13 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 36241LZ82 43971.43000000 PA USD 47160.00000000 0.000969195512 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BN6 250000.00000000 PA USD 384084.75000000 0.007893410010 Long DBT CORP US N 2 2050-04-01 Fixed 6.60000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAV9 580000.00000000 PA USD 708358.06000000 0.014557621988 Long DBT CORP US N 2 2030-11-15 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 300000.00000000 PA USD 455013.00000000 0.009351072046 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N Los Angeles Department of Water & Power Power System Revenue N/A 544495WA8 100000.00000000 PA USD 186128.00000000 0.003825157386 Long DBT MUN US N 2 2050-07-01 Fixed 6.60300000 N N N N N N Fannie Mae Pool N/A 31418DRV6 635368.16000000 PA USD 663133.18000000 0.013628195551 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K3LP0 32760.78000000 PA USD 37160.36000000 0.000763690715 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810ES3 25000.00000000 PA USD 31984.38000000 0.000657318014 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXBA3 105592.64000000 PA USD 110806.95000000 0.002277217953 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M86U3 102242.17000000 PA USD 113737.47000000 0.002337443713 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBG2 125000.00000000 PA USD 146530.50000000 0.003011380471 Long DBT CORP US N 2 2050-05-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31294NR35 51883.65000000 PA USD 54339.07000000 0.001116734155 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418DKU5 930990.52000000 PA USD 986587.41000000 0.020275574436 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDZ2 250000.00000000 PA USD 274772.50000000 0.005646909964 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31418AHQ4 94836.92000000 PA USD 101573.17000000 0.002087452513 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7WT6 63923.41000000 PA USD 68476.99000000 0.001407285653 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 96332HCE7 100000.00000000 PA USD 105791.70000000 0.002174148449 Long DBT CORP US N 2 2022-06-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3138WAXQ5 149528.47000000 PA USD 164098.09000000 0.003372415870 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36225FEN5 5409.77000000 PA USD 5569.75000000 0.000114465154 Long ABS-MBS USGA US N 2 2041-05-20 Floating 3.37500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCZ7 500000.00000000 PA USD 512179.00000000 0.010525903061 Long DBT CORP US N 2 2023-08-18 Fixed 1.70000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BE8 500000.00000000 PA USD 545413.00000000 0.011208902290 Long DBT CORP US N 2 2023-11-15 Fixed 3.60000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17308CC53 300000.00000000 PA USD 327941.40000000 0.006739595700 Long DBT CORP US N 2 2030-11-05 Variable 2.97600000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AQ1 200000.00000000 PA USD 217864.60000000 0.004477383219 Long DBT CORP US N 2 2023-10-01 Fixed 3.80000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAJ0 250000.00000000 PA USD 329223.25000000 0.006765939281 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETT6 75000.00000000 PA USD 80782.73000000 0.001660183617 Long DBT CORP US N 2 2024-06-24 Fixed 2.65000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAL9 125000.00000000 PA USD 138129.88000000 0.002838737485 Long DBT CORP US N 2 2025-03-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31417DTF0 75468.89000000 PA USD 79967.26000000 0.001643424714 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 N/A 61767CAY4 100000.00000000 PA USD 112282.00000000 0.002307532029 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.85200000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KH3 265000.00000000 PA USD 275105.25000000 0.005653748383 Long DBT CORP US N 2 2027-05-15 Fixed 1.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FUZC1 25000.00000000 PA USD 25439.00000000 0.000522802473 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 1.35000000 N N N N N N Ginnie Mae I Pool N/A 3622A2ZS4 130760.95000000 PA USD 140929.16000000 0.002896266103 Long ABS-MBS USGA US N 2 2046-06-15 Fixed 4.00000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FAX1 175000.00000000 PA USD 179757.20000000 0.003694229677 Long DBT CORP US N 2 2022-04-01 Fixed 2.75000000 N N N N N N Ginnie Mae II Pool N/A 36202FEJ1 86484.73000000 PA USD 99046.10000000 0.002035518143 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BQ6 300000.00000000 PA USD 312975.90000000 0.006432036424 Long DBT CORP US N 2 2023-08-08 Fixed 2.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746JM4 200000.00000000 PA USD 272228.80000000 0.005594633827 Long DBT CORP US N 2 2035-02-07 Fixed 5.37500000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAA1 50000.00000000 PA USD 51783.60000000 0.001064216131 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417YW37 117026.94000000 PA USD 128526.31000000 0.002641372410 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WX90 30000.00000000 PA USD 36521.70000000 0.000750565473 Long DBT MUN US N 2 2048-09-01 Fixed 4.03100000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DB3 655000.00000000 PA USD 732675.14000000 0.015057367637 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DF0 80000.00000000 PA USD 91614.24000000 0.001882784357 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 00185AAK0 125000.00000000 PA USD 142631.00000000 0.002931240991 Long DBT CORP IE N 2 2025-12-15 Fixed 3.87500000 N N N N N N Linde Inc/CT ZU69GUVJQGZ6Z1UOOO79 74005PBA1 450000.00000000 PA USD 458229.15000000 0.009417167851 Long DBT CORP US N 2 2022-02-15 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 3140X5T78 97595.57000000 PA USD 108211.61000000 0.002223880551 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AG0 200000.00000000 PA USD 207991.20000000 0.004274472808 Long DBT CORP US N 2 2023-01-15 Fixed 2.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AP9 250000.00000000 PA USD 273777.50000000 0.005626461501 Long DBT CORP US N 2 2023-08-01 Fixed 4.65000000 N N N N N N COMM 2014-LC17 Mortgage Trust N/A 12592MBF6 269.56000000 PA USD 270.07000000 0.000005550267 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.16400000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AR5 250000.00000000 PA USD 283093.75000000 0.005817921800 Long DBT CORP JP N 2 2027-07-25 Fixed 3.28700000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C51 N/A 95001VAU4 200000.00000000 PA USD 227032.00000000 0.004665784469 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.31100000 N N N N N N Fannie Mae Pool N/A 3138MDZA3 258926.07000000 PA USD 281496.60000000 0.005785098420 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAS6 150000.00000000 PA USD 149292.15000000 0.003068135746 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AD4 475000.00000000 PA USD 734219.85000000 0.015089113311 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 31413AXN8 19605.10000000 PA USD 23014.94000000 0.000472985084 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 100000.00000000 PA USD 124940.00000000 0.002567669366 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAJ0 200000.00000000 PA USD 269000.00000000 0.005528278050 Long DBT CORP US N 2 2047-10-01 Fixed 4.87500000 N N N N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356AA4 200000.00000000 PA USD 201047.80000000 0.004131777471 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851AV4 500000.00000000 PA USD 516640.00000000 0.010617582051 Long DBT CORP US N 2 2050-10-01 Fixed 2.60000000 N N N N N N Mexico Government International Bond N/A 91087BAN0 400000.00000000 PA USD 417000.00000000 0.008569858538 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BA6 150000.00000000 PA USD 167578.05000000 0.003443933291 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36230RY34 101738.38000000 PA USD 108429.40000000 0.002228356401 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP75 100000.00000000 PA USD 102993.50000000 0.002116642027 Long DBT CORP US N 2 2022-03-01 Fixed 2.85000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBJ9 250000.00000000 PA USD 270160.75000000 0.005552132878 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N N Freddie Mac Pool N/A 3133A86T9 78875.36000000 PA USD 83225.60000000 0.001710387575 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAY3 50000.00000000 PA USD 57537.75000000 0.001182470930 Long DBT CORP US N 2 2049-09-01 Fixed 3.70000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AH3 75000.00000000 PA USD 104337.60000000 0.002144264921 Long DBT CORP US N 2 2049-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4V9 122397.86000000 PA USD 129723.96000000 0.002665985578 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140QB2A5 296207.83000000 PA USD 317736.69000000 0.006529876465 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N State of California N/A 13063A7D0 75000.00000000 PA USD 123797.25000000 0.002544184460 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JC6 240000.00000000 PA USD 251649.36000000 0.005171701238 Long DBT CORP US N 2 2022-11-09 Fixed 2.87500000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AU0 400000.00000000 PA USD 402403.60000000 0.008269884718 Long DBT CORP US N 2 2025-09-01 Fixed 0.75000000 N N N N N N Ginnie Mae I Pool N/A 36291JEV8 10795.79000000 PA USD 12236.92000000 0.000251483629 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WKNL5 322052.98000000 PA USD 361572.58000000 0.007430757463 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CW5 200000.00000000 PA USD 245506.60000000 0.005045460029 Long DBT CORP US N 2 2036-07-01 Fixed 4.25000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BY3 25000.00000000 PA USD 31546.18000000 0.000648312470 Long DBT CORP US N 2 2048-02-28 Fixed 4.15000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAY5 375000.00000000 PA USD 495112.13000000 0.010175158069 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286G0 6712000.00000000 PA USD 7175547.50000000 0.147466251833 Long DBT UST US N 2 2024-02-29 Fixed 2.37500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AT7 200000.00000000 PA USD 274073.60000000 0.005632546717 Long DBT CORP US N 2 2044-05-06 Fixed 4.45000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 14162VAB2 25000.00000000 PA USD 27871.63000000 0.000572795986 Long DBT CORP US N 2 2026-08-15 Fixed 5.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C15 549300UOGMFS1M8XVM16 46640NAF5 5586.09000000 PA USD 5838.53000000 0.000119988911 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 3.65910000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058DX8 750000.00000000 PA USD 812604.75000000 0.016700018598 Long DBT CORP N/A N 2 2024-11-25 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8B34 174457.83000000 PA USD 187440.65000000 0.003852133944 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AY6 500000.00000000 PA USD 501966.50000000 0.010316023732 Long DBT CORP US N 2 2025-11-15 Fixed 0.87500000 N N N N N N Ginnie Mae I Pool N/A 36204FAE4 111.65000000 PA USD 114.15000000 0.000002345921 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617AUG20 151897.43000000 PA USD 162975.02000000 0.003349335411 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TCQ6 100000.00000000 PA USD 103749.30000000 0.002132174639 Long DBT CORP US N 2 2022-07-13 Fixed 2.80000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 200000.00000000 PA USD 239810.20000000 0.004928392062 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAP0 125000.00000000 PA USD 164674.38000000 0.003384259332 Long DBT CORP US N 2 2045-12-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31419FAG1 15219.38000000 PA USD 16724.55000000 0.000343709898 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BW8 325000.00000000 PA USD 351419.25000000 0.007222094149 Long DBT CORP US N 2 2023-08-03 Fixed 3.70000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAR2 100000.00000000 PA USD 106259.60000000 0.002183764365 Long DBT CORP US N 2 2030-02-06 Fixed 2.70000000 N N N N N N Korea International Bond N/A 50064FAM6 1000000.00000000 PA USD 1091463.00000000 0.022430895708 Long DBT NUSS KR N 2 2027-01-19 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31414CTT5 27.76000000 PA USD 33.18000000 0.000000681889 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36223LLT3 189.61000000 PA USD 194.99000000 0.000004007282 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAL9 275000.00000000 PA USD 295182.80000000 0.006066366520 Long DBT CORP US N 2 2024-05-18 Fixed 2.75000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAX2 100000.00000000 PA USD 113367.30000000 0.002329836268 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2U7 250000.00000000 PA USD 265940.50000000 0.005465401594 Long DBT CORP US N 2 2023-03-07 Fixed 3.37500000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BD1 75000.00000000 PA USD 77118.75000000 0.001584884360 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416WZS4 117196.08000000 PA USD 126411.79000000 0.002597916445 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DC9 799000.00000000 PA USD 911015.81000000 0.018722485895 Long DBT CORP US N 2 2025-08-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31418BLU8 129479.15000000 PA USD 139078.48000000 0.002858232372 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BSP72 100000.00000000 PA USD 110200.00000000 0.002264744390 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 2.65300000 N N N N N N Oklahoma Gas and Electric Co 549300VJ8YXGPO8EV472 678858BS9 75000.00000000 PA USD 88359.98000000 0.001815905345 Long DBT CORP US N 2 2047-08-15 Fixed 3.85000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAE3 75000.00000000 PA USD 83277.90000000 0.001711462403 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW71 266728.36000000 PA USD 292139.22000000 0.006003817240 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CA0 300000.00000000 PA USD 423828.60000000 0.008710194596 Long DBT CORP US N 2 2047-02-06 Fixed 4.25000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BF2 200000.00000000 PA USD 228038.00000000 0.004686458996 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAM6 400000.00000000 PA USD 411767.60000000 0.008462326337 Long DBT CORP US N 2 2023-02-15 Fixed 1.92300000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AH3 100000.00000000 PA USD 122639.80000000 0.002520397451 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FY4 250000.00000000 PA USD 304511.25000000 0.006258077544 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N Benchmark 2018-B3 Mortgage Trust N/A 08161BAV5 100000.00000000 PA USD 105827.00000000 0.002174873907 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.84800000 N N N N N N Freddie Mac Gold Pool N/A 3132L5FA6 62356.61000000 PA USD 67525.03000000 0.001387721714 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GS6 275000.00000000 PA USD 299302.30000000 0.006151027269 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BH2 375000.00000000 PA USD 404487.75000000 0.008312716542 