0001752724-24-033496.txt : 20240222 0001752724-24-033496.hdr.sgml : 20240222 20240222123117 ACCESSION NUMBER: 0001752724-24-033496 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240222 DATE AS OF CHANGE: 20240222 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ULTRA SERIES FUND CENTRAL INDEX KEY: 0000732697 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04815 FILM NUMBER: 24663500 BUSINESS ADDRESS: STREET 1: 550 SCIENCE DRIVE CITY: MADISON STATE: WI ZIP: 53711 BUSINESS PHONE: 6082740300 MAIL ADDRESS: STREET 1: 550 SCIENCE DRIVE CITY: MADISON STATE: WI ZIP: 53711 0000732697 S000019978 Core Bond Fund C000056036 Core Bond Fund Class I C000074783 Core Bond Fund Class II NPORT-P 1 primary_doc.xml NPORT-P false 0000732697 XXXXXXXX S000019978 C000056036 C000074783 ULTRA SERIES FUND 811-04815 0000732697 254900JPNAJ16VJV5X45 550 SCIENCE DRIVE MADISON 53711 608-274-0300 Core Bond Fund S000019978 254900ZJ8847WPVD2X76 2023-12-31 2023-12-31 N 76478129.43 1488021.33 74990108.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4.00000000 USD N United States Treasury 254900HROIFWPRGM1V77 912810SE9 500000.00000000 PA USD 437636.72000000 0.583592597861 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYT9 357628.51000000 PA USD 326553.24000000 0.435461753921 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 12000.00000000 PA USD 9737.89000000 0.012985566025 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Bunker Hill Loan Depositary Trust N/A 12061RAA9 80180.82000000 PA USD 76091.57000000 0.101468809590 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.87900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SN9 1000000.00000000 PA USD 541953.12000000 0.722699478279 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYM0 104174.06000000 PA USD 100407.86000000 0.133894806320 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ84 306073.72000000 PA USD 308191.26000000 0.410975884431 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AV8 250000.00000000 PA USD 249086.93000000 0.332159715875 Long DBT CORP US N 2 2026-03-15 Fixed 4.87500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAS4 300000.00000000 PA USD 278678.56000000 0.371620427094 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DN6 250000.00000000 PA USD 271499.03000000 0.362046457698 Long DBT CORP US N 2 2031-10-30 Fixed 6.48900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286B1 2450000.00000000 PA USD 2309125.00000000 3.079239460384 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E9NZ5 134159.08000000 PA USD 125363.68000000 0.167173622196 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 1063548.61000000 PA USD 916485.87000000 1.222142350798 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LRR5 292712.29000000 PA USD 281530.12000000 0.375423008624 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAW4 250000.00000000 PA USD 248668.25000000 0.331601402238 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M8PL4 197151.48000000 PA USD 184814.27000000 0.246451531652 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBB3 250000.00000000 PA USD 261352.13000000 0.348515473069 Long DBT CORP US N 2 2028-09-29 Fixed 5.80300000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 300000.00000000 PA USD 300656.70000000 0.400928479258 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AN5 350000.00000000 PA USD 251914.99000000 0.335930959939 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 200000.00000000 PA USD 168850.46000000 0.225163643949 Long DBT US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPZ4 349674.47000000 PA USD 304602.31000000 0.406189986543 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 400000.00000000 PA USD 314565.49000000 0.419475978859 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N PSMC 2019-2 Trust N/A 69374XAA8 2500.06000000 PA USD 2455.92000000 0.003274991945 Long ABS-MBS CORP US N 2 2049-10-25 Variable 3.50000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCE8 109396.89000000 PA USD 105589.76000000 0.140804917708 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.86000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2M3 200000.00000000 PA USD 202900.03000000 0.270569059227 Long DBT CORP CA N 2 2028-01-10 Fixed 5.15600000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 300000.00000000 PA USD 289603.19000000 0.386188521843 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XVH97 132522.27000000 PA USD 123999.26000000 0.165354155556 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 680223AL8 250000.00000000 PA USD 183639.67000000 0.244885191731 Long DBT CORP US N 2 2051-06-11 Fixed 3.85000000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 85917PAB3 350000.00000000 PA USD 272288.43000000 0.363099129870 Long DBT CORP IE N 2 2051-03-15 Fixed 3.75000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BF9 125000.00000000 PA USD 111889.55000000 0.149205745710 Long DBT CORP US N 2 2034-11-01 Fixed 3.03100000 N N N N N N KKR GROUP FINAN CO VIII N/A 48252MAA3 250000.00000000 PA USD 178742.73000000 0.238355077127 Long DBT CORP US N 2 2050-08-25 Fixed 3.50000000 N N N N N N GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 38147UAD9 200000.00000000 PA USD 190518.53000000 0.254058214912 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 