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N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292H2F0 16657.38 PA USD 18789.68 0.0014221006 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292HVC5 251.38 PA USD 286.37 0.0000216740 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3129364K0 36404.98 PA USD 40075.1 0.0030330919 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31307JQB2 17126.04 PA USD 17945.53 0.0013582110 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131XLXK8 295137.2 PA USD 311086.12 0.0235446145 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31329KRZ9 78942.88 PA USD 83208.87 0.0062976798 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3 N N N N N N Federal 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GI7UBEJLXYLGR2C7GV83 337738AV0 100000 PA USD 119255.66 0.0090258882 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164Q6M5 500000 PA USD 530794.3 0.0401732715 Long DBT CORP US N 2 2025-11-15 Fixed 3.37 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QNA2 950000 PA USD 1138867.7 0.0861954269 Long DBT CORP US N 2 2035-11-15 Fixed 4.42 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177QXY4 5610.44 PA USD 6109.51 0.0004623995 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178NB65 40715.68 PA USD 43630.98 0.0033022193 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MAX8 304308.15 PA USD 325634.43 0.0246457062 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179ME30 530696.09 PA USD 567887.91 0.0429807087 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MG53 131197.81 PA USD 140392.31 0.0106256197 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MMX5 24811.4 PA USD 25549.04 0.0019336841 Long ABS-MBS USGA US N 2 2027-09-20 Fixed 2.5 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216DQ0 300000 PA USD 311704.71 0.0235914326 Long DBT CORP US N 2 2041-05-05 Fixed 2.88 N N N N N N Eaton Corporation 0NZWDMRCE180888QQE14 278062AE4 100000 PA USD 117932.34 0.0089257325 Long DBT CORP US N 2 2042-11-02 Fixed 4.15 N N N N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 21H030617 2725000 PA USD 2820920.27 0.2135019079 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 3 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543CE1 200000 PA USD 258012.34 0.0195277149 Long DBT CORP US N 2 2041-11-15 Fixed 5.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MMY3 93160.01 PA USD 96621.39 0.0073128090 Long ABS-MBS USGA US N 2 2027-09-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX47 324345.17 PA USD 347075.67 0.0262684907 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3135G05G4 500000 PA USD 497267.3 0.0376357738 Long DBT USGA US N 2 2023-07-10 Fixed 0.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31385H3Q3 5324.95 PA USD 5931.55 0.0004489305 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NDR6 390316.15 PA USD 417669.97 0.0316114342 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NH84 88234.47 PA USD 91010.59 0.0068881545 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 2.5 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543CL5 250000 PA USD 306097.68 0.0231670634 Long DBT CORP US N 2 2044-10-01 Fixed 4.63 N N N N N N E. I. du Pont de Nemours and Company GLU7INWNWH88J9XBXD45 263534CP2 300000 PA USD 301536.95 0.0228218836 Long DBT CORP US N 2 2030-07-15 Fixed 2.3 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAB0 250000 PA USD 298525.18 0.0225939372 Long DBT CORP US N 2 2045-08-15 Fixed 4.2 N N N N N N Enbridge Energy Partners, L.P. CZ6VG2MNE1J6YDI02G48 29250RAP1 200000 PA USD 300816.06 0.0227673229 Long DBT CORP US N 2 2038-04-15 Fixed 7.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NHJ0 66600.76 PA USD 68717.19 0.0052008741 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NNC8 10724.03 PA USD 11788.09 0.0008921839 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 4.5 N N N N N N European Bank for Reconstruction and Development 549300HTGDOVDU6OGK19 29874QEG5 500000 PA USD 489537.42 0.0370507363 Long DBT CORP US N 2 2025-05-19 Fixed 0.5 N N N N N N European Bank for Reconstruction and Development 549300HTGDOVDU6OGK19 29874QEH3 300000 PA USD 298429.62 0.0225867047 Long DBT CORP US N 2 2023-07-10 Fixed 0.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ35 235547.712 PA USD 249034.59 0.0188482321 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q3L3 33032.25 PA USD 36258.17 0.0027442068 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31283HUA1 278.12 PA USD 315.9 0.0000239090 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31288HEJ5 4293.81 PA USD 4829.15 0.0003654952 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q6P1 105045.352 PA USD 111389.43 0.0084305310 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QJT9 25830.412 PA USD 27892.07 0.0021110168 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31288JG91 1145.1 PA USD 1312.13 0.0000993088 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128K5U75 5629.55 PA USD 6426.6 0.0004863985 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWD9 151907.05 PA USD 159892.8 0.0121015182 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QYS4 42253.58 PA USD 44911.06 0.0033991024 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128KEPR8 4337.1 PA USD 5030.85 0.0003807609 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128L9PV9 5348.64 PA USD 5996.69 0.0004538607 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 25058.622 PA USD 26446.71 0.0020016245 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7L7 25136.55 PA USD 27552.1 0.0020852861 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138A2KC2 108981.76 PA USD 118010.52 0.0089316495 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128LXFP0 41906.31 PA USD 46821.16 0.0035436687 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M4AH6 20531.68 PA USD 23481 0.0017771641 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 164507.69 PA USD 172898.82 0.0130858813 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJD2 164165.07 PA USD 172384.82 0.0130469792 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M6EK0 15828.14 PA USD 18221.32 0.0013790842 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M6JS8 22768.6 PA USD 26185.03 0.0019818192 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M6VJ4 95172.84 PA USD 106618.91 0.0080694733 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M7NJ1 11433.74 PA USD 13655.68 0.0010335328 Long ABS-MBS USGA US N 2 2039-03-01 Fixed 6.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLP2 4272.624 PA USD 4522.65 0.0003422977 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ28 285256.27 PA USD 301325.1 0.0228058497 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8RA4 88212.47 PA USD 96760.01 0.0073233005 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8UL6 22391.13 PA USD 25739.59 0.0019481060 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQZ5 105441.93 PA USD 110589.61 0.0083699965 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RS91 10361.37 PA USD 10945.04 0.0008283775 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJAD2 9030.25 PA USD 10378.48 0.0007854973 Long ABS-MBS USGA US N 2 2034-07-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJVW7 76167.3 PA USD 82313.92 0.0062299453 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMNN9 1792.74 PA USD 1890.44 0.0001430783 Long ABS-MBS USGA US N 2 2026-07-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMPE7 89408.69 PA USD 93547.25 0.0070801421 Long ABS-MBS USGA US N 2 2027-01-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB89 98617.59 PA USD 104080.38 0.0078773441 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGK7 524708.78 PA USD 549177.26 0.0415645894 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P7QX4 15617.55 PA USD 17022.66 0.0012883634 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128PS6W2 31207.26 PA USD 32908.03 0.0024906508 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 614645.18 PA USD 642731.39 0.0486452522 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLS4 202512.04 PA USD 213413.51 0.0161522437 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A2WW5 199591.82 PA USD 216101.08 0.0163556529 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138ASYQ9 27068.67 PA USD 29345.66 0.0022210321 Long ABS-MBS USGA US N 2 2041-10-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312929EA6 12084.27 PA USD 14068.44 0.0010647727 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292K6R3 50372.72 PA USD 53742.92 0.0040675435 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292SA26 36863.21 PA USD 37828.8 0.0028630802 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312944AF8 86899.9 PA USD 94157.06 0.0071262957 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNU7 401020.52 PA USD 419345.15 0.0317382205 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SNV5 216601.22 PA USD 228261.12 0.0172759880 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31296YGN7 17630.59 PA USD 19198.31 0.0014530279 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 4.5 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 3130A2UW4 1200000 PA USD 1262689.56 0.0955669088 Long DBT USGA US N 2 2024-09-13 Fixed 2.88 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 319029.91 PA USD 333607.98 0.0252491859 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWZ6 45449.32 PA USD 49106.73 0.0037166526 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.5 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 3130AFFX0 750000 PA USD 837149.93 0.0633598578 Long DBT USGA US N 2 2028-11-16 Fixed 3.25 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 3130AFW94 1000000 PA USD 1035725.8 0.0783891118 Long DBT USGA US N 2 2024-02-13 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 179695.81 PA USD 189032.12 0.0143069333 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 210924.51 PA USD 221421.95 0.0167583640 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE35 34630.56 PA USD 37233.39 0.0028180165 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 96417.76 PA USD 100612.66 0.0076148890 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 3130AJ7E3 1500000 PA USD 1515869.4 0.1147288750 Long DBT USGA US N 2 2023-02-17 Fixed 1.38 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 3130AJHU6 400000 PA USD 392855.12 0.0297333174 Long DBT USGA US N 2 2025-04-14 Fixed 0.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 196032 PA USD 208309.05 0.0157659116 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQP3 304654.16 PA USD 320078.22 0.0242251833 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUD5 33577.21 PA USD 36205.51 0.0027402212 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ40 23335.9 PA USD 24451.72 0.0018506333 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131XCLE5 276016.39 PA USD 286216.47 0.0216623501 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5D28 159341.26 PA USD 167354.37 0.0126662486 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5D85 121446.69 PA USD 131196.58 0.0099296391 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5DX0 132943.08 PA USD 142044.87 0.0107506940 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4C3 117328.77 PA USD 122150.61 0.0092449931 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UMN9 14495.64 PA USD 15496.67 0.0011728685 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5EN1 349373.64 PA USD 366834.11 0.0277639121 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5GR0 164754.7 PA USD 177672.49 0.0134471775 Long ABS-MBS USGA US N 2 2047-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5GW9 161546.68 PA USD 171799.05 0.0130026450 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132ACYG9 54576.36 PA USD 57588.02 0.0043585607 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132ADPG7 68821.2 PA USD 71642.33 0.0054222639 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132AEBH8 54447.9 PA USD 58036.35 0.0043924926 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132D53Q3 47819.79 PA USD 50441.28 0.0038176582 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DV6F7 236836.79 PA USD 251613.18 0.0190433932 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138M8H22 189651.23 PA USD 198361.85 0.0150130558 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WEHN2 134904.07 PA USD 141730.42 0.0107268948 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPC0 19060.65 PA USD 20370.97 0.0015417809 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUJ9 83176.83 PA USD 86738.1 0.0065647902 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KLRF6 840945.07 PA USD 840002.54 0.0635757582 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KYUU1 369621.56 PA USD 373250.02 0.0282495015 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138WFF27 189639.16 PA USD 196469.41 0.0148698261 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 2.5 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 3133XGAY0 700000 PA USD 1017004.31 0.0769721721 Long DBT USGA US N 2 2036-07-15 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3134GW4C7 200000 PA USD 194487.86 0.0147198521 Long DBT USGA US N 2 2026-10-27 Fixed 0.8 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV90 15880.96 PA USD 16725.43 0.0012658675 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXS6 180545.13 PA USD 187525.69 0.0141929189 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZS4 229729.51 PA USD 238450.18 0.0180471490 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VKL3 392599.71 PA USD 406521.53 0.0307676623 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BUX60 500000 PA USD 544881.95 0.0412394980 Long ABS-MBS USGA US N 2 2026-12-25 Fixed 3.41 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137EAEV7 1500000 PA USD 1490458.8 0.1128056687 Long DBT USGA US N 2 2023-08-24 Fixed 0.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VMC1 495250.31 PA USD 508169.36 0.0384608984 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQU7 64416.15 PA USD 67028.22 0.0050730441 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138X14D5 195278.46 PA USD 202067.73 0.0152935361 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181ALN0 14032.46 PA USD 14834.6 0.0011227596 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181BRL6 30296.11 PA USD 32027.93 0.0024240402 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137EAFA2 600000 PA USD 594770.16 0.0450152971 Long DBT USGA US N 2 2023-12-04 Fixed 0.25 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FKUP9 500000 PA USD 566105.55 0.0428458104 Long ABS-MBS USGA US N 2 2028-12-25 Fixed 3.77 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KT49 594.62 PA USD 660.29 0.0000499742 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ENK1 20727.15 PA USD 22904.95 0.0017335657 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FHY5 72044.76 PA USD 79936.96 0.0060500446 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FKM7 39563.92 PA USD 42620.3 0.0032257258 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 300000 PA USD 429185.82 0.0324830136 Long DBT CORP US N 2 2042-01-14 Fixed 6.1 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 400000 PA USD 419628.8 0.0317596886 Long DBT CORP US N 2 2025-03-11 Fixed 3.8 N N N N Y HSBC Holdings PLC USD XXXX N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FNW2 34077.98 PA USD 38549.77 0.0029176470 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPE0 43945.344 PA USD 46801.09 0.0035421497 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FQ74 86912.57 PA USD 95536.24 0.0072306792 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FUF1 33676.7 PA USD 37018.18 0.0028017283 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.5 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056AS6 300000 PA USD 414791.28 0.0313935600 Long DBT CORP US N 2 2040-03-15 Fixed 6.35 N N N N N N Ingersoll-Rand Luxembourg Finance S.A. 549300GHBOWCVY92IS29 456873AD0 200000 PA USD 218148.44 0.0165106078 Long DBT CORP US N 2 2029-03-21 Fixed 3.8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138XHGX3 30611.3 PA USD 33438.24 0.0025307798 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138XSD53 90101.22 PA USD 97334.65 0.0073667922 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 4 N N N N N N Ingersoll-Rand Luxembourg Finance S.A. 549300GHBOWCVY92IS29 456873AE8 200000 PA USD 213007.46 0.0161215117 Long DBT CORP US N 2 2026-03-21 Fixed 3.5 N N N N N N Ingersoll-Rand Luxembourg Finance S.A. 549300GHBOWCVY92IS29 456873AF5 200000 PA USD 244044.98 0.0184705925 Long DBT CORP US N 2 2049-03-21 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FUG9 60794.31 PA USD 67386.39 0.0051001522 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FY75 58093.53 PA USD 63857.7 0.0048330826 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.5 N N N N N N KeyBank National Association HUX2X73FUCYHUVH1BK78 49327M3A0 300000 PA USD 298880.82 0.0226208539 Long DBT CORP US N 2 2024-01-03 Fixed 0.42 N N N N N N Markel Corporation 549300SCNO12JLWIK605 570535AV6 300000 PA USD 344347.17 0.0260619836 Long DBT CORP US N 2 2050-09-17 Fixed 4.15 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140HLED4 158496.23 PA USD 170305.1 0.0128895751 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QJX7 158540.34 PA USD 170701.22 0.0129195556 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KCS5 8312.73 PA USD 9230.79 0.0006986342 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EK5 50000 PA USD 62884.25 0.0047594069 Long DBT CORP US N 2 2048-09-15 Fixed 4.2 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EV1 65000 PA USD 79683.16 0.0060308357 Long DBT CORP US N 2 2049-03-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KUL0 13327.03 PA USD 14921.5 0.0011293367 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RYB3 3385.63 PA USD 3875.44 0.0002933134 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EX7 300000 PA USD 296297.15 0.0224253083 Long DBT CORP US N 2 2025-05-28 Fixed 0.8 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EZ2 300000 PA USD 298654.74 0.0226037430 Long DBT CORP US N 2 2040-05-28 Fixed 2.55 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RBK7 500000 PA USD 570599.95 0.0431859699 Long DBT CORP US N 2 2045-06-15 Fixed 4.35 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290T6G9 1831.84 PA USD 2068.67 0.0001565677 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290XLA6 5407.44 PA USD 6004.64 0.0004544624 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 71713UAW2 50000 PA USD 64983.39 0.0049182807 Long DBT CORP US N 2 2028-12-01 Fixed 6.6 N N N N N N Precision Castparts Corp. 0XOOAY5P5J7Q734SEC89 740189AG0 300000 PA USD 303999.24 0.0230082425 Long DBT CORP US N 2 2023-01-15 Fixed 2.5 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RCP5 950000 PA USD 1097958.04 0.0830991712 Long DBT CORP US N 2 2035-05-15 Fixed 4.5 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RCQ3 200000 PA USD 241348.9 0.0182665392 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RDJ8 656000 PA USD 768787.79 0.0581858558 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RHJ4 155000 PA USD 174507.76 0.0132076543 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AE5 300000 PA USD 419266.74 0.0317322860 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AQ9 200000 PA USD 185487.4 0.0140386505 Long DBT CORP US N 2 2030-08-15 Fixed 1.6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292A6H6 754.81 PA USD 838.17 0.0000634371 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LBV5 1395.11 PA USD 1557.8 0.0001179024 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.5 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RJL7 90000 PA USD 110009.03 0.0083260552 Long DBT CORP US N 2 2045-07-15 Fixed 4.85 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RJX1 1000000 PA USD 1018039.8 0.0770505434 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295KMF7 23991.97 PA USD 27183.95 0.0020574226 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PZT2 10034.33 PA USD 11349.87 0.0008590172 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.5 N N N N N N El Gobierno De La Republica Oriental Del Uruguay 549300RDR012H2V82H43 760942AY8 200000 PA USD 236500 0.0178995492 Long DBT NUSS US N 2 2045-11-20 Fixed 4.13 N N N N 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549300RDR012H2V82H43 760942BD3 100000 PA USD 131000 0.0099147609 Long DBT NUSS US N 2 2055-04-20 Fixed 4.97 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296KPQ9 704.25 PA USD 798.43 0.0000604293 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297FSM5 25335.37 PA USD 28021.94 0.0021208461 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.5 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company 549300XK5HGW68R8K327 82481LAD1 500000 PA USD 530515.85 0.0401521969 Long DBT CORP US N 2 2026-09-23 Fixed 3.2 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AR0 200000 PA USD 223447.18 0.0169116440 Long DBT CORP US N 2 2028-11-15 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31417BF44 57040.58 PA USD 61231 0.0046342803 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M7DM5 18899.17 PA USD 21092.92 0.0015964218 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M82F0 29067.84 PA USD 32032.47 0.0024243838 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WTUP9 374551.33 PA USD 394557.61 0.0298621707 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138X4KT6 11207.47 PA USD 11597.12 0.0008777303 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 2.5 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AC2 250000 PA USD 320048.63 0.0242229438 Long DBT CORP US N 2 2055-07-01 Fixed 4.2 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAK1 600000 PA USD 584434.08 0.0442330088 Long DBT CORP US N 2 2025-08-15 Fixed 0.95 N N N N N N Rio Tinto Alcan Inc. 2138007ZSQ7B17SKOX77 013716AW5 250000 PA USD 339901.03 0.0257254766 Long DBT CORP US N 2 2035-06-01 Fixed 5.75 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8NK6 67777.17 PA USD 76092.35 0.0057590645 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M9BN1 14742.46 PA USD 16935.53 0.0012817689 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. 