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Great Lakes Water Authority Sewage Disposal System Revenue N/A 39081HCV2 100000.00000000 PA USD 106595.00000000 0.002190657244 Long DBT MUN US N 2 2039-07-01 Fixed 3.05600000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAL8 250000.00000000 PA USD 308990.75000000 0.006350136732 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Fannie Mae-Aces N/A 3136AT5C4 250000.00000000 PA USD 268785.00000000 0.005523859538 Long ABS-MBS USGSE US N 2 2026-07-25 Variable 2.36900000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAL1 225000.00000000 PA USD 239514.75000000 0.004922320205 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HMS9 625000.00000000 PA USD 678142.50000000 0.013936655381 Long DBT CORP US N 2 2025-01-27 Fixed 2.80000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 N/A 61690FAQ6 50000.00000000 PA USD 52169.00000000 0.001072136571 Long ABS-MBS CORP US N 2 2048-04-15 Variable 3.88300000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AR7 100000.00000000 PA USD 119687.40000000 0.002459722030 Long DBT CORP US N 2 2042-10-01 Fixed 3.62500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CJ7 455000.00000000 PA USD 496454.14000000 0.010202738011 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBY1 100000.00000000 PA USD 103512.70000000 0.002127312220 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959JAH1 100000.00000000 PA USD 122685.10000000 0.002521328421 Long DBT CORP US N 2 2046-06-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYD9 167320.08000000 PA USD 177136.11000000 0.003640363081 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Columbia Pipeline Group Inc 549300SRP1TQM9JJBG80 198280AF6 300000.00000000 PA USD 345743.40000000 0.007105448510 Long DBT CORP US N 2 2025-06-01 Fixed 4.50000000 N N N N N N United Airlines 2019-1 Class AA Pass Through Trust N/A 90931CAA6 173141.41000000 PA USD 178336.17000000 0.003665025777 Long DBT CORP US N 2 2033-02-25 Fixed 4.15000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAH0 1000.00000000 PA USD 1443.49000000 0.000029665479 Long DBT CORP US N 2 2034-12-15 Fixed 5.95000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAD0 25000.00000000 PA USD 27129.75000000 0.000557549447 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.02300000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AS7 150000.00000000 PA USD 162695.10000000 0.003343582714 Long DBT CORP US N 2 2030-04-15 Fixed 3.20000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 100000.00000000 PA USD 109246.30000000 0.002245144692 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHA3 736000.00000000 PA USD 960163.52000000 0.019732531272 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 31414JH55 104.59000000 PA USD 108.92000000 0.000002238438 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402RCV9 48855.46000000 PA USD 55274.32000000 0.001135954684 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31415BUJ6 862.25000000 PA USD 904.41000000 0.000018586728 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31411WF44 510.21000000 PA USD 555.45000000 0.000011415174 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CS6 500000.00000000 PA USD 505522.00000000 0.010389093593 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WZ9 4977000.00000000 PA USD 5084316.56000000 0.104488905723 Long DBT UST US N 2 2022-04-30 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAFA2 78531.44000000 PA USD 85480.26000000 0.001756723587 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAU2 100000.00000000 PA USD 137594.20000000 0.002827728608 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 100000.00000000 PA USD 107915.70000000 0.002217799240 Long DBT CORP US N 2 2027-07-15 Fixed 4.12500000 N N N N N N Citigroup Commercial Mortgage Trust 2017-C4 N/A 17326FAH0 50000.00000000 PA USD 56146.00000000 0.001153868771 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.76400000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AN0 700000.00000000 PA USD 885906.70000000 0.018206463064 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-BNK1 549300DNBJ7A0SEFVK31 95000GAY0 150000.00000000 PA USD 162060.00000000 0.003330530635 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N Fannie Mae Pool N/A 31418CSD7 551884.69000000 PA USD 585695.19000000 0.012036750420 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDN5 200000.00000000 PA USD 224954.40000000 0.004623087255 Long DBT CORP GB N 2 2027-09-19 Fixed 3.27900000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAC2 50000.00000000 PA USD 64030.55000000 0.001315905888 Long DBT CORP US N 2 2055-07-01 Fixed 4.11700000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DM7 25000.00000000 PA USD 26132.33000000 0.000537051250 Long DBT CORP US N 2 2023-01-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3140GYJX8 169168.36000000 PA USD 179609.84000000 0.003691201249 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBH4 150000.00000000 PA USD 157070.55000000 0.003227991352 Long DBT CORP US N 2 2023-09-20 Fixed 2.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXA59 61655.73000000 PA USD 68657.30000000 0.001410991243 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N President and Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AM5 100000.00000000 PA USD 117864.90000000 0.002422267433 Long DBT CORP US N 2 2046-07-15 Fixed 3.15000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AG0 300000.00000000 PA USD 313814.10000000 0.006449262456 Long DBT CORP US N 2 2022-09-01 Fixed 3.22500000 N N N N N N Ginnie Mae II Pool N/A 36179QPF2 157979.45000000 PA USD 168238.19000000 0.003457499973 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140E2SN2 190099.38000000 PA USD 203786.99000000 0.004188071166 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AT1 75000.00000000 PA USD 78349.80000000 0.001610183938 Long DBT CORP US N 2 2023-05-01 Fixed 2.37500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 1500000.00000000 PA USD 1630249.50000000 0.033503615343 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N CHASE ISSUANCE TRUST CHAIT_12-A7 N/A 161571FQ2 313000.00000000 PA USD 323313.19000000 0.006644480340 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 2.16000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340AN2 100000.00000000 PA USD 110693.70000000 0.002274890527 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31417GWZ5 295455.14000000 PA USD 315885.07000000 0.006491823416 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AN6 120000.00000000 PA USD 134742.12000000 0.002769114886 Long DBT CORP US N 2 2024-12-05 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31418WPP9 182007.39000000 PA USD 200795.07000000 0.004126583561 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AU1 50000.00000000 PA USD 56459.65000000 0.001160314661 Long DBT CORP US N 2 2044-05-15 Fixed 5.10000000 N N N N N N Fannie Mae Pool N/A 31404WZA7 27772.99000000 PA USD 32389.58000000 0.000665645368 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Oshkosh Corp 549300FEKNPCFSA2B506 688225AH4 60000.00000000 PA USD 65100.00000000 0.001337884390 Long DBT CORP US N 2 2030-03-01 Fixed 3.10000000 N N N N N N Ginnie Mae I Pool N/A 36295QPR5 21938.47000000 PA USD 22730.27000000 0.000467134768 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGT0 350000.00000000 PA USD 378279.30000000 0.007774100933 Long DBT CORP US N 2 2025-10-01 Variable 3.09300000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAT1 100000.00000000 PA USD 120621.80000000 0.002478925090 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BA2 150000.00000000 PA USD 170343.45000000 0.003500765634 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N UBS Commercial Mortgage Trust 2017-C2 N/A 90276CAE1 150000.00000000 PA USD 170727.00000000 0.003508648054 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.48700000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 N/A 61690AAB0 49067.58000000 PA USD 52296.72000000 0.001074761372 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.55700000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BF5 100000.00000000 PA USD 104859.90000000 0.002154998823 Long DBT CORP US N 2 2023-02-01 Fixed 2.90000000 N N N N N N DIGNITY HEALTH TFVG45LTYVO3XKPZWP18 254010AB7 100000.00000000 PA USD 112175.10000000 0.002305335104 Long DBT MUN US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAD22 613877.89000000 PA USD 653018.01000000 0.013420316472 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3Y5 208510.47000000 PA USD 233882.50000000 0.004806570598 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BPH5 1900.07000000 PA USD 2279.28000000 0.000046841983 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F6M9 43089.47000000 PA USD 47856.67000000 0.000983512930 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFE9 310000.00000000 PA USD 347436.53000000 0.007140244396 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31405FX80 13081.80000000 PA USD 15424.30000000 0.000316988175 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVQ3 2412499.11000000 PA USD 2531820.83000000 0.052032005657 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Multifamily Remic Trust 2015-M12 N/A 3136AP6Z0 225000.00000000 PA USD 239969.25000000 0.004931660734 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 2.88910000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBE2 175000.00000000 PA USD 197078.18000000 0.004050196939 Long DBT CORP US N 2 2025-06-05 Fixed 3.70000000 N N N N N N Cleveland Electric Illuminating Co/The N/A 186108CE4 75000.00000000 PA USD 91356.53000000 0.001877488102 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABH4 300000.00000000 PA USD 343500.00000000 0.007059343904 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CU2 1243000.00000000 PA USD 1339972.65000000 0.027538072078 Long DBT CORP US N 2 2024-05-11 Fixed 2.85000000 N N N N N N Ginnie Mae II Pool N/A 36179VSJ0 322652.29000000 PA USD 342871.36000000 0.007046424585 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402DVQ0 46531.28000000 PA USD 54514.45000000 0.001120338428 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Ohio Edison Co N/A 677347CE4 100000.00000000 PA USD 135605.70000000 0.002786862508 Long DBT CORP US N 2 2036-07-15 Fixed 6.87500000 N N N N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 349553AM9 295000.00000000 PA USD 324075.50000000 0.006660146740 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AS5 317000.00000000 PA USD 358036.60000000 0.007358088762 Long DBT CORP AU N 2 2025-06-15 Fixed 3.75000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BG2 200000.00000000 PA USD 223256.60000000 0.004588195395 Long DBT CORP US N 2 2025-05-15 Fixed 3.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BK5 126000.00000000 PA USD 173187.76000000 0.003559219673 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08161NAF4 100000.00000000 PA USD 109609.00000000 0.002252598620 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.73200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286S4 4780000.00000000 PA USD 5277418.75000000 0.108457391219 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2J8 224656.97000000 PA USD 245064.67000000 0.005036377829 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Massachusetts School Building Authority N/A 576000ZW6 100000.00000000 PA USD 103853.00000000 0.002134305800 Long DBT MUN US N 2 2043-05-15 Fixed 2.95000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4AV9 8369.54000000 PA USD 8947.37000000 0.000183879364 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.36300000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AJ3 250000.00000000 PA USD 273349.75000000 0.005617670717 Long DBT CORP JP N 2 2026-09-13 Fixed 2.75700000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAD8 58000.00000000 PA USD 59526.56000000 0.001223343401 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.14700000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032617 224000.00000000 PA USD 236670.00000000 0.004863857123 Long ABS-MBS USGSE US N 2 2021-01-14 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QSDU7 14196.90000000 PA USD 14796.95000000 0.000304095367 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.52900000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3J7 138110.48000000 PA USD 146376.79000000 0.003008221543 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BDK9 269265.00000000 PA USD 298230.62000000 0.006129002938 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AT2 200000.00000000 PA USD 236792.60000000 0.004866376702 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N CC Holdings GS V LLC / Crown Castle GS III Corp N/A 14987BAE3 250000.00000000 PA USD 268418.00000000 0.005516317240 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAJ9 75000.00000000 PA USD 80730.00000000 0.001659099951 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.91420000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BA7 175000.00000000 PA USD 179809.18000000 0.003695297929 Long DBT CORP US N 2 2022-03-15 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128KU4Z7 15090.40000000 PA USD 17630.99000000 0.000362338345 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAP6 90000.00000000 PA USD 103128.21000000 0.002119410482 Long DBT CORP US N 2 2029-04-30 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138ELNV1 11330.10000000 PA USD 12319.16000000 0.000253173761 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 3.09800000 N N N N N N Delta Air Lines 2007-1 Class A Pass Through Trust N/A 247367BH7 91628.89000000 PA USD 93420.05000000 0.001919895954 Long DBT CORP US N 2 2024-02-10 Fixed 6.82100000 N N N N N N Freddie Mac Gold Pool N/A 3128MJKN9 14184.64000000 PA USD 16293.00000000 0.000334841019 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2 N/A 80285RAE8 25000.00000000 PA USD 25151.95000000 0.000516903245 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 0.96000000 N N N N N N Fannie Mae Pool N/A 3138EGFA7 509743.86000000 PA USD 566240.51000000 0.011636933020 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CG2 215000.00000000 PA USD 229506.05000000 0.004716629214 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N Zeneca Wilmington Inc N/A 98934KAB6 25000.00000000 PA USD 29442.63000000 0.000605081952 Long DBT CORP US N 2 2023-11-15 Fixed 7.00000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAF8 95000.00000000 PA USD 120983.45000000 0.002486357438 Long DBT CORP US N 2 2047-05-15 Fixed 4.75000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AX1 925000.00000000 PA USD 1026824.93000000 0.021102504542 Long DBT CORP US N 2 2024-08-15 Fixed 3.95000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AR5 300000.00000000 PA USD 344355.30000000 0.007076921362 Long DBT CORP US N 2 2028-03-15 Fixed 3.90000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 500472AC9 100000.00000000 PA USD 156067.60000000 0.003207379507 Long DBT CORP NL N 2 2038-03-11 Fixed 6.87500000 N N N N N N Ginnie Mae I Pool N/A 3622A2BC5 25679.94000000 PA USD 27049.03000000 0.000555890553 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 3.