200000.00000000 PA USD 194418.32000000 0.259258620804 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9UD5 63565.08000000 PA USD 61378.76000000 0.081849141913 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 50000.00000000 PA USD 49568.72000000 0.066100344773 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 400000.00000000 PA USD 309393.76000000 0.412579429259 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GFX4 152855.57000000 PA USD 157750.41000000 0.210361625015 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 250000.00000000 PA USD 271345.00000000 0.361841057274 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FKDN7 214438.34000000 PA USD 195536.96000000 0.260750337550 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N EMPOWER FINANCE 2020 LP N/A 29248HAC7 125000.00000000 PA USD 86265.25000000 0.115035505596 Long DBT CORP US N 2 2051-09-17 Fixed 3.07500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP2R7 695025.00000000 PA USD 677099.12000000 0.902917914316 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AY5 125000.00000000 PA USD 121469.74000000 0.161981017333 Long DBT CORP US N 2 2025-01-10 Fixed 2.85000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAS8 125000.00000000 PA USD 111762.44000000 0.149036243354 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N LAD Auto Receivables Trust N/A 501683AA4 63294.21000000 PA USD 62523.00000000 0.083374996495 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EAC0 307815.89000000 PA USD 253402.97000000 0.337915194977 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 300000.00000000 PA USD 302574.43000000 0.403485789881 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AK6 200000.00000000 PA USD 190321.85000000 0.253795940320 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N CCG Receivables Trust N/A 12509DAB8 3373.66000000 PA USD 3366.51000000 0.004489272099 Long ABS-O CORP US N 2 2027-12-14 Fixed 0.54000000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AX6 250000.00000000 PA USD 273244.33000000 0.364373831326 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417C4N2 343027.06000000 PA USD 324567.18000000 0.432813324615 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 30292NAG8 450000.00000000 PA USD 439113.74000000 0.585562217638 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 3.71800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHH8 48275.34000000 PA USD 45270.27000000 0.060368322098 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810EZ7 2000000.00000000 PA USD 2155625.00000000 2.874545796260 Long DBT UST US N 2 2027-02-15 Fixed 6.62500000 N N N N N N LYB INT FINANCE III N/A 50249AAJ2 400000.00000000 PA USD 291902.96000000 0.389255286324 Long DBT CORP US N 2 2051-04-01 Fixed 3.62500000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 1443365.00000000 NS USD 1443365.00000000 1.924740524543 Long STIV RF US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKX21 325081.87000000 PA USD 299276.87000000 0.399088463242 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.00000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 550000.00000000 PA USD 479875.00000000 0.639917733363 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASR46 176854.55000000 PA USD 172598.76000000 0.230162036531 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 200000.00000000 PA USD 186212.29000000 0.248315804201 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 200000.00000000 PA USD 222444.58000000 0.296631896707 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFA7 150000.00000000 PA USD 147654.85000000 0.196899102749 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N Dell Equipment Finance Trust N/A 24703GAB0 100000.00000000 PA USD 100229.87000000 0.133657455015 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG3N7 175581.68000000 PA USD 167928.61000000 0.223934348482 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 225000.00000000 PA USD 215904.44000000 0.287910559766 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 750000.00000000 PA USD 478125.00000000 0.637584092241 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Towd Point Asset Funding, LLC N/A 89180DAA4 107765.33000000 PA USD 102019.27000000 0.136043636400 Long ABS-O CORP US N 2 2063-02-25 Variable 0.91800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334XEE5 187112.47000000 PA USD 168038.06000000 0.224080301065 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMKY6 248482.40000000 PA USD 235363.38000000 0.313859235522 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415SGU0 235025.16000000 PA USD 251906.28000000 0.335919345074 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DMR9 10644.11000000 PA USD 11103.37000000 0.014806446185 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46651GAC3 59101.29000000 PA USD 52085.78000000 0.069456867471 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.44800000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAD3 250000.00000000 PA USD 246296.57000000 0.328438745109 Long DBT CORP US N 2 2025-05-16 Fixed 4.00800000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 250000.00000000 PA USD 237274.09000000 0.316407184909 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 185375.83000000 PA USD 183834.06000000 0.245144412586 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AL9 250000.00000000 PA USD 207448.48000000 0.276634459205 Long DBT CORP US N 2 2031-08-15 Fixed 2.