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International Finance P.L.C. 21380041YBGOQDFAC823 05530QAN0 500000 PA USD 491392.44 0.0371911339 Long DBT CORP US N 2 2026-03-25 Fixed 1.67 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A7RB7 318056.19 PA USD 329528.54 0.0249404327 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KKQX0 407411.2 PA USD 416116.11 0.0314938300 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.5 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RDB1 400000 PA USD 403350.24 0.0305276426 Long ABS-CBDO CORP US N 2 2022-08-15 Fixed 1.74 N N N N N N BP Capital Markets P.L.C. 549300CRVT18MXX0AG93 05565QCP1 500000 PA USD 527518.45 0.0399253381 Long DBT CORP US N 2 2024-02-10 Fixed 3.81 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109AR5 250000 PA USD 276148.8 0.0209003765 Long DBT CORP US N 2 2026-10-15 Fixed 4.13 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BL0 266000 PA USD 332486.45 0.0251643027 Long DBT CORP US N 2 2030-04-01 Fixed 5.95 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KYVC0 235528.56 PA USD 238208.69 0.0180288718 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KYVF3 285288.02 PA USD 288534.37 0.0218377808 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DDN9 13690.21 PA USD 14886.23 0.0011266673 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DGK2 83851.71 PA USD 85813.64 0.0064948223 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 2.5 N N N N N N Texas Department of Transportation 5493006JSGNPGVJS7691 88283LHU3 400000 PA USD 480197.68 0.0363438563 Long DBT MUN US N 2 2030-04-01 Fixed 5.18 N N N N N N Union Electric Company QMPJLLDULY5C1M8PNY21 906548CL4 350000 PA USD 392355.15 0.0296954770 Long DBT CORP US N 2 2045-04-15 Fixed 3.65 N N N N N N BP Capital Markets P.L.C. 549300CRVT18MXX0AG93 05565QDN5 90000 PA USD 96456.58 0.0073003353 Long DBT CORP US N 2 2027-09-19 Fixed 3.28 N N N N N N Baltimore Gas and Electric Company 88V8C2WYSOD1SPSSLH72 059165EH9 160000 PA USD 174386.32 0.0131984631 Long DBT CORP US N 2 2046-08-15 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DMJ8 41513.16 PA USD 43004.06 0.0032547708 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419ASG3 29636.11 PA USD 31242.24 0.0023645751 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.5 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05579T5G7 250000 PA USD 269393.83 0.0203891252 Long DBT CORP US N 2 2024-10-15 Fixed 4.25 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 059438AK7 200000 PA USD 259095.46 0.0196096911 Long DBT CORP US N 2 2027-04-29 Fixed 8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140E9JL1 3306.87 PA USD 3557.11 0.0002692206 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140E9TW6 20049.8 PA USD 21372.36 0.0016175713 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419CQT3 35167.37 PA USD 38670.58 0.0029267905 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419GB94 54467.93 PA USD 58980.79 0.0044639727 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 4 N N N N N N Ventas Realty, Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAE7 250000 PA USD 263548.1 0.0199466900 Long DBT CORP US N 2 2025-02-01 Fixed 3.5 N N N N N N Ventas Realty, Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAU1 200000 PA USD 207030.64 0.0156691549 Long DBT CORP US N 2 2030-01-15 Fixed 3 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFF1 200000 PA USD 212606.66 0.0160911771 Long DBT CORP US N 2 2024-04-01 Fixed 4 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 750000 PA USD 804115.2 0.0608596178 Long DBT CORP US N 2 2024-08-26 Fixed 4.2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DHK1 270921.23 PA USD 277260.14 0.0209844885 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DKK7 204549.4 PA USD 213944.29 0.0161924159 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31346Y2X0 324343.43 PA USD 331932.29 0.0251223609 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3135G0W66 500000 PA USD 509226.1 0.0385408780 Long DBT USGA US N 2 2024-10-15 Fixed 1.63 N N N N N N Baltimore Gas and Electric Company 88V8C2WYSOD1SPSSLH72 059165EN6 300000 PA USD 300280.11 0.0227267594 Long DBT CORP US N 2 2031-06-15 Fixed 2.25 N N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670BS6 220000 PA USD 235022.57 0.0177877296 Long DBT CORP US N 2 2026-03-15 Fixed 3.13 N N N N N N Verizon Owner Trust 2020-B 549300ESLK4DH2NBDS67 92290BAA9 300000 PA USD 299179.92 0.0226434914 Long ABS-CBDO CORP US N 2 2025-02-20 Fixed 0.47 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGM5 120000 PA USD 140788.91 0.0106556365 Long DBT CORP US N 2 2038-04-24 Fixed 4.24 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHL6 140000 PA USD 145843.85 0.0110382206 Long DBT CORP US N 2 2024-07-23 Fixed 3.86 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3135G0ZR7 900000 PA USD 940845.33 0.0712080647 Long DBT USGA US N 2 2024-09-06 Fixed 2.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B5NV3 500000 PA USD 540022.6 0.0408717172 Long ABS-MBS USGA US N 2 2029-06-25 Fixed 2.88 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBL3 750000 PA USD 826996.88 0.0625914222 Long DBT CORP US N 2 2030-04-06 Fixed 3.63 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBP4 85000 PA USD 82278.64 0.0062272751 Long DBT CORP US N 2 2051-06-04 Fixed 2.94 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140EXD75 15200.74 PA USD 16467.48 0.0012463445 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140EYXE6 42325.97 PA USD 44335.46 0.0033555380 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHM4 170000 PA USD 189482.68 0.0143410341 Long DBT CORP US N 2 2029-07-23 Fixed 4.27 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHR3 400000 PA USD 418709.04 0.0316900764 Long DBT CORP US N 2 2025-03-15 Fixed 3.46 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DW40 406504.61 PA USD 400014.89 0.0302752060 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 1.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418PC37 38547.88 PA USD 42266.16 0.0031989227 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.5 N N N N N N The Hartford Financial Services Group, Inc. IU7C3FTM7Y3BQM112U94 416515AP9 75000 PA USD 105280.67 0.0079681883 Long DBT CORP US N 2 2041-10-01 Fixed 6.1 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516BS4 300000 PA USD 358233.24 0.0271129535 Long DBT CORP US N 2 2047-11-21 Fixed 3.81 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140F7C98 39459.52 PA USD 41591.87 0.0031478889 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140FCUA4 359566.96 PA USD 377205.41 0.0285488660 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418QS46 11919.57 PA USD 13322.36 0.0010083054 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418XD54 64871.34 PA USD 71413.89 0.0054049744 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140GTNP1 27541.09 PA USD 29749.44 0.0022515922 Long ABS-MBS USGA US N 2 2047-06-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HBJA7 135975.39 PA USD 144889.2 0.0109659677 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419AG43 17414.51 PA USD 19161.01 0.0014502048 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419ANT0 14077.15 PA USD 14791.92 0.0011195294 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHW2 400000 PA USD 410685.96 0.0310828480 Long DBT CORP US N 2 2025-10-22 Fixed 2.46 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHX0 400000 PA USD 413070.36 0.0312633118 Long DBT CORP US N 2 2030-10-22 Fixed 2.88 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HN5J7 76637.4 PA USD 82065.48 0.0062111421 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J9JG7 28119.06 PA USD 29546.81 0.0022362562 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31371LFW4 1424.9 PA USD 1630.23 0.0001233843 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137B4GY6 550000 PA USD 566671.33 0.0428886316 Long ABS-MBS USGA US N 2 2023-05-25 Variable 3.31 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JML75 7322.2 PA USD 7714.24 0.0005838538 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QBPL6 142520.18 PA USD 150106.44 0.0113608356 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.5 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHZ5 185000 PA USD 185589.34 0.0140463659 Long DBT CORP US N 2 2031-02-13 Fixed 2.5 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJB6 250000 PA USD 252424.88 0.0191048269 Long DBT CORP US N 2 2031-04-29 Fixed 2.59 N N N N N N Burlington Resources Finance Co YYGH8OXWLBJ0IQLZFK63 12201PAB2 100000 PA USD 140140.18 0.0106065372 Long DBT CORP US N 2 2031-08-15 Fixed 7.2 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HP2 100000 PA USD 100968.47 0.0076418186 Long ABS-CBDO CORP US N 2 2023-01-15 Fixed 1.53 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419BBT1 87399.74 PA USD 94665.32 0.0071647634 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419BCT0 102750.15 PA USD 109573.52 0.0082930935 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QKN95 523123.98 PA USD 534546.44 0.0404572529 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QKYH5 876848.21 PA USD 849148.84 0.0642679977 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 1.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137EAER6 750000 PA USD 748529.85 0.0566526296 Long DBT USGA US N 2 2023-05-05 Fixed 0.38 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FLYV0 400000 PA USD 442497.92 0.0334905425 Long ABS-MBS USGA US N 2 2029-04-25 Fixed 3.3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4W44 111096.48 PA USD 117912.74 0.0089242490 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4XP6 142295.69 PA USD 147457.24 0.0111603303 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJD2 165000 PA USD 163298.83 0.0123593042 Long DBT CORP US N 2 2026-06-19 Fixed 1.32 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJE0 165000 PA USD 158739.75 0.0120142493 Long DBT CORP US N 2 2041-06-19 Fixed 2.68 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X5DR1 170151.94 PA USD 181109.95 0.0137073423 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X5FA6 100099.82 PA USD 106509.33 0.0080611797 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A2HG7 148780.89 PA USD 161135.82 0.0121955964 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A2WT2 54471.38 PA USD 58088.92 0.0043964714 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.5 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJM2 200000 PA USD 195881.94 0.0148253633 Long DBT CORP US N 2 2051-10-24 Fixed 2.83 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJW0 195000 PA USD 204920.25 0.0155094296 Long DBT CORP US N 2 2042-04-22 Fixed 3.31 N N N N N N Citigroup Commercial Mortgage Trust 2019-C7 N/A 17328CAD4 300000 PA USD 319653.93 0.0241930708 Long ABS-MBS CORP US N 2 2029-12-17 Fixed 3.1 N N N N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 21H022622 700000 PA USD 715992.97 0.0541900694 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 2.5 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CE4 300000 PA USD 291635.34 0.0220724783 Long DBT CORP US N 2 2027-03-01 Fixed 1.1 N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CF1 500000 PA USD 484559.1 0.0366739512 Long DBT CORP US N 2 2031-09-01 Fixed 1.75 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419GYQ1 20114.63 PA USD 21452.97 0.0016236723 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVR8 371459.02 PA USD 393192.16 0.0297588263 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A4Y58 77116.78 PA USD 81296.14 0.0061529144 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A7NS3 85555.07 PA USD 90191.74 0.0068261797 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NBF4 15338.22 PA USD 17239.79 0.0013047969 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QBH3 65842.43 PA USD 72313.74 0.0054730797 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.5 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CY1 400000 PA USD 434377.44 0.0328759424 Long DBT CORP US N 2 2050-05-01 Fixed 3.7 N N N N N N Boardwalk Pipelines, LP 549300W6AQ2GHHCGL606 096630AC2 200000 PA USD 203652.66 0.0154134918 Long DBT CORP US N 2 2023-02-01 Fixed 3.38 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RF87 128590.92 PA USD 135029.47 0.0102197321 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4R3 15057.13 PA USD 16113.41 0.0012195466 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A8GJ9 40721.73 PA USD 42928.65 0.0032490634 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138EPHT4 45794.66 PA USD 49585.6 0.0037528959 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 4 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BN8 300000 PA USD 342656.6 0.0259340325 Long DBT CORP US N 2 2029-05-23 Fixed 4.6 N N N N N N Nordiska Investeringsbanken, Pohjoismaiden Investointipankki Nib, Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBN4 400000 PA USD 398795.04 0.0301828814 Long DBT CORP US N 2 2023-05-19 Fixed 0.38 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKA6 200000 PA USD 196406.66 0.0148650769 Long DBT CORP US N 2 2032-07-21 Fixed 2.3 N N N N N N COMM 2014-UBS3 Mortgage Trust N/A 12591YBB0 477422.76 PA USD 492438.71 0.0372703211 Long ABS-MBS CORP US N 2 2024-04-12 Fixed 3.55 N N N N N N Dallas County Hospital District UQCNU7AEWLMSSOK7VW91 234667JL8 300000 PA USD 421106.79 0.0318715506 Long DBT MUN US N 2 2044-08-15 Fixed 5.62 N N N N N N Dallas Independent School District N/A 235308RA3 300000 PA USD 321036.27 0.0242976935 Long DBT MUN US N 2 2035-02-15 Fixed 6.45 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X5LN1 123188.67 PA USD 127660.99 0.0096620472 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140XAJZ6 857963.48 PA USD 830860.67 0.0628838540 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 1.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEB4 48605.37 PA USD 51977.12 0.0039338986 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUK6 12408.42 PA USD 13064.36 0.0009887787 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138LQZS6 179931.97 PA USD 189767.77 0.0143626112 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138MKMK9 116102.35 PA USD 120138.89 0.0090927356 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFQ8 152312.8 PA USD 158465.28 0.0119934760 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2L9 123294.77 PA USD 131380.84 0.0099435848 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.5 N N N N N N Dell International L.L.C. N/A 24703TAD8 425000 PA USD 492593.19 0.0372820129 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 36179WBX5 833509.95 PA USD 842229.46 0.0637443031 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140XC6J2 477494.67 PA USD 513142.61 0.0388372998 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138WFZB5 116952.75 PA USD 124667.4 0.0094354768 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WH6L1 270073.54 PA USD 282473.7 0.0213790778 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 254687DZ6 50000 PA USD 69991.88 0.0052973493 Long DBT CORP US N 2 2034-12-15 Fixed 6.2 N N N N N N The Walt Disney Company 549300GZKULIZ0WOW665 254687FK7 150000 PA USD 152578.7 0.0115479491 Long DBT CORP US N 2 2024-08-30 Fixed 1.75 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416BSV1 15543.7 PA USD 18529.21 0.0014023869 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 6.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138WQYX4 22824.05 PA USD 23617.58 0.0017875012 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 2.5 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 750000 PA USD 813676.88 0.0615832954 Long DBT CORP US N 2 2025-07-23 Fixed 4 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 185000 PA USD 189297.64 0.0143270293 Long DBT CORP US N 2 2031-01-22 Fixed 2.7 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BWG7 27426.62 PA USD 28805.88 0.0021801787 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C5Z3 85999.03 PA USD 91451.9 0.0069215551 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4 N N N N N N Paypal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAE3 100000 PA USD 105240.91 0.0079651791 Long DBT CORP US N 2 2029-10-01 Fixed 2.85 N N N N N N Paypal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAG8 600000 PA USD 607338.96 0.0459665692 Long DBT CORP US N 2 2025-06-01 Fixed 1.65 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C7G3 30603.51 PA USD 33277.12 0.0025185854 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CEE0 46182.03 PA USD 48461.18 0.0036677940 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SW9 1495000 PA USD 1477246.88 0.1118057220 Long DBT UST US N 2 2041-02-15 Fixed 1.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TB4 405000 PA USD 401772.64 0.0304082416 Long DBT UST US N 2 2051-11-15 Fixed 1.88 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468R3 300000 PA USD 295832.19 0.0223901177 Long DBT CORP US N 2 2025-10-21 Fixed 0.86 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 150000 PA USD 153722.94 0.0116345511 Long DBT CORP US N 2 2023-01-23 Fixed 3.13 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M74Q6 74472.43 PA USD 82009.05 0.0062068712 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8HQ0 162965.74 PA USD 176677.16 0.0133718458 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MC3E3 50519.34 PA USD 53272.61 0.0040319480 Long ABS-MBS USGA US N 2 2026-07-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJFW5 17542.73 PA USD 20351.85 0.0015403338 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3135G06L2 225000 PA USD 219256.52 0.0165944730 Long DBT USGA US N 2 2026-12-18 Fixed 0.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282A7 1895000 PA USD 1916318.75 0.1450369632 Long DBT UST US N 2 2026-08-15 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128284L1 530000 PA USD 545485.96 0.0412852127 Long DBT UST US N 2 2023-04-30 Fixed 2.75 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 200000 PA USD 238823.34 0.0180753917 Long DBT CORP US N 2 2026-08-09 Fixed 6.25 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 300000 PA USD 310017.48 0.0234637342 Long DBT CORP US N 2 2023-02-25 Fixed 3.75 N N N N N N Paypal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAJ2 200000 PA USD 214574.6 0.0162401210 Long DBT CORP US N 2 2050-06-01 Fixed 3.25 N N N N N N Rexford Industrial Realty, L.P. 549300028US163ELJN70 76169XAB0 500000 PA USD 474379.3 0.0359034910 Long DBT CORP US N 2 2031-09-01 Fixed 2.15 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31371NP41 11231.33 PA USD 13070.51 0.0009892441 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJSK7 201639.04 PA USD 212626.65 0.0160926900 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJUN8 46707.5 PA USD 50520.54 0.0038236571 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 200000 PA USD 292586.62 0.0221444761 Long DBT CORP US N 2 2038-12-15 Fixed 6.38 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BD3 230000 PA USD 244844.98 0.0185311407 Long DBT CORP US N 2 2025-05-11 Fixed 3.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y1H32 73984.4 PA USD 77498.08 0.0058654575 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138E2AZ8 39421.68 PA USD 41558.15 0.0031453368 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128284V9 831600 PA USD 908263.13 0.0687420744 Long DBT UST US N 2 2028-08-15 Fixed 2.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828K74 3518000 PA USD 3627387.99 0.2745395767 Long DBT UST US N 2 2025-08-15 Fixed 2 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BE1 200000 PA USD 233566.06 0.0176774934 Long DBT CORP US N 2 2035-05-11 Fixed 4.13 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 155000 PA USD 181279.91 0.0137202058 Long DBT CORP US N 2 2046-05-10 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJVV9 56074.08 PA USD 60021.61 0.0045427474 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJXE5 81178.22 PA USD 86563.26 0.0065515574 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.5 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CC4 300000 PA USD 307639.2 0.0232837336 Long DBT CORP US N 2 2024-11-07 Fixed 2 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CD2 300000 PA USD 306543.09 0.0232007743 Long DBT CORP US N 2 2029-11-07 Fixed 2.38 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMSY0 23647.11 PA USD 24793.42 0.0018764949 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMUM3 123672.86 PA USD 129745.27 0.0098197964 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140F0JJ4 269847.12 PA USD 282236.88 0.0213611540 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8DH1 32922.73 PA USD 33907.35 0.0025662845 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128PQW98 6415.59 PA USD 6743.3 0.0005103680 Long ABS-MBS USGA US N 2 2025-02-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828U24 3500000 PA USD 3620312.5 0.2740040668 Long DBT UST US N 2 2026-11-15 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828UN8 2659000 PA USD 2704701.56 0.2047058719 Long DBT UST US N 2 2023-02-15 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128PT7B5 17775.86 PA USD 18744.63 0.0014186910 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128PWDD7 21795.87 PA USD 22983.73 0.0017395281 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140J7W27 82761.28 PA USD 85742.1 0.0064894078 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JACX4 44019.69 PA USD 46421.29 0.0035134045 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DKU5 223644.93 PA USD 235252.39 0.0178051236 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DN73 124374.45 PA USD 128698.59 0.0097405782 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312931CU0 4030.19 PA USD 4694.38 0.0003552951 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3129395D9 8497.27 PA USD 9531.68 0.0007214071 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400FC2 195000 PA USD 246084.72 0.0186249707 Long DBT CORP US N 2 2036-02-01 Fixed 5.63 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400FH1 100000 PA USD 129891.28 0.0098308472 Long DBT CORP US N 2 2038-02-01 Fixed 5.95 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DNG3 310413.27 PA USD 317288.18 0.0240140186 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DPE6 357239.32 PA USD 370125.01 0.0280129845 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656AC4 400000 PA USD 436730.72 0.0330540508 Long DBT CORP US N 2 2025-07-10 Fixed 4.63 N N N N N N Parker-Hannifin Corporation 5493002CONDB4N2HKI23 701094AP9 40000 PA USD 46961.73 0.0035543078 Long DBT CORP US N 2 2049-06-14 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31296LVW8 8021.87 PA USD 9025.22 0.0006830756 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31296RV96 858.5 PA USD 969.05 0.0000733427 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WDKV2 36552.99 PA USD 39487.51 0.0029886200 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WE4D8 14732.98 PA USD 15741.66 0.0011914106 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQ96 247584.66 PA USD 256515.09 0.0194143953 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQF2 231516.26 PA USD 239565.41 0.0181315554 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 2.5 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400FV0 200000 PA USD 216991.78 0.0164230657 Long DBT CORP US N 2 2042-03-15 Fixed 4.05 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BP4 115000 PA USD 115563.5 0.0087464463 Long DBT CORP US N 2 2050-10-15 Fixed 3.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQZ8 99622.46 PA USD 100600.42 0.0076139627 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DU75 414799.67 PA USD 416922.03 0.0315548262 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 1.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WGCY8 110844.78 PA USD 116384.41 0.0088085771 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WGL77 80448.89 PA USD 85629.9 0.0064809159 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 3.5 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TGL3 170000 PA USD 173796.53 0.0131538247 Long DBT CORP US N 2 2024-10-07 Fixed 2 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TGT6 400000 PA USD 406476.13 0.0307642262 Long DBT CORP US N 2 2025-02-13 Fixed 1.8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JAD70 38150.16 PA USD 40087.25 0.0030340114 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140KUHT2 880737.33 PA USD 880025.43 0.0666048985 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31307QMX2 45617.23 PA USD 47318.62 0.0035813191 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131WRB53 256964.1 PA USD 278321 0.0210647799 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZW3 2000000 PA USD 1942812.4 0.1470421403 Long DBT UST US N 2 2025-06-30 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAK7 5000 PA USD 4953.91 0.0003749377 Long DBT UST US N 2 2023-09-15 Fixed 0.13 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAX3 110000 PA USD 125416.38 0.0094921635 Long DBT CORP US N 2 2040-04-15 Fixed 4.38 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACA1 900000 PA USD 895147.25 0.0677493965 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TGU3 500000 PA USD 502543.65 0.0380351154 Long DBT CORP US N 2 2030-02-13 Fixed 2.15 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236THP3 300000 PA USD 293188.23 0.0221900091 Long DBT CORP US N 2 2025-10-16 Fixed 0.8 N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DXQ0 183464.09 PA USD 180592.47 0.0136681768 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 1.