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DH3 150000.00000000 PA USD 156896.85000000 0.003224421606 Long DBT CORP US N 2 2023-04-11 Fixed 2.55000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FS2 100000.00000000 PA USD 132829.90000000 0.002729816433 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ78 93035.30000000 PA USD 100374.98000000 0.002062828248 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N State of California N/A 13063A5G5 630000.00000000 PA USD 1106154.00000000 0.022732813674 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 200000.00000000 PA USD 282479.40000000 0.005805296158 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132QUTE3 2565945.17000000 PA USD 2752526.85000000 0.056567783523 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312944TR2 58473.42000000 PA USD 64222.70000000 0.001319854805 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AJK50 277898.27000000 PA USD 309098.71000000 0.006352355441 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P46 16476000.00000000 PA USD 17521196.25000000 0.360081950350 Long DBT UST US N 2 2026-02-15 Fixed 1.62500000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BA9 75000.00000000 PA USD 79311.30000000 0.001629943936 Long DBT CORP US N 2 2023-03-14 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36213EP75 5034.60000000 PA USD 5867.40000000 0.000120582225 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBH5 150000.00000000 PA USD 169565.10000000 0.003484769592 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CF7 200000.00000000 PA USD 201391.60000000 0.004138842980 Long DBT CORP US N 2 2027-11-01 Fixed 1.37500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBS8 350000.00000000 PA USD 465864.70000000 0.009574087715 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AW3 250000.00000000 PA USD 257360.75000000 0.005289077268 Long DBT CORP SE N 2 2022-03-11 Fixed 2.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAX4 300000.00000000 PA USD 365254.50000000 0.007506425409 Long DBT CORP US N 2 2029-12-05 Variable 4.45200000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BJ2 175000.00000000 PA USD 231048.48000000 0.004748328031 Long DBT CORP US N 2 2033-12-05 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31403DBY4 99844.76000000 PA USD 116947.60000000 0.002403415799 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 100000.00000000 PA USD 115985.40000000 0.002383641416 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAQ3 200000.00000000 PA USD 207123.40000000 0.004256638460 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78400000 N N N N N N Ginnie Mae II Pool N/A 36179Q6N6 147631.20000000 PA USD 157181.26000000 0.003230266578 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KFPC8 32818.17000000 PA USD 39364.16000000 0.000808981493 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 N/A 61766RAZ9 250000.00000000 PA USD 276305.00000000 0.005678404708 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.10200000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 475000.00000000 PA USD 535898.33000000 0.011013364219 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAD2 276748.80000000 PA USD 298583.17000000 0.006136248271 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WF2P0 262973.02000000 PA USD 278829.29000000 0.005730281946 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBB6 125000.00000000 PA USD 163643.75000000 0.003363078628 Long DBT CORP US N 2 2047-06-15 Fixed 4.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C30 N/A 46644UBE7 50000.00000000 PA USD 55681.00000000 0.001144312453 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.22630000 N N N N N N Freddie Mac Gold Pool N/A 31292K2K2 210988.70000000 PA USD 232833.01000000 0.004785002299 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138AA5P2 17067.23000000 PA USD 17358.96000000 0.000356747797 Long ABS-MBS USGSE US N 2 2041-04-01 Floating 3.49600000 N N N N N N Freddie Mac Gold Pool N/A 313973A33 98.10000000 PA USD 100.12000000 0.000002057588 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 7.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DF4 575000.00000000 PA USD 622856.68000000 0.012800464358 Long DBT CORP US N 2 2025-01-13 Fixed 2.75000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAC7 80000.00000000 PA USD 86200.00000000 0.001771515122 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CG1 125000.00000000 PA USD 185827.63000000 0.003818984416 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAF0 54000.00000000 PA USD 58500.90000000 0.001202264837 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96100000 N N N N N N Texas Transportation Commission 5493006JSGNPGVJS7691 882830BH4 500000.00000000 PA USD 502735.00000000 0.010331817344 Long DBT MUN US N 2 2044-10-01 Fixed 2.47200000 N N N N N N Hungary Government International Bond N/A 445545AF3 290000.00000000 PA USD 514398.81000000 0.010571522864 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.62500000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBP9 100000.00000000 PA USD 117749.10000000 0.002419887602 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3138AAZV6 41846.78000000 PA USD 47002.70000000 0.000965962805 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WKZA6 174201.50000000 PA USD 200295.67000000 0.004116320282 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_19-A N/A 34532FAD4 30114.93000000 PA USD 30275.87000000 0.000622206050 Long ABS-CBDO CORP US N 2 2022-05-15 Fixed 2.90000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830AR0 375000.00000000 PA USD 563152.88000000 0.011573478459 Long DBT CORP US N 2 2036-09-01 Fixed 6.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SF6 11044100.00000000 PA USD 14557504.31000000 0.299174466708 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C26 549300DT2BKPLXAJ4C66 94989CAX9 75000.00000000 PA USD 81793.50000000 0.001680956173 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.16600000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LC3 200000.00000000 PA USD 204238.00000000 0.004197339971 Long DBT CORP US N 2 2021-12-08 Fixed 2.90000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAR4 425000.00000000 PA USD 642938.30000000 0.013213166139 Long DBT CORP US Y 2 2046-07-15 Fixed 8.35000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAH3 100000.00000000 PA USD 117480.30000000 0.002414363434 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138XTUG8 96310.57000000 PA USD 103565.11000000 0.002128389310 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DK1 200000.00000000 PA USD 211277.20000000 0.004342004116 Long DBT CORP N/A N 2 2025-03-14 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 31297UYH7 67386.73000000 PA USD 79581.52000000 0.001635497287 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407G2N7 21387.90000000 PA USD 25253.82000000 0.000518996798 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFT6 500000.00000000 PA USD 505591.00000000 0.010390511627 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAB2 250000.00000000 PA USD 370000.00000000 0.007603951221 Long DBT CORP NL N 2 2043-12-01 Fixed 5.75000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAJ9 50000.00000000 PA USD 61229.40000000 0.001258338840 Long DBT CORP US N 2 2047-09-01 Fixed 4.10000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAT6 200000.00000000 PA USD 254970.20000000 0.005239948550 Long DBT CORP US N 2 2045-11-15 Fixed 4.50000000 N N N N N N Walgreen Co E1OI0SEUGJMPPTKRDD35 931422AH2 250000.00000000 PA USD 260818.25000000 0.005360133110 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAL4 250000.00000000 PA USD 258319.75000000 0.005308785888 Long DBT CORP US N 2 2022-09-01 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31375FFS2 788.68000000 PA USD 814.30000000 0.000016734858 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402DMP2 43694.76000000 PA USD 48691.48000000 0.001000669294 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36203LCS9 61.82000000 PA USD 68.42000000 0.000001406114 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CX5 350000.00000000 PA USD 472692.85000000 0.009714414524 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAD5 14238.03000000 PA USD 14891.41000000 0.000306036635 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.47200000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAD0 384000.00000000 PA USD 426220.80000000 0.008759357223 Long DBT CORP US N 2 2025-04-01 Fixed 3.62500000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121AB6 100000.00000000 PA USD 115408.80000000 0.002371791583 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AE0 250000.00000000 PA USD 284322.75000000 0.005843179249 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 3140X6ZN4 372082.12000000 PA USD 403026.81000000 0.008282692443 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AAW8 137671.96000000 PA USD 149992.51000000 0.003082528999 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137BA4 400000.00000000 PA USD 428063.60000000 0.008797229011 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAE3 275000.00000000 PA USD 290100.25000000 0.005961913919 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Y5 1000000.00000000 PA USD 1000136.00000000 0.020554014483 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128KAQ53 32284.30000000 PA USD 38050.13000000 0.000781976574 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BDDC7 343498.93000000 PA USD 345377.87000000 0.007097936423 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 3.13000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAV0 150000.00000000 PA USD 164586.45000000 0.003382452263 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N GS Mortgage Securities Trust 2014-GC22 N/A 36253BAU7 50000.00000000 PA USD 54904.50000000 0.001128354432 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.86200000 N N N N N N Freddie Mac Gold Pool N/A 31292HKL7 10569.10000000 PA USD 11908.86000000 0.000244741596 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P76D0 388519.63000000 PA USD 417404.67000000 0.008578175000 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138Y2ZJ5 97572.06000000 PA USD 104922.10000000 0.002156277109 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAH6 410000.00000000 PA USD 600650.00000000 0.012344090003 Long DBT CORP KY N 2 2036-11-21 Fixed 6.87500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JJ6 500000.00000000 PA USD 497254.50000000 0.010219186385 Long DBT CORP N/A N 2 2027-10-21 Fixed 0.62500000 N N N N N N Ginnie Mae I Pool N/A 36207UAG3 420.23000000 PA USD 456.89000000 0.000009389646 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WE6 4261000.00000000 PA USD 4577911.88000000 0.094081671979 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AW1 205000.00000000 PA USD 215237.91000000 0.004423401536 Long DBT CORP CA N 2 2023-03-15 Fixed 3.00000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139X83 400000.00000000 PA USD 653160.00000000 0.013423234540 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAC4 75000.00000000 PA USD 96938.93000000 0.001992213230 Long DBT CORP GB N 2 2043-11-30 Fixed 5.37500000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBH5 75000.00000000 PA USD 79843.80000000 0.001640887460 Long DBT CORP US N 2 2024-08-01 Fixed 2.50000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABP9 500000.00000000 PA USD 512805.00000000 0.010538768124 Long DBT CORP US Y 2 2031-11-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3B4 108075.46000000 PA USD 116163.64000000 0.002387304465 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FDW3 217640.20000000 PA USD 239984.84000000 0.004931981127 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQXJ7 400000.00000000 PA USD 437864.00000000 0.008998639182 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.52500000 N N N N N N Fannie Mae-Aces N/A 3136BAQE7 100000.00000000 PA USD 101455.00000000 0.002085023976 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.49200000 N N N N N N Fannie Mae Pool N/A 31371EWV3 64.26000000 PA USD 69.55000000 0.000001429337 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.50000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CS0 200000.00000000 PA USD 261590.60000000 0.005376005844 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BG3 100000.00000000 PA USD 105079.70000000 0.002159515981 Long DBT CORP US N 2 2023-01-15 Fixed 3.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAZ4 12230000.00000000 PA USD 12245287.50000000 0.251655591472 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N Ginnie Mae I Pool N/A 36207KTT7 234.85000000 PA USD 283.53000000 0.000005826887 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAA0 200000.00000000 PA USD 216485.00000000 0.004449030757 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 N/A 61690KAE2 68000.00000000 PA USD 70789.36000000 0.001454807676 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.91800000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AR6 100000.00000000 PA USD 124915.70000000 0.002567169971 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AF5 100000.00000000 PA USD 111891.10000000 0.002299498558 Long DBT CORP US N 2 2027-07-15 Fixed 4.45000000 N N N N N N Freddie Mac Pool N/A 3133KHCA2 556697.68000000 PA USD 583558.29000000 0.011992834519 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HQ9 172000.00000000 PA USD 185404.82000000 0.003810295155 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBG0 100000.00000000 PA USD 102954.10000000 0.002115832309 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABE4 1520000.00000000 PA USD 1759301.20000000 0.036155785159 Long DBT CORP US Y 2 2030-04-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31410QDN8 28657.26000000 PA USD 33473.39000000 0.000687918985 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AV0 250000.00000000 PA USD 259267.25000000 0.005328258168 Long DBT CORP US N 2 2030-06-15 Fixed 1.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZF0 23073600.00000000 PA USD 23282704.50000000 0.478487971150 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CP2 300000.00000000 PA USD 371139.60000000 0.007627371391 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HT6 500000.00000000 PA USD 542296.00000000 0.011144844139 Long DBT CORP N/A N 2 2023-12-14 Fixed 3.12500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 806605AG6 125000.00000000 PA USD 194134.63000000 0.003989703397 Long DBT CORP US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBL9 200000.00000000 PA USD 214463.60000000 0.004407488522 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31418CGD0 922486.97000000 PA USD 979570.46000000 0.020131367556 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AH4 75000.00000000 PA USD 90000.53000000 0.001849620648 Long DBT CORP US N 2 2048-01-30 Fixed 4.40000000 N N N N N N CNOOC Finance 2014 ULC 549300QK7VNAZ4SHZS12 12591DAC5 300000.00000000 PA USD 325461.30000000 0.006688626620 Long DBT CORP CA N 2 2024-04-30 Fixed 4.25000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QEL4 500000.00000000 PA USD 500909.00000000 0.010294290817 Long DBT CORP N/A N 2 2025-11-25 Fixed 0.