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BNK8 140000.70000000 PA USD 139112.71000000 0.185508080365 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MAJ8 350000.00000000 PA USD 334429.80000000 0.445965219244 Long ABS-O CORP US N 2 2026-06-25 Fixed 1.99000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBH3 275000.00000000 PA USD 200002.97000000 0.266705803028 Long DBT CORP US N 2 2051-12-15 Fixed 3.45000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AX2 500000.00000000 PA USD 378662.83000000 0.504950372247 Long DBT CORP US N 2 2036-08-15 Fixed 2.48700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEA38 692222.10000000 PA USD 574372.40000000 0.765930886823 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N PSMC Trust N/A 693652AB5 60948.46000000 PA USD 53633.66000000 0.071520979711 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.00000000 N N N N N N PSMC Trust N/A 693650AL7 167421.47000000 PA USD 145994.89000000 0.194685530797 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WLRX6 93536.48000000 PA USD 90435.16000000 0.120596118996 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAF6 250000.00000000 PA USD 247534.20000000 0.330089136116 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298HA65 23063.49000000 PA USD 23822.46000000 0.031767469875 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QS0 1000000.00000000 PA USD 954960.94000000 1.273449211096 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LJ3 650000.00000000 PA USD 624242.32000000 0.832432884571 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBTU3 181102.37000000 PA USD 166256.08000000 0.221704014319 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46653PAF4 465161.67000000 PA USD 406451.10000000 0.542006286293 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BA6 400000.00000000 PA USD 388821.76000000 0.518497398992 Long DBT US N 2 2035-04-15 Fixed 4.75000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AH5 450000.00000000 PA USD 456432.34000000 0.608656730286 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBE9 100000.00000000 PA USD 77324.09000000 0.103112386365 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DZ7 300000.00000000 PA USD 204857.65000000 0.273179563532 Long DBT CORP US N 2 2050-10-15 Fixed 3.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 150000.00000000 PA USD 117437.74000000 0.156604308188 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 350000.00000000 PA USD 321307.38000000 0.428466351284 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAF7 250000.00000000 PA USD 226983.03000000 0.302683961593 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N N Hillsboro School District No 1J N/A 939307HP2 800000.00000000 PA USD 775083.44000000 1.033580907719 Long DBT MUN US N 2 2034-06-30 Fixed 4.35500000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAK6 200000.00000000 PA USD 161853.33000000 0.215832906633 Long DBT CORP US N 2 2031-08-09 Fixed 2.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 250000.00000000 PA USD 229132.40000000 0.305550166289 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N VALERO ENERGY PARTNERS 549300WH1375KZXLJ231 91914JAB8 250000.00000000 PA USD 245678.59000000 0.327614663086 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 200000.00000000 PA USD 199642.12000000 0.266224606229 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBTG1 153728.84000000 PA USD 150126.47000000 0.200195030789 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 2.98200000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAM4 250000.00000000 PA USD 230046.83000000 0.306769567118 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNM25 438721.38000000 PA USD 386992.65000000 0.516058263956 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LGV2 200000.00000000 PA USD 203878.57000000 0.271873951332 Long DBT CORP CA N 2 2028-02-01 Fixed 5.20300000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LV28 527517.53000000 PA USD 487156.31000000 0.649627427327 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 200000.00000000 PA USD 182719.12000000 0.243657629825 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AF52 112481.63000000 PA USD 109552.72000000 0.146089561377 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 200000.00000000 PA USD 198133.61000000 0.264212994246 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 125000.00000000 PA USD 124292.54000000 0.165745247138 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKS43 235703.50000000 PA USD 201747.63000000 0.269032323211 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 300000.00000000 PA USD 306647.36000000 0.408917079558 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HAU4 2723.41000000 PA USD 2712.85000000 0.003617610467 Long ABS-O CORP US N 2 2028-02-25 Fixed 0.84000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AN3 300000.00000000 PA USD 282933.63000000 0.377294602139 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BR4 200000.00000000 PA USD 201113.09000000 0.268186158275 Long DBT US N 2 2030-03-15 Fixed 4.85000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 