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DXR8 411038.51 PA USD 415458.9 0.0314440889 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140Q83V5 151180.05 PA USD 162680.04 0.0123124710 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QANA4 4218.35 PA USD 4484.17 0.0003393853 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACB9 400000 PA USD 398135.38 0.0301329549 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BG6 200000 PA USD 278030.2 0.0210427706 Long DBT CORP US N 2 2044-02-01 Fixed 5.3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WHVG4 8210.62 PA USD 8894.84 0.0006732077 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y3LL3 25249.51 PA USD 27661.38 0.0020935570 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5E84 338160.24 PA USD 359726.85 0.0272259977 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5EB7 114026.69 PA USD 121726.49 0.0092128934 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418M7C0 120.68 PA USD 124.53 0.0000094251 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418UEK6 77170.1 PA USD 86387.72 0.0065382717 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAT8 2225000 PA USD 2150253.8 0.1627423837 Long DBT UST US N 2 2025-10-31 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAV3 6825000 PA USD 6485882.81 0.4908853218 Long DBT UST US N 2 2030-11-15 Fixed 0.88 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236THW8 300000 PA USD 292320.9 0.0221243651 Long DBT CORP US N 2 2026-01-09 Fixed 0.8 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236THX6 100000 PA USD 96566.68 0.0073086683 Long DBT CORP US N 2 2031-01-10 Fixed 1.65 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5JW6 475967.73 PA USD 502753.43 0.0380509927 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DV4H5 250997.51 PA USD 260109.87 0.0196864669 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138YQAB6 46884.39 PA USD 50648.33 0.0038333289 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31402CYK2 8634.29 PA USD 9557.46 0.0007233582 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AD7 250000 PA USD 272619.4 0.0206332531 Long DBT CORP US N 2 2025-05-15 Fixed 4.5 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AF2 250000 PA USD 291042.45 0.0220276053 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAZ4 6000000 PA USD 5818125 0.4403459401 Long DBT UST US N 2 2025-11-30 Fixed 0.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBE0 1900000 PA USD 1875953.22 0.1419818901 Long DBT UST US N 2 2024-01-15 Fixed 0.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419JYH5 20964.11 PA USD 22701.07 0.0017181350 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 4 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XAT3 200000 PA USD 220432.18 0.0166834531 Long DBT CORP US N 2 2042-08-01 Fixed 3.88 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31403KJW4 5885.84 PA USD 6399.88 0.0004843762 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31403MUX5 14759.5 PA USD 16934.52 0.0012816925 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QDLK8 426828.95 PA USD 442491.52 0.0334900581 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QDXC3 574581.97 PA USD 587172.96 0.0444403015 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.5 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 92857TAH0 200000 PA USD 279506.04 0.0211544699 Long DBT CORP GB N 2 2030-02-15 Fixed 7.88 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 92857WBK5 220000 PA USD 247630.28 0.0187419467 Long DBT CORP US N 2 2028-05-30 Fixed 4.38 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DV6D2 356201.75 PA USD 369050.02 0.0279316237 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132GF5U7 115107.14 PA USD 124694.78 0.0094375491 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31404PCH2 15719.99 PA USD 17429.98 0.0013191915 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140E86C7 80531.8 PA USD 86971.82 0.0065824794 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBR1 3170000 PA USD 3132356.25 0.2370730016 Long DBT UST US N 2 2024-03-15 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBU4 1500000 PA USD 1492734.3 0.1129778904 Long DBT UST US N 2 2023-03-31 Fixed 0.13 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XBF2 300000 PA USD 320423.55 0.0242513197 Long DBT CORP US N 2 2026-04-01 Fixed 3.25 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XBG0 300000 PA USD 360004.2 0.0272469890 Long DBT CORP US N 2 2046-04-01 Fixed 4.55 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140GNGY3 14450.16 PA USD 14880.83 0.0011262586 Long ABS-MBS USGA US N 2 2047-02-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140GTGT1 35740.98 PA USD 37666.8 0.0028508192 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBX8 3155000 PA USD 3137745.94 0.2374809214 Long DBT UST US N 2 2023-04-30 Fixed 0.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCE9 3265000 PA USD 3232859.99 0.2446796470 Long DBT UST US N 2 2028-05-31 Fixed 1.25 N N N N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 95040QAF1 150000 PA USD 196321.17 0.0148586065 Long DBT CORP US N 2 2048-09-01 Fixed 4.95 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XBZ8 300000 PA USD 341338.35 0.0258342605 Long DBT CORP US N 2 2030-05-15 Fixed 4.25 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XCA2 100000 PA USD 134110.46 0.0101501767 Long DBT CORP US N 2 2050-05-15 Fixed 5.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JWNT3 266623.31 PA USD 276302.96 0.0209120441 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140KEFG8 277439.67 PA USD 287446.97 0.0217554807 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCL3 3015000 PA USD 2977312.5 0.2253384848 Long DBT UST US N 2 2024-07-15 Fixed 0.38 N N N N N N University of Pittsburgh - of The Commonwealth System of Higher Education 5493002C83QSGL8ETT42 91335VKQ8 300000 PA USD 340512.87 0.0257717838 Long DBT MUN US N 2 2119-09-15 Fixed 3.56 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132J4B65 7095.15 PA USD 7705.8 0.0005832150 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132J4KM0 31853.04 PA USD 33408.41 0.0025285221 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QLYS9 490558.42 PA USD 489855.3 0.0370747952 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X6XR7 171833.52 PA USD 181521.96 0.0137385254 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 3.5 N N N N N N Rector and Visitors of the University of Virginia 549300H2U5XHL1CLTN62 915217XF5 300000 PA USD 283919.31 0.0214884891 Long DBT MUN US N 2 2050-09-01 Fixed 2.26 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBK4 50000 PA USD 63290.5 0.0047901540 Long DBT CORP US N 2 2049-07-15 Fixed 4.15 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M7VP0 22848.94 PA USD 24692.83 0.0018688817 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M92R4 102074.08 PA USD 110311.36 0.0083489371 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAW9 180000 PA USD 199747.91 0.0151179600 Long DBT CORP US N 2 2025-10-15 Fixed 4.9 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAY5 90000 PA USD 120383.34 0.0091112369 Long DBT CORP US N 2 2045-10-15 Fixed 6.35 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QLET6 40916.63 PA USD 44075.35 0.0033358516 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132WF2Q1 126716.41 PA USD 134810.42 0.0102031533 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.5 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CBG3 250000 PA USD 263898.76 0.0199732298 Long DBT CORP US N 2 2023-10-02 Fixed 4.45 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BE3 300000 PA USD 320476.72 0.0242553439 Long DBT CORP US N 2 2050-05-01 Fixed 3.5 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 92857WBM1 175000 PA USD 228257.54 0.0172757170 Long DBT CORP US N 2 2048-05-30 Fixed 5.25 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 92857WBT6 110000 PA USD 143854.15 0.0108876298 Long DBT CORP US N 2 2059-06-19 Fixed 5.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X6UW9 136991.83 PA USD 141754.64 0.0107287279 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410FVM4 34054.56 PA USD 37974.67 0.0028741204 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5 N N N N N N Kentucky Utilities Company AGX0G2MXE54NFNNICD28 491674BG1 300000 PA USD 385450.59 0.0291729041 Long DBT CORP US N 2 2040-11-01 Fixed 5.13 N N N N N N KfW 549300GDPG70E3MBBU98 500769CH5 150000 PA USD 114237 0.0086460499 Long DBT CORP US N 2 2037-06-29 Fixed 0 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410GYP2 19798.83 PA USD 22253.37 0.0016842507 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31414EGP3 7101.43 PA USD 7782.16 0.0005889943 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 4.5 N N N N N N The Williams Companies, Inc. D71FAKCBLFS2O0RBPG08 969457BX7 250000 PA USD 267029.75 0.0202101994 Long DBT CORP US N 2 2030-11-15 Fixed 3.5 N N N N N N KfW 549300GDPG70E3MBBU98 500769GK4 800000 PA USD 833544 0.0630869423 Long DBT CORP US N 2 2024-11-20 Fixed 2.5 N N N N N KfW 549300GDPG70E3MBBU98 500769GQ1 680000 PA USD 700104.88 0.0529875762 Long DBT CORP US N 2 2025-05-02 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416CE44 6815.39 PA USD 7036.54 0.0005325619 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YRB5 20407.69 PA USD 22235.89 0.0016829277 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132WLT71 45208.67 PA USD 48882.88 0.0036997104 Long ABS-MBS USGA US N 2 2047-03-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31335HXS7 3874.2 PA USD 4157.38 0.0003146521 Long ABS-MBS USGA US N 2 2023-07-01 Fixed 4.5 N N N N N N KfW 549300GDPG70E3MBBU98 500769JE5 600000 PA USD 606534.72 0.0459057001 Long DBT CORP US N 2 2023-02-15 Fixed 1.63 N N N N N N KfW 549300GDPG70E3MBBU98 500769JF2 275000 PA USD 267737.06 0.0202637323 Long DBT CORP US N 2 2025-07-18 Fixed 0.38 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3134A3U46 60000 PA USD 83489.1 0.0063188890 Long DBT USGA US N 2 2029-09-15 Fixed 6.75 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FJKE8 1000000 PA USD 1140647.1 0.0863301011 Long ABS-MBS USGA US N 2 2028-09-25 Variable 3.92 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YZB6 9369.63 PA USD 9844.35 0.0007450716 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418AKN7 97208.91 PA USD 101915.18 0.0077134705 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FPJF3 382438.53 PA USD 392466.11 0.0297038751 Long ABS-MBS USGA US N 2 2029-06-25 Fixed 2.26 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FX3Q9 500000 PA USD 485925.45 0.0367773637 Long ABS-MBS USGA US N 2 2030-08-25 Fixed 1.41 N N N N N N KfW 549300GDPG70E3MBBU98 500769JJ4 300000 PA USD 292817.34 0.0221619382 Long DBT CORP US N 2 2026-01-22 Fixed 0.63 N N N N N N KfW 549300GDPG70E3MBBU98 500769JN5 300000 PA USD 298921.08 0.0226239010 Long DBT CORP US N 2 2023-04-25 Fixed 0.25 N N N N N N GS Mortgage Securities Trust 2019-GSA1 N/A 36261PAT9 100000 PA USD 106043.56 0.0080259278 Long ABS-MBS CORP US N 2 2029-10-15 Fixed 3.05 N N N N N N General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 37045XCL8 500000 PA USD 520087.3 0.0393629101 Long DBT CORP US N 2 2023-06-19 Fixed 4.15 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X73E7 157269.07 PA USD 162917.23 0.0123304227 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X83S4 799236.0138 PA USD 798589.99 0.0604414412 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410D4G2 11007.8 PA USD 13070.39 0.0009892350 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410MRR3 6339.25 PA USD 7233.58 0.0005474749 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 5.5 N N N N N N General Motors Financial Company, Inc. 5493008B6JBRUJ90QL97 37045XDL7 400000 PA USD 398513.16 0.0301615472 Long DBT CORP US N 2 2031-06-10 Fixed 2.7 N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXG4 500000 PA USD 508333.14 0.0384732941 Long DBT CORP US N 2 2030-02-07 Fixed 2.6 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AA9 300000 PA USD 529685.55 0.0400893555 Long DBT CORP US N 2 2111-07-01 Fixed 5.6 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AB7 250000 PA USD 373886.4 0.0282976660 Long DBT CORP US N 2 2114-07-01 Fixed 4.68 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYM0 170000 PA USD 169277.16 0.0128117753 Long DBT CORP US N 2 2027-10-21 Fixed 1.95 N N N N N N Grupo Televisa S.A.B. 549300O4AF0C816ILN62 40049JAV9 100000 PA USD 114099.62 0.0086356523 Long DBT CORP US N 2 2025-03-18 Fixed 6.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410QCZ2 17820.31 PA USD 20580.23 0.0015576188 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31411LBZ3 18241.71 PA USD 21131.22 0.0015993206 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6 N N N N N N Grupo Televisa S.A.B. 549300O4AF0C816ILN62 40049JBA4 300000 PA USD 353274.36 0.0267376397 Long DBT CORP US N 2 2045-05-13 Fixed 5 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076AS1 600000 PA USD 847398.6 0.0641355305 Long DBT CORP US N 2 2036-12-16 Fixed 5.88 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BB5 250000 PA USD 266741.73 0.0201884005 Long DBT CORP US N 2 2024-04-01 Fixed 4.95 N N N N N N Owl Rock Capital Corporation 2549000BD79OOCPF2L94 69121KAE4 400000 PA USD 406286.6 0.0307498816 Long DBT CORP US N 2 2026-07-15 Fixed 3.4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418ANZ7 158850.44 PA USD 166987.79 0.0126385039 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418AY51 15971.79 PA USD 16379.75 0.0012397046 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BRH1 62798.11 PA USD 65956.16 0.0049919050 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BZP4 37905.91 PA USD 40347.1 0.0030536782 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.5 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076BM3 500000 PA USD 531238 0.0402068530 Long DBT CORP US N 2 2026-04-01 Fixed 3 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076BP6 200000 PA USD 225966.2 0.0171022965 Long DBT CORP US N 2 2056-09-15 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C4X9 62436.77 PA USD 66820.38 0.0050573137 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C7E8 46098.88 PA USD 48996.26 0.0037082916 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31411NXS1 7839.11 PA USD 8756 0.0006626996 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412N3T1 31206.84 PA USD 34275.61 0.0025941563 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 4.5 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076BZ4 200000 PA USD 210613.9 0.0159403546 Long DBT CORP US N 2 2049-12-15 Fixed 3.13 N N N N N N The Home Depot, Inc. QEKMOTMBBKA8I816DO57 437076CF7 300000 PA USD 282948.45 0.0214150093 Long DBT CORP US N 2 2031-03-15 Fixed 1.38 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CGY4 20016.24 PA USD 21535.6 0.0016299261 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CJF2 31489.25 PA USD 33013.77 0.0024986537 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 3 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JF5 435000 PA USD 420667.72 0.0318383195 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JJ7 105000 PA USD 98158.94 0.0074291788 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31413MJ81 1044.68 PA USD 1218.83 0.0000922474 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31413T2X9 13971.5 PA USD 16302.33 0.0012338451 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 6 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JM0 235000 PA USD 254743.83 0.0192803371 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JQ1 240000 PA USD 252096.17 0.0190799484 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAQ6 250000 PA USD 283034 0.0214214842 Long DBT CORP US N 2 2030-04-15 Fixed 4.13 N N N N N N Duke Energy Indiana, LLC 6URPHM2EAWGJ2C6ISB97 693627AY7 250000 PA USD 335022.03 0.0253562085 Long DBT CORP US N 2 2035-10-15 Fixed 6.12 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JN8 275000 PA USD 302212.98 0.0228730491 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JP3 345000 PA USD 352849.54 0.0267054871 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N N The Port Authority of New York and New Jersey 54930006MR4KZ4W74Z83 73358WAJ3 200000 PA USD 259475.68 0.0196384681 Long DBT MUN US N 2 2029-12-01 Fixed 6.04 N N N N N N The Port Authority of New York and New Jersey 54930006MR4KZ4W74Z83 73358WJA3 300000 PA USD 397641.72 0.0300955921 Long DBT MUN US N 2 2062-10-01 Fixed 4.46 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAE6 500000 PA USD 541356.8 0.0409726964 Long DBT CORP US N 2 2025-07-17 Fixed 4.5 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477AL7 500000 PA USD 515980.05 0.0390520520 Long DBT CORP US N 2 2023-05-15 Fixed 3.1 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31413YFU0 5944.65 PA USD 7319.9 0.0005540081 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 7 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31414F3P4 8773.31 PA USD 10226.46 0.0007739916 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BF9 230000 PA USD 238526.08 0.0180528935 Long DBT CORP US N 2 2034-11-01 Fixed 3.03 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAL3 300000 PA USD 305429.01 0.0231164550 Long DBT CORP US N 2 2023-01-15 Fixed 3.45 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31415THY9 106 PA USD 123.36 0.0000093365 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31415VZY4 53.03 PA USD 54.39 0.0000041165 Long ABS-MBS USGA US N 2 2023-09-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416TMF3 90719.73 PA USD 99695.73 0.0075454910 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417AKL2 67846.19 PA USD 70941.14 0.0053691942 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CPJ7 11333.54 PA USD 11748.82 0.0008892118 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CQG2 171845.87 PA USD 178142.66 0.0134827624 Long ABS-MBS USGA US N 2 2032-10-01 Fixed 2.5 N N N N N N The Board of Trustees of The Leland Stanford Junior University JIUV0DC2REIJXQ26CR37 85440KAA2 20000 PA USD 24574.68 0.0018599395 Long DBT CORP US N 2 2048-05-01 Fixed 3.65 N N N N N N Sumitomo Mitsui Banking Corporation 5U0XI89JRFVHWIBS4F54 865622BN3 500000 PA USD 525833.3 0.0397977972 Long DBT CORP US N 2 2024-07-11 Fixed 3.4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YCQ8 6265.33 PA USD 6583.45 0.0004982697 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YK89 10170.81 PA USD 11081.95 0.0008387396 Long ABS-MBS USGA US N 2 2030-02-01 Fixed 4.5 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAV1 90000 PA USD 106233.7 0.0080403186 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAD1 100000 PA USD 136308.38 0.0103165267 Long DBT CORP US N 2 2037-10-15 Fixed 6.2 N N N N N N Tanger Properties Limited Partnership PQPGJDNFN35EXH363L31 875484AL1 400000 PA USD 383751.76 0.0290443278 Long DBT CORP US N 2 2031-09-01 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QY7 1127000 PA USD 1283195.21 0.0971188830 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YUM7 39625.76 PA USD 42584.07 0.0032229838 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BM29 55161.58 PA USD 58039.03 0.0043926955 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CRB2 12470.69 PA USD 13273.82 0.0010046317 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CRC0 216861.01 PA USD 230488.3 0.0174445525 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.5 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAL3 150000 PA USD 187309.05 0.0141765225 Long DBT CORP US N 2 2043-10-16 Fixed 5 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAT6 350000 PA USD 390125.54 0.0295267286 Long DBT CORP US N 2 2026-01-15 Fixed 4.88 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BSK3 50865.17 PA USD 54299.91 0.0041096994 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BVT0 62066.3 PA USD 65091.55 0.0049264668 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 3 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HAY5 60000 PA USD 76625.54 0.0057994191 Long DBT CORP US N 2 2048-05-15 Fixed 4.88 N N N N N N TransCanada PipeLines Limited 5BV01I6231JPDAPMGH09 89352HBA6 250000 PA USD 279046.23 0.0211196690 Long DBT CORP US N 2 2030-04-15 Fixed 4.1 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BXC5 52777.71 PA USD 55350.21 0.0041891916 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CGQ1 72368.42 PA USD 74397.8 0.0056308122 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CKJ2 6580.73 PA USD 7018.93 0.0005312291 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CNE0 156534.9 PA USD 168221.2 0.0127318548 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RQ3 1980000 PA USD 2185734.28 0.1654277308 Long DBT UST US N 2 2046-02-15 Fixed 2.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RS9 1955000 PA USD 2160275 0.1635008402 Long DBT UST US N 2 2046-05-15 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CRF3 18209.55 PA USD 19051.31 0.0014419022 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CYL2 9825.59 PA USD 10378.54 0.0007855019 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CR89 243300.25 PA USD 258227.79 0.0195440213 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CUB8 76302.05 PA USD 81742.14 0.0061866700 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SU3 2230000 PA USD 2206306.25 0.1669847244 Long DBT UST US N 2 2051-02-15 Fixed 1.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SY5 1425000 PA USD 1494468.75 0.1131091626 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CXN9 144612.63 PA USD 153932.23 0.0116503912 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DAR3 34468.4 PA USD 36629.68 0.0027723246 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DBF8 105444.65 PA USD 111090.36 0.0084078958 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DGF3 98611.85 PA USD 102101.93 0.0077276047 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 2.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128287B0 3020000 PA USD 3104465.78 0.2349621059 Long DBT UST US N 2 2026-06-30 Fixed 1.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828V80 2400000 PA USD 2473500 0.1872073362 Long DBT UST US N 2 2024-01-31 Fixed 2.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DC59 101910.86 PA USD 105610.69 0.0079931659 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DEK4 57201.79 PA USD 59226.28 0.0044825527 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DES7 83980.52 PA USD 87029.4 0.0065868373 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DET5 149553.24 PA USD 157361.98 0.0119099725 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.5 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAQ2 140000 PA USD 148827 0.0112640009 Long DBT CORP US N 2 2025-05-14 Fixed 3.6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DKC5 31799.05 PA USD 33050.39 0.0025014253 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DKJ0 121695.72 PA USD 125964.76 0.0095336677 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418RGS4 88339.58 PA USD 97160.58 0.0073536177 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419DCC3 5024.34 PA USD 5279.45 0.0003995762 Long ABS-MBS USGA US N 2 2026-08-01 Fixed 4 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAW9 140000 PA USD 169539.96 0.0128316654 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAY5 200000 PA USD 211520.96 0.0160090056 Long DBT CORP US N 2 2026-05-14 Fixed 3.2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBW0 1710000 PA USD 1675800 0.1268332541 Long DBT UST US N 2 2026-04-30 Fixed 0.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCS8 7945000 PA USD 7763754.69 0.5876013075 Long DBT UST US N 2 2031-08-15 Fixed 1.25 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBZ1 400000 PA USD 415101.44 0.0314170345 Long DBT CORP US N 2 2024-11-21 Fixed 2.6 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCZ0 500000 PA USD 609304.35 0.0461153201 Long DBT CORP US N 2 2042-10-01 Fixed 4.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDD0 3700000 PA USD 3679187.5 0.2784600328 Long DBT UST US N 2 2023-10-31 Fixed 0.