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSC8 250630.78000000 PA USD 264406.75000000 0.005433881161 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUZ7 527.98000000 PA USD 582.66000000 0.000011974373 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HTJ4 14752.65000000 PA USD 16651.61000000 0.000342210892 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EA7 300000.00000000 PA USD 338262.30000000 0.006951702781 Long DBT CORP US N 2 2026-12-15 Fixed 3.00000000 N N N N N N Arch Capital Group US Inc 549300B4QKQFLY1XST28 03938JAA7 50000.00000000 PA USD 67788.60000000 0.001393138399 Long DBT CORP US N 2 2043-11-01 Fixed 5.14400000 N N N N N N Fannie Mae Pool N/A 31416BTA6 202278.20000000 PA USD 231145.77000000 0.004750327459 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N CyrusOne LP / CyrusOne Finance Corp N/A 23283PAR5 275000.00000000 PA USD 295554.88000000 0.006074013218 Long DBT CORP US N 2 2029-11-15 Fixed 3.45000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAM8 100000.00000000 PA USD 109901.40000000 0.002258607796 Long DBT CORP US N 2 2031-03-01 Fixed 2.62500000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAU0 125000.00000000 PA USD 207973.38000000 0.004274106586 Long DBT CORP US N 2 2038-01-15 Fixed 7.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BT6 100000.00000000 PA USD 104290.80000000 0.002143303124 Long DBT CORP US N 2 2022-11-30 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXH4 6801.98000000 PA USD 7754.70000000 0.000159368541 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BW8 375000.00000000 PA USD 429334.88000000 0.008823355365 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140H4B94 165484.85000000 PA USD 180468.54000000 0.003708848581 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFG9 300000.00000000 PA USD 412602.00000000 0.008479474275 Long DBT CORP US N 2 2044-04-01 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36204DM71 161.41000000 PA USD 192.31000000 0.000003952205 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GLH6 166.48000000 PA USD 183.69000000 0.000003775053 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GV45 797.91000000 PA USD 913.85000000 0.000018780731 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAW5 200000.00000000 PA USD 206039.80000000 0.004234369159 Long DBT CORP US N 2 2022-08-15 Fixed 2.40000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BD4 150000.00000000 PA USD 197221.50000000 0.004053142340 Long DBT CORP US N 2 2047-06-02 Fixed 4.55000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AK1 75000.00000000 PA USD 85534.95000000 0.001757847533 Long DBT CORP US N 2 2046-11-01 Fixed 3.64000000 N N N N N N Ginnie Mae I Pool N/A 36180NDP7 312384.79000000 PA USD 322289.39000000 0.006623440002 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132A5H32 789408.89000000 PA USD 832012.89000000 0.017098879544 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179U6U1 2313251.90000000 PA USD 2426401.38000000 0.049865507398 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N LYB International Finance BV 549300J6QSW38QNOJK61 50247VAB5 200000.00000000 PA USD 259158.20000000 0.005326017058 Long DBT CORP NL N 2 2043-07-15 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 36179USU7 3028698.18000000 PA USD 3228496.25000000 0.066349535146 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWV8 90523.61000000 PA USD 97064.09000000 0.001994785420 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140X6GS4 272865.87000000 PA USD 318884.21000000 0.006553459400 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L8QH3 157474.22000000 PA USD 171639.48000000 0.003527400631 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3622AADG6 221798.05000000 PA USD 236172.20000000 0.004853626726 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.50000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AG6 25000.00000000 PA USD 26092.18000000 0.000536226118 Long DBT CORP US N 2 2022-12-15 Fixed 2.95000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAG5 250000.00000000 PA USD 273559.00000000 0.005621971060 Long DBT CORP US N 2 2029-11-07 Fixed 3.13800000 N N N N N N Ginnie Mae II Pool N/A 36225E7H9 10742.02000000 PA USD 11420.00000000 0.000234694926 Long ABS-MBS USGA US N 2 2040-12-20 Floating 3.12500000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BH2 100000.00000000 PA USD 114349.70000000 0.002350025786 Long DBT CORP US N 2 2026-01-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31371FPW6 381.84000000 PA USD 428.84000000 0.000008813184 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAD4 100000.00000000 PA USD 102507.70000000 0.002106658244 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CZ3 175000.00000000 PA USD 181096.13000000 0.003721746321 Long DBT CORP CA N 2 2050-05-01 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBM7 500000.00000000 PA USD 558284.00000000 0.011473417037 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B1UG5 325000.00000000 PA USD 337038.00000000 0.006926541923 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.63700000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4M9 1956341.69000000 PA USD 2121970.66000000 0.043609084844 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AT5 125000.00000000 PA USD 181084.00000000 0.003721497035 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BL0 250000.00000000 PA USD 328343.75000000 0.006747864483 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AHJY0 760000.00000000 PA USD 770121.68000000 0.015826939701 Long DBT USGSE US N 2 2021-11-19 Fixed 1.62500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAH6 533000.00000000 PA USD 611124.48000000 0.012559353341 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBC5 225000.00000000 PA USD 220005.23000000 0.004521375776 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BV0 500000.00000000 PA USD 528041.00000000 0.010851886505 Long DBT CORP AT N 2 2023-03-13 Fixed 2.87500000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAQ0 100000.00000000 PA USD 112104.60000000 0.002303886243 Long DBT CORP US N 2 2026-04-15 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36292HK93 22769.03000000 PA USD 25371.76000000 0.000521420609 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BB8 100000.00000000 PA USD 120582.50000000 0.002478117427 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAK2 200000.00000000 PA USD 214443.20000000 0.004407069277 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBC7 100000.00000000 PA USD 106512.80000000 0.002188967934 Long DBT CORP US N 2 2023-07-03 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36203FTC9 26.50000000 PA USD 27.06000000 0.000000556116 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW74 391147.42000000 PA USD 410632.94000000 0.008439007691 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FT3 475000.00000000 PA USD 495190.35000000 0.010176765586 Long DBT CORP US N 2 2022-01-14 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y87 9127000.00000000 PA USD 9626132.81000000 0.197828768487 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AG5 325000.00000000 PA USD 426985.98000000 0.008775082606 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAU3 58000.00000000 PA USD 63369.47000000 0.001302319888 Long DBT CORP US N 2 2025-02-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31415UZH3 92285.36000000 PA USD 107333.70000000 0.002205838430 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138XDSQ4 97569.11000000 PA USD 104132.98000000 0.002140059731 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.50000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BJ9 300000.00000000 PA USD 326896.80000000 0.006718127896 Long DBT CORP GB N 2 2024-06-25 Variable 4.51900000 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAA1 200000.00000000 PA USD 209471.40000000 0.004304892724 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ74 291425.31000000 PA USD 320992.27000000 0.006596782604 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CXT6 447506.72000000 PA USD 479912.34000000 0.009862783848 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R28 215000.00000000 PA USD 222390.63000000 0.004570398655 Long DBT UST US N 2 2023-04-30 Fixed 1.62500000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAK5 125000.00000000 PA USD 136993.75000000 0.002815388628 Long DBT CORP US N 2 2024-03-01 Fixed 4.20000000 N N N N N N Methodist Hospital/The 549300Y1E42JLBRENF23 591539AA9 300000.00000000 PA USD 306753.30000000 0.006304154406 Long DBT CORP US N 2 2050-12-01 Fixed 2.70500000 N N N N N N Fannie Mae Pool N/A 3140F5CV3 7871380.80000000 PA USD 8364103.26000000 0.171892522166 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WDKV2 93225.35000000 PA USD 102311.64000000 0.002102628972 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AM7 179000.00000000 PA USD 197110.33000000 0.004050857661 Long DBT CORP US N 2 2024-10-15 Fixed 3.50000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AH3 150000.00000000 PA USD 152633.70000000 0.003136808674 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31418DAL6 130826.07000000 PA USD 138896.97000000 0.002854502120 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05G4 2000000.00000000 PA USD 2003636.00000000 0.041177163270 Long DBT USGSE US N 2 2023-07-10 Fixed 0.25000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAV6 75000.00000000 PA USD 80378.40000000 0.001651874142 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 600000.00000000 PA USD 694481.40000000 0.014272439702 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBH4 850000.00000000 PA USD 929198.75000000 0.019096167487 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 200339DX4 50000.00000000 PA USD 56214.90000000 0.001155284750 Long DBT CORP US N 2 2025-07-27 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403C6L0 195474.48000000 PA USD 222509.54000000 0.004572842401 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N BMW VEHICLE OWNER TRUST BMWOT_18-A N/A 09659QAE7 50000.00000000 PA USD 50691.09000000 0.001041763718 Long ABS-CBDO CORP US N 2 2024-06-25 Fixed 2.51000000 N N N N N N Hartford HealthCare Corp 549300W3L482NUDOFF24 41652PAC3 75000.00000000 PA USD 78849.30000000 0.001620449273 Long DBT CORP US N 2 2054-07-01 Fixed 3.44700000 N N N N N N Ginnie Mae II Pool N/A 36179TNR2 2040287.35000000 PA USD 2198566.31000000 0.045183218861 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPF4 300000.00000000 PA USD 309576.60000000 0.006362176664 Long DBT CORP US N 2 2023-01-09 Fixed 1.95000000 N N N N N N Benchmark 2020-B17 Mortgage Trust N/A 08162MAX6 100000.00000000 PA USD 105904.00000000 0.002176456351 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AB4 125000.00000000 PA USD 142512.50000000 0.002928805671 Long DBT CORP US N 2 2034-11-18 Fixed 4.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DA2 500000.00000000 PA USD 639589.95000000 0.013144353463 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAG8 426000.00000000 PA USD 478199.06000000 0.009827573855 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAL4 38954.57000000 PA USD 44504.89000000 0.000914629764 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AW4 82290.91000000 PA USD 94307.32000000 0.001938130435 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N GE Capital International Funding Co Unlimited Co 549300G6UZOB126GBY72 36164QNA2 2168000.00000000 PA USD 2578671.23000000 0.052994838512 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Weibo Corp 549300Q9ID4640FE0422 948596AE1 200000.00000000 PA USD 204225.80000000 0.004197089247 Long DBT CORP KY N 2 2030-07-08 Fixed 3.37500000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CD9 300000.00000000 PA USD 309376.50000000 0.006358064365 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAU4 50000.00000000 PA USD 56482.15000000 0.001160777063 Long DBT CORP US N 2 2026-04-01 Fixed 3.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AN6 500000.00000000 PA USD 503357.50000000 0.010344610478 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAJ1 250000.00000000 PA USD 256252.75000000 0.005266306517 Long DBT CORP NL N 2 2022-01-10 Fixed 2.75000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AY3 300000.00000000 PA USD 329127.60000000 0.006763973557 Long DBT CORP US N 2 2026-10-01 Fixed 2.85000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 08652BAA7 200000.00000000 PA USD 240069.20000000 0.004933714828 Long DBT CORP US N 2 2028-10-01 Fixed 4.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 875000.00000000 PA USD 969954.13000000 0.019933740247 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BF4 100000.00000000 PA USD 101636.90000000 0.002088762243 Long DBT CORP US N 2 2030-02-10 Fixed 2.62500000 N N N N N N Linde Inc/CT ZU69GUVJQGZ6Z1UOOO79 74005PBB9 200000.00000000 PA USD 205155.40000000 0.004216193660 Long DBT CORP US N 2 2022-08-15 Fixed 2.20000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020414 11533000.00000000 PA USD 12062797.19000000 0.247905193051 Long ABS-MBS USGSE US N 2 2021-01-19 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31402C4G4 174540.63000000 PA USD 204267.43000000 0.004197944794 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CE0 650000.00000000 PA USD 720959.85000000 0.014816604140 Long DBT CORP NL N 2 2049-11-07 Fixed 3.12500000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JZ5 700000.00000000 PA USD 789983.60000000 0.016235126379 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Eastern Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AH8 200000.00000000 PA USD 221270.40000000 0.004547376563 Long DBT CORP US N 2 2024-12-15 Fixed 3.60000000 N N N N N N BBCMS Mortgage Trust 2020-C6 N/A 05492TBP4 100000.00000000 PA USD 109537.00000000 0.002251118932 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.63900000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAD2 200000.00000000 PA USD 249928.60000000 0.005136337522 Long DBT CORP US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Wisconsin Power and Light Co JWBYHVQVMY66CVCOSO49 976826BN6 50000.00000000 PA USD 59152.80000000 0.001215662177 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUM0 96948.02000000 PA USD 108044.02000000 0.002220436372 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAV1 190000.00000000 PA USD 234049.03000000 0.004809992993 Long DBT CORP US N 2 2036-05-14 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZ37 144998.97000000 PA USD 153918.70000000 0.003163216991 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEC0 280000.00000000 PA USD 291457.60000000 0.005989809117 Long DBT CORP US N 2 2023-05-01 Fixed 2.10000000 N N N N N N Fannie Mae Pool N/A 31418WPW4 60840.59000000 PA USD 68879.27000000 0.001415552998 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AX0 130000.00000000 PA USD 139870.12000000 0.002874501540 Long DBT CORP US N 2 2024-04-18 Fixed 3.12500000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-1 N/A 43814UAD1 75000.00000000 PA USD 76022.75000000 0.001562360223 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 2.83000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BD3 300000.00000000 PA USD 422587.80000000 0.008684694643 Long DBT CORP US N 2 2044-02-15 Fixed 4.87500000 N N N N N N Morgan Stanley Capital I Trust 2019-H6 N/A 61769JBD2 25000.00000000 PA USD 28150.75000000 0.000578532242 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.70000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAG1 100000.00000000 PA USD 123959.10000000 0.002547510675 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AB4 250000.00000000 PA USD 270076.50000000 0.005550401438 Long DBT CORP US N 2 2025-02-15 Fixed 3.60500000 N N N N N N Freddie Mac Pool N/A 3132DV3U7 702343.94000000 PA USD 751866.91000000 0.015451781915 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389AU7 100000.00000000 PA USD 148586.20000000 0.003053627613 Long DBT CORP US N 2 2040-09-30 Fixed 6.25000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAR6 500000.00000000 PA USD 569359.00000000 0.011701021793 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAK5 250000.00000000 PA USD 282580.75000000 0.005807379024 Long DBT CORP JP N 2 2027-02-28 Fixed 3.66300000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CL0 300000.00000000 PA USD 308607.30000000 0.006342256367 Long DBT CORP US N 2 2022-05-16 Fixed 2.60000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DF5 100000.00000000 PA USD 116946.40000000 0.002403391138 Long DBT CORP US N 2 2046-10-15 Fixed 3.87500000 N N N N N N Baptist Healthcare System Obligated Group N/A 06684QAB8 250000.00000000 PA USD 277878.25000000 0.005710736915 Long DBT CORP US N 2 2050-08-15 Fixed 3.54000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAV2 135000.00000000 PA USD 155081.25000000 0.003187108811 Long DBT CORP US N 2 2024-09-30 Fixed 5.