200000.00000000 PA USD 197229.43000000 0.263007261887 Long DBT CORP CH N 2 2027-08-05 Fixed 4.70300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESB7 221947.65000000 PA USD 220747.55000000 0.294368891568 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397SD27 167756.05000000 PA USD 164231.33000000 0.219003991541 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RM2 750000.00000000 PA USD 621269.54000000 0.828468655054 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 48128U2M0 39018.59000000 PA USD 38142.78000000 0.050863748521 Long ABS-O CORP US N 2 2028-12-26 Fixed 0.88900000 N N N N N N CIM Trust N/A 12564EAD4 281902.30000000 PA USD 247003.70000000 0.329381709479 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJ27 395436.20000000 PA USD 386039.38000000 0.514787069629 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JF86 73167.64000000 PA USD 75908.31000000 0.101224430692 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DA5 175000.00000000 PA USD 161327.61000000 0.215131854170 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEG7 250000.00000000 PA USD 258197.02000000 0.344308104817 Long DBT CORP US N 2 2030-04-06 Fixed 5.85000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788KAA4 325000.00000000 PA USD 268934.30000000 0.358626366615 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPCQ8 233184.51000000 PA USD 220901.70000000 0.294574452013 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 200000.00000000 PA USD 196676.81000000 0.262270338026 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AC1 150000.00000000 PA USD 142204.28000000 0.189630717441 Long DBT CORP US N 2 2028-07-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 700000.00000000 PA USD 582230.47000000 0.776409695560 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2E1 250000.00000000 PA USD 243312.42000000 0.324459353593 Long DBT CORP CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DF4 200000.00000000 PA USD 186382.37000000 0.248542607448 Long DBT CORP US N 2 2033-04-25 Fixed 4.33700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPMV7 285788.04000000 PA USD 290202.38000000 0.386987547228 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46591FAC8 14810.81000000 PA USD 13696.44000000 0.018264328918 Long ABS-MBS CORP US N 2 2049-11-25 Variable 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 3350000.00000000 PA USD 3215214.83000000 4.287518596069 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH3P0 474464.54000000 PA USD 460568.45000000 0.614172271075 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 100000.00000000 PA USD 101491.53000000 0.135339890248 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRP86 18584.04000000 PA USD 18503.44000000 0.024674507703 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N GCAT N/A 36167TAA7 153351.08000000 PA USD 125468.50000000 0.167313400632 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.87400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413KFC0 168098.82000000 PA USD 175726.36000000 0.234332719944 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AC8 150000.00000000 PA USD 146703.56000000 0.195630548771 Long DBT CORP US N 2 2028-05-15 Fixed 4.87500000 N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAF5 250000.00000000 PA USD 213298.76000000 0.284435861481 Long DBT CORP US N 2 2030-06-01 Fixed 2.20000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 200000.00000000 PA USD 205456.24000000 0.273977788811 Long DBT CORP US N 2 2029-06-08 Fixed 6.31200000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAT7 295000.00000000 PA USD 252903.92000000 0.337249707205 Long DBT CORP US N 2 2028-08-12 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389PM23 12552.46000000 PA USD 13128.79000000 0.017507362414 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 62000.00000000 PA USD 81744.41000000 0.109006923807 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 200000.00000000 PA USD 188333.44000000 0.251144377267 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust 549300DFASAA48I36408 81745CAB9 221892.41000000 PA USD 193130.38000000 0.257541140949 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJG9 241179.94000000 PA USD 245072.10000000 0.326805903084 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 250000.00000000 PA USD 245207.44000000 0.326986380220 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 200000.00000000 PA USD 195999.96000000 0.261367752315 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 250000.00000000 PA USD 240148.30000000 0.320239970423 Long DBT US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 231661.95000000 PA USD 229521.86000000 0.306069514787 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPKA1 366105.71000000 PA USD 377339.03000000 0.503185072752 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 150000.00000000 PA USD 131930.68000000 0.175930777195 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAS9 50000.00000000 PA USD 49692.88000000 0.066265913277 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAM3 300000.00000000 PA USD 278091.41000000 0.370837457160 Long DBT CORP KY N 2 2026-02-21 Fixed 2.12500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 150000.00000000 PA USD 153798.20000000 0.205091316570 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBG8 400000.00000000 PA USD 391300.98000000 0.521803461702 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSGY8 311545.31000000 PA USD 291514.86000000 0.388737751399 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAS7 125000.00000000 PA USD 109716.38000000 0.146307803495 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 200000.00000000 PA USD 172846.29000000 0.230492120066 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390FC49 1820.09000000 PA USD 1877.87000000 0.002504156944 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AMC23 476167.08000000 PA USD 30916.39000000 0.041227290883 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 3.50000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CC3 250000.00000000 PA USD 213447.37000000 0.284634034285 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAN1 125000.00000000 PA USD 113944.86000000 0.151946520530 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU64 375776.29000000 PA USD 323195.85000000 0.430984643426 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NJ3 77619.75000000 PA USD 80109.82000000 0.106827182984 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9EC5 285201.80000000 PA USD 273426.62000000 0.364616916721 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCV4 21699.33000000 PA USD 21530.41000000 0.028711000084 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BM1 225000.00000000 PA USD 191403.68000000 0.255238570592 Long DBT US N 2 2031-02-01 Fixed 3.37500000 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AB2 150000.00000000 PA USD 153790.71000000 0.205081328586 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KED7 78487.16000000 PA USD 78262.05000000 0.104363164666 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 6.08700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGP0 400000.00000000 PA USD 401640.62000000 0.535591466896 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDWT4 56274.32000000 PA USD 54321.69000000 0.072438474055 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6QT1 436257.00000000 PA USD 379806.77000000 0.506475826776 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 2.50000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABH4 275000.00000000 PA USD 273180.63000000 0.364288886789 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N John Deere Owner Trust N/A 477920AC6 250000.00000000 PA USD 252239.60000000 0.336363830364 Long ABS-O CORP US N 2 2028-03-15 Fixed 5.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGAK0 99932.00000000 PA USD 93376.58000000 0.124518529664 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 50000.00000000 PA USD 41362.25000000 0.055156941425 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 291836.55000000 PA USD 292618.93000000 0.390210038915 Long ABS-O CORP US N 2 2035-05-15 Fixed 5.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFY2 250000.00000000 PA USD 249833.99000000 0.333155927268 Long DBT UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 454632.17000000 PA USD 450851.46000000 0.601214575392 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSX8 270173.88000000 PA USD 229954.90000000 0.306646977616 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 150000.00000000 PA USD 150181.20000000 0.200268013748 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKF92 196510.96000000 PA USD 191824.11000000 0.255799217870 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N LAD Auto Receivables Trust N/A 501687AA5 118781.20000000 PA USD 118171.69000000 0.157583037275 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.21000000 N N N N N N CNH Equipment Trust N/A 12664QAC8 250000.00000000 PA USD 249700.05000000 0.332977317044 Long ABS-O CORP US N 2 2028-08-15 Fixed 4.81000000 N N N N N N Donlen Fleet Lease Funding 549300ZWUQETU54FDP26 257812AD9 65604.09000000 PA USD 64630.22000000 0.086184993777 Long ABS-O CORP US N 2 2034-12-11 Fixed 0.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPA56 713046.24000000 PA USD 675342.62000000 0.900575605384 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQ91 111377.77000000 PA USD 114785.37000000 0.153067348358 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 250000.00000000 PA USD 207447.89000000 0.276633672434 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCE3 225000.00000000 PA USD 208256.36000000 0.277711774628 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BXB7 220551.11000000 PA USD 211642.41000000 0.282227103497 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 300000.00000000 PA USD 267563.70000000 0.356798658888 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CT9 250000.00000000 PA USD 256396.20000000 0.341906694757 Long DBT CORP JP N 2 2031-02-22 Fixed 5.47500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMD4 633520.10000000 PA USD 567819.92000000 0.757193094378 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMFR2 341186.25000000 PA USD 345385.05000000 0.460574146045 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374GAB7 217706.92000000 PA USD 218362.94000000 0.291188992165 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJWP1 232268.03000000 PA USD 212945.74000000 0.283965106059 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQFQ4 384062.69000000 PA USD 382653.31000000 0.510271714090 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PQ4F5 8757.33000000 PA USD 8719.35000000 0.011627333552 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5A37 705932.13000000 PA USD 650741.95000000 0.867770385304 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L7SJ7 159424.73000000 PA USD 147782.83000000 0.197069765258 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9S65 88365.77000000 PA USD 83276.08000000 0.111049419863 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410QK75 58970.45000000 PA USD 60979.83000000 0.081317165083 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N J.P. Morgan Wealth Management N/A 46652HAC0 133133.31000000 PA USD 113419.40000000 0.151245814779 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKQB9 446965.12000000 PA USD 414341.82000000 0.552528634106 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 166666.67000000 PA USD 165467.40000000 0.220652302273 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARZG6 12422.52000000 PA USD 12321.71000000 0.016431113799 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.00000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAK6 300000.00000000 PA USD 244380.59000000 0.325883768128 Long DBT CORP US N 2 2050-05-01 Fixed 3.80000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZW7 200000.00000000 PA USD 202320.15000000 0.269795783905 Long DBT CORP CA N 2 2028-01-12 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HDJ0 4915.20000000 PA USD 5182.07000000 0.006910338084 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETSG2 103969.37000000 PA USD 101662.93000000 0.135568453727 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411AVB8 206117.35000000 PA USD 215466.32000000 0.287326322710 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Santander Revolving Auto Loan Trust N/A 80286JAC9 300000.00000000 PA USD 290396.94000000 0.387246994780 Long ABS-O CORP US N 2 2032-01-26 Fixed 3.00000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BD2 200000.00000000 PA USD 160639.98000000 0.214214893230 Long DBT CORP US N 2 2031-05-15 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNB51 678519.23000000 PA USD 631501.53000000 0.842113107982 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 250000.00000000 PA USD 219976.39000000 0.293340542604 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DAP6 12896.13000000 PA USD 13212.61000000 0.017619137156 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5A29 716992.14000000 PA USD 660940.06000000 0.881369658940 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388K3Y6 11220.90000000 PA USD 11577.13000000 0.015438209509 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397SHK3 107870.24000000 PA USD 104243.42000000 0.139009560915 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAN34 1291530.91000000 PA USD 199589.70000000 0.266154703676 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 200000.00000000 PA USD 202642.58000000 0.270225747280 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 300000.00000000 PA USD 267705.00000000 0.356987083740 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BSRG0 11206804.77000000 PA USD 72036.22000000 0.096060963005 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 0.29900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY89 391340.22000000 PA USD 344296.86000000 0.459123034655 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379LH33 45588.34000000 PA USD 297.61000000 0.000396865676 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0EL2 443723.70000000 PA USD 455195.36000000 0.607007206061 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 225000.00000000 PA USD 213997.50000000 0.285367637708 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N JPMorgan Chase Bank, NA - CACLN N/A 46591HBR0 28163.22000000 PA USD 27657.01000000 0.036880877626 Long ABS-O CORP US N 2 2028-09-25 Fixed 0.87500000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAE4 250000.00000000 PA USD 238792.35000000 0.318431798606 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPD21 325985.46000000 PA USD 317858.42000000 0.423867131350 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 400000.00000000 PA USD 385343.75000000 0.513859440616 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410YYU2 50034.48000000 PA USD 51053.22000000 0.068079939199 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUS22 421503.25000000 PA USD 398905.94000000 0.531944745923 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394FHV0 160089.96000000 PA USD 162928.63000000 0.217266829089 Long ABS-MBS USGSE US N 2 2035-09-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ET4J2 117728.80000000 PA USD 113741.38000000 0.151675178075 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CNQ3 37257.90000000 PA USD 36197.86000000 0.048270179783 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AE0 300000.00000000 PA USD 244181.09000000 0.325617733040 Long DBT CORP US N 2 2031-02-10 Fixed 1.80000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002JAA4 7709.10000000 PA USD 7198.91000000 0.009599812805 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 200000.00000000 PA USD 211359.19000000 0.281849427017 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AR5 225000.00000000 PA USD 167141.14000000 0.222884249982 Long DBT CORP US N 2 2049-09-30 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YT81 167842.25000000 PA USD 167813.90000000 0.223781381640 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Woodward Capital Management N/A 74939KAE6 269900.06000000 PA USD 233922.89000000 0.311938328836 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAV0 34495.85000000 PA USD 33336.96000000 0.044455143277 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAJ4 400000.00000000 PA USD 341125.44000000 0.454893916868 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 150000.00000000 PA USD 147807.15000000 0.197102196202 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPHX8 685982.74000000 PA USD 632202.15000000 0.843047391206 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X88 1650000.00000000 PA USD 1568144.52000000 2.091135163999 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 350000.00000000 PA USD 363898.76000000 0.485262348888 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RS9 500000.00000000 PA USD 375996.10000000 0.501394263225 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 30313WAE8 150000.00000000 PA USD 135769.19000000 0.181049465642 Long ABS-MBS USGSE US N 2 2053-03-25 Variable 3.56200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PX0 2000000.00000000 PA USD 2131875.00000000 2.842874952463 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AY8 400000.00000000 PA USD 376961.76000000 0.502681979731 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5LP2 194582.54000000 PA USD 183560.35000000 0.244779417780 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEG4 300000.00000000 PA USD 281619.64000000 0.375542384369 Long DBT CORP US N 2 2028-04-30 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARDX1 365001.68000000 PA USD 11618.81000000 0.015493790173 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAD3 200000.00000000 PA USD 162570.74000000 0.216789579477 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBFD3 279858.16000000 PA USD 272570.19000000 0.363474859426 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 125000.00000000 PA USD 131071.93000000 0.174785626159 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM3K8 352933.02000000 PA USD 293158.78000000 0.390929933864 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BG1 300000.00000000 PA USD 222232.83000000 0.296349526131 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3H5 250000.00000000 PA USD 234175.54000000 0.312275239939 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 250000.00000000 PA USD 201468.86000000 0.268660580847 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 328529.73000000 NS USD 328529.73000000 0.438097421545 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 230000.00000000 PA USD 233593.75000000 0.311499417614 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPB49 230159.45000000 PA USD 232432.22000000 0.309950506658 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY6U2 212644.04000000 PA USD 204012.12000000 0.272052041487 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.15500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPSX7 289529.27000000 PA USD 286846.87000000 0.382512943730 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 225000.00000000 PA USD 189124.40000000 0.252199129714 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BM37 387140.23000000 PA USD 378634.53000000 0.504912633937 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.00000000 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 892356AA4 200000.00000000 PA USD 164037.96000000 0.218746130864 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4NV4 544218.32000000 PA USD 496954.39000000 0.662693257272 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 125000.00000000 PA USD 130189.42000000 0.173608790943 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AH3 150000.00000000 PA USD 134789.61000000 0.179743186688 Long DBT CORP US N 2 2029-11-15 Fixed 3.00000000 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166CA0 250000.00000000 PA USD 222341.74000000 0.296494758620 Long DBT US N 2 2033-03-09 Fixed 3.37500000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAJ0 75000.00000000 PA USD 70930.18000000 0.094586048476 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFV5 231393.48000000 PA USD 213249.21000000 0.284369786099 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N BELROSE FUNDING TRUST N/A 080807AA8 200000.00000000 PA USD 159979.48000000 0.213334110395 Long DBT CORP US N 2 2030-08-15 Fixed 2.33000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBA1 200000.00000000 PA USD 232328.78000000 0.309812568465 Long DBT CORP US N 2 2054-03-15 Fixed 6.20000000 N N N N N N LAD Auto Receivables Trust N/A 505713AB3 153173.77000000 PA USD 153281.88000000 0.204402799093 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.93000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAQ0 150000.00000000 PA USD 150215.10000000 0.200313219711 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AG6 200000.00000000 PA USD 199455.12000000 0.265975240006 Long DBT CORP US N 2 2025-05-01 Fixed 5.37500000 N N N N N N 2024-01-16 ULTRA SERIES FUND Greg Hoppe Greg Hoppe Chief Financial Officer