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDK4 2500000 PA USD 2498828 0.1891242909 Long DBT UST US N 2 2026-11-30 Fixed 1.25 N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DLQ3 52050.95 PA USD 54099.23 0.0040945109 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DSS2 444442.24 PA USD 448805.2 0.0339679102 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 2 N N N N N N Baker Hughes Holdings LLC 549300XU3XH6F05YEQ93 05723KAD2 500000 PA USD 509059.7 0.0385282840 Long DBT CORP US N 2 2022-12-15 Fixed 2.77 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDM0 2915000 PA USD 2903613.43 0.2197605561 Long DBT UST US N 2 2023-11-30 Fixed 0.5 N N N N N Williams Partners L.P. D71FAKCBLFS2O0RBPG08 96949LAB1 350000 PA USD 377148.42 0.0285445527 Long DBT CORP US N 2 2025-09-15 Fixed 4 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609WAR3 300000 PA USD 342217.53 0.0259008014 Long DBT CORP US N 2 2034-11-28 Fixed 4.5 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609WAT9 400000 PA USD 423755.8 0.0320720414 Long DBT CORP US N 2 2027-12-06 Fixed 3.4 N N N N N N Baker Hughes Holdings LLC 549300XU3XH6F05YEQ93 05723KAE0 400000 PA USD 426570.12 0.0322850438 Long DBT CORP US N 2 2027-12-15 Fixed 3.34 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAB0 40000 PA USD 52244.24 0.0039541156 Long DBT CORP US N 2 2045-08-01 Fixed 4.32 N N N N N N World Omni Auto Receivables Trust N/A 98163WAD8 200000 PA USD 199086.98 0.0150679374 Long ABS-CBDO CORP US N 2 2024-04-15 Fixed 0.82 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3136AY7L1 458480.94 PA USD 490655.99 0.0371353955 Long ABS-MBS USGA US N 2 2027-12-25 Variable 2.99 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B27L0 500000 PA USD 562228.4 0.0425523675 Long ABS-MBS USGA US N 2 2028-08-25 Variable 3.58 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBX6 350000 PA USD 374317.27 0.0283302765 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCA5 400000 PA USD 459351.4 0.0347661015 Long DBT CORP US N 2 2039-11-21 Fixed 4.05 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYK4 200000 PA USD 198713.42 0.0150396645 Long DBT CORP US N 2 2042-07-21 Fixed 2.91 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYN8 160000 PA USD 161060.62 0.0121899048 Long DBT CORP US N 2 2032-10-21 Fixed 2.65 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCX5 400000 PA USD 426250.72 0.0322608700 Long DBT CORP US N 2 2025-03-15 Fixed 3.8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F012429 200000 PA USD 200490.64 0.0151741737 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 1.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWY9 145186.14 PA USD 155140.87 0.0117418674 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7J8 22676.86 PA USD 23752.31 0.0017976983 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.5 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38148LAE6 1000000 PA USD 1067923.2 0.0808259784 Long DBT CORP US N 2 2025-05-22 Fixed 3.75 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AS2 500000 PA USD 522956.7 0.0395800812 Long DBT CORP US N 2 2026-06-15 Fixed 3.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3136B9KC0 330000 PA USD 331655.91 0.0251014431 Long ABS-MBS USGA US N 2 2030-05-25 Fixed 1.78 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31371LQX0 837.56 PA USD 900.81 0.0000681780 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TB46 46375.6 PA USD 48592.57 0.0036777383 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 252323.41 PA USD 264881.22 0.0200475875 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31385XQ91 9924.5 PA USD 11165.42 0.0008450570 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A5GX4 151457.46 PA USD 164018.25 0.0124137537 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJW6 190263.8 PA USD 198720.07 0.0150401678 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 380395.65 PA USD 398614.21 0.0301691952 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128LXNQ9 37792.17 PA USD 42213.63 0.0031949469 Long ABS-MBS USGA US N 2 2036-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M7A97 68132.83 PA USD 76249.83 0.0057709834 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138AFEF3 45030.95 PA USD 50534.03 0.0038246780 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138AMGG4 28031.02 PA USD 29454.3 0.0022292545 Long ABS-MBS USGA US N 2 2026-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M9FH0 120800.87 PA USD 135244.08 0.0102359749 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJ2P4 45601.65 PA USD 49179.54 0.0037221632 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 4.5 N N N N N N Mead Johnson Nutrition Company E4BJRFT3MF4GJDY1SC50 582839AG1 200000 PA USD 258990.14 0.0196017199 Long DBT CORP US N 2 2044-06-01 Fixed 4.6 N N N N N N Mercedes-Benz Auto Receivables Trust 2020-1 N/A 58769VAC4 1000000 PA USD 999700.5 0.0756625298 Long ABS-CBDO CORP US N 2 2025-02-18 Fixed 0.55 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 292624.81 PA USD 307074.07 0.0232409617 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TT96 312712.28 PA USD 326317.61 0.0246974128 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F030611 1200000 PA USD 1243640.64 0.0941251875 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F040412 -75000 PA USD -78901.13 -0.0059716476 Short ABS-MBS USGA US N 2 2037-01-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUC7 33844.55 PA USD 36123.89 0.0027340438 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV51 319782.38 PA USD 335297.81 0.0253770810 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138ASSE3 152147.43 PA USD 166823.39 0.0126260612 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138EQWR9 232101.89 PA USD 244499.38 0.0185049839 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 3 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WCJ8 200000 PA USD 208022.84 0.0157442497 Long DBT CORP US N 2 2023-07-14 Fixed 3.45 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDK4 400000 PA USD 400456 0.0303085915 Long DBT CORP US N 2 2023-07-07 Fixed 0.88 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4D1 19288.43 PA USD 20312.58 0.0015373616 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCA8 139855.61 PA USD 146488.26 0.0110869929 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.5 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDL2 400000 PA USD 398711.68 0.0301765723 Long DBT CORP US N 2 2025-07-08 Fixed 1.2 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDN8 300000 PA USD 295218.9 0.0223437008 Long DBT CORP US N 2 2025-09-10 Fixed 1 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 589331AS6 200000 PA USD 225985.88 0.0171037860 Long DBT CORP US N 2 2042-09-15 Fixed 3.6 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAT2 250000 PA USD 286688.6 0.0216980833 Long DBT CORP US N 2 2045-02-10 Fixed 3.7 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138WFKJ4 106546.88 PA USD 113741.6 0.0086085555 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WFRN8 14600.96 PA USD 15564.09 0.0011779712 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.5 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBA2 55000 PA USD 52569.12 0.0039787042 Long DBT CORP US N 2 2040-06-24 Fixed 2.35 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBB0 70000 PA USD 66087.8 0.0050018682 Long DBT CORP US N 2 2050-06-24 Fixed 2.45 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WFVN3 80235.52 PA USD 86651.85 0.0065582624 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WJFK9 46983.37 PA USD 49140.56 0.0037192130 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ54 28363.5065 PA USD 29867.29 0.0022605117 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179USU7 55161.59 PA USD 58155.12 0.0044014817 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBE4 120000 PA USD 120306.44 0.0091054167 Long DBT CORP US N 2 2031-12-10 Fixed 2.15 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBG9 160000 PA USD 159225.28 0.0120509968 Long DBT CORP US N 2 2061-12-10 Fixed 2.9 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RAM0 100000 PA USD 134017.97 0.0101431765 Long DBT CORP US N 2 2035-06-15 Fixed 5.7 N N N N N N MetLife, Inc. 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C4BXATY60WC6XEOZDX54 59156RBH0 250000 PA USD 264030.23 0.0199831801 Long DBT CORP US N 2 2024-04-10 Fixed 3.6 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAA5 200000 PA USD 209299.64 0.0158408846 Long DBT CORP US N 2 2023-10-15 Fixed 4.3 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAS6 300000 PA USD 286437.16 0.0216790530 Long DBT CORP US N 2 2031-02-15 Fixed 1.7 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAT4 350000 PA USD 338672.01 0.0256324580 Long DBT CORP US N 2 2026-09-15 Fixed 1.1 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AB1 50000 PA USD 69000.93 0.0052223490 Long DBT CORP US N 2 2031-12-30 Fixed 6.75 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AM7 200000 PA USD 211412.64 0.0160008074 Long DBT CORP US N 2 2024-10-15 Fixed 3.5 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AV7 125000 PA USD 131252.64 0.0099338820 Long DBT CORP US N 2 2050-04-15 Fixed 3.15 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179USW3 43162.72 PA USD 46092.85 0.0034885465 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUL4 18735.64 PA USD 19874.48 0.0015042039 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.5 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DC1 200000 PA USD 194652.16 0.0147322872 Long DBT CORP US N 2 2052-01-15 Fixed 3 N N N N N N Atlanta, City of 549300GHLQ0J51NUBM84 047870SN1 400000 PA USD 399510.44 0.0302370266 Long DBT MUN US N 2 2035-11-01 Fixed 2.26 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBF6 271358.3 PA USD 281150.43 0.0212789258 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VQT0 258984.17 PA USD 268086.97 0.0202902153 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844BL1 79000 PA USD 80417.18 0.0060863902 Long DBT CORP US N 2 2023-02-15 Fixed 2.9 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844BP2 200000 PA USD 209610.96 0.0158644469 Long DBT CORP US N 2 2024-01-15 Fixed 3.85 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJQH6 36255.22 PA USD 39279.66 0.0029728888 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJZZ6 84359.58 PA USD 91031.13 0.0068897091 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 4.5 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 300000 PA USD 320625 0.0242665665 Long DBT CORP US N 2 2032-12-15 Fixed 3.8 N N N Y Y Bank of Montreal USD XXXX N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368EA36 500000 PA USD 495190.7 0.0374786060 Long DBT CORP US N 2 2023-12-08 Fixed 0.45 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WRP38 81245.44 PA USD 85585.08 0.0064775237 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WUFR9 76253.24 PA USD 78904.34 0.0059718906 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 2.5 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844CK2 300000 PA USD 301977.03 0.0228551912 Long DBT CORP US N 2 2031-05-15 Fixed 2.3 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAG9 300000 PA USD 336737.37 0.0254860344 Long DBT CORP US N 2 2040-04-01 Fixed 3.5 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368EDC3 600000 PA USD 581650.8 0.0440223557 Long DBT CORP US N 2 2027-01-22 Fixed 0.95 N N N N N N Benchmark 2020-IG1 Mortgage Trust N/A 08162LAC4 400000 PA USD 414162.88 0.0313459994 Long ABS-MBS CORP US N 2 2030-01-17 Variable 2.69 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZQ6 489016.4446 PA USD 494093.95 0.0373955982 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180UCZ0 85959.59 PA USD 90873.3 0.0068777637 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138X76L2 12649.69 PA USD 13684.99 0.0010357512 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138XDTY6 46307.91 PA USD 50745.77 0.0038407036 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMUF8 171301.12 PA USD 177690.16 0.0134485149 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMYD9 72102.8 PA USD 76170.36 0.0057649687 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.5 N N N N N N GLP Financing, LLC 5493006GWRDBCZYWTM57 361841AH2 150000 PA USD 166794.69 0.0126238891 Long DBT CORP US N 2 2026-04-15 Fixed 5.38 N N N N N N GLP Financing, LLC 5493006GWRDBCZYWTM57 361841AK5 300000 PA USD 346234.74 0.0262048447 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8B42 36952.12 PA USD 39461.05 0.0029866174 Long ABS-MBS USGA US N 2 2035-12-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8GB1 13081.89 PA USD 14022.7 0.0010613108 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36185BDG8 36479.33 PA USD 39655.9 0.0030013646 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200J6W5 834.62 PA USD 926.8 0.0000701450 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAM6 300000 PA USD 297135.63 0.0224887689 Long DBT CORP US N 2 2028-06-15 Fixed 1.55 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAK3 300000 PA USD 284457 0.0215291842 Long DBT CORP US N 2 2031-03-15 Fixed 1.75 N N N N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572QAG0 200000 PA USD 210036.74 0.0158966722 Long DBT CORP US N 2 2025-03-15 Fixed 3 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322VAT3 500000 PA USD 523998.45 0.0396589262 Long ABS-MBS CORP US N 2 2024-07-12 Fixed 3.62 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138XRKQ1 17807.81 PA USD 18653.54 0.0014117969 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3136AQV80 1263532.93 PA USD 1329908.46 0.1006543845 Long ABS-MBS USGA US N 2 2026-01-25 Variable 2.94 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138E1M53 179549.89 PA USD 194592.78 0.0147277930 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4 N N N N N N Total Capital International 549300U37G2I8G4RUG09 89153VAE9 500000 PA USD 509878.55 0.0385902588 Long DBT CORP US N 2 2023-01-25 Fixed 2.7 N N N N N N Total Capital International 549300U37G2I8G4RUG09 89153VAU3 50000 PA USD 54272.8 0.0041076476 Long DBT CORP US N 2 2049-07-12 Fixed 3.46 N N N N N N Unilever Capital Corporation MYF1DAS6G5WY7PRWCU78 904764BK2 500000 PA USD 473180.3 0.0358127445 Long DBT CORP US N 2 2030-09-14 Fixed 1.38 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 92857WBL3 60000 PA USD 74565.96 0.0056435394 Long DBT CORP US N 2 2038-05-30 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NZR5 717.06 PA USD 796.25 0.0000602643 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292GPL3 9606.79 PA USD 10779.31 0.0008158342 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.5 N N N N N N Vodafone Group Public Limited Company 213800TB53ELEUKM7Q61 92857WBU3 75000 PA USD 86933.28 0.0065795625 Long DBT CORP US N 2 2050-09-17 Fixed 4.25 N N N N N N WFRBS Commercial Mortgage Trust 2012-C9 N/A 92930RBB7 307204.61 PA USD 309533.59 0.0234271109 Long ABS-MBS CORP US N 2 2022-10-17 Fixed 2.87 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QMVD0 49059.17 PA USD 53018.2 0.0040126929 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QSFJ2 33732.61 PA USD 35444.25 0.0026826051 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VBA4 300000 PA USD 307866.72 0.0233009535 Long DBT CORP DE N 2 2023-01-15 Fixed 3.3 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VBJ5 500000 PA USD 528187 0.0399759374 Long DBT CORP US N 2 2024-08-15 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HPHT7 35099.71 PA USD 37454.13 0.0028347232 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J8FV0 490436.21 PA USD 521798.72 0.0394924392 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3.5 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AN0 250000 PA USD 352145.5 0.0266522017 Long DBT CORP DE N 2 2037-04-01 Fixed 5.95 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295HBR0 14186.35 PA USD 16393.53 0.0012407476 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QGF1 3486.45 PA USD 3899.72 0.0002951511 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JGLW3 112702.34 PA USD 120711.89 0.0091361032 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140K9EE5 382863.44 PA USD 397391.27 0.0300766368 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138EGH23 169054.82 PA USD 189714.43 0.0143585741 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138LRK43 107188.29 PA USD 115062.75 0.0087085470 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297EMZ5 14586.86 PA USD 16128.97 0.0012207243 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.5 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BN8 350000 PA USD 376575.89 0.0285012206 Long DBT CORP US N 2 2024-03-15 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140Q7HP5 61941.86 PA USD 66202.3 0.0050105342 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138X34G4 23474.55 PA USD 24290.69 0.0018384457 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KYUK3 163571.29 PA USD 168037.42 0.0127179453 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KYVT3 194433.92 PA USD 200350.33 0.0151635543 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410LR46 73847.29 PA USD 76576.29 0.0057956916 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410QUJ8 8267.03 PA USD 9854.95 0.0007458738 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138X3EE8 20677.26 PA USD 21209.52 0.0016052467 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138X84S7 8083.54 PA USD 8457.34 0.0006400954 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412S5S0 8142.31 PA USD 9484.31 0.0007178219 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412TZJ5 1652.36 PA USD 1893.49 0.0001433092 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJJ0 750000 PA USD 774790.43 0.0586401668 Long DBT CORP US N 2 2023-05-01 Fixed 3.38 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJX9 250000 PA USD 264639.3 0.0200292777 Long DBT CORP US N 2 2024-05-13 Fixed 3.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412UJJ0 1592.83 PA USD 1748.86 0.0001323628 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31414SFL2 22484.64 PA USD 24984.19 0.0018909334 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31415XKM2 1947.51 PA USD 2236.43 0.0001692646 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416BSA7 57159.67 PA USD 65944.75 0.0049910414 Long ABS-MBS USGA US N 2 2036-07-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417AKN8 79501.65 PA USD 83128.29 0.0062915811 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138XQF71 23075.15 PA USD 24171.04 0.0018293899 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAL0 200000 PA USD 234097.38 0.0177177065 Long DBT CORP US N 2 2048-11-15 Fixed 3.96 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 200000 PA USD 214875 0.0162628568 Long DBT CORP US N 2 2029-01-23 Fixed 3.51 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138XWL30 21586.48 PA USD 22611.67 0.0017113687 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y2MT7 58446.41 PA USD 60533.22 0.0045814687 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YQK6 29736.06 PA USD 31956.04 0.0024185992 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YR90 20489.94 PA USD 22325.51 0.0016897106 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y9NP9 153489.45 PA USD 160874.93 0.0121758509 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138YDAP4 29637.2 PA USD 32175.52 0.0024352106 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 4.5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAN6 105000 PA USD 121418.13 0.0091895552 Long DBT CORP US N 2 2049-01-23 Fixed 3.9 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAR7 150000 PA USD 165606.23 0.0125339402 Long DBT CORP US N 2 2029-04-23 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138YEV20 15796.04 PA USD 16595.34 0.0012560216 Long ABS-MBS USGA US N 2 2045-01-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31418AE95 136518.98 PA USD 145310.98 0.0109978902 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 3.5 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550BQ8 300000 PA USD 310185.36 0.0234764403 Long DBT CORP US N 2 2023-09-01 Fixed 3.5 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550BW5 250000 PA USD 306251.4 0.0231786977 Long DBT CORP US N 2 2044-09-01 Fixed 5.4 N N N N N N Leggett & Platt, Incorporated DKOVQUCDW4ZLYCUD4T55 524660AZ0 200000 PA USD 223550.78 0.0169194849 Long DBT CORP US N 2 2029-03-15 Fixed 4.4 N N N N N N McCormick & Company, Incorporated 549300JQQA6MQ4OJP259 579780AR8 405000 PA USD 391100.76 0.0296005383 Long DBT CORP US N 2 2026-02-15 Fixed 0.9 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAV8 640000 PA USD 714926.91 0.0541093844 Long DBT CORP US N 2 2029-07-23 Fixed 4.2 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 405000 PA USD 409402.51 0.0309857099 Long DBT CORP US N 2 2031-04-22 Fixed 2.52 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138YHV23 106173.45 PA USD 108951.72 0.0082460325 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138YL2D2 39245.73 PA USD 40390.88 0.0030569917 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 2.5 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 350000 PA USD 362210.88 0.0274140020 Long DBT CORP US N 2 2031-05-13 Fixed 2.96 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBQ8 400000 PA USD 402979.04 0.0304995483 Long DBT CORP US N 2 2024-06-01 Fixed 1.51 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418AXZ6 35616.34 PA USD 38464.53 0.0029111956 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BMN3 41081.05 PA USD 43855.1 0.0033191819 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31407XY39 23044.7 PA USD 25658.07 0.0019419361 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 5 N N N N N N McCormick & Company, Incorporated 549300JQQA6MQ4OJP259 579780AS6 300000 PA USD 287153.4 0.0217332618 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N N Moody's Corporation 549300GCEDD8YCF5WU84 615369AW5 400000 PA USD 389614.6 0.0294880580 Long DBT CORP US N 2 2031-08-19 Fixed 2 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 500000 PA USD 503063.2 0.0380744377 Long DBT CORP US N 2 2028-06-01 Fixed 2.18 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBU9 85000 PA USD 80561.29 0.0060972971 Long DBT CORP US N 2 2031-11-19 Fixed 1.76 N N N N N N National Fuel Gas Company 8JB38FFW1Y3C1HM8E841 636180BN0 301000 PA USD 319388.48 0.0241729802 Long DBT CORP US N 2 2027-09-15 Fixed 3.95 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 200000 PA USD 251366.4 0.0190247156 Long DBT MUN US N 2 2029-02-15 Fixed 7.42 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBY1 200000 PA USD 197279.9 0.0149311682 Long DBT CORP US N 2 2025-02-16 Fixed 0.56 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCD6 110000 PA USD 114537.65 0.0086688047 Long DBT CORP US N 2 2042-04-22 Fixed 3.16 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31412CEK2 2566.7 PA USD 3030.55 0.0002293678 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 6.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RG5 1492000 PA USD 1878055 0.1421409637 Long DBT UST US N 2 2044-05-15 Fixed 3.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RJ9 1934000 PA USD 2305690.63 0.1745066508 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412NNG7 248.56 PA USD 285.11 0.0000215786 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412PBG5 5126.01 PA USD 5386.28 0.0004076617 Long ABS-MBS USGA US N 2 2024-03-01 Fixed 4 N N N N N N San Diego Gas & Electric Company KNIRVXKVNJJ4P8OTMS63 797440BU7 250000 PA USD 258692.8 0.0195792157 Long DBT CORP US N 2 2026-05-15 Fixed 2.5 N N N N N N San Diego Gas & Electric Company KNIRVXKVNJJ4P8OTMS63 797440BZ6 200000 PA USD 191876.67 0.0145222237 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EL3 125000 PA USD 130649.53 0.0098882355 Long DBT CORP US N 2 2024-07-08 Fixed 2.85 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C44 549300AGZIS1CJS4RM30 95001JAX5 1000000 PA USD 1122234.1 0.0849365096 Long ABS-MBS CORP US N 2 2028-04-17 Fixed 4.21 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RZ3 1930000 PA USD 2246640.63 0.1700374399 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SK5 2440000 PA USD 2680950 0.2029082304 Long DBT UST US N 2 2049-11-15 Fixed 2.38 N N N N N N Willis North America Inc. 5493004KVU1HWZCP0C66 970648AK7 300000 PA USD 324635.31 0.0245700876 Long DBT CORP US N 2 2049-09-15 Fixed 3.88 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 200000 PA USD 196322.82 0.0148587314 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AF6 25000 PA USD 34145.97 0.0025843445 Long DBT CORP US N 2 2033-03-01 Fixed 6.88 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAQ6 100000 PA USD 139577.38 0.0105639416 Long DBT CORP US N 2 2040-09-01 Fixed 6.45 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SN9 4247000 PA USD 3604641.25 0.2728179851 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SZ2 2195000 PA USD 2237528.13 0.1693477586 Long DBT UST US N 2 2051-08-15 Fixed 2 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 50000 PA USD 56035.45 0.0042410541 Long DBT CORP US N 2 2048-02-01 Fixed 4 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348AW6 700000 PA USD 758103.57 0.0573772185 Long DBT CORP US N 2 2027-06-01 Fixed 3.45 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128284Z0 2057000 PA USD 2175598.8 0.1646606250 Long DBT UST US N 2 2025-08-31 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285M8 3380000 PA USD 3757081.25 0.2843554367 Long DBT UST US N 2 2028-11-15 Fixed 3.