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MBGT8 5268.07000000 PA USD 5431.25000000 0.000111618811 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLX6 38816.35000000 PA USD 43553.04000000 0.000895068085 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XD7 6650000.00000000 PA USD 6813132.48000000 0.140018181201 Long DBT UST US N 2 2022-05-31 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31407UJF5 45328.17000000 PA USD 52978.89000000 0.001088780798 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034AL5 75000.00000000 PA USD 95936.10000000 0.001971603850 Long DBT CORP US N 2 2048-03-01 Fixed 4.10000000 N N N N N N American Airlines 2015-2 Class AA Pass Through Trust N/A 02377BAB2 43277.19000000 PA USD 42421.86000000 0.000871820957 Long DBT CORP US N 2 2029-03-22 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31417DL76 81611.30000000 PA USD 85151.06000000 0.001749958126 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHP0 100000.00000000 PA USD 110432.60000000 0.002269524604 Long DBT CORP US N 2 2023-12-15 Fixed 4.05000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385BA8 100000.00000000 PA USD 105953.00000000 0.002177463361 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N LYB International Finance III LLC N/A 50249AAF0 500000.00000000 PA USD 506765.00000000 0.010414638759 Long DBT CORP US N 2 2025-10-01 Fixed 1.25000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2Z1 26271.72000000 PA USD 28457.10000000 0.000584828108 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHP8 200000.00000000 PA USD 204596.40000000 0.004204705528 Long DBT CORP US N 2 2022-01-24 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128L6W70 4162.71000000 PA USD 4740.93000000 0.000097431893 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 754907AA1 50000.00000000 PA USD 51353.05000000 0.001055367803 Long DBT CORP US N 2 2022-04-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140X7LH0 360536.78000000 PA USD 378956.14000000 0.007788010820 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JH8 800000.00000000 PA USD 799165.60000000 0.016423827676 Long DBT CORP DE N 2 2023-10-19 Fixed 0.25000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAS5 100000.00000000 PA USD 103580.80000000 0.002128711758 Long DBT CORP US N 2 2022-08-01 Fixed 2.62500000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EH2 200000.00000000 PA USD 262587.00000000 0.005396483079 Long DBT CORP US N 2 2035-03-01 Fixed 5.30000000 N N N N N N Harley-Davidson Inc ZDNAWZWXIKMWI51R2A08 412822AD0 100000.00000000 PA USD 108827.50000000 0.002236537842 Long DBT CORP US N 2 2025-07-28 Fixed 3.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAH7 125000.00000000 PA USD 178379.25000000 0.003665911124 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AJ7 200000.00000000 PA USD 220926.60000000 0.004540311053 Long DBT CORP KY N 2 2027-07-06 Fixed 3.62500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BV1 500000.00000000 PA USD 548789.50000000 0.011278293483 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BJ3 145000.00000000 PA USD 150441.71000000 0.003091760606 Long DBT CORP US N 2 2025-03-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R36 10789000.00000000 PA USD 11483541.88000000 0.236000790019 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BJ0 150000.00000000 PA USD 156735.60000000 0.003221107721 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31373A5D9 1210.03000000 PA USD 1248.71000000 0.000025662513 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8DR9 770584.23000000 PA USD 811005.30000000 0.016667147950 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMK36 9.07000000 PA USD 9.58000000 0.000000196880 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140X6FL0 448810.26000000 PA USD 479681.14000000 0.009858032406 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506BS5 300000.00000000 PA USD 321132.00000000 0.006599654226 Long DBT CORP US N 2 2030-06-15 Fixed 2.55000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AE1 125000.00000000 PA USD 164375.00000000 0.003378106708 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31418CWU4 143569.16000000 PA USD 156702.09000000 0.003220419050 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FX43 31425.27000000 PA USD 33286.19000000 0.000684071797 Long ABS-MBS USGA US N 2 2026-10-20 Fixed 3.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BL9 50000.00000000 PA USD 55030.30000000 0.001130939775 Long DBT CORP US N 2 2026-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140X5QM8 201818.18000000 PA USD 219660.00000000 0.004514280879 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N JobsOhio Beverage System N/A 47770VBQ2 75000.00000000 PA USD 80899.50000000 0.001662583383 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBG3 75000.00000000 PA USD 98084.70000000 0.002015760201 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BS7 300000.00000000 PA USD 318721.20000000 0.006550109346 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AV5 50000.00000000 PA USD 55274.25000000 0.001135953245 Long DBT CORP US N 2 2027-03-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2T5 34447.91000000 PA USD 37914.85000000 0.000779196405 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BS6 126000.00000000 PA USD 134431.42000000 0.002762729622 Long DBT CORP US N 2 2023-12-01 Fixed 2.65000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEA8 575000.00000000 PA USD 724823.15000000 0.014895999667 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZE3 15968500.00000000 PA USD 16058322.81000000 0.330018117158 Long DBT UST US N 2 2027-03-31 Fixed 0.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59023VAA8 340000.00000000 PA USD 578584.46000000 0.011890616247 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N Bon Secours Mercy Health Inc 5493006NA7JSVYYYF398 09778PAC9 250000.00000000 PA USD 266182.75000000 0.005470380127 Long DBT CORP US N 2 2050-06-01 Fixed 3.20500000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NV3 100000.00000000 PA USD 107879.50000000 0.002217055285 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7CQ7 108862.48000000 PA USD 125130.08000000 0.002571575742 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAB8 100000.00000000 PA USD 103858.30000000 0.002134414722 Long DBT CORP US N 2 2030-06-05 Fixed 1.95000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AY6 250000.00000000 PA USD 259687.00000000 0.005336884542 Long DBT CORP US N 2 2022-09-25 Fixed 3.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBF4 356000.00000000 PA USD 389566.53000000 0.008006067274 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WMQ3 200000.00000000 PA USD 213008.00000000 0.004377574167 Long DBT CORP CA N 2 2024-06-28 Fixed 2.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAX6 100000.00000000 PA USD 112961.90000000 0.002321504804 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36225ATF7 9.72000000 PA USD 9.86000000 0.000000202635 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 9.50000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AQ1 325000.00000000 PA USD 359944.65000000 0.007397301516 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HJ6 750000.00000000 PA USD 771060.75000000 0.015846238734 Long DBT CORP DE N 2 2022-06-15 Fixed 2.12500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAM2 125000.00000000 PA USD 137113.50000000 0.002817849637 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 500000.00000000 PA USD 522500.00000000 0.010738012198 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 100000.00000000 PA USD 108145.70000000 0.002222526020 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AM4 375000.00000000 PA USD 401718.75000000 0.008255810215 Long DBT CORP US N 2 2043-06-15 Variable 5.62500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JD7 175000.00000000 PA USD 186243.75000000 0.003827536190 Long DBT CORP DE N 2 2029-09-14 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNS2 949.83000000 PA USD 1065.84000000 0.000021904311 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WF3L8 38272.54000000 PA USD 41211.83000000 0.000846953365 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCX8 210000.00000000 PA USD 276598.77000000 0.005684442040 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAW8 250000.00000000 PA USD 259905.75000000 0.005341380122 Long DBT CORP US N 2 2022-11-07 Fixed 2.65000000 N N N N N N Freddie Mac Pool N/A 3132DV4F9 568650.65000000 PA USD 630468.83000000 0.012956903324 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742BG9 100000.00000000 PA USD 111385.70000000 0.002289111971 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAM6 500000.00000000 PA USD 571888.50000000 0.011753006103 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAY6 300000.00000000 PA USD 341466.00000000 0.007017542723 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54400000 N N N N N N Ginnie Mae II Pool N/A 36179TZ73 129084.65000000 PA USD 140730.42000000 0.002892181754 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 549300Y4SA5G3GIJTP18 02582JJH4 100000.00000000 PA USD 102073.42000000 0.002097733261 Long ABS-CBDO CORP US N 2 2024-04-15 Fixed 3.18000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1Q77 297.11000000 PA USD 298.71000000 0.000006138854 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 4.50000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AL3 75000.00000000 PA USD 84477.60000000 0.001736117701 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AU4 200000.00000000 PA USD 207987.20000000 0.004274390604 Long DBT CORP N/A N 2 2025-02-27 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31418CYN8 1886172.64000000 PA USD 2058710.47000000 0.042309010792 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KA8 750000.00000000 PA USD 867500.25000000 0.017828188069 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417Y3A3 84533.55000000 PA USD 95163.86000000 0.001955733377 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBS3 500000.00000000 PA USD 517655.50000000 0.010638451815 Long DBT CORP US N 2 2031-03-25 Fixed 2.72600000 N N N N N N Fannie Mae-Aces N/A 3136AR5S3 200000.00000000 PA USD 215826.00000000 0.004435487503 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.46900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286Z8 8060000.00000000 PA USD 8490706.25000000 0.174494368006 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EP4 400000.00000000 PA USD 459444.80000000 0.009442150941 Long DBT CORP US N 2 2049-09-24 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138X6PZ2 97545.60000000 PA USD 106100.29000000 0.002180490350 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AQM3 92478.51000000 PA USD 107910.30000000 0.002217688263 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAS0 400000.00000000 PA USD 471707.60000000 0.009694166435 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BJ1 150000.00000000 PA USD 180908.70000000 0.003717894406 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ATRW4 350000.00000000 PA USD 357952.00000000 0.007356350128 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 2.37300000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CU0 100000.00000000 PA USD 114917.40000000 0.002361692713 Long DBT CORP US N 2 2029-06-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUH1 91024.39000000 PA USD 101442.51000000 0.002084767291 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAF1 450000.00000000 PA USD 612540.90000000 0.012588462499 Long DBT CORP US N 2 2032-10-15 Fixed 5.90000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FQ5 325000.00000000 PA USD 420785.95000000 0.008647664428 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HS6 500000.00000000 PA USD 574912.00000000 0.011815142715 Long DBT CORP DE N 2 2028-04-03 Fixed 2.87500000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEG1 100000.00000000 PA USD 108832.40000000 0.002236638543 Long DBT CORP US N 2 2024-03-15 Fixed 3.25000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAB9 97000.00000000 PA USD 109347.42000000 0.002247222832 Long DBT CORP US N 2 2025-06-23 Fixed 4.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159HB5 300000.00000000 PA USD 348315.30000000 0.007158304191 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EMGX4 750000.00000000 PA USD 749822.25000000 0.015409761659 Long DBT USGSE US N 2 2022-11-23 Fixed 0.12500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AW6 450000.00000000 PA USD 469553.85000000 0.009649904246 Long DBT CORP US N 2 2023-02-22 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 3140X8A98 148761.28000000 PA USD 156286.62000000 0.003211880635 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-4 N/A 14316HAC6 475000.00000000 PA USD 475144.40000000 0.009764796867 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 0.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DX5 500000.00000000 PA USD 501492.00000000 0.010306272178 Long DBT CORP US N 2 2025-08-20 Fixed 0.55000000 N N N N N N Fannie Mae Pool N/A 3138LUSX4 165243.00000000 PA USD 181456.81000000 0.003729158735 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UCD2 222697.22000000 PA USD 243140.85000000 0.004996840982 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 200000.00000000 PA USD 265908.40000000 0.005464741900 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CV5 740000.00000000 PA USD 958694.42000000 0.019702339476 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Freddie Mac Pool N/A 3132A5GP4 53091.45000000 PA USD 55956.60000000 0.001149976370 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DRS2 85911.87000000 PA USD 89322.55000000 0.001835687332 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N CSAIL 2015-C1 Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AZ7 100000.00000000 PA USD 109568.00000000 0.002251756020 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.50500000 N N N N N N Ginnie Mae II Pool N/A 36202FX76 412410.53000000 PA USD 441390.49000000 0.009071112853 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3133KH5P7 145248.44000000 PA USD 160779.55000000 0.003304215826 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAE3 100000.00000000 PA USD 129263.10000000 0.002656514343 Long DBT CORP US N 2 2043-11-15 Fixed 5.62500000 N N N N N N Fannie Mae Pool N/A 3140F0JJ4 108063.99000000 PA USD 114828.35000000 0.002359862627 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-C N/A 98162RAD0 125000.00000000 PA USD 127439.80000000 0.002619043305 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.96000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AG4 75000.00000000 PA USD 77209.28000000 0.001586744862 Long DBT CORP US N 2 2022-06-15 Fixed 2.70000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BS1 275000.00000000 PA USD 355554.93000000 0.007307087417 Long DBT CORP US N 2 2048-11-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31407D5E1 5731.45000000 PA USD 6588.28000000 0.000135397188 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAB9 195000.00000000 PA USD 220554.75000000 0.004532669082 Long DBT CORP US N 2 2024-10-30 Fixed 4.55000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CU3 100000.00000000 PA USD 106921.20000000 0.002197361052 Long DBT CORP US N 2 2051-01-15 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31418BD45 141570.35000000 PA USD 154211.79000000 0.003169240348 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAL7 100000.00000000 PA USD 107868.10000000 0.002216821002 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BM8 175000.00000000 PA USD 255472.35000000 0.005250268345 Long DBT CORP US N 2 2040-04-01 Fixed 6.60000000 N N N N N N Tencent Music Entertainment Group 213800XTZK2GOHQTYK41 88034PAB5 200000.00000000 PA USD 198504.60000000 0.004079511609 Long DBT CORP KY N 2 2030-09-03 Fixed 2.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JY8 600000.00000000 PA USD 648525.60000000 0.013327991968 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194AM7 50000.00000000 PA USD 55135.40000000 0.001133099708 Long DBT CORP US N 2 2048-02-15 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWV21 68227.10000000 PA USD 71593.00000000 0.001471323458 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAJ4 150000.00000000 PA USD 217855.65000000 0.004477199286 Long DBT CORP US N 2 2038-05-15 Fixed 6.25000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGS7 675000.00000000 PA USD 713101.73000000 0.014655110191 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5NN6 26485.81000000 PA USD 30907.56000000 0.000635188050 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AH5 400000.00000000 PA USD 436033.60000000 0.008961022230 Long DBT CORP US N 2 2025-05-15 Fixed 3.65000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ER0 200000.00000000 PA USD 205987.60000000 0.004233296385 Long DBT CORP US N 2 2022-03-11 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31418DFR8 1179356.99000000 PA USD 1247247.26000000 0.025632452233 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366R7 75000.00000000 PA USD 78844.50000000 0.001620350627 Long DBT MUN US N 2 2039-06-15 Fixed 4.08100000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167CW1 300000.00000000 PA USD 319596.00000000 0.006568087553 Long DBT CORP N/A N 2 2025-01-22 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140X7GW3 206924.25000000 PA USD 223136.02000000 0.004585717329 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FN8 75000.00000000 PA USD 92307.08000000 0.001897023064 Long DBT CORP US N 2 2057-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D2F7 27143.90000000 PA USD 31653.20000000 0.000650511861 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 6.00000000 N N N N N N Panama Government International Bond N/A 698299BN3 500000.00000000 PA USD 516875.00000000 0.010622411588 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Fannie Mae Pool N/A 3140QDAZ7 181152.76000000 PA USD 190385.10000000 0.003912645983 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X74Z9 1672641.65000000 PA USD 1766191.66000000 0.036297392515 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 250000.00000000 PA USD 324961.50000000 0.006678355121 Long DBT CORP US N 2 2044-07-08 Fixed 4.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFC3 250000.00000000 PA USD 323884.50000000 0.006656221457 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 3138ENVZ9 265644.48000000 PA USD 295554.16000000 0.006073998421 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAL5 150000.00000000 PA USD 155739.45000000 0.003200635624 Long DBT CORP US N 2 2022-09-01 Fixed 3.05000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BQ0 210000.00000000 PA USD 270612.09000000 0.005561408465 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKN4 1276923.18000000 PA USD 1405860.88000000 0.028892155556 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDJ7 100000.00000000 PA USD 107387.80000000 0.002206950251 Long DBT CORP US N 2 2027-01-08 Fixed 2.35000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YBA6 100000.00000000 PA USD 108413.50000000 0.002228029637 Long DBT CORP JP N 2 2030-09-13 Variable 2.86900000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CE2 575000.00000000 PA USD 625787.45000000 0.012860695256 Long DBT CORP US N 2 2023-10-17 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138AP5N4 44673.85000000 PA USD 50157.22000000 0.001030792038 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DB3 250000.00000000 PA USD 378588.50000000 0.007780455370 Long DBT CORP US N 2 2037-11-15 Fixed 6.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAS7 150000.00000000 PA USD 169580.40000000 0.003485084026 Long DBT CORP US N 2 2027-05-09 Fixed 3.50000000 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAB0 70000.00000000 PA USD 94714.55000000 0.001946499508 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EE3 375000.00000000 PA USD 405987.00000000 0.008343527958 Long DBT NUSS CA N 2 2023-11-01 Fixed 3.35000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BW7 100000.00000000 PA USD 119192.30000000 0.002449547122 Long DBT CORP US N 2 2028-05-15 Fixed 4.30000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AP0 125000.00000000 PA USD 176423.63000000 0.003625720748 Long DBT CORP US N 2 2039-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WCXW8 147302.61000000 PA USD 159120.83000000 0.003270127107 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBG0 150000.00000000 PA USD 176527.35000000 0.003627852320 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAR4 350000.00000000 PA USD 447629.00000000 0.009199321841 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAT3 75000.00000000 PA USD 93824.40000000 0.001928205840 Long DBT CORP US N 2 2040-09-15 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132CWMC5 199505.18000000 PA USD 211574.09000000 0.004348105567 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.50000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AH2 175000.00000000 PA USD 200810.93000000 0.004126909504 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Freddie Mac Gold Pool N/A 31296QHM5 58563.72000000 PA USD 67563.90000000 0.001388520540 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31404P6Y2 17069.97000000 PA USD 19490.99000000 0.000400563614 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140J8ER0 221476.93000000 PA USD 250840.65000000 0.005155081262 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138ERNX4 219588.93000000 PA USD 233799.74000000 0.004804869779 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_18-2 N/A 87165LCC3 275000.00000000 PA USD 294333.85000000 0.006048919562 Long ABS-CBDO CORP US N 2 2026-05-15 Fixed 3.47000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1 N/A 36259KAE7 10000.00000000 PA USD 10186.06000000 0.000209335955 Long ABS-CBDO CORP US N 2 2023-12-20 Fixed 1.70000000 N N N N N N Alabama Economic Settlement Authority N/A 01026CAC5 65000.00000000 PA USD 68809.00000000 0.001414108863 Long DBT MUN US N 2 2025-09-15 Fixed 3.16300000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAD5 100000.00000000 PA USD 109170.00000000 0.002243576634 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.16640000 N N N N N N Colombia Government International Bond N/A 195325BR5 475000.00000000 PA USD 614589.20000000 0.012630557562 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BB6 190000.00000000 PA USD 259337.84000000 0.005329708879 Long DBT CORP CA N 2 2044-03-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EQKT8 238738.90000000 PA USD 263112.28000000 0.005407278224 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AN4 175000.00000000 PA USD 182553.56000000 0.003751698285 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138EQPE6 103148.71000000 PA USD 110987.56000000 0.002280929709 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AD9 100000.00000000 PA USD 109466.60000000 0.002249672126 Long DBT CORP CA N 2 2025-05-15 Fixed 3.10000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 140420NB2 235000.00000000 PA USD 248454.22000000 0.005106037215 Long DBT CORP US N 2 2023-02-15 Fixed 3.37500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EC3 300000.00000000 PA USD 379837.80000000 0.007806130009 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BQ4 125000.00000000 PA USD 178152.38000000 0.003661248669 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290V6T6 10126.28000000 PA USD 10909.22000000 0.000224197774 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31389FJ52 1955.59000000 PA USD 2235.78000000 0.000045948005 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 5.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AX1 100000.00000000 PA USD 105468.40000000 0.002167504240 Long DBT CORP US N 2 2024-09-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31371E3G8 167.46000000 PA USD 186.00000000 0.000003822526 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CR8 200000.00000000 PA USD 236551.20000000 0.004861415638 Long DBT CORP US N 2 2042-11-15 Fixed 3.85000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AL0 500000.00000000 PA USD 497142.50000000 0.010216884649 Long DBT CORP US N 2 2031-02-15 Fixed 1.75000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_18-A1 N/A 14041NFR7 125000.00000000 PA USD 125979.91000000 0.002589040785 Long ABS-CBDO CORP US N 2 2024-02-15 Fixed 3.01000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDP3 500000.00000000 PA USD 484924.00000000 0.009965779573 Long DBT CORP US N 2 2052-08-15 Fixed 2.45000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AT2 50000.00000000 PA USD 55618.95000000 0.001143037250 Long DBT CORP US N 2 2026-10-01 Fixed 3.20000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AH3 125000.00000000 PA USD 141837.63000000 0.002914936270 Long DBT CORP US N 2 2027-12-01 Fixed 3.75000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBH5 50000.00000000 PA USD 55026.50000000 0.001130861680 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 4.04800000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AC2 100000.00000000 PA USD 103992.30000000 0.002137168585 Long DBT CORP US N 2 2023-02-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 31335GH57 34.42000000 PA USD 37.63000000 0.000000773342 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.50000000 N N N N N N Kennametal Inc 549300GZDSG25XUV0Y08 489170AE0 120000.00000000 PA USD 133001.88000000 0.002733350832 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AT7 350000.00000000 PA USD 356540.80000000 0.007327348247 Long DBT CORP US N 2 2021-12-15 Fixed 2.50000000 N N N N N N State of Texas 549300X9CH74QB747L76 882724QP5 225000.00000000 PA USD 245828.25000000 0.005052070329 Long DBT MUN US N 2 2044-04-01 Fixed 3.21100000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAD9 75000.00000000 PA USD 80308.65000000 0.001650440695 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Metropolitan Water Reclamation District of Greater Chicago N/A 167560PL9 100000.00000000 PA USD 143350.00000000 0.002946017317 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Fannie Mae Pool N/A 31418ALT3 137518.58000000 PA USD 146156.26000000 0.003003689383 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3131Y3XK7 60796.47000000 PA USD 67701.25000000 0.001391343250 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202E7K9 38416.97000000 PA USD 45316.63000000 0.000931312010 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140J6GR2 554337.87000000 PA USD 593104.55000000 0.012189021804 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371LFW4 9418.40000000 PA USD 10891.24000000 0.000223828264 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAF5 125000.00000000 PA USD 140006.50000000 0.002877304315 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100GH3 100000.00000000 PA USD 113211.00000000 0.002326624112 Long DBT MUN US N 2 2027-05-01 Fixed 3.15400000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDM5 1070000.00000000 PA USD 1124186.94000000 0.023103412583 Long DBT CORP US N 2 2026-07-30 Fixed 1.85000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XX3 10955000.00000000 PA USD 11636264.06000000 0.239139417065 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7Q63 63266.98000000 PA USD 69515.52000000 0.001428628711 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAJ2 200000.00000000 PA USD 220205.20000000 0.004525485404 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP59 100000.00000000 PA USD 107865.20000000 0.002216761403 Long DBT CORP US N 2 2023-08-09 Fixed 3.40000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABH7 250000.00000000 PA USD 260101.75000000 0.005345408161 Long DBT CORP US Y 2 2028-02-15 Fixed 2.05000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F012411 6975000.00000000 PA USD 7178801.13000000 0.147533117898 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.50000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AZ1 150000.00000000 PA USD 160617.90000000 0.003300893721 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FX6 600000.00000000 PA USD 686703.60000000 0.014112596427 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FV1 75000.00000000 PA USD 83113.65000000 0.001708086866 Long DBT CORP US N 2 2026-11-15 Fixed 2.95000000 N N N N N N GS Mortgage Securities Trust 2015-GC34 54930070360RBP384M53 36250VAE2 121038.28000000 PA USD 128845.25000000 0.002647927016 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.27800000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBJ1 425000.00000000 PA USD 532344.38000000 0.010940326212 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFXS5 27967.09000000 PA USD 28780.37000000 0.000591471701 Long ABS-MBS USGSE US N 2 2024-06-25 Fixed 2.26700000 N N N N N N IDEX Corp 549300U5Y5EL6PHYLF13 45167RAG9 75000.00000000 PA USD 82514.70000000 0.001695777713 Long DBT CORP US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Trustees of Princeton University/The 549300PJZYINN64GDJ90 89837LAG0 150000.00000000 PA USD 158633.85000000 0.003260119074 Long DBT CORP US N 2 2050-07-01 Fixed 2.51600000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAH3 1195000.00000000 PA USD 1512271.31000000 0.031079019662 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31371LVC0 66245.48000000 PA USD 77621.88000000 0.001595224295 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AL0 100000.00000000 PA USD 107250.00000000 0.002204118293 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 313968HC6 484.13000000 PA USD 493.73000000 0.000010146753 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 7.50000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAD5 500000.00000000 PA USD 510208.50000000 0.010485406883 Long DBT CORP GB Y 2 2030-09-02 Fixed 2.20000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CE3 75000.00000000 PA USD 75206.25000000 0.001545580152 Long DBT CORP US N 2 2039-03-01 Fixed 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AY6 225000.00000000 PA USD 229661.55000000 0.004719824928 Long DBT CORP US N 2 2022-02-09 Fixed 2.15000000 N N N N N N Ginnie Mae II Pool N/A 36202F3H7 204006.61000000 PA USD 214925.41000000 0.004416979280 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 3.