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31413HTS7 2438.05 PA USD 2844.97 0.0002153221 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31414FZN4 13875.27 PA USD 16135.96 0.0012212533 Long ABS-MBS USGA US N 2 2038-09-01 Fixed 6 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348AX4 70000 PA USD 87217.7 0.0066010889 Long DBT CORP US N 2 2047-06-01 Fixed 4.5 N N N N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669GCK8 300000 PA USD 318350.63 0.0240944303 Long DBT CORP US N 2 2030-10-15 Fixed 4 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAY9 150000 PA USD 172001.06 0.0130179342 Long DBT CORP US N 2 2043-02-15 Fixed 4.45 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBF9 300000 PA USD 378809.67 0.0286702847 Long DBT CORP US N 2 2054-10-15 Fixed 4.95 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBH5 350000 PA USD 375649.09 0.0284310756 Long DBT CORP US N 2 2026-02-15 Fixed 3.7 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBX0 250000 PA USD 260789.35 0.0197378935 Long DBT CORP US N 2 2030-01-31 Fixed 2.8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416HAF2 7379.35 PA USD 8467.54 0.0006408674 Long ABS-MBS USGA US N 2 2038-11-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416LTZ9 22080.97 PA USD 24743.17 0.0018726917 Long ABS-MBS USGA US N 2 2039-02-01 Fixed 5 N N N N N N Weyerhaeuser Company 08IRJODWFYBI7QWRGS31 962166BR4 200000 PA USD 281482.4 0.0213040511 Long DBT CORP US N 2 2032-03-15 Fixed 7.38 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 100000 PA USD 107942.53 0.0081696517 Long DBT CORP US N 2 2060-01-31 Fixed 3.95 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBL1 300000 PA USD 315082.08 0.0238470495 Long ABS-MBS CORP US N 2 2029-12-14 Fixed 3.17 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285N6 2680000 PA USD 2855875 0.2161474636 Long DBT UST US N 2 2025-11-30 Fixed 2.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285Z9 1855000 PA USD 1921374.13 0.1454195806 Long DBT UST US N 2 2024-01-31 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416QEY7 18033.13 PA USD 19845.21 0.0015019886 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416RAJ2 11062.68 PA USD 11624.39 0.0008797943 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828M56 4410000 PA USD 4593290.63 0.3476441088 Long DBT UST US N 2 2025-11-15 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828S92 1650000 PA USD 1666500 0.1261293817 Long DBT UST US N 2 2023-07-31 Fixed 1.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416WHY1 79525.97 PA USD 89072.2 0.0067414471 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416WTT9 135918.81 PA USD 147161.12 0.0111379184 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828U57 1865000 PA USD 1914830.56 0.1449243292 Long DBT UST US N 2 2023-11-30 Fixed 2.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828X88 1345000 PA USD 1419185.09 0.1074113039 Long DBT UST US N 2 2027-05-15 Fixed 2.38 N N N N N N General Electric Capital Corporation 3C7474T6CDKPR9K6YT90 36962G4B7 300000 PA USD 447242.34 0.0338496249 Long DBT CORP US N 2 2039-01-10 Fixed 6.88 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BF9 750000 PA USD 808272.23 0.0611742434 Long DBT CORP US N 2 2026-03-01 Fixed 3.65 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BK8 150000 PA USD 177179.43 0.0134098602 Long DBT CORP US N 2 2047-03-01 Fixed 4.15 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BM4 550000 PA USD 579763.91 0.0438795461 Long DBT CORP US N 2 2027-03-01 Fixed 2.95 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BS1 100000 PA USD 95875.87 0.0072563842 Long DBT CORP US N 2 2040-10-01 Fixed 2.6 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BX0 210000 PA USD 202971.05 0.0153619040 Long DBT CORP US N 2 2027-10-01 Fixed 1.2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Y61 3000000 PA USD 3100312.5 0.2346477641 Long DBT UST US N 2 2023-07-31 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YQ7 1202000 PA USD 1222283.75 0.0925087871 Long DBT UST US N 2 2026-10-31 Fixed 1.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416YLN6 13837.87 PA USD 15172.65 0.0011483450 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417ARL5 44497.6 PA USD 46527.46 0.0035214400 Long ABS-MBS USGA US N 2 2026-12-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417BF36 2372.31 PA USD 2454.79 0.0001857913 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417GZ58 216592.96 PA USD 232166.28 0.0175715508 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YU8 1005000 PA USD 1021959.38 0.0773471976 Long DBT UST US N 2 2026-11-30 Fixed 1.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YX2 1160000 PA USD 1187006.19 0.0898387980 Long DBT UST US N 2 2026-12-31 Fixed 1.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZC7 2710000 PA USD 2719315.63 0.2058119407 Long DBT UST US N 2 2025-02-28 Fixed 1.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZQ6 4226000 PA USD 3950649.9 0.2990057182 Long DBT UST US N 2 2030-05-15 Fixed 0.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417KUQ8 158473.13 PA USD 171334.41 0.0129674787 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418AVD7 57707.67 PA USD 59175.11 0.0044786799 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 2.5 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BY8 400000 PA USD 383515.04 0.0290264116 Long DBT CORP US N 2 2030-10-01 Fixed 1.65 N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAE9 200000 PA USD 300251.54 0.0227245971 Long DBT CORP US N 2 2041-02-01 Fixed 6.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAM3 5595000 PA USD 5416659.38 0.4099609353 Long DBT UST US N 2 2025-09-30 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBJ9 3450000 PA USD 3322781.25 0.2514853554 Long DBT UST US N 2 2028-01-31 Fixed 0.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBQ3 4665000 PA USD 4531609.92 0.3429757921 Long DBT UST US N 2 2026-02-28 Fixed 0.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBZ3 3260000 PA USD 3230456.25 0.2444977195 Long DBT UST US N 2 2028-04-30 Fixed 1.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BUC8 167985.08 PA USD 174035.42 0.0131719051 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BWE2 109590.68 PA USD 115067.64 0.0087089171 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BXZ4 241542.48 PA USD 257098.13 0.0194585228 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C4W1 116393.44 PA USD 123773.51 0.0093678226 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4 N N N N N N Israel, Government of 213800T8ZHTFZIBYPE21 46513EJX1 142000 PA USD 156775.24 0.0118655650 Long DBT NUSS US N 2 2024-04-26 Fixed 5.5 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585AAF9 300000 PA USD 412775.82 0.0312410195 Long DBT CORP US N 2 2041-03-01 Fixed 6.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDG3 3750000 PA USD 3725390.63 0.2819569258 Long DBT UST US N 2 2026-10-31 Fixed 1.13 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAD4 305000 PA USD 325546.45 0.0246390474 Long DBT CORP US N 2 2025-12-14 Fixed 3.15 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAJ1 45000 PA USD 52386.23 0.0039648622 Long DBT CORP US N 2 2047-09-15 Fixed 3.65 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAK8 400000 PA USD 407468.96 0.0308393687 Long DBT CORP US N 2 2040-04-15 Fixed 2.7 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAQ5 280000 PA USD 245591.89 0.0185876707 Long DBT CORP US N 2 2050-08-15 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CFJ8 70521.39 PA USD 73149.52 0.0055363359 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CG99 63647.95 PA USD 67886.19 0.0051379797 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CU77 186703.93 PA USD 197283.86 0.0149314679 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CXM1 48046.33 PA USD 50750.2 0.0038410389 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CZ49 19540.85 PA USD 20636.51 0.0015618783 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DB92 54942.1 PA USD 57866.64 0.0043796481 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.5 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585ABD3 200000 PA USD 215553.52 0.0163142107 Long DBT CORP US N 2 2028-04-01 Fixed 3.8 N N N N N N Morgan Stanley Capital I Trust 2017-H1 N/A 61691JAU8 500000 PA USD 521128.3 0.0394416983 Long ABS-MBS CORP US N 2 2027-03-17 Fixed 3.26 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DC26 161692.05 PA USD 173031.63 0.0130959331 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DF64 28875.52 PA USD 29718.08 0.0022492188 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 2.5 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417AP1 200000 PA USD 195215.7 0.0147749388 Long DBT CORP US N 2 2050-04-15 Fixed 3.1 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BH4 155000 PA USD 196019.65 0.0148357859 Long DBT CORP US N 2 2043-06-01 Fixed 4.75 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DRV6 505111.34 PA USD 522672.6 0.0395585790 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DU67 422828.99 PA USD 426979.78 0.0323160490 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 2 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BJ0 250000 PA USD 283295.15 0.0214412494 Long DBT CORP US N 2 2045-04-15 Fixed 3.85 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 150000 PA USD 160407.87 0.0121405013 Long DBT CORP US N 2 2028-01-15 Fixed 3.25 N N N N N N Government of the Republic of Panama 549300SHS4T08CL0LP14 698299AW4 400000 PA USD 535500 0.0405294233 Long DBT NUSS US N 2 2036-01-26 Fixed 6.7 N N N N N N Government of the Republic of Panama 549300SHS4T08CL0LP14 698299BD5 400000 PA USD 424500 0.0321283664 Long DBT NUSS US N 2 2024-09-22 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DUA8 574050.97 PA USD 579686.26 0.0438736691 Long ABS-MBS USGA US N 2 2040-11-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418MUB6 186109.85 PA USD 208087 0.0157491057 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. 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2023-10-31 Fixed 1.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828WE6 3390000 PA USD 3517654.52 0.2662343773 Long DBT UST US N 2 2023-11-15 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Y87 3700000 PA USD 3782672.06 0.2862922822 Long DBT UST US N 2 2024-07-31 Fixed 1.75 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EC3 300000 PA USD 315950.37 0.0239127662 Long DBT CORP US N 2 2027-08-10 Fixed 2.38 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EG4 400000 PA USD 430557.36 0.0325868189 Long DBT CORP US N 2 2028-01-19 Fixed 2.75 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAF3 400000 PA USD 390444.56 0.0295508737 Long DBT CORP US N 2 2027-10-01 Fixed 1.75 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002AZ4 400000 PA USD 413640.08 0.0313064312 Long DBT CORP US N 2 2023-06-15 Fixed 3.15 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EH2 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549300FIBAKMNHPZ4009 054561AM7 100000 PA USD 125150.29 0.0094720244 Long DBT CORP US N 2 2048-04-20 Fixed 5 N N N N N N Cigna Holding Company 549300VIWYMSIGT1U456 125523AF7 61000 PA USD 63512.96 0.0048069909 Long DBT CORP US N 2 2023-07-15 Fixed 3.75 N N N N N N Cigna Holding Company 549300VIWYMSIGT1U456 125523AH3 210000 PA USD 238678.08 0.0180643976 Long DBT CORP US N 2 2028-10-15 Fixed 4.38 N N N N N N Ameren Illinois Company RC71E2BZ6UOMFPDJSE79 02361DAP5 250000 PA USD 262826.88 0.0198921043 Long DBT CORP US N 2 2025-03-01 Fixed 3.25 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023BA2 25000 PA USD 32031.29 0.0024242945 Long DBT CORP US N 2 2040-02-15 Fixed 5.88 N N N N N N Cigna Holding Company 549300VIWYMSIGT1U456 125523AJ9 620000 PA USD 761810.31 0.0576577638 Long DBT CORP US N 2 2038-08-15 Fixed 4.8 N N N N N N Cigna Holding Company 549300VIWYMSIGT1U456 125523AK6 160000 PA USD 207150.61 0.0156782348 Long DBT CORP US N 2 2048-12-15 Fixed 4.9 N N N N N N Treasury, United 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4.8 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GU1 205000 PA USD 275294.48 0.0208357171 Long DBT CORP US N 2 2041-04-15 Fixed 5.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Z86 1610000 PA USD 1626854.77 0.1231288247 Long DBT UST US N 2 2023-02-15 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZY9 1530000 PA USD 1518763.99 0.1149479526 Long DBT UST US N 2 2023-07-15 Fixed 0.13 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CN3 125000 PA USD 126757.83 0.0095936914 Long DBT CORP US N 2 2030-02-01 Fixed 2.95 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CR4 125000 PA USD 128806.54 0.0097487484 Long DBT CORP US N 2 2059-08-01 Fixed 3.95 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAB7 2770000 PA USD 2686467.33 0.2033258106 Long DBT UST US N 2 2025-07-31 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAF8 2200000 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DBT CORP US N 2 2040-05-01 Fixed 5.71 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 285000 PA USD 332035.23 0.0251301520 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N California, State of N/A 13063A7D0 150000 PA USD 235322.27 0.0178104125 Long DBT MUN US N 2 2039-10-01 Fixed 7.3 N N N N N N California, State of N/A 13063DGC6 80000 PA USD 88475.02 0.0066962494 Long DBT MUN US N 2 2028-04-01 Fixed 3.5 N N N N N N Broadcom Corporation KFFV4ZWM9DJH1ND3BD89 11134LAR0 300000 PA USD 320316.78 0.0242432388 Long DBT CORP US N 2 2028-01-15 Fixed 3.5 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967BL4 300000 PA USD 398814.57 0.0301843595 Long DBT CORP US N 2 2032-06-15 Fixed 6.63 N N N N N N Chicago Transit Authority 549300CB8XLRGIPN3E12 167725AC4 200000 PA USD 281683.6 0.0213192789 Long DBT MUN US N 2 2040-12-01 Fixed 6.9 N N N N N N Connecticut, State of 5493007GRO6CU0IKP741 20772GF45 125000 PA USD 162416.89 0.0122925544 Long DBT MUN US N 2 2032-03-15 Fixed 5.85 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAU5 1000000 PA USD 951875 0.0720428474 Long DBT UST US N 2 2027-10-31 Fixed 0.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBV2 3050000 PA USD 3019023.59 0.2284953969 Long DBT UST US N 2 2024-04-15 Fixed 0.38 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967FX4 489000 PA USD 693455.5 0.0524843165 Long DBT CORP US N 2 2042-01-30 Fixed 5.88 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HB0 300000 PA USD 339256.47 0.0256766930 Long DBT CORP US N 2 2025-09-13 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F012411 7850000 PA USD 7880603.23 0.5964450124 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 1.5 N N N N N N Cook, County of 5493004UMR7OX4YITE10 213185DV0 100000 PA USD 135862.87 0.0102828082 Long DBT MUN US N 2 2034-11-15 Fixed 6.23 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAU3 300000 PA USD 305957.4 0.0231564463 Long DBT CORP US N 2 2023-04-29 Fixed 2.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F022618 36525000 PA USD 37295465.66 2.8227146867 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. 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OML71K8X303XQONU6T67 278642AX1 300000 PA USD 295504.2 0.0223652938 Long DBT CORP US N 2 2026-05-10 Fixed 1.4 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AW5 300000 PA USD 297525.6 0.0225182838 Long DBT CORP US N 2 2032-09-30 Fixed 2.64 N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAC0 500000 PA USD 542074.95 0.0410270497 Long DBT CORP US N 2 2025-08-04 Fixed 4.38 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21684AAD8 250000 PA USD 333901.13 0.0252713730 Long DBT CORP US N 2 2045-08-04 Fixed 5.25 N N N N N N ERP Operating Limited Partnership DX5HQV5MLU50FEWZ5072 26884ABM4 200000 PA USD 205290.38 0.0155374430 Long DBT CORP US N 2 2030-02-15 Fixed 2.5 N N N N N N eBay Inc. OML71K8X303XQONU6T67 278642AZ6 15000 PA USD 16296.45 0.0012334000 Long DBT CORP US N 2 2051-05-10 Fixed 3.65 N N N N N N Essex Portfolio, L.P. 5493003GN3O58H286O74 29717PAN7 200000 PA USD 210638.36 0.0159422059 Long DBT CORP US N 2 2024-05-01 Fixed 3.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCC3 3055000 PA USD 3013470.94 0.2280751434 Long DBT UST US N 2 2024-05-15 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCF6 2250000 PA USD 2203945.2 0.1668060279 Long DBT UST US N 2 2026-05-31 Fixed 0.75 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128KURV1 9353.65 PA USD 10871.16 0.0008227859 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M6HN1 5126.02 PA USD 5729.21 0.0004336164 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 5 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 115000 PA USD 126806.3 0.0095973599 Long DBT CORP US N 2 2029-04-23 Fixed 4.08 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MD0 140000 PA USD 180088.97 0.0136300693 Long DBT CORP US N 2 2048-07-23 Fixed 4.65 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCK5 3140000 PA USD 3118412.5 0.2360176661 Long DBT UST US N 2 2023-06-30 Fixed 0.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCP4 4500000 PA USD 4374843.75 0.3311109135 Long DBT UST US N 2 2026-07-31 Fixed 0.63 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M7PL4 1031.37 PA USD 1115.94 0.0000844601 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8CB8 27374.45 PA USD 31848.54 0.0024104630 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8MG6 98367.67 PA USD 106598.91 0.0080679596 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M9WK4 57337.62 PA USD 60426.2 0.0045733689 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31371NLE3 19035.14 PA USD 22158.84 0.0016770962 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 6 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 250000 PA USD 262106.72 0.0198375989 Long DBT CORP US N 2 2026-04-08 Fixed 3.11 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MR9 500000 PA USD 505489.75 0.0382580916 Long DBT CORP US N 2 2024-05-15 Fixed 1.68 N N N N N N Conoco Funding Company XX71EBFZWSRCIL200314 20825UAC8 75000 PA USD 105549.43 0.0079885295 Long DBT CORP US N 2 2031-10-15 Fixed 7.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020618 16225000 PA USD 16381332.74 1.2398244048 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCU3 3600000 PA USD 3567937.68 0.2700400682 Long DBT UST US N 2 2023-08-31 Fixed 0.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31374CPY6 71327.43 PA USD 75193.03 0.0056909993 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138A46Y6 189697.87 PA USD 205459.49 0.0155502421 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJMB3 75800.34 PA USD 83364.12 0.0063094299 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJQ37 148702.98 PA USD 159682.61 0.0120856099 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138AKGL7 79882.64 PA USD 87588.02 0.0066291166 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138EGYT5 14948.65 PA USD 15758.8 0.0011927079 Long ABS-MBS USGA US N 2 2026-09-01 Fixed 3.5 N N N N N N Credit Suisse (USA), Inc. 549300D0YARF5HYP1809 22546QAP2 250000 PA USD 265185.63 0.0200706268 Long DBT CORP US N 2 2024-09-09 Fixed 3.63 N N N N N N Dallas Convention Center Hotel Development Corporation N/A 235417AA0 200000 PA USD 282219.54 0.0213598416 Long DBT MUN US N 2 2042-01-01 Fixed 7.09 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJSS0 160650.24 PA USD 169303.91 0.0128137999 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMKP7 3916.88 PA USD 4116.95 0.0003115922 Long ABS-MBS USGA US N 2 2024-02-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138M5L80 44292.22 PA USD 47532.25 0.0035974877 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138MQMM2 144521.9 PA USD 149546.51 0.0113184572 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMT29 172233.86 PA USD 178496.21 0.0135095209 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P75J8 44152.77 PA USD 47700.65 0.0036102331 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4 N N N N N N Dollar Tree, Inc. 549300PMSTQITB1WHR43 256746AH1 90000 PA USD 100305.99 0.0075916787 Long DBT CORP US N 2 2028-05-15 Fixed 4.2 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBQ8 300000 PA USD 294421.37 0.0222833396 Long DBT CORP US N 2 2026-05-15 Fixed 1.45 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P7S20 100272.92 PA USD 106767.79 0.0080807413 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P7SJ3 18144.72 PA USD 19030.72 0.0014403438 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBT2 300000 PA USD 306130.62 0.0231695565 Long DBT CORP US N 2 2052-02-15 Fixed 3.4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176VH71 39908.22 PA USD 41086.78 0.0031096611 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176XJ26 38115.97 PA USD 39457.22 0.0029863275 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177Y2P0 232691.79 PA USD 245993.15 0.0186180402 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292G4T0 929.17 PA USD 1027.21 0.0000777446 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292GYM2 410.29 PA USD 453.57 0.0000343285 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WEP86 136476.09 PA USD 141391.56 0.0107012482 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WFEC6 179756.74 PA USD 191895.05 0.0145236148 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292SAG5 83638.8 PA USD 89788.22 0.0067956392 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312930TC4 4531.76 PA USD 4979.06 0.0003768411 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WFS49 87336.43 PA USD 93097.47 0.0070461004 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WG2K9 46535.04 PA USD 49502.87 0.0037466345 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177Y5P7 31465.25 PA USD 33263.9 0.0025175848 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DZN4 374627.51 PA USD 395141.18 0.0299063383 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178GSF2 36667.99 PA USD 37750.77 0.0028571745 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MXB1 28692.54 PA USD 29566.48 0.0022377449 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WHBG6 63682.5 PA USD 66626.32 0.0050426262 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WHYA4 173654.75 PA USD 181627.93 0.0137465458 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NF94 30303.17 PA USD 33309.92 0.0025210679 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NQ68 31279.805 PA USD 34354.13 0.0026000991 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WJLE6 51962.87 PA USD 54527.32 0.0041269110 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WJQG6 15109.39 PA USD 15855.06 0.0011999933 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312933WP5 35951.02 PA USD 38901.42 0.0029442617 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312935H69 8408.37 PA USD 9254.53 0.0007004309 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312946B96 78536.99 PA USD 85126.89 0.0064428455 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31294MAX9 22142.15 PA USD 23273.17 0.0017614345 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QBG5 76138.142 PA USD 82262.72 0.0062260702 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QPH8 69124.961 PA USD 74642.19 0.0056493089 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138X0Y69 54062.68 PA USD 56950.38 0.0043103008 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138X2WP5 234494.59 PA USD 247019.88 0.0186957484 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31307PGS2 8565.94 PA USD 8986.53 0.0006801473 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131XEAU7 33028.26 PA USD 34813.07 0.0026348341 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131XLUN5 181990.98 PA USD 191825.59 0.0145183577 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5DK8 137032.85 PA USD 143966.92 0.0108961648 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138X5VL8 82397.38 PA USD 86202.47 0.0065242510 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y3U58 117198.91 PA USD 121383.45 0.0091869304 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 211209.07 PA USD 222908.72 0.0168708905 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7K9 17841.94 PA USD 19182.37 0.0014518215 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 43824.28 PA USD 46470.99 0.0035171661 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RNW5 62564.522 PA USD 66225.72 0.0050123067 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y3XQ9 107166.39 PA USD 114737.83 0.0086839553 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138Y4DU0 25142.76 PA USD 27161.25 0.0020557046 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5E43 219178.06 PA USD 233156.43 0.0176464905 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5EP6 394928.18 PA USD 420979.14 0.0318618894 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138YDEC9 12173.46 PA USD 12608.11 0.0009542473 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31404SFH3 3035.01 PA USD 3364.05 0.0002546088 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXC8 105564.914 PA USD 110619.63 0.0083722686 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S4H7 16145.15 PA USD 16736.74 0.0012667235 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5FM2 579471.3552 PA USD 616246.81 0.0466407616 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5GG4 477929.1251 PA USD 515700.44 0.0390308897 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5HY4 182600.72 PA USD 193233.45 0.0146249118 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5JY2 208735.97 PA USD 217357.73 0.0164507627 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEG8 282922.72 PA USD 296116.11 0.0224116063 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEH6 198461.17 PA USD 209144.57 0.0158291481 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132AD3U0 166612.16 PA USD 178270.75 0.0134924569 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132AD6Q6 151805.4 PA USD 165067.54 0.0124931694 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSQ1 202837.66 PA USD 213756.65 0.0161782143 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SUU9 335287.17 PA USD 350503.34 0.0265279145 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132AD7M4 36445.89 PA USD 38501.45 0.0029139898 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132ADPD4 26931.6 PA USD 28642.6 0.0021678208 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140GQ4H6 60639.46 PA USD 65052.87 0.0049235393 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QLQ22 8925.9 PA USD 9646.21 0.0007300753 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31335B2M7 54709.88 PA USD 57246.59 0.0043327195 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE27 53124.67 PA USD 56501.56 0.0042763317 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 99794.56 PA USD 104761.21 0.0079288729 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KYVN6 727639.79 PA USD 736374.52 0.0557326510 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 2 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAH3 200000 PA USD 238118.16 0.0180220200 Long DBT CORP US N 2 2035-04-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140HJQH7 137074.97 PA USD 146441.04 0.0110834190 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAP5 70000 PA USD 84306.52 0.0063807556 Long DBT CORP US N 2 2038-04-01 Fixed 5.15 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAQ3 190000 PA USD 243728.52 0.0184466412 Long DBT CORP US N 2 2048-04-01 Fixed 5.4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNQ4 114089.59 PA USD 119053.34 0.0090105756 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 153704.62 PA USD 161210.2 0.0122012258 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV44 159517.75 PA USD 166457.97 0.0125984043 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ57 41095.55 PA USD 43495.9 0.0032919958 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AN4 250000 PA USD 360653.8 0.0272961541 Long DBT CORP US N 2 2037-08-15 Fixed 5.95 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BK9 100000 PA USD 128048.03 0.0096913404 Long DBT CORP DE N 2 2043-12-05 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140J9GM7 215915.01 PA USD 228487.61 0.0172931299 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JG6P5 3557.45 PA USD 3808.6 0.0002882546 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.5 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CM4 50000 PA USD 57621.56 0.0043610992 Long DBT CORP US N 2 2048-01-15 Fixed 3.5 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CT9 500000 PA USD 473140.8 0.0358097549 Long DBT CORP US N 2 2060-09-01 Fixed 2.45 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH54 70198.99 PA USD 74526.35 0.0056405415 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKW1 184580.44 PA USD 193132.27 0.0146172540 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.5 N N N N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BS4 147000 PA USD 156657.44 0.0118566493 Long DBT CORP US N 2 2025-03-15 Fixed 3.5 N N N N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BT2 200000 PA USD 246635.7 0.0186666717 Long DBT CORP US N 2 2035-03-15 Fixed 4.38 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JGLQ6 105305.61 PA USD 111982.64 0.0084754282 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140Q7FZ5 170679.41 PA USD 183155 0.0138621224 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKY7 39061.09 PA USD 41462.87 0.0031381255 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUM2 55783.8 PA USD 59557.64 0.0045076317 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140Q7HL4 11401.26 PA USD 12117.7 0.0009171305 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 181010.62 PA USD 192385.11 0.0145607051 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.5 N N N N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BU9 284000 PA USD 372533.25 0.0281952526 Long DBT CORP US N 2 2045-03-15 Fixed 4.63 N N N N N N MOS Holdings Inc. 2YD5STGSJNMUB7H76907 61945CAB9 20000 PA USD 23418.84 0.0017724595 Long DBT CORP US N 2 2041-11-15 Fixed 4.88 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QBE46 165828.27 PA USD 174170.21 0.0131821068 Long ABS-MBS USGA US N 2 2034-06-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QBF60 92747 PA USD 96114.14 0.0072744177 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3 N N N N N N Mylan N.V. 254900JOFV74IJ7H9933 62854AAP9 85000 PA USD 104618.54 0.0079180749 Long DBT CORP US N 2 2046-06-15 Fixed 5.25 N N N N N N NBCUniversal Media, LLC VTBDOQJ6KOGQ6K786R46 63946BAF7 250000 PA USD 368354.38 0.0278789740 Long DBT CORP US N 2 2040-04-30 Fixed 6.4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QCMP8 291304.4 PA USD 301766.31 0.0228392428 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QGA98 287987.52 PA USD 294140.78 0.0222621030 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.5 N N N N N N Omnicom Group Inc. HKUPACFHSSASQK8HLS17 681919BD7 375000 PA USD 380124.57 0.0287698032 Long DBT CORP US N 2 2031-08-01 Fixed 2.6 N N N N N N The J. M. Smucker Company 5493000WDH6A0LHDJD55 832696AK4 300000 PA USD 319246.98 0.0241622708 Long DBT CORP US N 2 2025-03-15 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBG4 114312.42 PA USD 118965.64 0.0090039380 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 216260.93 PA USD 223980.36 0.0169519978 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4DE3 136202.72 PA USD 142456.33 0.0107818355 Long ABS-MBS USGA US N 2 2047-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4HL3 140410.67 PA USD 146857.49 0.0111149381 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31415YQH5 70754.28 PA USD 76482.57 0.0057885984 Long ABS-MBS USGA US N 2 2039-05-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VSH4 446497.94 PA USD 462017.09 0.0349678547 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200KCL9 35796.54 PA USD 40156.13 0.0030392246 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810FF0 182000 PA USD 227556.88 0.0172226874 Long DBT UST US N 2 2028-11-15 Fixed 5.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QH4 1488000 PA USD 2078317.57 0.1572978759 Long DBT UST US N 2 2040-05-15 Fixed 4.38 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416BK72 774.65 PA USD 886.89 0.0000671244 Long ABS-MBS USGA US N 2 2038-06-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416CCH7 27865.06 PA USD 30623.52 0.0023177472 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201VAH5 1663.05 PA USD 1846.72 0.0001397694 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EQK8 38153.83 PA USD 42132.66 0.0031888187 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416RNM1 57732.55 PA USD 63468.6 0.0048036335 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416RRK1 33319.49 PA USD 36616.32 0.0027713134 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QN1 1125000 PA USD 1651816.35 0.1250180468 Long DBT UST US N 2 2041-02-15 Fixed 4.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RH3 1194000 PA USD 1448657.75 0.1096419480 Long DBT UST US N 2 2044-08-15 Fixed 3.13 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2H8 33726.27 PA USD 34877.38 0.0026397014 Long ABS-MBS USGA US N 2 2027-01-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FWA0 105011.75 PA USD 116398.44 0.0088096389 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RT7 2885000 PA USD 3048182.81 0.2307023182 Long DBT UST US N 2 2046-08-15 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RU4 1321000 PA USD 1562495.31 0.1182577662 Long DBT UST US N 2 2046-11-15 Fixed 2.88 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31416S6J5 32076.1 PA USD 35248.8 0.0026678124 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417AX46 129893.59 PA USD 139436.07 0.0105532465 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YSY4 28764.68 PA USD 30912.14 0.0023395914 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YXZ5 16402.29 PA USD 17652.45 0.0013360292 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FY59 95816.25 PA USD 102096.41 0.0077271870 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A93H2 128104.47 PA USD 141668.21 0.0107221865 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RX8 2350000 PA USD 2851945.43 0.2158500533 Long DBT UST US N 2 2047-05-15 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SD1 2260000 PA USD 2763556.25 0.2091603008 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F030413 -150000 PA USD -156878.96 -0.0118734151 Short ABS-MBS USGA US N 2 2037-01-15 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F030629 2200000 PA USD 2276742.38 0.1723156968 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 3 N N N N N N AutoNation, Inc. N/A 05329WAQ5 350000 PA USD 400067.08 0.0302791560 Long DBT CORP US N 2 2030-06-01 Fixed 4.75 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418AHK7 209592.12 PA USD 224924.06 0.0170234219 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418AZS0 44268.73 PA USD 47202.7 0.0035725457 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 3.5 N N N N N N AXA F5WCUMTUM4RKZ1MAIE39 054536AA5 100000 PA USD 145534 0.0110147695 Long DBT CORP US N 2 2030-12-15 Fixed 8.6 N N N N N N Canadian Pacific Railway Limited 54930036474DURYNB481 13645RAX2 90000 PA USD 134347.69 0.0101681315 Long DBT CORP US N 2 2115-09-15 Fixed 6.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BQN9 52574.91 PA USD 56125.1 0.0042478393 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BYE0 24426.77 PA USD 26433.58 0.0020006307 Long ABS-MBS USGA US N 2 2036-01-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SP4 5526000 PA USD 4838703.75 0.3662182493 Long DBT UST US N 2 2050-08-15 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128283P3 1415000 PA USD 1467841.48 0.1110938724 Long DBT UST US N 2 2024-12-31 Fixed 2.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9YX3 61072.53 PA USD 67558.33 0.0051131656 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AC3F9 93962.58 PA USD 105471.29 0.0079826154 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128283W8 5070000 PA USD 5477976.82 0.4146017579 Long DBT UST US N 2 2028-02-15 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128284N7 1525000 PA USD 1661296.88 0.1257355826 Long DBT UST US N 2 2028-05-15 Fixed 2.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285K2 1895000 PA USD 1969615.63 0.1490707481 Long DBT UST US N 2 2023-10-31 Fixed 2.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285U0 520000 PA USD 539337.5 0.0408198652 Long DBT UST US N 2 2023-12-31 Fixed 2.63 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMA44 26641.84 PA USD 30070.06 0.0022758584 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWFD7 15188.3 PA USD 17078.81 0.0012926131 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128286G0 1234000 PA USD 1276033.13 0.0965768195 Long DBT UST US N 2 2024-02-29 Fixed 2.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128286T2 470000 PA USD 500990.63 0.0379175748 Long DBT UST US N 2 2029-05-15 Fixed 2.38 N N N N N N The Cleveland Electric Illuminating Company N/A 186108CE4 250000 PA USD 336066.9 0.0254352897 Long DBT CORP US N 2 2036-12-15 Fixed 5.95 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 208251AE8 200000 PA USD 262564.62 0.0198722551 Long DBT CORP US N 2 2029-04-15 Fixed 6.95 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C3C6 45999.22 PA USD 48537.57 0.0036735756 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418C4G6 55798.05 PA USD 59763.52 0.0045232138 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.5 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CBD5 70000 PA USD 92405.51 0.0069937293 Long DBT CORP US N 2 2048-08-15 Fixed 4.85 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCK3 350000 PA USD 364967.89 0.0276226669 Long DBT CORP US N 2 2026-08-15 Fixed 2.85 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 250000 PA USD 266301.85 0.0201551081 Long DBT CORP US N 2 2030-04-01 Fixed 3.38 N N N N N N Eastman Chemical Company FDPVHDGJ1IQZFK9KH630 277432AR1 189000 PA USD 201835.41 0.0152759529 Long DBT CORP US N 2 2025-03-15 Fixed 3.8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CAR5 14200.78 PA USD 14897.4 0.0011275127 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CPN8 11547.07 PA USD 12315.98 0.0009321374 Long ABS-MBS USGA US N 2 2037-09-01 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128286Z8 3350000 PA USD 3422757.98 0.2590521139 Long DBT UST US N 2 2024-06-30 Fixed 1.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828S35 1390000 PA USD 1406289.13 0.1064352706 Long DBT UST US N 2 2023-06-30 Fixed 1.38 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M73M6 54128.82 PA USD 60624.8 0.0045884000 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MDGE7 155335.05 PA USD 162525.21 0.0123007526 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CQ98 207842.68 PA USD 216995.86 0.0164233745 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CWZ3 143641.73 PA USD 150463.59 0.0113878665 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJ4W7 41834.65 PA USD 44630.53 0.0033778705 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJBK5 57816.52 PA USD 65588.94 0.0049641119 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 5.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828V98 2315000 PA USD 2424600.9 0.1835063981 Long DBT UST US N 2 2027-02-15 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828VS6 2030000 PA USD 2090582.91 0.1582261806 Long DBT UST US N 2 2023-08-15 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0XK9 20084.25 PA USD 22235.61 0.0016829065 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0ZF8 8759.04 PA USD 9844.71 0.0007450988 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJUX6 24902.77 PA USD 26687.02 0.0020198124 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMMN0 9326.75 PA USD 9803.16 0.0007419541 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828W48 1700000 PA USD 1748875 0.1323639499 Long DBT UST US N 2 2024-02-29 Fixed 2.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Y79 2398000 PA USD 2548249.57 0.1928647721 Long DBT UST US N 2 2025-07-31 Fixed 2.88 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212CPE5 149.1 PA USD 171.25 0.0000129611 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230URS0 100867.46 PA USD 109930.13 0.0083200836 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YS3 1358000 PA USD 1391525.63 0.1053178922 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAW1 3763000 PA USD 3731837.84 0.2824448842 Long DBT UST US N 2 2023-11-15 Fixed 0.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DEU2 111352.35 PA USD 118256.2 0.0089502439 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DFF4 240558.24 PA USD 246186.73 0.0186326913 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 2.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBS9 3390000 PA USD 3360337.5 0.2543278076 Long DBT UST US N 2 2028-03-31 Fixed 1.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCD1 5500000 PA USD 5465625 0.4136669079 Long DBT UST US N 2 2023-05-31 Fixed 0.13 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMUG6 121619.99 PA USD 127591.6 0.0096567955 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMUQ4 26453.35 PA USD 27439.98 0.0020768003 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LB47 31827.31 PA USD 35933.48 0.0027196325 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LL38 7.52 PA USD 8.15 0.0000006168 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCH2 3245000 PA USD 3212043.13 0.2431041189 Long DBT UST US N 2 2028-06-30 Fixed 1.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCJ8 3190000 PA USD 3139159.38 0.2375878979 Long DBT UST US N 2 2026-06-30 Fixed 0.88 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8D40 15211.51 PA USD 16372.03 0.0012391203 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8DJ7 16689.85 PA USD 17520.46 0.0013260395 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCN9 3120000 PA USD 3095137.34 0.2342560811 Long DBT UST US N 2 2023-07-31 Fixed 0.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCR0 5165000 PA USD 5027804.69 0.3805303913 Long DBT UST US N 2 2028-07-31 Fixed 1 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCT6 1500000 PA USD 1480078.2 0.1120200110 Long DBT UST US N 2 2024-08-15 Fixed 0.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCX7 2985000 PA USD 2942556.88 0.2227079988 Long DBT UST US N 2 2024-09-15 Fixed 0.38 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36292LRZ9 2425.69 PA USD 2729.54 0.0002065858 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295FGT5 8361.53 PA USD 9455.64 0.0007156520 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DGN6 186828.4 PA USD 198411.76 0.0150168333 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DHD7 190655.2 PA USD 197402.89 0.0149404767 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 2.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDA6 3085000 PA USD 3063308.75 0.2318471279 Long DBT UST US N 2 2023-09-30 Fixed 0.25 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAP1 300000 PA USD 322090.62 0.0243774922 Long DBT CORP US N 2 2049-12-15 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312944MY4 83272.4 PA USD 91341.26 0.0069131813 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5F42 145988.26 PA USD 150521.76 0.0113922691 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DHH8 47567.26 PA USD 49528.29 0.0037485584 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQ54 511910.22 PA USD 529707.85 0.0400910433 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296E7L4 776.94 PA USD 872.54 0.0000660384 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XSF2 14607.89 PA USD 16145.01 0.0012219383 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132AEEY8 59362.23 PA USD 62522.05 0.0047319937 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132D6A59 541300.57 PA USD 554957.48 0.0420020665 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQB1 712436.33 PA USD 749690.98 0.0567405099 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DX80 674864.54 PA USD 677895.76 0.0513066745 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 1.5 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAF7 300000 PA USD 341369.22 0.0258365969 Long DBT CORP US N 2 2028-05-25 Fixed 4.6 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAG5 101000 PA USD 105259.31 0.0079665717 Long DBT CORP US N 2 2023-05-25 Fixed 4.06 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 00440EAP2 500000 PA USD 512166.45 0.0387634190 Long DBT CORP US N 2 2023-03-13 Fixed 2.7 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 00440EAW7 150000 PA USD 186792.8 0.0141374500 Long DBT CORP US N 2 2045-11-03 Fixed 4.35 N N N N N N Kimco Realty Corporation 549300EA7I6T15IBYS12 49446RAW9 200000 PA USD 203959.42 0.0154367090 Long DBT CORP US N 2 2030-10-01 Fixed 2.7 N N N N N N LYB International Finance III, LLC N/A 50249AAK9 200000 PA USD 211429.9 0.0160021138 Long DBT CORP US N 2 2060-10-01 Fixed 3.8 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DV6C4 451971.14 PA USD 461875.32 0.0349571248 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M6MS6 3849.4 PA USD 4163.65 0.0003151267 Long ABS-MBS USGA US N 2 2044-05-01 Fixed 4 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BF2 170000 PA USD 199762.82 0.0151190885 Long DBT CORP US N 2 2037-08-22 Fixed 3.88 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BS4 130000 PA USD 126195.99 0.0095511684 Long DBT CORP US N 2 2030-06-03 Fixed 1.5 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214CX9 90000 PA USD 94962.51 0.0071872563 Long DBT CORP US N 2 2026-05-13 Fixed 2.85 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DC4 250000 PA USD 262601.03 0.0198750108 Long DBT CORP US N 2 2026-08-19 Fixed 2.7 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 300000 PA USD 339112.23 0.0256657761 Long DBT CORP US N 2 2029-03-11 Fixed 4.38 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BD0 500000 PA USD 524399.2 0.0396892571 Long DBT CORP US N 2 2023-09-01 Fixed 4 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BY1 400000 PA USD 399691.43 0.0302507248 Long DBT CORP US N 2 2028-05-12 Fixed 1.65 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CA2 300000 PA USD 309850.45 0.0234510925 Long DBT CORP US N 2 2041-05-12 Fixed 2.88 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QQHU9 19051.53 PA USD 20588.97 0.0015582803 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133ADUS3 837471.83 PA USD 836794.9 0.0633329873 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2 N N N N N N NorthWestern Corporation 3BPWMBHR1R9SHUN7J795 668074AU1 150000 PA USD 176061.5 0.0133252494 Long DBT CORP US N 2 2044-11-15 Fixed 4.18 N N N N N N Office Properties Income Trust 529900A38AW14ELBTL34 67623CAD1 400000 PA USD 397144.28 0.0300579433 Long DBT CORP US N 2 2026-06-15 Fixed 2.65 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DS9 200000 PA USD 203952.14 0.0154361580 Long DBT CORP US N 2 2023-01-11 Fixed 2.75 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DW0 200000 PA USD 217657.72 0.0164734675 Long DBT CORP US N 2 2028-01-25 Fixed 3.4 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAV5 300000 PA USD 317812.59 0.0240537087 Long DBT CORP US N 2 2025-03-01 Fixed 4.25 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531FBH5 325000 PA USD 335588.34 0.0253990698 Long DBT CORP US N 2 2024-08-01 Fixed 2.5 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EF6 500000 PA USD 538722 0.0407732810 Long DBT CORP US N 2 2034-07-24 Fixed 4.11 N N N Y Y Westpac Banking Corporation USD XXXX N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EG4 50000 PA USD 58347.3 0.0044160269 Long DBT CORP US N 2 2039-07-24 Fixed 4.42 N N N Y Y Westpac Banking Corporation USD XXXX N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664BV2 200000 PA USD 240124.48 0.0181738687 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664CQ2 135000 PA USD 163796.4 0.0123969629 Long DBT CORP US N 2 2048-08-15 Fixed 4.2 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31418DYX4 855486.04 PA USD 854527.21 0.0646750607 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EX7 85000 PA USD 84082.34 0.0063637885 Long DBT CORP US N 2 2036-11-18 Fixed 3.02 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EY5 50000 PA USD 49061.8 0.0037132520 Long DBT CORP US N 2 2041-11-18 Fixed 3.13 N N N N Y Westpac Banking Corporation USD XXXX N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418MDD1 71279.87 PA USD 80672.73 0.0061057315 Long ABS-MBS USGA US N 2 2038-12-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418MH47 70609.79 PA USD 79247.88 0.0059978915 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.5 N N N N N N ProLogis, L.P. GL16H1DHB0QSHP25F723 74340XBM2 175000 PA USD 176082.92 0.0133268706 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N ProLogis, L.P. GL16H1DHB0QSHP25F723 74340XBN0 100000 PA USD 101570.69 0.0076873977 Long DBT CORP US N 2 2027-04-15 Fixed 2.13 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BDCW4 1000000 PA USD 1048528.7 0.0793581018 Long ABS-MBS USGA US N 2 2024-07-25 Fixed 3.3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31385XAW7 43568.7 PA USD 48059.39 0.0036373844 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419AG35 31547.1 PA USD 34711.23 0.0026271263 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419LYA5 118610.28 PA USD 126470.84 0.0095719705 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 3.5 N N N N N N ProLogis, L.P. GL16H1DHB0QSHP25F723 74340XBP5 35000 PA USD 36181.74 0.0027384221 Long DBT CORP US N 2 2050-04-15 Fixed 3 N N N N N N Providence St. Joseph Health N/A 743756AC2 350000 PA USD 401292.43 0.0303718968 Long DBT CORP US N 2 2047-10-01 Fixed 3.74 N N N N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664CV1 200000 PA USD 197571.45 0.0149532342 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N The Province of British Columbia, Government of 54930058TO7MEKUHWL16 110709DL3 70000 PA USD 83358.45 0.0063090008 Long DBT NUSS US N 2 2026-01-15 Fixed 6.5 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBH3 345000 PA USD 353180.23 0.0267305155 Long DBT CORP US N 2 2025-02-14 Fixed 2 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBJ9 690000 PA USD 707832.91 0.0535724736 Long DBT CORP US N 2 2029-08-26 Fixed 2.38 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3138ASR53 201362.05 PA USD 218038.49 0.0165022862 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 4 N N N N N N Ginnie Mae N/A 21H032621 -250000 PA USD -260231.08 -0.0196956407 Short ABS-MBS USGA US N 2 2500-12-31 Fixed 3.5 N N N N N N Duke Energy Florida, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 60000 PA USD 63223.43 0.0047850778 Long DBT CORP US N 2 2046-10-01 Fixed 3.4 N N N N N N Valero Energy Partners LP 549300WH1375KZXLJ231 91914JAA0 103000 PA USD 113570.76 0.0085956254 Long DBT CORP US N 2 2026-12-15 Fixed 4.38 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FB5 200000 PA USD 274837.92 0.0208011623 Long DBT CORP US N 2 2037-05-15 Fixed 6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5L0 381081.06 PA USD 403377.16 0.0305296800 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179M5M8 306059.97 PA USD 327509.02 0.0247875849 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAF9 300000 PA USD 322022.94 0.0243723698 Long DBT CORP US N 2 2030-04-06 Fixed 3.13 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAN1 150000 PA USD 160629.2 0.0121572527 Long DBT CORP US N 2 2025-06-15 Fixed 3.95 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MNG1 258136.347 PA USD 273239.26 0.0206801674 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179N5U8 205294.86 PA USD 217049.53 0.0164274366 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140FEX90 165575.51 PA USD 173177.74 0.0131069915 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJYH7 161860.94 PA USD 172244.08 0.0130363272 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMR47 17839.12 PA USD 18822.49 0.0014245839 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P7NZ2 9408.89 PA USD 10262.44 0.0007767148 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8AU5 64202.17 PA USD 67577.89 0.0051146460 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140H1FV7 87466.68 PA USD 92450.48 0.0069971328 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140H1WH9 122136.81 PA USD 129057.92 0.0097677742 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.5 N N N N N N Anheuser-Busch Companies, LLC 5493002J2SVENP0PVK27 03522AAH3 482000 PA USD 582225.24 0.0440658323 Long DBT CORP US N 2 2036-02-01 Fixed 4.7 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 312938J38 105544.7 PA USD 115850.57 0.0087681733 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31296PVC3 4986.78 PA USD 5715.28 0.0004325621 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 6 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140H6HC6 30375.74 PA USD 31469.79 0.0023817973 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HEAG7 45674.8 PA USD 48230.94 0.0036503682 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 3.5 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAE5 400000 PA USD 422783.6 0.0319984603 Long DBT CORP US N 2 2025-03-16 Fixed 3.65 N N N Y Y Barclays PLC USD XXXX N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAJ4 250000 PA USD 332095.1 0.0251346833 Long DBT CORP US N 2 2045-08-17 Fixed 5.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J7XW0 159614.72 PA USD 171019.69 0.0129436590 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J8YC1 22782.97 PA USD 23939.78 0.0018118870 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 14448CAQ7 125000 PA USD 127837.2 0.0096753837 Long DBT CORP US N 2 2030-02-15 Fixed 2.72 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 14448CAS3 505000 PA USD 537273.89 0.0406636805 Long DBT CORP US N 2 2050-04-05 Fixed 3.58 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J9SN2 131460.9 PA USD 136942.19 0.0103644967 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. 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WRJR7GS4GTRECRRTVX92 149123CH2 250000 PA USD 260923.09 0.0197480156 Long DBT CORP US N 2 2030-04-09 Fixed 2.6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RHL6 49110.5 PA USD 51427.52 0.0038923020 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RLQ0 47874.73 PA USD 51606.1 0.0039058179 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31307BU40 125232.98 PA USD 129629.86 0.0098110616 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31307QLE5 75794.92 PA USD 78621.85 0.0059505102 Long ABS-MBS USGA US N 2 2031-03-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31329Q2L4 16288.64 PA USD 17408.99 0.0013176028 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5JX4 108442.31 PA USD 115297.05 0.0087262800 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RZT9 74586.31 PA USD 78787.85 0.0059630740 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 580327.1 PA USD 607389.2 0.0459703716 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140JLYF5 38775.82 PA USD 41507.31 0.0031414890 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QDAZ7 350019.88 PA USD 362623.29 0.0274452153 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132ADPE2 72084.31 PA USD 77200.45 0.0058429313 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132D55W8 505872.67 PA USD 518793.82 0.0392650128 Long ABS-MBS USGA US N 2 2035-09-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M3RF6 223008.4 PA USD 239126 0.0180982986 Long ABS-MBS USGA US N 2 2043-12-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QNP37 110571.74 PA USD 118291.03 0.0089528800 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QDDZ4 221744.65 PA USD 229708.39 0.0173855249 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QDJN5 381686.78 PA USD 395394.68 0.0299255245 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AADG4 394187.07 PA USD 402701.83 0.0304785676 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2.5 N N N N N N Federal Farm Credit Banks Funding Corporation N/A 3133EMUH3 300000 PA USD 298608.24 0.0226002236 Long DBT USGA US N 2 2023-03-23 Fixed 0.13 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 149123CJ8 250000 PA USD 276283.6 0.0209105788 Long DBT CORP US N 2 2050-04-09 Fixed 3.25 N N N N N N Credit Suisse Holdings (USA), Inc. 549300D0YARF5HYP1809 22550L2C4 250000 PA USD 261577.1 0.0197975145 Long DBT CORP US N 2 2025-04-09 Fixed 2.95 N N N N N N Credit Suisse Holdings (USA), Inc. 549300D0YARF5HYP1809 22550L2F7 400000 PA USD 397346.38 0.0300732393 Long DBT CORP US N 2 2023-08-09 Fixed 0.52 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526BR9 500000 PA USD 515491.5 0.0390150760 Long DBT CORP US N 2 2023-02-27 Fixed 3.95 N N N N Y Deutsche Bank Aktiengesellschaft USD XXXX N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X3AW8 87819.77 PA USD 92466.92 0.0069983771 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4DF0 190212.49 PA USD 202165.21 0.0153009139 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KH5E2 393912.27 PA USD 402544.19 0.0304666365 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KJGE6 687714.24 PA USD 702999.24 0.0532066364 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.5 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CD9 300000 PA USD 316068.6 0.0239217144 Long DBT CORP US N 2 2031-09-18 Fixed 3.55 N N N N Y Deutsche Bank Aktiengesellschaft USD XXXX N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31287TJ89 17964.26 PA USD 20141.01 0.0015243763 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 6.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4VV5 266321.88 PA USD 278549.78 0.0210820951 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X5EJ8 107826.02 PA USD 115228.94 0.0087211251 Long ABS-MBS USGA US N 2 2048-04-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 54196.53 PA USD 55915.15 0.0042319492 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSS7 97938.25 PA USD 107564.09 0.0081410094 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M5ED8 27961.15 PA USD 32057.46 0.0024262752 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128M8GE8 104915.78 PA USD 113666.83 0.0086028965 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWX1 169242.1 PA USD 178035.28 0.0134746353 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYT8 274332.32 PA USD 293142 0.0221865102 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KMSR7 487063.96 PA USD 486518.06 0.0368222155 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FQKN2 600000 PA USD 640086.24 0.0484450535 Long ABS-MBS USGA US N 2 2029-11-25 Fixed 2.65 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4P7 130887.45 PA USD 138471.11 0.0104802133 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7K5 168139.73 PA USD 177829.25 0.0134590419 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJ3X6 63451.31 PA USD 67045.73 0.0050743693 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJB82 8970.25 PA USD 9995.24 0.0007564917 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 3140XBNJ5 584921.83 PA USD 615462.82 0.0465814251 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FXYV4 400000 PA USD 409324.04 0.0309797708 Long ABS-MBS USGA US N 2 2031-01-25 Fixed 2.07 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334BT0 303000 PA USD 317469.64 0.0240277524 Long DBT CORP US N 2 2024-02-15 Fixed 3.65 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MMV59 309339.76 PA USD 320973.9 0.0242929730 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128P8BE0 56824.52 PA USD 59705.78 0.0045188438 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 114464.66 PA USD 121955.26 0.0092302079 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 230539.69 PA USD 241581.09 0.0182841125 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410FUY9 20527.87 PA USD 23117.64 0.0017496632 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31410LNM0 15621.92 PA USD 17836.97 0.0013499946 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128PYJD7 146590.52 PA USD 153375.92 0.0116082868 Long ABS-MBS USGA US N 2 2027-03-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292HNH3 2634.05 PA USD 2982.56 0.0002257356 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CG7 105000 PA USD 117268.8 0.0088755123 Long DBT CORP US N 2 2028-04-17 Fixed 4.2 N N N N N N Koztarsasagi Elnoki Hivatal 5299008DH62LEB10JK83 445545AF3 250000 PA USD 408465.5 0.0309147921 Long DBT NUSS US N 2 2041-03-29 Fixed 7.63 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 169460.06 PA USD 176846.08 0.0133846305 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQR9 68010.78 PA USD 72697.39 0.0055021163 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 183281.65 PA USD 191270.09 0.0144763145 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 97676.63 PA USD 103481.03 0.0078319822 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXU4 62119.28 PA USD 65113.81 0.0049281516 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UEA6 7696.43 PA USD 8176.28 0.0006188234 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.5 N N N N N N Koztarsasagi Elnoki Hivatal 5299008DH62LEB10JK83 445545AL0 250000 PA USD 271789.25 0.0205704231 Long DBT NUSS US N 2 2024-03-25 Fixed 5.38 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AP8 300000 PA USD 314563.2 0.0238077779 Long DBT CORP US N 2 2024-04-09 Fixed 3.55 N N N N Y ING Groep N.V. USD XXXX N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AJ9 300000 PA USD 320714.1 0.0242733100 Long DBT CORP US N 2 2050-03-01 Fixed 3.3 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DR5 75000 PA USD 82320.58 0.0062304494 Long DBT CORP US N 2 2029-04-05 Fixed 3.65 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UMM1 15681.34 PA USD 16643.1 0.0012596363 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UN99 217428.56 PA USD 227281.47 0.0172018430 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31411E2F3 1413.33 PA USD 1616.97 0.0001223807 Long ABS-MBS USGA US N 2 2037-01-01 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31411KG72 2998.48 PA USD 3440.48 0.0002603934 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 71715.77 PA USD 76086.2 0.0057585991 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ47 135951.37 PA USD 142027.12 0.0107493506 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292HX33 67610.87 PA USD 74770.62 0.0056590291 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292SB41 23161.63 PA USD 25391.45 0.0019217569 Long ABS-MBS USGA US N 2 2044-03-01 Fixed 4.5 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DS3 375000 PA USD 469617.75 0.0355431122 Long DBT CORP US N 2 2049-04-05 Fixed 4.55 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661DZ7 300000 PA USD 296290.82 0.0224248292 Long DBT CORP US N 2 2050-10-15 Fixed 3 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661ED5 300000 PA USD 293846.85 0.0222398569 Long DBT CORP US N 2 2028-09-15 Fixed 1.7 N N N N N N Lowe`s Companies, Inc. WAFCR4OKGSC504WU3E95 548661EE3 300000 PA USD 293404.23 0.0222063571 Long DBT CORP US N 2 2041-09-15 Fixed 2.8 N N N N N N Magellan Midstream Partners, L.P. MZF5TI8NFVZZNUSKDL39 559080AQ9 250000 PA USD 263159.33 0.0199172659 Long DBT CORP US N 2 2030-06-01 Fixed 3.25 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AD6 500000 PA USD 541541.55 0.0409866792 Long DBT CORP US N 2 2026-03-01 Fixed 3.85 N N N N N N Adobe Inc. FU4LY2G4933NH2E1CP29 00724PAD1 200000 PA USD 204343.48 0.0154657767 Long DBT CORP US N 2 2030-02-01 Fixed 2.3 N N N N N N America Movil, S.A.B. De C.V. 5493000FNR3UCEAONM59 02364WAJ4 100000 PA USD 138469.14 0.0104800642 Long DBT CORP US N 2 2035-03-01 Fixed 6.38 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BA1 300000 PA USD 313070.61 0.0236948110 Long DBT CORP US N 2 2023-07-26 Fixed 3.76 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BB9 300000 PA USD 360625.74 0.0272940304 Long DBT CORP US N 2 2038-07-26 Fixed 4.29 N N N N N N America Movil, S.A.B. De C.V. 5493000FNR3UCEAONM59 02364WBE4 200000 PA USD 235985.64 0.0178606198 Long DBT CORP US N 2 2042-07-16 Fixed 4.38 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816BF5 400000 PA USD 473957.68 0.0358715806 Long DBT CORP US N 2 2042-12-03 Fixed 4.05 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31412SQC2 844.04 PA USD 850.38 0.0000643612 Long ABS-MBS USGA US N 2 2023-02-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31417YF28 12938.92 PA USD 14099.63 0.0010671333 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VTX8 59934.41 PA USD 62012.9 0.0046934586 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36184CR80 32929.12 PA USD 35827.41 0.0027116046 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31417YXL6 47532.11 PA USD 53340.85 0.0040371128 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418BFY7 20221.94 PA USD 21587.45 0.0016338504 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31418CMF8 117426.45 PA USD 124842.08 0.0094486975 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CMH4 17705.99 PA USD 18885.01 0.0014293157 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 3.5 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913Q3B3 300000 PA USD 308501.22 0.0233489758 Long DBT CORP US N 2 2024-11-08 Fixed 2.15 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913R2D8 400000 PA USD 399878.73 0.0302649007 Long DBT CORP US N 2 2023-07-07 Fixed 0.65 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508BL7 300000 PA USD 296105.18 0.0224107790 Long DBT CORP US N 2 2031-09-15 Fixed 1.9 N N N N N Spectrum Management Holding Company, LLC B1WXCWLJVJXMWJX6O298 88732JAN8 300000 PA USD 425120.91 0.0321753601 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N Federal National Mortgage Association, Inc. 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B1V7KEBTPIMZEU4LTD58 31418DBA9 57152.29 PA USD 60338.97 0.0045667669 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DBG6 177176.78 PA USD 188286.31 0.0142504866 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4 N N N N N N Orange 969500MCOONR8990S771 35177PAX5 100000 PA USD 131437.69 0.0099478875 Long DBT CORP US N 2 2042-01-13 Fixed 5.38 N N N N N N W. W. Grainger, Inc. 549300TWZSP6O1IH2V34 384802AB0 200000 PA USD 255018.18 0.0193011013 Long DBT CORP US N 2 2045-06-15 Fixed 4.6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FXC5 40662.289 PA USD 44696.89 0.0033828930 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A3JV7 45385.86 PA USD 50273.94 0.0038049931 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.5 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 650000 PA USD 900510.2 0.0681552924 Long DBT CORP US N 2 2032-05-17 Fixed 7.63 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 150000 PA USD 158372.82 0.0119864782 Long DBT CORP US N 2 2024-03-14 Fixed 4.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A6ZN0 33262.3 PA USD 35973.41 0.0027226546 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9PM7 130505.48 PA USD 146388.95 0.0110794766 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QA9 1080000 PA USD 1352193.7 0.1023410473 Long DBT UST US N 2 2039-02-15 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RC4 2250000 PA USD 2917265.63 0.2207938255 Long DBT UST US N 2 2043-08-15 Fixed 3.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DCF7 36413.35 PA USD 39594.52 0.0029967191 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DCG5 26590.98 PA USD 27597.9 0.0020887525 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RE0 2601000 PA USD 3383331.9 0.2560681433 Long DBT UST US N 2 2044-02-15 Fixed 3.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RV2 2077000 PA USD 2514468.13 0.1903080172 Long DBT UST US N 2 2047-02-15 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132QR3X6 24332.74 PA USD 26372.41 0.0019960011 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31335BQZ2 83426.9 PA USD 88185.5 0.0066743370 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 3.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SS8 4240000 PA USD 3947175 0.2987427197 Long DBT UST US N 2 2050-11-15 Fixed 1.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282D1 2325000 PA USD 2352246.21 0.1780302191 Long DBT UST US N 2 2023-08-31 Fixed 1.38 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DHG0 50819.81 PA USD 52302.68 0.0039585387 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DKQ4 312637.21 PA USD 319561.37 0.0241860654 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.5 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 300000 PA USD 326163.6 0.0246857565 Long DBT CORP US N 2 2030-05-22 Fixed 3.97 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 400000 PA USD 396397.95 0.0300014572 Long DBT CORP US N 2 2024-08-17 Fixed 0.73 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFYR2 16263.07 PA USD 16826.12 0.0012734882 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AR3K5 196835.66 PA USD 213243.39 0.0161393681 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282U3 3480000 PA USD 3567543.58 0.2700102407 Long DBT UST US N 2 2024-08-31 Fixed 1.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282Y5 1285000 PA USD 1326762.5 0.1004162819 Long DBT UST US N 2 2024-09-30 Fixed 2.13 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AADV1 786495.48 PA USD 785859.76 0.0594779512 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 2 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AER55 799599.59 PA USD 799702.9 0.0605256720 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828XT2 4895000 PA USD 5029612.5 0.3806672157 Long DBT UST US N 2 2024-05-31 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YM6 2500000 PA USD 2539062.5 0.1921694469 Long DBT UST US N 2 2024-10-31 Fixed 1.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASGT0 14157.09 PA USD 15782.87 0.0011945296 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LCR5 12334.24 PA USD 13951.31 0.0010559077 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DMD1 109181.3 PA USD 113011.34 0.0085532856 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DMG4 196456.87 PA USD 204064.96 0.0154446968 Long ABS-MBS USGA US N 2 2040-03-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DPA4 88892.83 PA USD 91319.95 0.0069115685 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQ88 296470.71 PA USD 302967.36 0.0229301445 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 2.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YV6 920000 PA USD 934375 0.0707183565 Long DBT UST US N 2 2024-11-30 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZD5 3000000 PA USD 3000468.6 0.2270910588 Long DBT UST US N 2 2023-03-15 Fixed 0.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DQA3 416775.27 PA USD 431808.44 0.0326815071 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DRP9 126052.34 PA USD 127289.76 0.0096339506 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAE1 7545000 PA USD 7034533.97 0.5324100933 Long DBT UST US N 2 2030-08-15 Fixed 0.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAL5 4070000 PA USD 3852509.38 0.2915779335 Long DBT UST US N 2 2027-09-30 Fixed 0.38 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 400000 PA USD 392367.32 0.0296963981 Long DBT CORP US N 2 2029-08-17 Fixed 2.21 N N N N Y HSBC Holdings PLC USD XXXX N N N Segretariato Generale Della Presidenza Della Repubblica 815600DE60799F5A9309 465410AH1 750000 PA USD 823012.5 0.0622898637 Long DBT NUSS US N 2 2023-09-27 Fixed 6.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAY7 3095000 PA USD 2963945.94 0.2243268340 Long DBT UST US N 2 2027-11-30 Fixed 0.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBA8 2560000 PA USD 2530400 0.1915138239 Long DBT UST US N 2 2023-12-15 Fixed 0.13 N N N N N N Segretariato Generale Della Presidenza Della Repubblica 815600DE60799F5A9309 465410BG2 200000 PA USD 246194 0.0186332415 Long DBT NUSS US N 2 2033-06-15 Fixed 5.38 N N N N N N JNL Government Money Market Fund N/A 46628D437 172795591.9 NS USD 172795591.9 13.0780685108 Long STIV RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291GY26 396.25 PA USD 440.01 0.0000333022 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291NUZ2 18351.44 PA USD 20633.13 0.0015616225 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.5 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2013-C10 N/A 46639JAE0 982380.32 PA USD 998470.73 0.0755694545 Long ABS-MBS CORP US N 2 2023-02-17 Fixed 3.14 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BJ2 680000 PA USD 724389.99 0.0548255995 Long DBT CORP US N 2 2025-11-03 Fixed 3.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBP5 3430000 PA USD 3380157.98 0.2558279245 Long DBT UST US N 2 2028-02-29 Fixed 1.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCB5 7105000 PA USD 7191592.19 0.5442970757 Long DBT UST US N 2 2031-05-15 Fixed 1.63 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418WU65 26.34 PA USD 27.33 0.0000020685 Long ABS-MBS USGA US N 2 2025-06-01 Fixed 4.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31419GCZ5 13882.93 PA USD 14635.32 0.0011076771 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296CD98 1849.66 PA USD 2097.02 0.0001587134 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296FFK4 5619.27 PA USD 6360.16 0.0004813700 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCG4 3035000 PA USD 2990423.44 0.2263307889 Long DBT UST US N 2 2024-06-15 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCY5 5000000 PA USD 4942187.5 0.3740504373 Long DBT UST US N 2 2028-09-30 Fixed 1.25 N N N N N N Ford Credit Auto Owner Trust 2019-B N/A 34532DAE7 300000 PA USD 304321.2 0.0230326101 Long ABS-CBDO CORP US N 2 2022-11-15 Fixed 2.24 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176W7E5 73737.16 PA USD 78642.27 0.0059520557 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297JT53 45310.66 PA USD 50093.47 0.0037913342 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.5 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 406216AY7 250000 PA USD 368472.9 0.0278879442 Long DBT CORP US N 2 2039-09-15 Fixed 7.45 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137BKRJ1 500000 PA USD 531370.35 0.0402168699 Long ABS-MBS USGA US N 2 2025-05-25 Fixed 3.33 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137FUZJ6 750000 PA USD 712148.18 0.0538990757 Long ABS-MBS USGA US N 2 2035-05-25 Fixed 1.72 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CE2 210000 PA USD 222464.57 0.0168372749 Long DBT CORP US N 2 2052-03-17 Fixed 2.92 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17 N/A 61763UAZ5 500000 PA USD 525327.05 0.0397594816 Long ABS-MBS CORP US N 2 2024-07-17 Fixed 3.74 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 406216BG5 150000 PA USD 161921.03 0.0122550251 Long DBT CORP US N 2 2025-11-15 Fixed 3.8 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 406216BK6 120000 PA USD 144458.53 0.0109333724 Long DBT CORP US N 2 2045-11-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NSN9 11010.52 PA USD 11574.21 0.0008759964 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Q6Q9 97079.21 PA USD 104736.6 0.0079270103 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCZ2 3000000 PA USD 2946562.5 0.2230111649 Long DBT UST US N 2 2026-09-30 Fixed 0.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDB4 2950000 PA USD 2926031.25 0.2214572532 Long DBT UST US N 2 2024-10-15 Fixed 0.63 N N N N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 455780CC8 400000 PA USD 408499.6 0.0309173729 Long DBT NUSS US N 2 2023-01-11 Fixed 2.95 N N N N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 455780CJ3 200000 PA USD 262243.6 0.0198479587 Long DBT NUSS US N 2 2049-02-11 Fixed 5.35 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDL2 5000000 PA USD 5020312.5 0.3799633434 Long DBT UST US N 2 2028-11-30 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDQ1 2810000 PA USD 2806926.42 0.2124427806 Long DBT UST US N 2 2026-12-31 Fixed 1.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QC33 20949.35 PA USD 21924.64 0.0016593707 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QD24 56334.711 PA USD 61871.56 0.0046827612 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDR9 3500000 PA USD 3501093.75 0.2649809722 Long DBT UST US N 2 2023-12-31 Fixed 0.75 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAW0 300000 PA USD 306441.78 0.0231931067 Long DBT CORP US N 2 2029-12-01 Fixed 2.6 N N N N N N The Republic of Indonesia, The Government of 529900FWX0GRR7WG5W79 455780CQ7 600000 PA USD 624735 0.0472831919 Long DBT NUSS US N 2 2030-02-14 Fixed 2.85 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044BZ3 150000 PA USD 210727.95 0.0159489865 Long DBT CORP US N 2 2031-04-01 Fixed 7.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QJV4 64051.1 PA USD 70996.32 0.0053733705 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWF4 190195.29 PA USD 205375.78 0.0155439065 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAP4 200000 PA USD 205952.6 0.0155875632 Long DBT CORP US N 2 2025-01-16 Fixed 2.65 N N N N N N Northern Trust Corporation 549300GLF98S992BC502 665859AP9 250000 PA USD 274263.58 0.0207576932 Long DBT CORP US N 2 2025-10-30 Fixed 3.95 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DG3 300000 PA USD 364026.36 0.0275514070 Long DBT CORP US N 2 2047-02-01 Fixed 4.45 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DL2 300000 PA USD 345645.69 0.0261602623 Long DBT CORP US N 2 2029-01-15 Fixed 4.5 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAZ3 400000 PA USD 397267.22 0.0300672480 Long DBT CORP US N 2 2023-10-15 Fixed 0.5 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HAQ1 400000 PA USD 406943.56 0.0307996037 Long DBT CORP US N 2 2027-02-14 Fixed 2 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HAR9 95000 PA USD 96489.14 0.0073027996 Long DBT CORP US N 2 2030-08-14 Fixed 2.2 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 187717.92 PA USD 198292.3 0.0150077919 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB71 169879.69 PA USD 177801.6 0.0134569492 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AF6 300000 PA USD 309848.43 0.0234509396 Long DBT CORP US N 2 2029-12-15 Fixed 2.9 N N N N N N Los Angeles Unified School District N/A 544646XY3 200000 PA USD 241271.76 0.0182607008 Long DBT MUN US N 2 2029-07-01 Fixed 5.75 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQW0 175010.3 PA USD 184431.31 0.0139587201 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJX4 257584.48 PA USD 270404.12 0.0204655892 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.5 N N N N N N Marsh & Mclennan Companies, Inc. 549300XMP3KDCKJXIU47 571748BJ0 65000 PA USD 87451.19 0.0066187606 Long DBT CORP US N 2 2049-03-15 Fixed 4.9 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 60871RAG5 500000 PA USD 523858.85 0.0396483606 Long DBT CORP US N 2 2026-07-15 Fixed 3 N N N N N N Morgan Stanley Capital I Trust 2018-H4 N/A 61691RAD8 300000 PA USD 332719.29 0.0251819252 Long ABS-MBS CORP US N 2 2028-10-17 Fixed 4.04 N N N N N N National Rural Utilities Cooperative Finance Corporation 4NYF266XZC35SCTGX023 637432NL5 400000 PA USD 414780.56 0.0313927486 Long DBT CORP US N 2 2024-02-07 Fixed 2.95 N N N N N N Hyundai Auto Receivables Trust 2020-A N/A 44891LAD5 200000 PA USD 202686.2 0.0153403451 Long ABS-CBDO CORP US N 2 2026-06-15 Fixed 1.72 N N N N N N MasterCard Incorporated AR5L2ODV9HN37376R084 57636QAQ7 300000 PA USD 360657.56 0.0272964387 Long DBT CORP US N 2 2050-03-26 Fixed 3.85 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HAS7 65000 PA USD 65737.09 0.0049753246 Long DBT CORP US N 2 2050-08-14 Fixed 2.75 N N N N N N Orange 969500MCOONR8990S771 685218AB5 300000 PA USD 407123.73 0.0308132399 Long DBT CORP US N 2 2044-02-06 Fixed 5.5 N N N N N N Public Storage, Inc. 549300LMZF40TKJ6DM64 74460WAD9 300000 PA USD 299494.89 0.0226673299 Long DBT CORP US N 2 2028-05-01 Fixed 1.85 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VAP9 200000 PA USD 206442.24 0.0156246217 Long DBT CORP US N 2 2029-12-01 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 151709.36 PA USD 160783.9 0.0121689612 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U6U1 169411.74 PA USD 175630.95 0.0132926631 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCC4 159867.77 PA USD 169897.54 0.0128587289 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UGE6 16263.26 PA USD 17390.17 0.0013161785 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AC7 200000 PA USD 203485.66 0.0154008524 Long DBT CORP US N 2 2023-05-01 Fixed 2.25 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106AK9 400000 PA USD 425314.8 0.0321900347 Long DBT CORP US N 2 2030-03-27 Fixed 2.85 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 400000 PA USD 417759.92 0.0316182421 Long DBT CORP US N 2 2025-08-08 Fixed 5.13 N N N N N N Santander Drive Auto Receivables Trust 2021-1 N/A 80286NAG1 200000 PA USD 198387.18 0.0150149729 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 1.13 N N N N N N Southern Copper Corporation 2549007U6NAP46Q9TU15 84265VAA3 150000 PA USD 215315.63 0.0162962060 Long DBT CORP US N 2 2035-07-27 Fixed 7.5 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 909319AA3 163239.65 PA USD 170378.54 0.0128951335 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 4.3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH62 14547.62 PA USD 15553.38 0.0011771606 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ62 40903.91 PA USD 43396.64 0.0032844833 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.5 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807CW5 500000 PA USD 530824 0.0401755193 Long DBT CORP US N 2 2026-01-15 Fixed 3.3 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 200000 PA USD 236427.28 0.0178940454 Long DBT CORP US N 2 2046-11-30 Fixed 4.25 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QAV8 200000 PA USD 269967.24 0.0204325239 Long DBT CORP US N 2 2040-03-01 Fixed 5.5 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QBS4 200000 PA USD 211898.18 0.0160375556 Long DBT CORP US N 2 2027-05-15 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QK7 1243000 PA USD 1635516.03 0.1237843538 Long DBT UST US N 2 2040-08-15 Fixed 3.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RP5 1120000 PA USD 1344874.94 0.1017871255 Long DBT UST US N 2 2045-11-15 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDP2 180072.72 PA USD 187318.4 0.0141772301 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 292242.14 PA USD 302582.4 0.0229010087 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SC3 1815000 PA USD 2267615.63 0.1716249370 Long DBT UST US N 2 2048-05-15 Fixed 3.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SR0 3805000 PA USD 3328185.94 0.2518944104 Long DBT UST US N 2 2040-05-15 Fixed 1.13 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QCE4 300000 PA USD 255309.75 0.0193231689 Long DBT CORP US N 2 2050-08-01 Fixed 2.05 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 79741TAR5 260000 PA USD 391064.7 0.0295978091 Long DBT MUN US N 2 2049-05-01 Fixed 6.14 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SX7 1925000 PA USD 2126523.44 0.1609463467 Long DBT UST US N 2 2051-05-15 Fixed 2.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810TA6 845000 PA USD 817405.51 0.0618654975 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHS2 257319.3 PA USD 266423.9 0.0201643455 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VHT0 292664.82 PA USD 304486.63 0.0230451307 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BG9 300000 PA USD 288470.58 0.0218329528 Long DBT CORP US N 2 2031-03-11 Fixed 1.65 N N N N N N Snap-on Incorporated HHWAT5TDOYZMM26KKQ73 833034AK7 500000 PA USD 536852.05 0.0406317535 Long DBT CORP US N 2 2027-03-01 Fixed 3.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282N9 975000 PA USD 1005925.83 0.0761336952 Long DBT UST US N 2 2024-07-31 Fixed 2.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282R0 2210000 PA USD 2318082.7 0.1754445471 Long DBT UST US N 2 2027-08-15 Fixed 2.25 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818EY0 300000 PA USD 336760.92 0.0254878168 Long DBT CORP US N 2 2028-09-10 Fixed 3.95 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FG8 445000 PA USD 521121.39 0.0394411754 Long DBT CORP US N 2 2060-03-20 Fixed 3.84 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 65000 PA USD 66535.51 0.0050357532 Long DBT CORP US N 2 2049-09-13 Fixed 3.25 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807DJ3 200000 PA USD 224505.06 0.0169917098 Long DBT CORP US N 2 2050-07-15 Fixed 3.8 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FS2 50000 PA USD 57943.84 0.0043854910 Long DBT CORP US N 2 2071-04-06 Fixed 3.8 N N N N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826CAN2 300000 PA USD 279510.12 0.0211547787 Long DBT CORP US N 2 2031-02-15 Fixed 1.1 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128284S6 1805000 PA USD 1860560.07 0.1408168565 Long DBT UST US N 2 2023-05-31 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285P1 1500000 PA USD 1561171.8 0.1181575961 Long DBT UST US N 2 2023-11-30 Fixed 2.88 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36186NMD8 17417.4 PA USD 18309.62 0.0013857672 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MTE3 458.54 PA USD 509.18 0.0000385374 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128286X3 2240000 PA USD 2326450.11 0.1760778362 Long DBT UST US N 2 2026-05-31 Fixed 2.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828P46 1445300 PA USD 1469915.19 0.1112508216 Long DBT UST US N 2 2026-02-15 Fixed 1.63 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807DK0 200000 PA USD 204009.04 0.0154404645 Long DBT CORP US N 2 2030-07-15 Fixed 2.65 N N N N N N Telefonica Europe B.V. 7245007FZS0M65WUGP67 879385AD4 500000 PA USD 709569.15 0.0537038813 Long DBT CORP US N 2 2030-09-15 Fixed 8.25 N N N N N N Toyota Auto Receivables 2021-A Owner Trust 549300D7F4C79LN0T240 89240BAC2 150000 PA USD 149211.98 0.0112931382 Long ABS-CBDO CORP US N 2 2024-03-15 Fixed 0.26 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828T26 565000 PA USD 571797.63 0.0432766166 Long DBT UST US N 2 2023-09-30 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828WJ5 4151000 PA USD 4311202.86 0.3262942402 Long DBT UST US N 2 2024-05-15 Fixed 2.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201XN95 3518.36 PA USD 3924.49 0.0002970258 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D4N8 6760.35 PA USD 7392.75 0.0005595217 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828X70 1266000 PA USD 1300221.5 0.0984075211 Long DBT UST US N 2 2024-04-30 Fixed 2 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Y95 3090000 PA USD 3177388.91 0.2404813074 Long DBT UST US N 2 2026-07-31 Fixed 1.88 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AH1 200000 PA USD 213298.14 0.0161435119 Long DBT CORP US N 2 2024-11-18 Fixed 3.8 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AT5 400000 PA USD 448849 0.0339712252 Long DBT CORP US N 2 2050-04-15 Fixed 4.1 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Z94 1483000 PA USD 1490183.36 0.1127848220 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZH6 1150000 PA USD 1146046.88 0.0867387845 Long DBT UST US N 2 2023-04-15 Fixed 0.25 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2M7 93726.98 PA USD 101071.5 0.0076496164 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSL1 14371.18 PA USD 15103.11 0.0011430819 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AF4W4 35258.01 PA USD 39596.31 0.0029968545 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARHA2 31833.65 PA USD 34487.22 0.0026101721 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARYK1 59093.07 PA USD 64013.37 0.0048448646 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C04Y1 22548.29 PA USD 25003.24 0.0018923752 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZN3 2200000 PA USD 2109593.64 0.1596650114 Long DBT UST US N 2 2027-04-30 Fixed 0.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZS2 3500000 PA USD 3351250 0.2536400183 Long DBT UST US N 2 2027-05-31 Fixed 0.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BY90 8698.14 PA USD 9580.14 0.0007250748 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KML9 2938.1 PA USD 3362.58 0.0002544975 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 6 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KW46 4109.92 PA USD 4646.66 0.0003516834 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LTU0 19986.23 PA USD 22307.81 0.0016883710 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZU7 2000000 PA USD 1990625 0.1506608464 Long DBT UST US N 2 2023-06-15 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBH3 5090000 PA USD 4924575 0.3727174318 Long DBT UST US N 2 2026-01-31 Fixed 0.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBL4 7620000 PA USD 7393781.25 0.5595997946 Long DBT UST US N 2 2031-02-15 Fixed 1.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBN0 3050000 PA USD 3037609.38 0.2299020660 Long DBT UST US N 2 2023-02-28 Fixed 0.13 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290SM81 748.7 PA USD 831.39 0.0000629239 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291QZS6 9626.02 PA USD 10773.92 0.0008154263 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294PY64 7062.05 PA USD 7850.62 0.0005941757 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296KRJ3 6058.89 PA USD 7012.38 0.0005307334 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.5 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297DAC1 311.08 PA USD 344.26 0.0000260554 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.5 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 413875AR6 250000 PA USD 266651.55 0.0201815752 Long DBT CORP US N 2 2025-04-27 Fixed 3.83 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDJ7 3000000 PA USD 2960625 0.2240754880 Long DBT UST US N 2 2031-11-15 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDP3 5000000 PA USD 4978125 0.3767703741 Long DBT UST US N 2 2028-12-31 Fixed 1.38 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 413875AT2 250000 PA USD 328018.23 0.0248261245 Long DBT CORP US N 2 2045-04-27 Fixed 5.05 N N N N N N Ministry of Defence State of Israel 213800T8ZHTFZIBYPE21 46513JB34 400000 PA USD 423607.2 0.0320607946 Long DBT NUSS US N 2 2030-07-03 Fixed 2.75 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017BT5 300000 PA USD 371730.21 0.0281344744 Long DBT CORP US N 2 2042-06-01 Fixed 4.5 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CP2 200000 PA USD 232973.18 0.0176326212 Long DBT CORP US N 2 2047-05-04 Fixed 4.05 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CR8 400000 PA USD 425551.4 0.0322079418 Long DBT CORP US N 2 2027-05-04 Fixed 3.13 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CX5 90000 PA USD 115158.58 0.0087157999 Long DBT CORP US N 2 2048-11-16 Fixed 4.63 N N N N N N Ministry of Defence State of Israel 213800T8ZHTFZIBYPE21 46513JB59 300000 PA USD 380788.2 0.0288200301 Long DBT NUSS US N 2 2120-04-03 Fixed 4.5 N N N N N N Ministry of Defence State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 200000 PA USD 215897.2 0.0163402222 Long DBT NUSS US N 2 2050-01-15 Fixed 3.38 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAD3 300000 PA USD 279649.29 0.0211653118 Long DBT CORP US N 2 2031-01-15 Fixed 1.65 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAE1 100000 PA USD 92331.42 0.0069881218 Long DBT CORP US N 2 2040-12-21 Fixed 2.5 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CY3 595000 PA USD 665807.02 0.0503917358 Long DBT CORP US N 2 2028-11-16 Fixed 4.13 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAH6 400000 PA USD 534500 0.0404537381 Long DBT CORP US N 2 2036-11-21 Fixed 6.88 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAQ6 100000 PA USD 103550 0.0078372022 Long DBT CORP US N 2 2030-07-08 Fixed 3.75 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCK8 850000 PA USD 1095149.18 0.0828865820 Long DBT CORP US N 2 2046-08-21 Fixed 4.86 N N N N N N NewMarket Corporation 54930082CG88ERDREQ47 651587AG2 400000 PA USD 396972.16 0.0300449164 Long DBT CORP US N 2 2031-03-18 Fixed 2.7 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AS6 250000 PA USD 297255.48 0.0224978397 Long DBT CORP US N 2 2044-10-01 Fixed 4.15 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BC0 500000 PA USD 499365.35 0.0377945652 Long DBT CORP US N 2 2051-09-15 Fixed 2.85 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAN0 150000 PA USD 160710.81 0.0121634294 Long DBT CORP JP N 2 2027-01-11 Fixed 3.45 N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAX8 100000 PA USD 102380.58 0.0077486944 Long DBT CORP US N 2 2023-01-17 Fixed 3.1 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAY6 200000 PA USD 216951.5 0.0164200171 Long DBT CORP US N 2 2028-01-17 Fixed 3.54 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBP4 300000 PA USD 313507.83 0.0237279021 Long DBT CORP US N 2 2029-07-16 Fixed 3.04 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QT8 778000 PA USD 934207.77 0.0707056996 Long DBT UST US N 2 2041-11-15 Fixed 3.13 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDY7 300000 PA USD 333690.84 0.0252554572 Long DBT CORP US N 2 2027-03-16 Fixed 4.13 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEA8 180000 PA USD 211858.16 0.0160345267 Long DBT CORP US N 2 2033-08-10 Fixed 4.5 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEN0 223000 PA USD 236574.3 0.0179051726 Long DBT CORP US N 2 2025-02-15 Fixed 3.38 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VER1 400000 PA USD 454114.2 0.0343697229 Long DBT CORP US N 2 2028-09-21 Fixed 4.33 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RY6 2215000 PA USD 2577014.06 0.1950418183 Long DBT UST US N 2 2047-08-15 Fixed 2.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SF6 2266000 PA USD 2784347.5 0.2107338906 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEU4 982000 PA USD 1098931.55 0.0831728515 Long DBT CORP US N 2 2029-12-03 Fixed 4.02 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFR0 130000 PA USD 123144.37 0.0093202060 Long DBT CORP US N 2 2031-01-20 Fixed 1.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128283F5 1625000 PA USD 1705996.18 0.1291186579 Long DBT UST US N 2 2027-11-15 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285J5 1745000 PA USD 1866059.38 0.1412330728 Long DBT UST US N 2 2025-10-31 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Q29 1390000 PA USD 1406723.37 0.1064681362 Long DBT UST US N 2 2023-03-31 Fixed 1.5 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZP8 1400000 PA USD 1391906.32 0.1053467048 Long DBT UST US N 2 2023-05-15 Fixed 0.13 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFT6 180000 PA USD 170846.33 0.0129305382 Long DBT CORP US N 2 2040-11-20 Fixed 2.65 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFW9 232000 PA USD 220025.58 0.0166526795 Long DBT CORP US N 2 2056-10-30 Fixed 2.99 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAJ0 3900000 PA USD 3777515.82 0.2859020311 Long DBT UST US N 2 2025-08-31 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CAP6 2000000 PA USD 1980000 0.1498566912 Long DBT UST US N 2 2023-10-15 Fixed 0.13 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGC2 405000 PA USD 438636.42 0.0331982841 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGG3 325000 PA USD 323481.73 0.0244827786 Long DBT CORP US N 2 2026-03-20 Fixed 1.45 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBB6 3345000 PA USD 3200746.88 0.2422491600 Long DBT UST US N 2 2027-12-31 Fixed 0.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CBT7 1500000 PA USD 1471406.25 0.1113636727 Long DBT UST US N 2 2026-03-31 Fixed 0.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCW9 5250000 PA USD 5131875 0.3884069732 Long DBT UST US N 2 2026-08-31 Fixed 0.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CDH1 2815000 PA USD 2799605.33 0.2118886825 Long DBT UST US N 2 2024-11-15 Fixed 0.75 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGK4 215000 PA USD 225780.47 0.0170882395 Long DBT CORP US N 2 2041-03-22 Fixed 3.4 N N N N N N Wisconsin, State of 549300VTAT608CNZ5827 977100AC0 385000 PA USD 432999.07 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B1V7KEBTPIMZEU4LTD58 3138WF3G9 108166.58 PA USD 115301.66 0.0087266289 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31411DWE5 2783.24 PA USD 3192.81 0.0002416485 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 5.5 N N N N N N Jackson National Asset Management, LLC N/A 46628D411 3451517.5 NS USD 3451517.5 0.2612287839 Long STIV RF US N 1 N N 2022-02-28 JNL Series Trust Andrew Tedeschi Andrew Tedeschi Principal Financial Officer