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017BS7 100000.00000000 PA USD 145375.30000000 0.002987639702 Long DBT CORP US N 2 2040-04-15 Fixed 5.70000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AG1 75000.00000000 PA USD 83127.45000000 0.001708370472 Long DBT CORP US N 2 2030-01-15 Fixed 2.85000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCH9 200000.00000000 PA USD 203639.20000000 0.004185033901 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N Fannie Mae Pool N/A 3138WPDA9 19048.54000000 PA USD 19833.59000000 0.000407604461 Long ABS-MBS USGSE US N 2 2041-12-01 Floating 2.79900000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AB4 275000.00000000 PA USD 288112.00000000 0.005921052957 Long DBT CORP KY N 2 2022-11-28 Fixed 3.50000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KD1 60000.00000000 PA USD 64071.00000000 0.001316737185 Long DBT MUN US N 2 2120-05-15 Fixed 3.70600000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFR0 200000.00000000 PA USD 256882.20000000 0.005279242482 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DG5 274000.00000000 PA USD 350258.04000000 0.007198229867 Long DBT CORP US N 2 2043-04-11 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LYB6 25767.61000000 PA USD 29039.19000000 0.000596790768 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31419JS41 5032.49000000 PA USD 5699.21000000 0.000117125715 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Cintas Corp No 2 549300QVUQTTKMTE0G41 17252MAM2 100000.00000000 PA USD 102941.20000000 0.002115567198 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 31283HWZ4 5116.51000000 PA USD 6033.14000000 0.000123988384 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AW6 100000.00000000 PA USD 113418.40000000 0.002330886435 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828M49 6520000.00000000 PA USD 6726806.58000000 0.138244078680 Long DBT UST US N 2 2022-10-31 Fixed 1.87500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FJ2 90000.00000000 PA USD 95334.93000000 0.001959249074 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058HJ5 200000.00000000 PA USD 213012.00000000 0.004377656371 Long DBT CORP N/A N 2 2029-10-23 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31413UJP5 42218.09000000 PA USD 49544.52000000 0.001018200306 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Washington Gas Light Co DL22T1SB4DUBS063O841 93884PDW7 100000.00000000 PA USD 119050.70000000 0.002446637069 Long DBT CORP US N 2 2046-09-15 Fixed 3.79600000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAF1 100000.00000000 PA USD 132753.00000000 0.002728236044 Long DBT CORP US N 2 2040-04-15 Fixed 6.30000000 N N N N N N Fannie Mae Pool N/A 31418CRB2 252235.08000000 PA USD 266538.20000000 0.005477685058 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BN3 200000.00000000 PA USD 212000.00000000 0.004356858537 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBM3 600000.00000000 PA USD 685321.20000000 0.014084186421 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N Ginnie Mae II Pool N/A 36179TJX4 1200821.21000000 PA USD 1293976.12000000 0.026592787293 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AA9 50000.00000000 PA USD 51874.00000000 0.001066073961 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCG1 1500000.00000000 PA USD 1511343.00000000 0.031059941759 Long DBT CORP CA N 2 2023-06-12 Fixed 0.75000000 N N N N N N Fannie Mae-Aces N/A 3136ALHX2 134624.34000000 PA USD 136033.86000000 0.002795661718 Long ABS-MBS USGSE US N 2 2021-10-25 Variable 2.61400000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BE6 400000.00000000 PA USD 413334.40000000 0.008494525988 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GL1 75000.00000000 PA USD 78930.83000000 0.001622124814 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 200000.00000000 PA USD 226519.80000000 0.004655258134 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N Allied World Assurance Co Holdings Ltd 549300E2X3MLXVVR4T40 01959EAC2 75000.00000000 PA USD 81654.98000000 0.001678109418 Long DBT CORP BM N 2 2025-10-29 Fixed 4.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828X88 8831500.00000000 PA USD 9847122.50000000 0.202370376117 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 3138EGZ49 30159.93000000 PA USD 33605.74000000 0.000690638939 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AZ6 300000.00000000 PA USD 307963.80000000 0.006329031657 Long DBT CORP US N 2 2023-05-15 Variable 2.65300000 N N N N N N Ginnie Mae II Pool N/A 36225FJ26 21209.30000000 PA USD 21532.35000000 0.000442516051 Long ABS-MBS USGA US N 2 2041-11-20 Floating 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 31283GNQ6 269.15000000 PA USD 298.60000000 0.000006136594 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 193000.00000000 PA USD 223729.07000000 0.004597905230 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTB6 2853676.68000000 PA USD 3104052.56000000 0.063792065555 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAR6 250000.00000000 PA USD 258614.00000000 0.005314833084 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAF8 5695000.00000000 PA USD 5691440.63000000 0.116966045760 Long DBT UST US N 2 2023-08-15 Fixed 0.12500000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RYP5 225000.00000000 PA USD 247700.25000000 0.005090542212 Long DBT MUN US N 2 2043-09-01 Fixed 2.81300000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKB7 300000.00000000 PA USD 314661.30000000 0.006466673450 Long DBT CORP US N 2 2060-06-01 Fixed 3.85000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKG3 75000.00000000 PA USD 79443.68000000 0.001632664506 Long DBT CORP US N 2 2023-03-01 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282D1 10235000.00000000 PA USD 10567637.50000000 0.217177838048 Long DBT UST US N 2 2023-08-31 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 3138A7FQ6 86128.69000000 PA USD 94690.55000000 0.001946006279 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JJR0 2282.76000000 PA USD 2371.25000000 0.000048732079 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WGHE7 224319.01000000 PA USD 241188.32000000 0.004956714109 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UPC0 1221418.75000000 PA USD 1342347.76000000 0.027586883485 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D6E6 18025.44000000 PA USD 21217.57000000 0.000436046938 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.50000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAP4 200000.00000000 PA USD 265785.80000000 0.005462222320 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DB9 125000.00000000 PA USD 163654.25000000 0.003363294416 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAQ7 600000.00000000 PA USD 639713.40000000 0.013146890511 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N Ginnie Mae I Pool N/A 36295RJA7 33086.86000000 PA USD 36187.37000000 0.000743694584 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEW5 1800000.00000000 PA USD 1802520.00000000 0.037043984205 Long DBT USGSE US N 2 2023-09-08 Fixed 0.25000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAD7 47601.69000000 PA USD 50530.62000000 0.001038465863 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 3.76500000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAE2 666000.00000000 PA USD 745852.73000000 0.015328183182 Long DBT CORP NL N 2 2025-05-21 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31409ADV8 11843.22000000 PA USD 13812.27000000 0.000283858992 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017DD8 617000.00000000 PA USD 707695.92000000 0.014544014203 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZB9 16797600.00000000 PA USD 17411762.25000000 0.357832948193 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BT2 590000.00000000 PA USD 609974.45000000 0.012535718822 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQJZ7 225000.00000000 PA USD 257301.00000000 0.005287849333 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 2.85900000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EJT74 100000.00000000 PA USD 102545.00000000 0.002107424805 Long DBT USGSE US N 2 2021-11-15 Fixed 3.05000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AY8 300000.00000000 PA USD 398969.10000000 0.008199301554 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BA1 75000.00000000 PA USD 105004.20000000 0.002157964364 Long DBT CORP US N 2 2041-05-15 Fixed 4.85000000 N N N N N N Central Puget Sound Regional Transit Authority N/A 15504RET2 50000.00000000 PA USD 73419.50000000 0.001508860261 Long DBT MUN US N 2 2039-11-01 Fixed 5.49100000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DN0 100000.00000000 PA USD 107772.40000000 0.002214854250 Long DBT CORP N/A N 2 2026-04-24 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 312946AS5 165827.23000000 PA USD 184251.88000000 0.003786600832 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BXR4 39411.68000000 PA USD 45327.95000000 0.000931544650 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAM9 150000.00000000 PA USD 171571.65000000 0.003526006642 Long DBT CORP US N 2 2050-02-15 Fixed 3.36200000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZ94 531042.33000000 PA USD 570783.15000000 0.011730289812 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fibria Overseas Finance Ltd 549300WABWKSHESAMG92 31572UAG1 150000.00000000 PA USD 160521.60000000 0.003298914638 Long DBT CORP KY N 2 2025-01-14 Fixed 4.00000000 N N N N N N Mexico Government International Bond N/A 91086QBB3 765000.00000000 PA USD 909909.36000000 0.018699746998 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AJ0 275000.00000000 PA USD 301494.33000000 0.006196076159 Long DBT CORP US N 2 2030-02-15 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36225BMX3 1086.03000000 PA USD 1267.76000000 0.000026054014 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ELV9 24684.85000000 PA USD 28671.67000000 0.000589237784 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 5.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAV2 125000.00000000 PA USD 135937.50000000 0.002793681403 Long DBT CORP US N 2 2077-12-01 Variable 4.80000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MER1 100000.00000000 PA USD 115010.00000000 0.002363595756 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FD0 200000.00000000 PA USD 250098.40000000 0.005139827119 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAJ7 100000.00000000 PA USD 116205.20000000 0.002388158574 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DB0 100000.00000000 PA USD 102502.20000000 0.002106545213 Long DBT CORP US N 2 2022-06-15 Fixed 2.62500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCX0 747000.00000000 PA USD 969440.17000000 0.019923177743 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N Fannie Mae Pool N/A 3138WCKN2 15370.41000000 PA USD 16882.33000000 0.000346952469 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BN0 100000.00000000 PA USD 148460.10000000 0.003051036104 Long DBT CORP US N 2 2036-08-15 Fixed 6.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 1796000.00000000 PA USD 2050830.85000000 0.042147074992 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EX7 125000.00000000 PA USD 126705.75000000 0.002603957682 Long DBT CORP US N 2 2025-05-28 Fixed 0.80000000 N N N N N N Ginnie Mae II Pool N/A 36179MNH9 271215.50000000 PA USD 294272.94000000 0.006047667788 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AD6 75000.00000000 PA USD 94884.45000000 0.001949991160 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 36202F4R4 191174.97000000 PA USD 207797.10000000 0.004270483817 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ADP6 250000.00000000 PA USD 273057.25000000 0.005611659485 Long DBT NUSS CA N 2 2026-04-27 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMU35 233766.28000000 PA USD 247473.07000000 0.005085873386 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BM1 100000.00000000 PA USD 111625.00000000 0.002294029878 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AN3 105000.00000000 PA USD 110716.94000000 0.002275368138 Long DBT CORP US N 2 2030-05-15 Fixed 2.25000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BT0 250000.00000000 PA USD 278536.25000000 0.005724259617 Long DBT CORP DE N 2 2027-11-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DVL2 3142.71000000 PA USD 3450.21000000 0.000070906023 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 5.00000000 N N N N N N Allegion plc N/A 01748TAB7 75000.00000000 PA USD 82701.75000000 0.001699621818 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTF3 1613.90000000 PA USD 1838.30000000 0.000037779306 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7.50000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AN6 75000.00000000 PA USD 77043.75000000 0.001583343018 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAB6 200000.00000000 PA USD 212383.60000000 0.004364741985 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TNS0 1015205.90000000 PA USD 1088623.26000000 0.022372535588 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AN8 145000.00000000 PA USD 162350.99000000 0.003336510834 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HG1 150000.00000000 PA USD 198994.95000000 0.004089588900 Long DBT CORP US N 2 2066-11-01 Fixed 4.25000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAK8 200000.00000000 PA USD 217531.60000000 0.004470539663 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAV1 300000.00000000 PA USD 309453.60000000 0.006359648864 Long DBT CORP JP N 2 2023-07-16 Variable 2.72100000 N N N N N N Ginnie Mae II Pool N/A 36179TCY9 838316.68000000 PA USD 898940.89000000 0.018474331564 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AX6 100000.00000000 PA USD 111152.50000000 0.002284319427 Long DBT CORP US N 2 2060-06-15 Fixed 3.12500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ET6 375000.00000000 PA USD 437137.13000000 0.008983701118 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N Panama Government International Bond N/A 698299AK0 300000.00000000 PA USD 465750.00000000 0.009571730490 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RE0 9051500.00000000 PA USD 12803629.16000000 0.263130193493 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAD1 150000.00000000 PA USD 228529.35000000 0.004696556838 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6T3 100000.00000000 PA USD 108855.50000000 0.002237113276 Long DBT CORP US N 2 2026-08-09 Fixed 2.40000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 00185AAF1 250000.00000000 PA USD 272368.75000000 0.005597509971 Long DBT CORP IE N 2 2024-06-14 Fixed 3.50000000 N N N N N N Baltimore Gas and Electric Co 88V8C2WYSOD1SPSSLH72 059165EL0 80000.00000000 PA USD 89273.20000000 0.001834673130 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBR0 500000.00000000 PA USD 523962.50000000 0.010768068356 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3132XYG35 618241.46000000 PA USD 656575.83000000 0.013493434012 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AR5 330000.00000000 PA USD 402531.36000000 0.008272510342 Long DBT CORP US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WGP81 214693.43000000 PA USD 226943.88000000 0.004663973496 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31406VXM3 18238.45000000 PA USD 21618.24000000 0.000444281195 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384V4R0 1245.22000000 PA USD 1454.55000000 0.000029892776 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.00000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAX5 80000.00000000 PA USD 86946.80000000 0.001786862773 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 500000.00000000 PA USD 698652.50000000 0.014358160894 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DW0 265000.00000000 PA USD 335591.23000000 0.006896809036 Long DBT CORP US N 2 2047-12-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138A2CF4 154100.74000000 PA USD 163394.22000000 0.003357950483 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAB5 300000.00000000 PA USD 399513.90000000 0.008210497859 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BEVH4 275000.00000000 PA USD 301510.00000000 0.006196398196 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.24100000 N N N N N N Fannie Mae Pool N/A 31418BL38 138836.60000000 PA USD 152368.66000000 0.003131361779 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CP1 500000.00000000 PA USD 576712.00000000 0.011852134910 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AE5 100000.00000000 PA USD 117081.20000000 0.002406161442 Long DBT CORP US N 2 2027-05-15 Fixed 4.65000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AP3 50000.00000000 PA USD 72138.00000000 0.001482523873 Long DBT CORP US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509AG7 300000.00000000 PA USD 307700.10000000 0.006323612300 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N Ginnie Mae II Pool N/A 36179ME48 176227.29000000 PA USD 191544.31000000 0.003936469162 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 4.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBR5 500000.00000000 PA USD 517871.00000000 0.010642880602 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Freddie Mac Gold Pool N/A 3132GD6M9 105129.32000000 PA USD 116849.50000000 0.002401399725 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AQ0 250000.00000000 PA USD 267520.25000000 0.005497867383 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418RHE4 30172.82000000 PA USD 31999.98000000 0.000657638613 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JE4 1500000.00000000 PA USD 1497469.50000000 0.030774824415 Long DBT CORP N/A N 2 2025-07-28 Fixed 0.37500000 N N N N N N Fannie Mae Pool N/A 31416YDX3 27278.31000000 PA USD 30678.06000000 0.000630471545 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N ACE Capital Trust II N/A 00440FAA2 50000.00000000 PA USD 76500.00000000 0.001572168293 Long DBT CORP US N 2 2030-04-01 Fixed 9.70000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBE4 200000.00000000 PA USD 204118.00000000 0.004194873825 Long DBT CORP N/A N 2 2022-02-01 Fixed 2.12500000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAU0 25000.00000000 PA USD 27449.75000000 0.000564125837 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.99500000 N N N N N N Freddie Mac Gold Pool N/A 3128MCBA2 14406.10000000 PA USD 15107.86000000 0.000310484947 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FRUJ8 95000.00000000 PA USD 100700.95000000 0.002069527329 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 1.87200000 N N N N N N Ginnie Mae II Pool N/A 36202FJS6 28141.30000000 PA USD 31928.06000000 0.000656160569 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RZ3 908000.00000000 PA USD 1138830.67000000 0.023404359092 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36200MYH0 13386.15000000 PA USD 15186.14000000 0.000312093696 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LKV7 100000.00000000 PA USD 126435.00000000 0.002598393439 Long DBT MUN US N 2 2033-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FJQ0 307578.28000000 PA USD 339135.60000000 0.006969650161 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAF7 125000.00000000 PA USD 135609.50000000 0.002786940603 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63200000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPL1 175000.00000000 PA USD 184603.30000000 0.003793822942 Long DBT CORP US N 2 2025-01-21 Fixed 2.05000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AZ0 175000.00000000 PA USD 200769.45000000 0.004126057039 Long DBT CORP US N 2 2027-03-15 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36179M6H8 23221.46000000 PA USD 24030.50000000 0.000493856080 Long ABS-MBS USGA US N 2 2043-03-20 Floating 3.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DL8 200000.00000000 PA USD 267838.00000000 0.005504397533 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GFD1 975000.00000000 PA USD 1477564.73000000 0.030365757118 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607RAD2 200000.00000000 PA USD 216755.00000000 0.004454579586 Long DBT CORP CA N 2 2023-09-13 Fixed 3.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 400000.00000000 PA USD 584000.00000000 0.012001912198 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7AT0 10761.87000000 PA USD 11715.07000000 0.000240758975 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GED3 146.59000000 PA USD 156.81000000 0.000003222636 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.50000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAF9 800000.00000000 PA USD 1197548.80000000 0.024611088272 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BE4 125000.00000000 PA USD 128384.00000000 0.002638447766 Long DBT CORP US N 2 2022-06-08 Fixed 2.60000000 N N N N N N Ginnie Mae I Pool N/A 3620ARZE4 22519.12000000 PA USD 23631.97000000 0.000485665803 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371HTA6 1388.86000000 PA USD 1525.76000000 0.000031356228 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404BB0 250000.00000000 PA USD 288417.50000000 0.005927331355 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.68800000 N N N N N N Fannie Mae Pool N/A 31417DZE6 112580.75000000 PA USD 117470.45000000 0.002414161004 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Fannie Mae-Aces N/A 3136BBN73 10000.00000000 PA USD 9957.30000000 0.000204634658 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 1.27000000 N N N N N N Interstate Power and Light Co EF9UQIIO4KY2BWOK3P26 461070AL8 202000.00000000 PA USD 220972.24000000 0.004541249011 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418UCG7 48556.74000000 PA USD 53568.77000000 0.001100903551 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GKZQ2 71854.37000000 PA USD 81987.06000000 0.001684934067 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 200000.00000000 PA USD 219230.60000000 0.004505456185 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31374F5N5 350.65000000 PA USD 398.53000000 0.000008190277 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828S35 5050000.00000000 PA USD 5203867.44000000 0.106945822101 Long DBT UST US N 2 2023-06-30 Fixed 1.37500000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAE4 200000.00000000 PA USD 205771.20000000 0.004228849101 Long DBT CORP NL Y 2 2022-09-19 Fixed 2.12500000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 927804FW9 100000.00000000 PA USD 128329.60000000 0.002637329780 Long DBT CORP US N 2 2046-11-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YE4 10125000.00000000 PA USD 10501523.44000000 0.215819113488 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BC6 90000.00000000 PA USD 104926.77000000 0.002156373083 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AY4 320000.00000000 PA USD 340825.28000000 0.007004375146 Long DBT CORP US N 2 2024-11-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31417CVE2 70832.29000000 PA USD 75202.38000000 0.001545500619 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBB1 500000.00000000 PA USD 517209.00000000 0.010629275695 Long DBT CORP US N 2 2023-04-01 Variable 3.20700000 N N N N N N Fannie Mae-Aces N/A 3136AW7J0 514000.00000000 PA USD 577854.22000000 0.011875608924 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06100000 N N N N N N Fannie Mae Pool N/A 31371FEE8 198.66000000 PA USD 219.18000000 0.000004504416 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBL3 1000000.00000000 PA USD 1018750.00000000 0.020936554883 Long DBT CORP US N 2 2023-10-02 Fixed 1.45000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CJ6 250000.00000000 PA USD 285570.50000000 0.005868822033 Long DBT CORP US N 2 2029-08-15 Fixed 3.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0X24 1300000.00000000 PA USD 1367388.10000000 0.028101493009 Long DBT USGSE US N 2 2025-01-07 Fixed 1.62500000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGFB8 13949.02000000 PA USD 14667.70000000 0.000301439122 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.75100000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 N/A 07388VAG3 27040.86000000 PA USD 27175.52000000 0.000558490077 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.51300000 N N N N N N WestRock RKT LLC PQQ60KVT5SJX0ETQT497 772739AL2 100000.00000000 PA USD 105065.40000000 0.002159222099 Long DBT CORP US N 2 2022-03-01 Fixed 4.90000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCP9 75000.00000000 PA USD 95330.10000000 0.001959149811 Long DBT CORP US N 2 2041-08-16 Fixed 4.37500000 N N N N N N Valero Energy Partners LP 549300WH1375KZXLJ231 91914JAB8 75000.00000000 PA USD 85629.30000000 0.001759786541 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AZ8 125000.00000000 PA USD 152423.25000000 0.003132483670 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BD5 200000.00000000 PA USD 216545.80000000 0.004450280271 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N Fannie Mae Pool N/A 31418DTS1 339848.63000000 PA USD 358429.34000000 0.007366160048 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAQ5 500000.00000000 PA USD 471923.50000000 0.009698603444 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AG1 150000.00000000 PA USD 198428.40000000 0.004077945606 Long DBT CORP US N 2 2044-06-01 Fixed 4.60000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFV1 500000.00000000 PA USD 501577.00000000 0.010308019032 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXA3 461371.19000000 PA USD 503055.20000000 0.010338397844 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBR3 200000.00000000 PA USD 198000.00000000 0.004069141464 Long DBT CORP US N 2 2078-02-15 Variable 5.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292GRS7 415.77000000 PA USD 457.17000000 0.000009395401 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CD2 375000.00000000 PA USD 444055.50000000 0.009125882058 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Connecticut Light and Power Co/The 549300O45IUXEDS1VZ32 207597EG6 150000.00000000 PA USD 194544.45000000 0.003998125697 Long DBT CORP US N 2 2044-04-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31419GZM9 6123.56000000 PA USD 6509.91000000 0.000133786589 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 2.44500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AD8 350000.00000000 PA USD 383250.00000000 0.007876254880 Long DBT CORP US N 2 2023-04-15 Fixed 5.62500000 N N N N N N PeaceHealth Obligated Group N/A 70462GAC2 200000.00000000 PA USD 216150.00000000 0.004442146098 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N Fannie Mae Pool N/A 31406TB34 53297.68000000 PA USD 60658.99000000 0.001246616219 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AF2 150000.00000000 PA USD 177102.00000000 0.003639662079 Long DBT CORP US N 2 2028-05-01 Fixed 4.12500000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAE1 100000.00000000 PA USD 116943.90000000 0.002403339760 Long DBT CORP US N 2 2028-07-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 3138ETXA9 110090.94000000 PA USD 117347.09000000 0.002411625806 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 589331AS6 100000.00000000 PA USD 123065.10000000 0.002529137885 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EW9 1000000.00000000 PA USD 996896.00000000 0.020487428532 Long DBT CORP N/A N 2 2025-09-03 Fixed 0.37500000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BC3 50000.00000000 PA USD 53597.45000000 0.001101492960 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31405JSR6 3579.80000000 PA USD 3691.91000000 0.000075873252 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 2.22900000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AK7 50000.00000000 PA USD 57518.20000000 0.001182069154 Long DBT CORP US N 2 2030-06-01 Fixed 3.87500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDH1 300000.00000000 PA USD 361671.90000000 0.007432798610 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DK6 200000.00000000 PA USD 268020.80000000 0.005508154296 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BF6 300000.00000000 PA USD 337387.80000000 0.006933730740 Long DBT CORP US N 2 2027-04-01 Fixed 4.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200GS4 148000.00000000 PA USD 216138.02000000 0.004441899895 Long DBT CORP US N 2 2039-11-30 Fixed 5.60000000 N N N N N N 2021-01-29 VANGUARD VARIABLE INSURANCE FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer