0001752724-20-166882.txt : 20200824 0001752724-20-166882.hdr.sgml : 20200824 20200824142017 ACCESSION NUMBER: 0001752724-20-166882 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200824 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST CENTRAL INDEX KEY: 0000887340 IRS NUMBER: 133186036 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03833-01 FILM NUMBER: 201126838 BUSINESS ADDRESS: STREET 1: 51 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2125767000 MAIL ADDRESS: STREET 1: 51 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 FORMER COMPANY: FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC DATE OF NAME CHANGE: 20010518 FORMER COMPANY: FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC DATE OF NAME CHANGE: 19920929 0000887340 S000057212 MainStay VP Indexed Bond Portfolio C000182232 Initial Class C000182233 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0000887340 XXXXXXXX S000057212 C000182233 C000182232 MAINSTAY VP FUNDS TRUST 811-03833-01 0000887340 549300AG6K4RXYNOVN04 51 MADISON AVE NEW YORK 10010 212-576-7000 MainStay VP Indexed Bond Portfolio S000057212 549300R9H825LXJSNU29 2020-12-31 2020-06-30 N 851112579.97 57875302.80 793237277.17 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 293263.45000000 USD N CFCRE Commercial Mortgage Trust N/A CFCRE Commercial Mortgage Trust 2017-C8 12532CAZ8 200000.00000000 PA USD 217424.22000000 0.027409733034 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285U0 150000.00000000 PA USD 162679.69000000 0.020508326409 Long DBT UST US N 2 2023-12-31 Fixed 2.63000000 N N N N N N Chevron Corp N/A Chevron Corp 166764AH3 535000.00000000 PA USD 573249.83000000 0.072267131979 Long DBT CORP US N 2 2023-06-24 Fixed 3.19000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZJL46M82UL2Z22 Wells Fargo Commercial Mortgage Trust 2015-SG1 94989QAV2 300000.00000000 PA USD 325849.20000000 0.041078402311 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.79000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36178WQS1 273591.60000000 PA USD 291782.46000000 0.036783755428 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 Applied Materials Inc 038222AK1 285000.00000000 PA USD 397188.90000000 0.050071890395 Long DBT CORP US N 2 2035-10-01 Fixed 5.10000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123BL4 335000.00000000 PA USD 453340.01000000 0.057150618490 Long DBT CORP US N 2 2035-09-15 Fixed 5.30000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KB6 810000.00000000 PA USD 815654.22000000 0.102826007233 Long DBT CORP US N 2 2020-10-26 Fixed 2.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SJS7 280110.04000000 PA USD 298098.07000000 0.037579937123 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N iShares Short-Term Corporate Bond ETF 549300T14S5IX7V5T008 iShares Short-Term Corporate Bond ETF 464288646 54601.00000000 NS USD 2987220.71000000 0.376586022363 Long EC RF US N 1 N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AY0 975000.00000000 PA USD 1117431.09000000 0.140869714795 Long DBT CORP US N 2 2025-07-23 Fixed 4.91000000 N N N N N N iShares Long-Term Corporate Bond ETF 5493002XJCHL78PKW767 iShares Long-Term Corporate Bond ETF 464289511 297696.00000000 NS USD 20850627.84000000 2.628548662562 Long EC RF US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBC8 2280000.00000000 PA USD 2491258.53000000 0.314062210854 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796UB3 39000000.00000000 PA USD 38999927.07000000 4.916552485926 Long STIV UST US N 2 2020-07-02 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617H2CP8 177671.87000000 PA USD 187890.42000000 0.023686534333 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMYD9 53540.52000000 PA USD 56254.34000000 0.007091741855 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZU7 15450000.00000000 PA USD 15482589.92000000 1.951823289903 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284B3 150000.00000000 PA USD 152314.45000000 0.019201625337 Long DBT UST US N 2 2021-03-15 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179T7L3 428526.57000000 PA USD 458671.22000000 0.057822701126 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132Y0M80 675296.58000000 PA USD 727443.53000000 0.091705666253 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp 3137EAEK1 400000.00000000 PA USD 402573.16000000 0.050750660815 Long DBT USGSE US N 2 2020-11-17 Fixed 1.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3A6 658585.13000000 PA USD 695691.68000000 0.087702847561 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJX96 415850.83000000 PA USD 448317.44000000 0.056517444767 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J55X3 260526.85000000 PA USD 285956.86000000 0.036049347178 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YM6 3100000.00000000 PA USD 3267714.84000000 0.411946706748 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216BZ2 390000.00000000 PA USD 423755.50000000 0.053421026998 Long DBT CORP US N 2 2026-09-01 Fixed 2.25000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 CenterPoint Energy Houston Electric LLC 15189XAT5 325000.00000000 PA USD 412622.29000000 0.052017511263 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ4C1 99816.66000000 PA USD 107284.94000000 0.013524949354 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YDU6 730000.00000000 PA USD 788924.18000000 0.099456266454 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJY46 208959.83000000 PA USD 227599.41000000 0.028692475322 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967ME8 300000.00000000 PA USD 344751.06000000 0.043461278223 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3M0 454084.19000000 PA USD 478698.61000000 0.060347467747 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BEA0 600000.00000000 PA USD 610046.62000000 0.076905944483 Long DBT CORP US N 2 2021-04-21 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J6GR2 552954.23000000 PA USD 586326.83000000 0.073915692930 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJYT1 999334.76000000 PA USD 1058852.89000000 0.133485013939 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 Public Service Electric and Gas Co 74456QCD6 500000.00000000 PA USD 517792.93000000 0.065275919942 Long DBT CORP US N 2 2050-05-01 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WKLS2 278778.41000000 PA USD 293058.03000000 0.036944561032 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828TY6 8000000.00000000 PA USD 8275000.00000000 1.043193535926 Long DBT UST US N 2 2022-11-15 Fixed 1.63000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122BM9 660000.00000000 PA USD 726838.42000000 0.091629382647 Long DBT CORP US N 2 2024-05-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828XW5 1925000.00000000 PA USD 1985607.43000000 0.250316959016 Long DBT UST US N 2 2022-06-30 Fixed 1.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AJ6 230000.00000000 PA USD 235341.03000000 0.029668427943 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q9SE4 564774.24000000 PA USD 598329.94000000 0.075428873203 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZH6 850000.00000000 PA USD 851792.97000000 0.107381863474 Long DBT UST US N 2 2023-04-15 Fixed 0.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZQ6 333297.42000000 PA USD 352297.22000000 0.044412590045 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TG41 665534.97000000 PA USD 708265.50000000 0.089287974781 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DJ6 1285000.00000000 PA USD 1480456.54000000 0.186634766495 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FLUD8 168646.17000000 PA USD 178391.41000000 0.022489035139 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 Cisco Systems Inc 17275RBC5 535000.00000000 PA USD 602860.57000000 0.076000030173 Long DBT CORP US N 2 2026-02-28 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ERRV4 280484.79000000 PA USD 301542.89000000 0.038014210713 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Y79 1425000.00000000 PA USD 1609303.71000000 0.202877973125 Long DBT UST US N 2 2025-07-31 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FPFH7 69060.61000000 PA USD 73088.20000000 0.009213913932 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G0Q22 1650000.00000000 PA USD 1775927.08000000 0.223883462251 Long DBT USGSE US N 2 2026-09-24 Fixed 1.88000000 N N N N N N CANADIAN NATL RAILWAY 3SU7BEP7TH9YEQOZCS77 Canadian National Railway Co 136375BL5 285000.00000000 PA USD 422848.62000000 0.053306700551 Long DBT CORP CA N 2 2034-08-01 Fixed 6.25000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AG5 225000.00000000 PA USD 258643.52000000 0.032606072286 Long DBT CORP US N 2 2025-11-15 Fixed 4.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TLV5 117709.13000000 PA USD 130162.80000000 0.016409062426 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 Federal Home Loan Banks 3130AFFX0 2200000.00000000 PA USD 2621796.45000000 0.330518563040 Long DBT USGSE US N 2 2028-11-16 Fixed 3.25000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AR6 430000.00000000 PA USD 525321.99000000 0.066225076042 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJYD6 142572.08000000 PA USD 153911.95000000 0.019403015267 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RJE0 1037195.79000000 PA USD 1110576.86000000 0.140005631601 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJA8 670000.00000000 PA USD 839551.15000000 0.105838590061 Long DBT CORP US N 2 2051-03-20 Fixed 4.08000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 FedEx Corp 31428XBC9 655000.00000000 PA USD 709675.18000000 0.089465687055 Long DBT CORP US N 2 2025-02-01 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617G1UT3 55414.21000000 PA USD 60664.86000000 0.007647757076 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P8GQ8 110994.05000000 PA USD 120450.19000000 0.015184635602 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N CFCRE Commercial Mortgage Trust N/A CFCRE Commercial Mortgage Trust 2016-C6 12532AAZ2 300000.00000000 PA USD 318471.99000000 0.040148389286 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.22000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122BH0 205000.00000000 PA USD 217674.04000000 0.027441226763 Long DBT CORP US N 2 2022-08-15 Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ER2Y5 175485.59000000 PA USD 185622.88000000 0.023400675351 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.00000000 N N N N N N BARRICK NA FINANCE LLC N/A Barrick North America Finance LLC 06849RAG7 125000.00000000 PA USD 168031.85000000 0.021183050120 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DFJ6 1877090.80000000 PA USD 1972239.84000000 0.248631764638 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J7XC4 614602.62000000 PA USD 647744.08000000 0.081658300566 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAN4 285000.00000000 PA USD 343035.99000000 0.043245066750 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ4W7 820112.91000000 PA USD 868306.33000000 0.109463631499 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ2T6 141100.05000000 PA USD 150147.54000000 0.018928452346 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31416CKH8 163641.44000000 PA USD 187210.94000000 0.023600875222 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N NSTAR ELEC CO N/A NSTAR ELEC CO 67021JG14 20000000.00000000 PA USD 20000000.00000000 2.521313681998 Long STIV CORP US N 2 2020-07-01 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J8GH0 920815.86000000 PA USD 994852.59000000 0.125416772336 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GEU9 1085000.00000000 PA USD 1157995.15000000 0.145983450769 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WMNN0 120893.48000000 PA USD 129313.14000000 0.016301949457 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JACX4 1264954.75000000 PA USD 1329184.40000000 0.167564540680 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 ERP Operating LP 26884AAZ6 300000.00000000 PA USD 314302.67000000 0.039622781107 Long DBT US N 2 2021-12-15 Fixed 4.63000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 European Investment Bank 298785HM1 745000.00000000 PA USD 831218.63000000 0.104788145227 Long DBT NUSS XX N 2 2027-05-24 Fixed 2.38000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406FAB9 120000.00000000 PA USD 121535.62000000 0.015321471077 Long DBT CORP US N 2 2021-05-03 Fixed 2.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030674 12700000.00000000 PA USD 13455550.69000000 1.696283202676 Long ABS-MBS USGA US N 2 2050-07-21 Fixed 3.00000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 Prologis LP 74340XBE0 230000.00000000 PA USD 264002.97000000 0.033281715017 Long DBT CORP US N 2 2025-11-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZH0 151390.11000000 PA USD 160271.92000000 0.020204789236 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CA0 1455000.00000000 PA USD 1983629.77000000 0.250067643956 Long DBT CORP US N 2 2047-02-06 Fixed 4.25000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933YAT2 285000.00000000 PA USD 340370.93000000 0.042909094138 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N ROYAL BANK OF CANADA 549300LCO2FLSSVFFR64 RBC CAPITAL MARKETS TRIPARTY A REPO 000000000 4328000.00000000 PA USD 4328000.00000000 0.545612280784 Long RA CORP US N 2 Repurchase Y 0.07000000 2020-07-01 4241700.00000000 USD 4414619.92000000 USD UST N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229AV8 175000.00000000 PA USD 180215.00000000 0.022718927260 Long DBT CORP US N 2 2023-04-01 Fixed 4.35000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2014-GC22 36253BAU7 300000.00000000 PA USD 324406.98000000 0.040896587860 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.86000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMWB5 229711.96000000 PA USD 241760.10000000 0.030477652394 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29273RBD0 3180000.00000000 PA USD 3374400.05000000 0.425396050730 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 Texas Instruments Inc 882508BB9 400000.00000000 PA USD 429663.87000000 0.054165869704 Long DBT CORP US N 2 2024-05-15 Fixed 2.63000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CJ7 400000.00000000 PA USD 400359.60000000 0.050471606859 Long DBT CORP US N 2 2020-07-20 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EJWY0 201912.08000000 PA USD 211709.93000000 0.026689357156 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FPFY0 123649.32000000 PA USD 135454.16000000 0.017076121344 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FUJD1 57919.22000000 PA USD 63569.25000000 0.008013900988 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 5.00000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 Truist Financial Corp 05531FAV5 930000.00000000 PA USD 941963.76000000 0.118749305801 Long DBT CORP US N 2 2021-05-10 Fixed 2.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GYKE8 233249.04000000 PA USD 247518.86000000 0.031203634413 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZN3 1300000.00000000 PA USD 1301929.69000000 0.164128657019 Long DBT UST US N 2 2027-04-30 Fixed 0.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBU6 450000.00000000 PA USD 536755.11000000 0.067666400136 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140AS9 1660000.00000000 PA USD 1886048.29000000 0.237765967924 Long DBT CORP US N 2 2025-07-29 Fixed 3.70000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GAW2 515000.00000000 PA USD 619626.30000000 0.078113613395 Long DBT CORP US N 2 2046-03-01 Fixed 4.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617AUEF3 164554.05000000 PA USD 174248.25000000 0.021966724839 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WENC9 855347.63000000 PA USD 938607.51000000 0.118326197849 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M9R95 197873.03000000 PA USD 215245.21000000 0.027135034647 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3U2 162093.47000000 PA USD 174449.99000000 0.021992157330 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2015-GC35 17324KAP3 300000.00000000 PA USD 332498.49000000 0.041916649604 Long ABS-MBS CORP US N 2 2048-11-10 Fixed 3.82000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 036752AD5 330000.00000000 PA USD 410614.75000000 0.051764429360 Long DBT CORP US N 2 2047-12-01 Fixed 4.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31294UAJ2 181235.32000000 PA USD 190648.21000000 0.024034197016 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJY38 26220.16000000 PA USD 28519.72000000 0.003595358012 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 Eaton Corp 278062AD6 285000.00000000 PA USD 337002.73000000 0.042484479700 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200HG9 300000.00000000 PA USD 308793.19000000 0.038928224742 Long DBT CORP US N 2 2022-08-01 Fixed 1.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3L2 114813.93000000 PA USD 123644.96000000 0.015587386467 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 Panama Government International Bond 698299BE3 975000.00000000 PA USD 1054462.50000000 0.132931536420 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 Ohio Power Co 677415CF6 215000.00000000 PA USD 299428.94000000 0.037747714160 Long DBT CORP US N 2 2033-02-15 Fixed 6.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417YPL5 36310.76000000 PA USD 41731.07000000 0.005260855887 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TZ57 107155.06000000 PA USD 114570.44000000 0.014443400896 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BB4 1625000.00000000 PA USD 1804099.70000000 0.227435062864 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NAJ4 285000.00000000 PA USD 324124.81000000 0.040861015906 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FQ4 750000.00000000 PA USD 877154.13000000 0.110579035459 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M7CZ7 65785.87000000 PA USD 75410.45000000 0.009506669967 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 Equinor ASA 85771PAC6 460000.00000000 PA USD 621697.10000000 0.078374670214 Long DBT CORP NO N 2 2040-08-17 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q8KD6 345579.82000000 PA USD 365579.81000000 0.046087068840 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJQ68 59287.16000000 PA USD 64551.56000000 0.008137736571 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179QPG0 392966.77000000 PA USD 421233.66000000 0.053103109513 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 3.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523BQ2 405000.00000000 PA USD 425615.08000000 0.053655456223 Long DBT CORP US N 2 2022-02-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZ80 641425.16000000 PA USD 674061.56000000 0.084976031686 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3E8 65633.36000000 PA USD 69412.35000000 0.008750515387 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284R8 300000.00000000 PA USD 337839.84000000 0.042590010545 Long DBT UST US N 2 2025-05-31 Fixed 2.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ2G4 62771.03000000 PA USD 66258.73000000 0.008352952125 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 Waste Management Inc 94106LBE8 330000.00000000 PA USD 369399.97000000 0.046568659924 Long DBT CORP US N 2 2027-11-15 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DFT4 1439654.44000000 PA USD 1546728.78000000 0.194989421767 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 GE Capital International Funding Co Unlimited Co 36164Q6M5 1875000.00000000 PA USD 1967384.63000000 0.248019689268 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BB4 330000.00000000 PA USD 418570.90000000 0.052767426852 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TQR9 323755.61000000 PA USD 348732.96000000 0.043963259170 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) SEP20 XCBT 20200930 000000000 130.00000000 NC USD 30251.78000000 0.003813711340 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU0 Comdty 2020-09-30 16316232.66000000 USD 30251.78000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GEC9 500000.00000000 PA USD 500000.00000000 0.063032842049 Long DBT CORP US N 2 2020-07-01 Fixed 5.63000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31307SAD5 60291.23000000 PA USD 63887.30000000 0.008053996179 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 General Mills Inc 370334BM5 230000.00000000 PA USD 237016.39000000 0.029879633348 Long DBT CORP US N 2 2021-12-15 Fixed 3.15000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BF2 1060000.00000000 PA USD 1312498.25000000 0.165460989766 Long DBT CORP US N 2 2037-08-22 Fixed 3.88000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818EH7 1905000.00000000 PA USD 2072875.32000000 0.261318445269 Long DBT CORP US N 2 2026-03-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J6GL5 64703.50000000 PA USD 69020.96000000 0.008701174539 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 Province of Quebec Canada 748149AJ0 850000.00000000 PA USD 932234.70000000 0.117522805197 Long DBT NUSS CA N 2 2026-04-20 Fixed 2.50000000 N N N N N N iShares Intermediate-Term Corporate Bond ETF 549300ZJOCMXQZ0RKQ84 iShares Intermediate-Term Corporate Bond ETF 464288638 197918.00000000 NS USD 11950288.84000000 1.506521337806 Long EC RF US N 1 N N N Freddie Mac N/A Freddie Mac Gold Pool 31307TD57 323177.72000000 PA USD 338823.16000000 0.042713973454 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP20 XCBT 20200921 000000000 87.00000000 NC USD 21596.01000000 0.002722515774 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYU0 Comdty 2020-09-21 12086357.12000000 USD 21596.01000000 N N N Medtronic Inc D56MRZY2INAN94ZONZ37 Medtronic Inc 585055BU9 449000.00000000 PA USD 604707.66000000 0.076232884838 Long DBT CORP US N 2 2045-03-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UD82 363964.99000000 PA USD 385886.36000000 0.048647027958 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N Benchmark Mortgage Trust N/A BENCHMARK 2018-B1 Mortgage Trust 08162PAX9 800000.00000000 PA USD 906091.68000000 0.114227067496 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.67000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QBC1 570000.00000000 PA USD 575679.22000000 0.072573394691 Long DBT CORP CA N 2 2020-12-14 Fixed 2.50000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 Truist Financial Corp 05531FAX1 330000.00000000 PA USD 342114.34000000 0.043128878312 Long DBT CORP US N 2 2022-04-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZJ6 306745.94000000 PA USD 330299.09000000 0.041639380738 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q8SL0 313026.24000000 PA USD 332809.63000000 0.041955873680 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 2.50000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 Philippine Government International Bond 718286BW6 600000.00000000 PA USD 771401.65000000 0.097247276723 Long DBT NUSS PH N 2 2037-01-13 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CYX6 154579.67000000 PA USD 162915.13000000 0.020538007313 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UCB6 373098.13000000 PA USD 398635.75000000 0.050254288530 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CFE9 257318.11000000 PA USD 273061.49000000 0.034423683538 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LBA8 1081000.00000000 PA USD 1223017.15000000 0.154180493680 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 ConocoPhillips Co 20826FAR7 815000.00000000 PA USD 1188077.22000000 0.149775767502 Long DBT CORP US N 2 2046-03-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HNVR0 139528.21000000 PA USD 153518.27000000 0.019353385729 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TXV2 259543.17000000 PA USD 277572.20000000 0.034992329280 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 Realty Income Corp 756109AT1 175000.00000000 PA USD 219199.38000000 0.027633519793 Long DBT US N 2 2047-03-15 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EM4D0 932376.49000000 PA USD 997248.23000000 0.125718780332 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DL1 350000.00000000 PA USD 418231.29000000 0.052724613685 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WKQ84 68561.07000000 PA USD 72468.87000000 0.009135837672 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587CU9 230000.00000000 PA USD 243048.34000000 0.030640055251 Long DBT CORP US N 2 2023-07-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GSDM1 87581.68000000 PA USD 94833.42000000 0.011955239967 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SQW0 665814.55000000 PA USD 712098.14000000 0.089771139165 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YS3 5600000.00000000 PA USD 6182750.00000000 0.779432608368 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CPF5 4807601.78000000 PA USD 5116719.42000000 0.645042734029 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128283L2 1875000.00000000 PA USD 1889501.96000000 0.238201357195 Long DBT UST US N 2 2020-12-15 Fixed 1.88000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 Ecolab Inc 278865AV2 285000.00000000 PA USD 316370.47000000 0.039883459729 Long DBT CORP US N 2 2026-11-01 Fixed 2.70000000 N N N N N N Benchmark Mortgage Trust N/A BENCHMARK 2018-B6 Mortgage Trust 08162CAC4 900000.00000000 PA USD 1048334.76000000 0.132159038685 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UV82 2475333.02000000 PA USD 2614450.30000000 0.329592465614 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FVCH7 428214.06000000 PA USD 464882.00000000 0.058605667355 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHMS8 56715.27000000 PA USD 61433.47000000 0.007744652422 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282S8 700000.00000000 PA USD 721984.38000000 0.091017454774 Long DBT UST US N 2 2022-08-31 Fixed 1.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417Y3B1 12624.66000000 PA USD 13258.27000000 0.001671412877 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2016-GS3 36251PAD6 300000.00000000 PA USD 320150.67000000 0.040360013228 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.85000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142DP5 90000.00000000 PA USD 98911.54000000 0.012469350955 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TXW0 136906.24000000 PA USD 147754.51000000 0.018626773381 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371NH81 64122.76000000 PA USD 70639.60000000 0.008905229498 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ4S6 352864.89000000 PA USD 379655.03000000 0.047861471078 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAP6 750000.00000000 PA USD 815011.31000000 0.102744958344 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZ98 148794.07000000 PA USD 157521.55000000 0.019858061961 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EJ8 95000.00000000 PA USD 117940.45000000 0.014868243512 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GUMA2 716339.28000000 PA USD 758778.38000000 0.095655915554 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ERTF7 99225.63000000 PA USD 107178.05000000 0.013511474193 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132M9GP3 188911.37000000 PA USD 206498.23000000 0.026032340630 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523AK6 250000.00000000 PA USD 329528.43000000 0.041542226958 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N FIBRIA OVERSEAS FINANCE 549300WABWKSHESAMG92 Fibria Overseas Finance Ltd 31572UAF3 530000.00000000 PA USD 571080.30000000 0.071993628695 Long DBT CORP KY N 2 2027-01-17 Fixed 5.50000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759AQ3 330000.00000000 PA USD 361560.79000000 0.045580408335 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448DF2 285000.00000000 PA USD 314885.01000000 0.039696194198 Long DBT CORP US N 2 2026-02-24 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YQ7 900000.00000000 PA USD 966691.40000000 0.121866612654 Long DBT UST US N 2 2026-10-31 Fixed 1.63000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 927804FL3 465000.00000000 PA USD 553241.49000000 0.069744766909 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SUV7 768272.15000000 PA USD 817069.60000000 0.103004438081 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SUU9 1038735.51000000 PA USD 1104012.01000000 0.139178029295 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128287F1 4273600.00000000 PA USD 4346384.75000000 0.547929966870 Long DBT UST US N 2 2021-07-31 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WGC93 281743.09000000 PA USD 299498.49000000 0.037756482028 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285K2 5300000.00000000 PA USD 5772031.25000000 0.727655068177 Long DBT UST US N 2 2023-10-31 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJXN3 245615.74000000 PA USD 259768.76000000 0.032747926437 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286X3 5645000.00000000 PA USD 6216335.76000000 0.783666620179 Long DBT UST US N 2 2026-05-31 Fixed 2.13000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 494550AT3 330000.00000000 PA USD 381300.67000000 0.048068929811 Long DBT CORP US N 2 2035-03-15 Fixed 5.80000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMXT5 180280.08000000 PA USD 189796.22000000 0.023926790313 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282Z2 2450000.00000000 PA USD 2460172.03000000 0.310143269965 Long DBT UST US N 2 2020-10-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284T4 925000.00000000 PA USD 946607.43000000 0.119334713237 Long DBT UST US N 2 2021-06-15 Fixed 2.63000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826CAC6 530000.00000000 PA USD 559729.78000000 0.070562717626 Long DBT CORP US N 2 2022-12-14 Fixed 2.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284L1 5425000.00000000 PA USD 5818312.50000000 0.733489545619 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286S4 200000.00000000 PA USD 222968.75000000 0.028108708001 Long DBT UST US N 2 2026-04-30 Fixed 2.38000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132XXNS4 821225.33000000 PA USD 869204.28000000 0.109576832180 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JNAD2 3090755.15000000 PA USD 3319766.63000000 0.418508651263 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H022671 2500000.00000000 PA USD 2631640.63000000 0.331759576326 Long ABS-MBS USGA US N 2 2050-07-21 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZV5 3500000.00000000 PA USD 3502871.09000000 0.441591840274 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406FAA1 810000.00000000 PA USD 822348.29000000 0.103669899747 Long DBT CORP US N 2 2021-04-15 Fixed 2.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MAN3 285000.00000000 PA USD 249904.67000000 0.031504403183 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 Japan Bank for International Cooperation 471048BE7 776000.00000000 PA USD 876553.42000000 0.110503306542 Long DBT NUSS JP N 2 2027-06-01 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DFS6 3157358.53000000 PA USD 3344862.21000000 0.421672342723 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EPN91 293927.15000000 PA USD 320011.19000000 0.040342429586 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285A4 2300000.00000000 PA USD 2371335.93000000 0.298944086246 Long DBT UST US N 2 2021-09-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S5M5 132956.66000000 PA USD 142869.19000000 0.018010902174 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3F5 122839.83000000 PA USD 131079.44000000 0.016524619275 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Y87 14650000.00000000 PA USD 15555896.52000000 1.961064736581 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H22H0 160100.94000000 PA USD 169846.09000000 0.021411763527 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833BW9 970000.00000000 PA USD 1279595.44000000 0.161313074514 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 FedEx Corp 31428XAS5 335000.00000000 PA USD 348424.43000000 0.043924364125 Long DBT CORP US N 2 2022-08-01 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHZP0 114886.68000000 PA USD 123199.76000000 0.015531262025 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZM5 3000000.00000000 PA USD 2997656.25000000 0.377901585852 Long DBT UST US N 2 2022-04-30 Fixed 0.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TUC7 143734.79000000 PA USD 154332.04000000 0.019455974201 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SJV0 133740.76000000 PA USD 146568.99000000 0.018477319992 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SYT8 72191.52000000 PA USD 77558.25000000 0.009777433843 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZW3 4000000.00000000 PA USD 3992187.52000000 0.503277850763 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMWV1 29902.84000000 PA USD 31449.09000000 0.003964651045 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BFC9 455000.00000000 PA USD 476571.55000000 0.060079318473 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335CC28 214628.86000000 PA USD 234776.98000000 0.029597320594 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617A6P31 30098.25000000 PA USD 31821.88000000 0.004011647071 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918BY9 465000.00000000 PA USD 532074.84000000 0.067076378696 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PAY4 125000.00000000 PA USD 138500.81000000 0.017460199361 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36184CR49 27773.15000000 PA USD 29333.23000000 0.003697913706 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106AD5 90000.00000000 PA USD 104104.30000000 0.013123979797 Long DBT CORP US N 2 2043-05-01 Fixed 3.63000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DQ7 460000.00000000 PA USD 542203.43000000 0.068353246324 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S5L7 623036.73000000 PA USD 664477.75000000 0.083767842122 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3D0 833923.12000000 PA USD 879127.37000000 0.110827793310 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 58013MEU4 1710000.00000000 PA USD 1897311.66000000 0.239185892368 Long DBT CORP US N 2 2025-05-26 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LV82 789786.13000000 PA USD 853286.85000000 0.107570190478 Long ABS-MBS USGSE US N 2 2047-10-01 Variable 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TCY9 53834.85000000 PA USD 57907.25000000 0.007300117085 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CUB8 184515.38000000 PA USD 195981.61000000 0.024706555735 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ESC63 202847.24000000 PA USD 217028.30000000 0.027359821108 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282J8 460000.00000000 PA USD 460235.08000000 0.058019850206 Long DBT UST US N 2 2020-07-15 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TZ65 233274.92000000 PA USD 251582.69000000 0.031715943922 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JGSV8 155668.72000000 PA USD 163628.89000000 0.020627987956 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Z78 2400000.00000000 PA USD 2562281.26000000 0.323015739898 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMXM0 519821.59000000 PA USD 545653.70000000 0.068788206972 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.50000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA/Cleveland OH 49327M2S2 335000.00000000 PA USD 346718.62000000 0.043709320020 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128287C8 2000000.00000000 PA USD 2064296.88000000 0.260236998362 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687EB8 535000.00000000 PA USD 803167.32000000 0.101251837642 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZT0 3850000.00000000 PA USD 3845337.88000000 0.484765150437 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau 500769HF4 3580000.00000000 PA USD 3692222.08000000 0.465462502364 Long DBT CORP DE N 2 2022-03-07 Fixed 2.13000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BM0 400000.00000000 PA USD 414256.72000000 0.052223556799 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RS91 473847.40000000 PA USD 507334.29000000 0.063957444336 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 31329NU48 5302819.90000000 PA USD 5599954.88000000 0.705962142875 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A Hyundai Auto Lease Securitization Trust 2018-B 44935QAD2 68069.44000000 PA USD 68436.70000000 0.008627519403 Long ABS-O CORP US N 2 2021-10-15 Fixed 3.04000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UPA4 105016.40000000 PA USD 111384.53000000 0.014041766972 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N GLAXOSMITHKLINE CAP INC 5493007Q8VD7Q3ZYZS59 GlaxoSmithKline Capital Inc 377372AN7 330000.00000000 PA USD 388515.46000000 0.048978467248 Long DBT CORP US N 2 2028-05-15 Fixed 3.88000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550BE7 330000.00000000 PA USD 337619.20000000 0.042562195413 Long DBT CORP US N 2 2021-05-11 Fixed 3.00000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank/The 500630CW6 850000.00000000 PA USD 918806.97000000 0.115830029228 Long DBT NUSS KR N 2 2024-02-19 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WLC43 355380.20000000 PA USD 381973.75000000 0.048153782101 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAF8 665000.00000000 PA USD 746091.58000000 0.094056545433 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMX65 199414.71000000 PA USD 209044.47000000 0.026353334117 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 2.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160AL8 325000.00000000 PA USD 446730.09000000 0.056317334403 Long DBT CORP US N 2 2033-05-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CR89 65641.05000000 PA USD 69314.71000000 0.008738206334 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DFQ0 2419441.02000000 PA USD 2549905.48000000 0.321455578726 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638AS1 1195000.00000000 PA USD 1520637.50000000 0.191700206705 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJW20 261917.10000000 PA USD 274877.94000000 0.034652675550 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HEAR3 885004.09000000 PA USD 936917.96000000 0.118113203572 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389BAR1 955000.00000000 PA USD 1049589.18000000 0.132317178000 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 Mexico Government International Bond 91086QBG2 4755000.00000000 PA USD 5135447.55000000 0.647403708550 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.13000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M Co 88579YBD2 325000.00000000 PA USD 402813.89000000 0.050781008607 Long DBT CORP US N 2 2048-09-14 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TSF3 679154.88000000 PA USD 720613.77000000 0.090844667886 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3Y4 214270.74000000 PA USD 227948.47000000 0.028736479810 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081FJ1 145000.00000000 PA USD 153146.81000000 0.019306557370 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H032670 9000000.00000000 PA USD 9496757.79000000 1.197215267527 Long ABS-MBS USGA US N 2 2050-07-21 Fixed 3.50000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 Total Capital International SA 89153VAT6 1000000.00000000 PA USD 1086735.15000000 0.137000010120 Long DBT CORP FR N 2 2030-01-10 Fixed 2.83000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160BU7 400000.00000000 PA USD 473178.73000000 0.059651600298 Long DBT CORP US N 2 2036-03-01 Fixed 3.55000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 Novartis Capital Corp 66989HAK4 335000.00000000 PA USD 424730.76000000 0.053543973817 Long DBT CORP US N 2 2045-11-20 Fixed 4.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397XA6 1300000.00000000 PA USD 1264523.00000000 0.159412957055 Long DBT CORP US N 2 2022-01-09 Fixed 3.22000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCP5 1925000.00000000 PA USD 2193203.30000000 0.276487674384 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477AG8 450000.00000000 PA USD 462291.48000000 0.058279091679 Long DBT CORP US N 2 2021-03-07 Fixed 4.38000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBH5 525000.00000000 PA USD 589996.22000000 0.074378277090 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TLT0 651020.30000000 PA USD 699368.31000000 0.088166344437 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJWV8 388841.86000000 PA USD 415485.82000000 0.052378504132 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EAU5 330000.00000000 PA USD 356456.48000000 0.044936930003 Long DBT CORP US N 2 2024-12-15 Fixed 3.15000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UQ47 2089697.63000000 PA USD 2207141.65000000 0.278244822012 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36189MSK5 80849.96000000 PA USD 86374.63000000 0.010888876819 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.00000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 Unilever Capital Corp 904764AS6 100000.00000000 PA USD 111155.65000000 0.014012913058 Long DBT CORP US N 2 2025-07-30 Fixed 3.10000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HAT6 335000.00000000 PA USD 393370.95000000 0.049590577916 Long DBT CORP CA N 2 2026-01-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286C9 17450000.00000000 PA USD 18105738.19000000 2.282512271056 Long DBT UST US N 2 2022-02-15 Fixed 2.50000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587CX3 975000.00000000 PA USD 1157033.64000000 0.145862237353 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TNR2 579682.49000000 PA USD 616009.80000000 0.077657696849 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SK5 6310000.00000000 PA USD 7793835.94000000 0.982535259538 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TUD5 82338.26000000 PA USD 90212.47000000 0.011372696744 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448CG1 430000.00000000 PA USD 456545.63000000 0.057554737168 Long DBT CORP US N 2 2023-03-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HJL82 297383.01000000 PA USD 320076.82000000 0.040350703277 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SGL5 53360.03000000 PA USD 57090.70000000 0.007197178151 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J5LM9 53417.65000000 PA USD 56459.67000000 0.007117626922 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZS2 3050000.00000000 PA USD 3053097.64000000 0.384890842610 Long DBT UST US N 2 2027-05-31 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RY6 1035000.00000000 PA USD 1352332.61000000 0.170482735610 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YF1 3400000.00000000 PA USD 3500140.61000000 0.441247620445 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables 2018-3 Owner Trust 43815HAC1 641717.50000000 PA USD 652970.66000000 0.082317192950 Long ABS-O CORP US N 2 2022-08-22 Fixed 2.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SUW5 357415.69000000 PA USD 385588.50000000 0.048609478033 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828XT2 1400000.00000000 PA USD 1497125.00000000 0.188736087308 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ5G1 174084.71000000 PA USD 183004.04000000 0.023070529495 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128LDNF7 112066.35000000 PA USD 128097.68000000 0.016148721660 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SWY9 93619.89000000 PA USD 100687.09000000 0.012693186880 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TZ73 188892.33000000 PA USD 205808.28000000 0.025945361611 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 Mylan Inc 628530BJ5 90000.00000000 PA USD 111730.51000000 0.014085383177 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Y61 4675000.00000000 PA USD 5043521.46000000 0.635814983127 Long DBT UST US N 2 2023-07-31 Fixed 2.75000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BH1 285000.00000000 PA USD 306222.47000000 0.038604145167 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36194W4J5 71257.17000000 PA USD 78335.90000000 0.009875468823 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S2R7 137831.10000000 PA USD 150579.30000000 0.018982882465 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHBQ4 252868.32000000 PA USD 270751.20000000 0.034132435248 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HFGR4 114415.38000000 PA USD 123063.96000000 0.015514142305 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 Parker-Hannifin Corp 70109HAK1 315000.00000000 PA USD 332066.64000000 0.041862208138 Long DBT CORP US N 2 2022-09-15 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VEU4 665000.00000000 PA USD 793064.76000000 0.099978251504 Long DBT CORP US N 2 2029-12-03 Fixed 4.02000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582BY7 660000.00000000 PA USD 742983.01000000 0.093664661430 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust 2018-H3 61767YAY6 500000.00000000 PA USD 575502.60000000 0.072551128970 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJM96 1600103.16000000 PA USD 1693288.29000000 0.213465546657 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31410LRG9 787329.33000000 PA USD 843088.92000000 0.106284581456 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A Freddie Mac Multifamily Structured Pass Through Certificates 3137FMTY8 4000000.00000000 PA USD 4575771.60000000 0.576847777039 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.90000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214DG5 570000.00000000 PA USD 590938.11000000 0.074497017097 Long DBT CORP AU N 2 2022-01-11 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C3D4 103597.83000000 PA USD 109677.69000000 0.013826593020 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VDV3 1100000.00000000 PA USD 1629248.39000000 0.205392312854 Long DBT CORP US N 2 2047-03-16 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828XZ8 275000.00000000 PA USD 308451.17000000 0.038885107757 Long DBT UST US N 2 2025-06-30 Fixed 2.75000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings 50540RAQ5 330000.00000000 PA USD 364079.61000000 0.045897945101 Long DBT CORP US N 2 2025-02-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HJ4N8 225203.97000000 PA USD 238451.74000000 0.030060581727 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824BF6 200000.00000000 PA USD 232694.76000000 0.029334824105 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31417DAJ2 1208825.69000000 PA USD 1294828.45000000 0.163233434341 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SSR9 43379.23000000 PA USD 46692.57000000 0.005886330779 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DFR8 5241773.02000000 PA USD 5509154.71000000 0.694515357328 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HNJ5 2765000.00000000 PA USD 3219945.63000000 0.405924648610 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJYN4 532102.26000000 PA USD 568034.09000000 0.071609606147 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TNS0 142478.60000000 PA USD 152623.80000000 0.019240623756 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31412PRP8 71407.32000000 PA USD 75521.03000000 0.009520610310 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TNQ4 599126.84000000 PA USD 635788.80000000 0.080151150015 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200JG7 275000.00000000 PA USD 310768.13000000 0.039177196904 Long DBT CORP US N 2 2026-02-19 Fixed 3.45000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAN1 230000.00000000 PA USD 268267.48000000 0.033819323387 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWM2 1870000.00000000 PA USD 1942758.43000000 0.244915170518 Long DBT CORP US N 2 2023-07-24 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJVG0 251670.52000000 PA USD 264139.05000000 0.033298870035 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H6BR9 413989.45000000 PA USD 439305.20000000 0.055381310566 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N GM Financial Securitized Term Auto Receivables Tr N/A GM Financial Consumer Automobile Receivables Trust 2018-3 36255JAD6 617473.05000000 PA USD 630806.02000000 0.079522992445 Long ABS-O CORP US N 2 2023-05-16 Fixed 3.02000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585AAD4 1345000.00000000 PA USD 1382345.83000000 0.174266372721 Long DBT CORP US N 2 2021-03-01 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36184NEP2 47954.84000000 PA USD 50699.03000000 0.006391407900 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ2Y5 60443.88000000 PA USD 65280.94000000 0.008229686359 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMXE8 403881.41000000 PA USD 423939.56000000 0.053444230648 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SD1 2790000.00000000 PA USD 3836903.92000000 0.483701917500 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Kentucky Utilities Co AGX0G2MXE54NFNNICD28 Kentucky Utilities Co 491674BE6 335000.00000000 PA USD 335797.99000000 0.042332603328 Long DBT CORP US N 2 2020-11-01 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282W9 950000.00000000 PA USD 986367.19000000 0.124347054581 Long DBT UST US N 2 2022-09-30 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JG6L4 259695.28000000 PA USD 275094.68000000 0.034679999026 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBU4 1590000.00000000 PA USD 1766383.07000000 0.222680290102 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZF4 457912.70000000 PA USD 488996.44000000 0.061645670731 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.00000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582AS1 390000.00000000 PA USD 406892.55000000 0.051295187670 Long DBT CORP NL N 2 2022-08-21 Fixed 2.38000000 N N N N N N CLOROX COMPANY 54930044KVSC06Z79I06 Clorox Co/The 189054AW9 285000.00000000 PA USD 332868.56000000 0.041963302731 Long DBT CORP US N 2 2028-05-15 Fixed 3.90000000 N N N N N N FIDELITY NATIONAL INFORM 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620MAK2 88000.00000000 PA USD 94214.14000000 0.011877170010 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ4M9 353803.71000000 PA USD 380619.01000000 0.047982995877 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CUC6 346481.92000000 PA USD 373257.19000000 0.047054923002 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 61690KAE2 300000.00000000 PA USD 308449.02000000 0.038884836716 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.92000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31307T7M7 61246.39000000 PA USD 64461.14000000 0.008126337711 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680BB8 750000.00000000 PA USD 717567.23000000 0.090460603737 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCZ3 325000.00000000 PA USD 417334.25000000 0.052611527724 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XAM7 400000.00000000 PA USD 548709.80000000 0.069173476309 Long DBT CORP US N 2 2040-07-15 Fixed 5.38000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGU8 650000.00000000 PA USD 833050.63000000 0.105019097560 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SQZ3 91632.26000000 PA USD 103359.84000000 0.013030128938 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128283X6 3000000.00000000 PA USD 3038671.86000000 0.383072246786 Long DBT UST US N 2 2021-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WKQJ7 43200.81000000 PA USD 46262.56000000 0.005832121274 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 Simon Property Group LP 828807CZ8 493000.00000000 PA USD 533669.07000000 0.067277356392 Long DBT US N 2 2046-11-30 Fixed 4.25000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 MetLife Inc 59156RBQ0 1815000.00000000 PA USD 2067558.92000000 0.260648229666 Long DBT CORP US N 2 2025-11-13 Fixed 3.60000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAJ4 270000.00000000 PA USD 360684.90000000 0.045469988663 Long DBT CORP GB N 2 2045-08-17 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RX8 1175000.00000000 PA USD 1601580.08000000 0.201904288426 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RS83 743521.79000000 PA USD 792444.12000000 0.099900010098 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWG5 675000.00000000 PA USD 682080.58000000 0.085986954928 Long DBT CORP US N 2 2020-12-27 Fixed 2.60000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132Y1W95 426559.28000000 PA USD 448292.22000000 0.056514265390 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78012KZG5 430000.00000000 PA USD 446093.59000000 0.056237093595 Long DBT CORP CA N 2 2022-02-01 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617ANBZ8 259161.21000000 PA USD 285514.32000000 0.035993558071 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CYG3 111797.70000000 PA USD 117502.99000000 0.014813094818 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650BZ2 430000.00000000 PA USD 448671.91000000 0.056562131270 Long DBT CORP US N 2 2022-12-01 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810QE1 750000.00000000 PA USD 1216318.36000000 0.153336006136 Long DBT UST US N 2 2040-02-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J6GQ4 351918.13000000 PA USD 374566.58000000 0.047219992148 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 Fifth Third Bank NA 31677QBG3 670000.00000000 PA USD 680743.01000000 0.085818333251 Long DBT CORP US N 2 2021-06-14 Fixed 2.25000000 N N N N N N PPL ELECTRIC UTILITIES N/A PPL Electric Utilities Corp 69351UAU7 125000.00000000 PA USD 151464.87000000 0.019094522453 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SH2 3500000.00000000 PA USD 4735117.17000000 0.596935785329 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F0JC9 283399.71000000 PA USD 301058.09000000 0.037953094069 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Y46 55000.00000000 PA USD 55111.18000000 0.006947628608 Long DBT UST US N 2 2020-07-31 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617KDG92 369436.07000000 PA USD 391200.26000000 0.049316928396 Long ABS-MBS USGA US N 2 2049-07-15 Fixed 4.00000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly and Co 532457BT4 325000.00000000 PA USD 412468.24000000 0.051998090845 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023BX2 610000.00000000 PA USD 605437.58000000 0.076324902702 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132XSE22 588113.20000000 PA USD 627784.09000000 0.079142030772 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285P1 600000.00000000 PA USD 654539.06000000 0.082514914369 Long DBT UST US N 2 2023-11-30 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CLH5 591683.26000000 PA USD 630795.70000000 0.079521691447 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3B4 376759.90000000 PA USD 401146.03000000 0.050570748695 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282U3 650000.00000000 PA USD 694306.64000000 0.087528241546 Long DBT UST US N 2 2024-08-31 Fixed 1.88000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142DQ3 725000.00000000 PA USD 962499.67000000 0.121338179344 Long DBT CORP US N 2 2044-04-22 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SJ8 1375000.00000000 PA USD 1653598.64000000 0.208462043778 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YA2 9275000.00000000 PA USD 9537308.59000000 1.202327331870 Long DBT UST US N 2 2022-08-15 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q7GT8 466388.01000000 PA USD 494204.11000000 0.062302179212 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282V1 775000.00000000 PA USD 776910.78000000 0.097941788965 Long DBT UST US N 2 2020-09-15 Fixed 1.38000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BF9 565000.00000000 PA USD 646740.98000000 0.081531844079 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746RW3 2900000.00000000 PA USD 3166806.21000000 0.399225591275 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZX1 22300000.00000000 PA USD 22286062.50000000 2.809507714956 Long DBT UST US N 2 2022-06-30 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284X5 4000000.00000000 PA USD 4323437.52000000 0.545037108622 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCV2 650000.00000000 PA USD 725389.53000000 0.091446727338 Long DBT CORP US N 2 2026-03-15 Fixed 3.10000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMWZ2 132702.07000000 PA USD 139502.48000000 0.017586475574 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FEYC2 313601.97000000 PA USD 329136.07000000 0.041492763826 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KA8 1610000.00000000 PA USD 1838084.29000000 0.231719353452 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CU77 6163187.76000000 PA USD 6504520.57000000 0.819996835399 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWB6 1475000.00000000 PA USD 1663821.77000000 0.209750829655 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Benchmark Mortgage Trust N/A BENCHMARK 2018-B1 Mortgage Trust 08162PAT8 100000.00000000 PA USD 103256.20000000 0.013017063490 Long ABS-MBS CORP US N 2 2051-01-15 Fixed 3.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FEHN7 167251.06000000 PA USD 176991.91000000 0.022312606214 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96950FAJ3 325000.00000000 PA USD 338045.32000000 0.042615914522 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TLU7 132519.68000000 PA USD 144484.42000000 0.018214527249 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36197CRP7 24404.18000000 PA USD 26808.54000000 0.003379636934 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CXW9 229538.99000000 PA USD 241264.93000000 0.030415228449 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BEF9 1950000.00000000 PA USD 2201630.15000000 0.277550010994 Long DBT CORP US N 2 2027-01-20 Fixed 3.63000000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 Molson Coors Beverage Co 60871RAH3 90000.00000000 PA USD 87581.55000000 0.011041028015 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3617GFX93 91596.67000000 PA USD 96453.76000000 0.012159509238 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 3.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BX5 716000.00000000 PA USD 842539.93000000 0.106215372656 Long DBT CORP US N 2 2047-11-01 Fixed 3.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BPZ3 61451.03000000 PA USD 64565.96000000 0.008139551916 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 3.00000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EBE0 285000.00000000 PA USD 320694.94000000 0.040428626998 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAK6 980000.00000000 PA USD 1043916.56000000 0.131602055279 Long DBT CORP US N 2 2027-03-01 Fixed 4.13000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122BJ6 25000.00000000 PA USD 26358.70000000 0.003322927547 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EN9 25000.00000000 PA USD 26965.41000000 0.003399412858 Long DBT CORP US N 2 2023-09-15 Fixed 3.20000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 United Parcel Service Inc 911312AZ9 530000.00000000 PA USD 571895.09000000 0.072096345754 Long DBT CORP US N 2 2046-11-15 Fixed 3.40000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 Tyson Foods Inc 902494BH5 325000.00000000 PA USD 418013.05000000 0.052697101110 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284W7 3700000.00000000 PA USD 3806230.48000000 0.479835049303 Long DBT UST US N 2 2021-08-15 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36186NLA5 44296.30000000 PA USD 46871.18000000 0.005908847371 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SNU7 918258.35000000 PA USD 976990.20000000 0.123164937921 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT SEP20 XCBT 20200921 000000000 43.00000000 NC USD 12212.86000000 0.001539622550 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 10 Year Ultra Bond UXYU0 Comdty 2020-09-21 6759615.27000000 USD 12212.86000000 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Z94 200000.00000000 PA USD 216203.12000000 0.027255794227 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CLK8 169689.96000000 PA USD 178305.78000000 0.022478240134 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400GK3 285000.00000000 PA USD 331451.74000000 0.041784690349 Long DBT CORP US N 2 2048-03-01 Fixed 4.13000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co 797440BW3 285000.00000000 PA USD 344019.55000000 0.043369059914 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust 2012-C8 92936YAC5 200000.00000000 PA USD 203706.36000000 0.025680381628 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.00000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748BB7 515000.00000000 PA USD 531801.94000000 0.067041975371 Long DBT CORP US N 2 2022-01-30 Fixed 2.75000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081DH3 205000.00000000 PA USD 219816.03000000 0.027711258198 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBL8 740000.00000000 PA USD 767953.29000000 0.096812556860 Long DBT CORP US N 2 2022-03-09 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SLR6 148202.51000000 PA USD 157590.91000000 0.019866805877 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource Inc 65473QBE2 285000.00000000 PA USD 322298.71000000 0.040630807360 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918BW3 535000.00000000 PA USD 552071.67000000 0.069597292750 Long DBT CORP US N 2 2022-02-06 Fixed 2.40000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826CAF9 225000.00000000 PA USD 297095.20000000 0.037453509630 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SC3 7900000.00000000 PA USD 11071726.60000000 1.395764787996 Long DBT UST US N 2 2048-05-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZQ6 6825000.00000000 PA USD 6806071.27000000 0.858012030685 Long DBT UST US N 2 2030-05-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZP8 9500000.00000000 PA USD 9485898.39000000 1.195846269837 Long DBT UST US N 2 2023-05-15 Fixed 0.13000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044DP3 750000.00000000 PA USD 780056.75000000 0.098338387825 Long DBT CORP US N 2 2030-05-01 Fixed 2.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286Y1 900000.00000000 PA USD 927843.75000000 0.116969257081 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 Halliburton Co 406216BG5 28000.00000000 PA USD 30243.42000000 0.003812657431 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABE4 750000.00000000 PA USD 834720.00000000 0.105229547831 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132XUSH9 285635.67000000 PA USD 301662.55000000 0.038029295733 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RE0 150000.00000000 PA USD 219568.36000000 0.027680035510 Long DBT UST US N 2 2044-02-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X3CP1 5413537.74000000 PA USD 5727056.12000000 0.721985247646 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd 136385AL5 125000.00000000 PA USD 148666.53000000 0.018741747807 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAC7 400000.00000000 PA USD 580607.38000000 0.073194666553 Long DBT CORP ES N 2 2036-06-20 Fixed 7.05000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128282N9 150000.00000000 PA USD 161537.11000000 0.020364286279 Long DBT UST US N 2 2024-07-31 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CV92 358736.91000000 PA USD 377194.64000000 0.047551300330 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 Ford Credit Floorplan Master Owner Trust A 34528QFP4 300000.00000000 PA USD 300767.91000000 0.037916512329 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.16000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT SEP20 XCBT 20200921 000000000 5.00000000 NC USD 7646.90000000 0.000964011679 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU0 Comdty 2020-09-21 1083134.35000000 USD 7646.90000000 N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZM5 73833.50000000 PA USD 78099.84000000 0.009845709757 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S2M8 75055.71000000 PA USD 79551.22000000 0.010028678970 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CGY4 48425.17000000 PA USD 52060.91000000 0.006563094234 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284S6 1700000.00000000 PA USD 1826968.75000000 0.230318065297 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 74432QCD5 175000.00000000 PA USD 211427.46000000 0.026653747382 Long DBT CORP US N 2 2048-03-27 Fixed 4.42000000 N N N N N N JOHNSON CONTROLS INTL PL 549300XQ6S1GYKGBL205 Johnson Controls International plc 478375AH1 75000.00000000 PA USD 94297.13000000 0.011887632202 Long DBT CORP IE N 2 2036-01-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828YB0 4150000.00000000 PA USD 4528201.16000000 0.570850776977 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810FT0 1900000.00000000 PA USD 2908484.38000000 0.366660073058 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284U1 1900000.00000000 PA USD 2038789.07000000 0.257021338845 Long DBT UST US N 2 2023-06-30 Fixed 2.63000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738AR9 725000.00000000 PA USD 850719.07000000 0.107246481536 Long DBT CORP US N 2 2028-10-01 Fixed 4.20000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142EL3 300000.00000000 PA USD 326474.66000000 0.041157251354 Long DBT CORP US N 2 2024-07-08 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GWNQ2 22950.57000000 PA USD 24826.71000000 0.003129796180 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 4581X0CN6 1190000.00000000 PA USD 1220849.76000000 0.153907260177 Long DBT NUSS XX N 2 2022-04-14 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SA7 5950000.00000000 PA USD 8145224.59000000 1.026833310085 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFB9 335000.00000000 PA USD 347048.87000000 0.043750953212 Long DBT CORP US N 2 2022-02-17 Fixed 2.63000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AT1 660000.00000000 PA USD 705543.02000000 0.088944763478 Long DBT CORP JP N 2 2023-03-02 Fixed 3.46000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZT0 46351.75000000 PA USD 50372.25000000 0.006350212155 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAG8 570000.00000000 PA USD 623473.01000000 0.078598551523 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26078JAC4 500000.00000000 PA USD 575102.02000000 0.072500629578 Long DBT CORP US N 2 2025-11-15 Fixed 4.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TJX4 1182915.41000000 PA USD 1258276.98000000 0.158625548270 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 Phillips 66 Partners LP 718549AC2 537000.00000000 PA USD 570815.73000000 0.071960275497 Long DBT CORP US N 2 2045-02-15 Fixed 4.68000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UV90 2704469.12000000 PA USD 2866011.69000000 0.361305724338 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F032674 8000000.00000000 PA USD 8414062.48000000 1.060724542600 Long ABS-MBS USGSE US N 2 2050-07-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S5K9 177118.87000000 PA USD 188225.23000000 0.023728742384 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138W7GF5 7925123.15000000 PA USD 8491540.42000000 1.070491852109 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140E2F55 117613.16000000 PA USD 125036.66000000 0.015762832080 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 BHP Billiton Finance USA Ltd 055451AU2 555000.00000000 PA USD 611518.81000000 0.077091537122 Long DBT CORP AU N 2 2023-09-30 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AFJM3 48278.29000000 PA USD 50761.43000000 0.006399274398 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TV69 604832.03000000 PA USD 644221.75000000 0.081214255625 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 Deere & Co 244199BF1 195000.00000000 PA USD 243645.57000000 0.030715345459 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36196THR8 48383.25000000 PA USD 53550.74000000 0.006750910672 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N RIO TINTO FIN USA LTD 213800RX94ZKEZXPKH58 Rio Tinto Finance USA Ltd 767201AS5 530000.00000000 PA USD 599430.43000000 0.075567607228 Long DBT CORP AU N 2 2025-06-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179T4N2 316981.83000000 PA USD 336893.70000000 0.042470734759 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31409GGY6 97666.91000000 PA USD 111862.31000000 0.014101998635 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132Y2GD2 360548.56000000 PA USD 394524.99000000 0.049736062758 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 Deutsche Telekom International Finance BV 25156PAC7 285000.00000000 PA USD 445841.89000000 0.056205362863 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N Bank N/A BANK 2018-BNK14 06035RAR7 800000.00000000 PA USD 927509.12000000 0.116927071721 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.97000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBJ3 230000.00000000 PA USD 271773.19000000 0.034261273117 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687CM6 815000.00000000 PA USD 859716.11000000 0.108380699538 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HFGB9 41524.88000000 PA USD 44654.52000000 0.005629402611 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BF3 330000.00000000 PA USD 349172.13000000 0.044018623437 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285B2 775000.00000000 PA USD 779947.55000000 0.098324621452 Long DBT UST US N 2 2020-09-30 Fixed 2.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDK4 825000.00000000 PA USD 925212.61000000 0.116637560617 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2017-P8 17326DAD4 300000.00000000 PA USD 336037.68000000 0.042362820012 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.47000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RV2 815000.00000000 PA USD 1110246.48000000 0.139963982020 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159JG2 945000.00000000 PA USD 979218.38000000 0.123445834957 Long DBT CORP CA N 2 2022-03-07 Fixed 2.70000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAC0 230000.00000000 PA USD 255532.70000000 0.032213904635 Long DBT CORP US N 2 2025-03-01 Fixed 3.38000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BS7 465000.00000000 PA USD 497479.38000000 0.062715078365 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HMJK1 97362.95000000 PA USD 102298.24000000 0.012896297607 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 European Investment Bank 298785GX8 2000000.00000000 PA USD 2084696.32000000 0.262808667721 Long DBT NUSS XX N 2 2022-08-15 Fixed 2.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P8E80 128502.70000000 PA USD 136020.87000000 0.017147564028 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833DB3 325000.00000000 PA USD 364346.25000000 0.045931559255 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BW8 181000.00000000 PA USD 202305.42000000 0.025503771169 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J7NN1 474589.56000000 PA USD 513335.55000000 0.064713997283 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGR5 400000.00000000 PA USD 403705.30000000 0.050893384819 Long DBT CORP US N 2 2020-12-07 Fixed 2.55000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P8FK2 208110.13000000 PA USD 220818.74000000 0.027837665520 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ4V9 488320.49000000 PA USD 514761.98000000 0.064893821157 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ5M8 450083.83000000 PA USD 475000.32000000 0.059881240288 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RLS6 151728.08000000 PA USD 168916.92000000 0.021294627075 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZG2 529366.37000000 PA USD 556533.84000000 0.070159819264 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CQA5 249600.66000000 PA USD 262384.35000000 0.033077662579 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZ94 319998.10000000 PA USD 341297.70000000 0.043025928032 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CY9 750000.00000000 PA USD 836272.46000000 0.105425259763 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537AH4 675000.00000000 PA USD 679237.56000000 0.085628547667 Long DBT CORP US N 2 2020-11-13 Fixed 2.15000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132J4HV4 131817.88000000 PA USD 141323.50000000 0.017816043706 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 3.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAS8 1205000.00000000 PA USD 1514692.10000000 0.190950695787 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286Z8 2875000.00000000 PA USD 3049633.80000000 0.384454171251 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833CJ7 16000.00000000 PA USD 18227.68000000 0.002297884948 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBC2 95000.00000000 PA USD 103257.69000000 0.013017251328 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 Aetna Inc 00817YAF5 285000.00000000 PA USD 403172.08000000 0.050826164075 Long DBT CORP US N 2 2036-06-15 Fixed 6.63000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833AY6 230000.00000000 PA USD 236641.02000000 0.029832312072 Long DBT CORP US N 2 2022-02-09 Fixed 2.15000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874AZ0 450000.00000000 PA USD 606951.45000000 0.076515749759 Long DBT CORP US N 2 2036-05-01 Fixed 6.25000000 N N N N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 AvalonBay Communities Inc 05348EAY5 230000.00000000 PA USD 248628.90000000 0.031343572365 Long DBT US N 2 2026-10-15 Fixed 2.90000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058FY4 2000000.00000000 PA USD 2054055.06000000 0.258945856317 Long DBT NUSS XX N 2 2022-01-26 Fixed 2.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCN7 100000.00000000 PA USD 124274.98000000 0.015666810370 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967GL9 1190000.00000000 PA USD 1268245.63000000 0.159882252952 Long DBT CORP US N 2 2023-03-01 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UCA8 355671.15000000 PA USD 377145.16000000 0.047545062600 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AD0 565000.00000000 PA USD 859167.81000000 0.108311577724 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 Nutrien Ltd 67077MAF5 285000.00000000 PA USD 350029.89000000 0.044126757538 Long DBT CORP CA N 2 2036-12-01 Fixed 5.88000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co 42824CAN9 230000.00000000 PA USD 246222.05000000 0.031040151173 Long DBT CORP US N 2 2022-10-15 Fixed 4.40000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RHS4 335000.00000000 PA USD 372143.81000000 0.046914563991 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co of New York Inc 209111EL3 740000.00000000 PA USD 1000990.89000000 0.126190601325 Long DBT CORP US N 2 2036-03-15 Fixed 5.85000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ5N6 458971.55000000 PA USD 486123.73000000 0.061283520579 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H7D38 123506.99000000 PA USD 130353.50000000 0.016433103152 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAD5 1490000.00000000 PA USD 1649407.59000000 0.207933696192 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 Progressive Corp/The 743315AN3 400000.00000000 PA USD 415632.52000000 0.052396997967 Long DBT CORP US N 2 2021-08-23 Fixed 3.75000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271VAC4 90000.00000000 PA USD 114620.55000000 0.014449718047 Long DBT CORP US N 2 2038-05-25 Fixed 4.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SL3 5175000.00000000 PA USD 5926587.92000000 0.747139360513 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128284D9 100000.00000000 PA USD 106363.28000000 0.013408759656 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36196PSJ2 359494.18000000 PA USD 396441.16000000 0.049977626040 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 74432QBP9 430000.00000000 PA USD 436569.89000000 0.055036481840 Long DBT CORP US N 2 2020-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CRC0 911806.34000000 PA USD 963431.03000000 0.121455591880 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 Stryker Corp 863667AQ4 285000.00000000 PA USD 326550.95000000 0.041166868905 Long DBT CORP US N 2 2028-03-07 Fixed 3.65000000 N N N N N N SUMITOMO MITSUI BANKING 5U0XI89JRFVHWIBS4F54 Sumitomo Mitsui Banking Corp 865622BV5 1780000.00000000 PA USD 1782282.46000000 0.224684657579 Long DBT CORP JP N 2 2020-07-23 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CJE5 25667.66000000 PA USD 27391.01000000 0.003453066413 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co 202795JJ0 515000.00000000 PA USD 604481.37000000 0.076204357434 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co/The 824348BF2 330000.00000000 PA USD 372356.52000000 0.046941379422 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 Parker-Hannifin Corp 70109HAM7 90000.00000000 PA USD 107807.56000000 0.013590833802 Long DBT CORP US N 2 2034-11-21 Fixed 4.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179SNV5 54063.23000000 PA USD 57927.60000000 0.007302682522 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HMPL2 380249.47000000 PA USD 419057.74000000 0.052828800670 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468L6 750000.00000000 PA USD 794464.49000000 0.100154709424 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P8DT5 174386.57000000 PA USD 185081.67000000 0.023332447342 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.50000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556BR2 390000.00000000 PA USD 431378.34000000 0.054382005537 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3133KH4G8 5976491.40000000 PA USD 6282544.00000000 0.792013207247 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 Allstate Corp/The 020002AQ4 285000.00000000 PA USD 395621.91000000 0.049874346729 Long DBT CORP US N 2 2033-06-01 Fixed 5.35000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) SEP20 XCBT 20200930 000000000 -62.00000000 NC USD -1970.70000000 -0.00024843764 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 2 Year US Treasury Note TUU0 Comdty 2020-09-30 -13689373.11000000 USD -1970.70000000 N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QAZ3 325000.00000000 PA USD 359134.95000000 0.045274593155 Long DBT CORP US N 2 2027-04-14 Fixed 3.59000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 International Paper Co 460146CL5 335000.00000000 PA USD 377847.78000000 0.047633638871 Long DBT CORP US N 2 2026-01-15 Fixed 3.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAA4 650000.00000000 PA USD 818939.90000000 0.103240218730 Long DBT CORP US N 2 2048-02-22 Fixed 4.26000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022477 7000000.00000000 PA USD 7328671.91000000 0.923894037878 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 2.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EC3 565000.00000000 PA USD 692733.10000000 0.087329872150 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 Province of Ontario Canada 68323ADP6 1270000.00000000 PA USD 1387589.25000000 0.174927388050 Long DBT NUSS CA N 2 2026-04-27 Fixed 2.50000000 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 National Australia Bank Ltd/New York 63254AAW8 335000.00000000 PA USD 347126.51000000 0.043760740952 Long DBT CORP AU N 2 2022-05-22 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G0T45 300000.00000000 PA USD 308854.25000000 0.038935922313 Long DBT USGSE US N 2 2022-04-05 Fixed 1.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJKY3 205912.43000000 PA USD 216683.58000000 0.027316363745 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.00000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 Baxalta Inc 07177MAL7 39000.00000000 PA USD 41057.98000000 0.005176002336 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YDC0 200000.00000000 PA USD 221903.11000000 0.027974367366 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FCRM2 139294.15000000 PA USD 147834.63000000 0.018636873764 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89352HAY5 650000.00000000 PA USD 806457.17000000 0.101666574833 Long DBT CORP CA N 2 2048-05-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CX33 288476.80000000 PA USD 302232.47000000 0.038101143087 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RDQ2 1500000.00000000 PA USD 1708712.63000000 0.215410026631 Long DBT CORP US N 2 2027-03-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CRD8 62223.01000000 PA USD 66379.78000000 0.008368212376 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140EXSG9 126339.89000000 PA USD 134234.96000000 0.016922422062 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust 2018-3 02007JAC1 69847.85000000 PA USD 70930.71000000 0.008941928479 Long ABS-O CORP US N 2 2023-01-17 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132Y0KF6 576905.66000000 PA USD 609862.37000000 0.076882716880 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36197JAZ8 45545.71000000 PA USD 51098.53000000 0.006441771140 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128P8FG1 206260.20000000 PA USD 217440.64000000 0.027411803032 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G0U84 650000.00000000 PA USD 655803.19000000 0.082674277782 Long DBT USGSE US N 2 2020-10-30 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J8KT9 164554.91000000 PA USD 179392.04000000 0.022615180244 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HJRJ2 813931.26000000 PA USD 863753.98000000 0.108889736382 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138EQZK1 288412.88000000 PA USD 316521.52000000 0.039902501951 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664BV2 455000.00000000 PA USD 596544.46000000 0.075203785445 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ4K3 715554.64000000 PA USD 754589.36000000 0.095127823882 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 Procter & Gamble Co/The 742718EP0 285000.00000000 PA USD 318628.12000000 0.040168071921 Long DBT CORP US N 2 2026-02-02 Fixed 2.70000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAR0 450000.00000000 PA USD 502851.50000000 0.063392318348 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418ADZ8 33200.35000000 PA USD 34866.63000000 0.004395485563 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HHEZ4 399641.11000000 PA USD 420544.02000000 0.053016169575 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Pool 3132ADXY9 521987.94000000 PA USD 560773.76000000 0.070694327679 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H9B44 216694.65000000 PA USD 237875.94000000 0.029987993107 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SF6 2145000.00000000 PA USD 2961440.63000000 0.373336038942 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F2BJ8 63851.57000000 PA USD 67124.13000000 0.008462049368 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828X70 4035000.00000000 PA USD 4309884.38000000 0.543328522756 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 ERP Operating LP 26884ABG7 285000.00000000 PA USD 316988.35000000 0.039961353194 Long DBT US N 2 2027-08-01 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141EC31 450000.00000000 PA USD 589119.27000000 0.074267723789 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group PLC 780097BD2 270000.00000000 PA USD 291098.96000000 0.036697589533 Long DBT CORP GB N 2 2023-09-12 Fixed 3.88000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd 225433AT8 335000.00000000 PA USD 360695.34000000 0.045471304788 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RB6 1950000.00000000 PA USD 2547416.02000000 0.321141743248 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHYT3 519971.86000000 PA USD 568434.92000000 0.071660137056 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C3E2 106995.02000000 PA USD 114926.52000000 0.014488290365 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H7DV6 156857.93000000 PA USD 164966.30000000 0.020796589462 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128283G3 950000.00000000 PA USD 955455.08000000 0.120450098286 Long DBT UST US N 2 2020-11-15 Fixed 1.75000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMYC1 214702.96000000 PA USD 225638.23000000 0.028445237824 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL 2017-CX9 Commercial Mortgage Trust 12595FAE2 300000.00000000 PA USD 330962.16000000 0.041722971111 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S2Q9 158634.09000000 PA USD 170883.41000000 0.021542533982 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076BH4 975000.00000000 PA USD 1237966.63000000 0.156065110103 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP20 XCBT 20200921 000000000 -4.00000000 NC USD 1336.47000000 0.000168483004 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USU0 Comdty 2020-09-21 -715586.47000000 USD 1336.47000000 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824BH2 125000.00000000 PA USD 179457.96000000 0.022623490494 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525AJ2 285000.00000000 PA USD 378820.83000000 0.047756307085 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 Mosaic Co/The 61945CAG8 530000.00000000 PA USD 562849.99000000 0.070956069034 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAP4 565000.00000000 PA USD 593685.50000000 0.074843368697 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AZ2 1000000.00000000 PA USD 1048947.82000000 0.132236324513 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZG8 5000000.00000000 PA USD 5017773.45000000 0.632569042632 Long DBT UST US N 2 2022-03-31 Fixed 0.38000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058GL1 1300000.00000000 PA USD 1412641.07000000 0.178085562877 Long DBT NUSS XX N 2 2023-09-27 Fixed 3.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448DD7 625000.00000000 PA USD 835670.94000000 0.105349428733 Long DBT CORP US N 2 2046-04-14 Fixed 4.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZL7 12025000.00000000 PA USD 12079488.28000000 1.522808953595 Long DBT UST US N 2 2025-04-30 Fixed 0.38000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200KA8 1365000.00000000 PA USD 1574440.14000000 0.198482873323 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corp 494368BU6 285000.00000000 PA USD 312359.78000000 0.039377849351 Long DBT CORP US N 2 2026-02-15 Fixed 2.75000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132J4DY2 67752.86000000 PA USD 74490.87000000 0.009390742485 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022675 4500000.00000000 PA USD 4691250.00000000 0.591405640533 Long ABS-MBS USGSE US N 2 2050-07-15 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp 3137EADB2 500000.00000000 PA USD 516668.54000000 0.065134172948 Long DBT USGSE US N 2 2022-01-13 Fixed 2.38000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 General Electric Co 369604BF9 69000.00000000 PA USD 65877.52000000 0.008304894625 Long DBT CORP US N 2 2042-10-09 Fixed 4.13000000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 Svensk Exportkredit AB 00254EMM1 600000.00000000 PA USD 620299.61000000 0.078198494681 Long DBT CORP SE N 2 2022-03-09 Fixed 2.38000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BG7 230000.00000000 PA USD 301810.11000000 0.038047897985 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179T7K5 703805.96000000 PA USD 750195.06000000 0.094573853447 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AN0 1665000.00000000 PA USD 1949076.81000000 0.245711701415 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 03523TBP2 122000.00000000 PA USD 126711.84000000 0.015974014793 Long DBT CORP US N 2 2022-07-15 Fixed 2.50000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 Allergan Funding SCS 00507UAS0 50000.00000000 PA USD 53533.57000000 0.006748746124 Long DBT CORP LU N 2 2025-03-15 Fixed 3.80000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556HAB3 750000.00000000 PA USD 885652.04000000 0.111650330297 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138ESAD0 101368.82000000 PA USD 116318.01000000 0.014663709503 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SE9 1550000.00000000 PA USD 2277652.34000000 0.287133800383 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285L0 375000.00000000 PA USD 388842.77000000 0.049019729807 Long DBT UST US N 2 2021-11-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285D8 2875000.00000000 PA USD 3124765.63000000 0.393925716797 Long DBT UST US N 2 2023-09-30 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286T2 2125000.00000000 PA USD 2452382.81000000 0.309161316617 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017DB2 2000.00000000 PA USD 2165.95000000 0.000273051968 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162BY5 330000.00000000 PA USD 362692.90000000 0.045723128556 Long DBT CORP US N 2 2025-05-01 Fixed 3.13000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 CSX Corp 126408GZ0 815000.00000000 PA USD 894332.30000000 0.112744613212 Long DBT CORP US N 2 2023-11-01 Fixed 3.70000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F030678 11000000.00000000 PA USD 11585234.32000000 1.460500490008 Long ABS-MBS USGSE US N 2 2050-07-15 Fixed 3.00000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX Corp 126408HR7 650000.00000000 PA USD 714830.85000000 0.090115640120 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HJJJ1 3111439.86000000 PA USD 3293572.13000000 0.415206423700 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 Hess Corp 023551AM6 125000.00000000 PA USD 145876.06000000 0.018389965297 Long DBT CORP US N 2 2033-03-15 Fixed 7.13000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162BX7 230000.00000000 PA USD 237885.54000000 0.029989203337 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corp 101137AU1 250000.00000000 PA USD 318944.70000000 0.040207981795 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 Chubb INA Holdings Inc 00440EAV9 230000.00000000 PA USD 262122.54000000 0.033044657323 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMXS7 199589.06000000 PA USD 209884.04000000 0.026459175084 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BN3 925000.00000000 PA USD 1151484.87000000 0.145162727867 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 Allergan Funding SCS 00507UAU5 25000.00000000 PA USD 28388.43000000 0.003578806848 Long DBT CORP LU N 2 2045-03-15 Fixed 4.75000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079KAB3 400000.00000000 PA USD 439793.00000000 0.055442805407 Long DBT CORP US N 2 2024-02-25 Fixed 3.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHD4 1910000.00000000 PA USD 2127457.38000000 0.268199370003 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406HDA4 535000.00000000 PA USD 585361.03000000 0.073793938692 Long DBT CORP US N 2 2025-02-24 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Government International Bond 195325BM6 720000.00000000 PA USD 898920.00000000 0.113322964751 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.13000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05574LFY9 570000.00000000 PA USD 612784.96000000 0.077251155188 Long DBT CORP FR N 2 2023-03-03 Fixed 3.25000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAD2 220000.00000000 PA USD 250897.69000000 0.031629588928 Long DBT US N 2 2024-02-15 Fixed 5.00000000 N N N N N N BMW Vehicle Lease Trust N/A BMW Vehicle Lease Trust 2018-1 05586CAC8 176245.80000000 PA USD 177586.17000000 0.022387522007 Long ABS-O CORP US N 2 2021-07-20 Fixed 3.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JJGQ6 197596.22000000 PA USD 209319.35000000 0.026387987053 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGA1 530000.00000000 PA USD 584523.16000000 0.073688312037 Long DBT CORP US N 2 2027-10-21 Fixed 3.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ3H1 528219.26000000 PA USD 556961.57000000 0.070213741339 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 Asian Development Bank 045167EH2 1300000.00000000 PA USD 1385319.00000000 0.174641187431 Long DBT NUSS XX N 2 2023-03-17 Fixed 2.75000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MMYA5 79114.80000000 PA USD 82913.40000000 0.010452534492 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 2.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CB2 1680000.00000000 PA USD 1957209.12000000 0.246736906639 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31335BQZ2 282165.35000000 PA USD 298426.25000000 0.037621309359 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CKH6 190438.82000000 PA USD 203397.56000000 0.025641452545 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q87H2 165891.09000000 PA USD 181365.42000000 0.022863955744 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CXP4 159561.20000000 PA USD 171660.32000000 0.021640475673 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WGTZ0 57483.58000000 PA USD 62611.33000000 0.007893140148 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TDK8 390000.00000000 PA USD 408356.09000000 0.051479689842 Long DBT CORP US N 2 2023-10-18 Fixed 2.25000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 31294MCQ2 41433.21000000 PA USD 43543.25000000 0.005489309599 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828Y20 4965000.00000000 PA USD 5090870.50000000 0.641784072246 Long DBT UST US N 2 2021-07-15 Fixed 2.63000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBK5 1505000.00000000 PA USD 1789904.24000000 0.225645502488 Long DBT CORP GB N 2 2028-05-30 Fixed 4.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TT96 803504.19000000 PA USD 852553.96000000 0.107477798199 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3132WLUH7 233057.85000000 PA USD 255397.89000000 0.032196909720 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128M9Z62 112252.50000000 PA USD 128823.01000000 0.016240160883 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 5.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844BN7 40000.00000000 PA USD 50687.49000000 0.006389953102 Long DBT CORP US N 2 2043-08-15 Fixed 4.80000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp 637432NJ0 115000.00000000 PA USD 120285.83000000 0.015163915446 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FUP36 26645.18000000 PA USD 28851.42000000 0.003637173999 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RAZ5 230000.00000000 PA USD 235106.46000000 0.029638856716 Long DBT CORP US N 2 2022-06-01 Fixed 3.65000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 Mylan Inc 628530BD8 75000.00000000 PA USD 82061.90000000 0.010345189562 Long DBT CORP US N 2 2023-11-29 Fixed 4.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RU4 140000.00000000 PA USD 186178.13000000 0.023470673322 Long DBT UST US N 2 2046-11-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810RZ3 300000.00000000 PA USD 392507.81000000 0.049481765582 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 Target Corp 87612EBD7 325000.00000000 PA USD 363009.39000000 0.045763027085 Long DBT CORP US N 2 2024-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GXBY6 191526.09000000 PA USD 202117.40000000 0.025480068299 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J7V36 272749.15000000 PA USD 294981.56000000 0.037187052158 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CS54 62339.05000000 PA USD 66547.78000000 0.008389391411 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJ2M1 145099.16000000 PA USD 153099.42000000 0.019300583117 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J7T47 170963.96000000 PA USD 179241.48000000 0.022596199795 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 General Mills Inc 370334CG7 90000.00000000 PA USD 106536.48000000 0.013430594232 Long DBT CORP US N 2 2028-04-17 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YUGJ4 58086.45000000 PA USD 62871.69000000 0.007925962610 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 Diageo Capital PLC 25243YAH2 293000.00000000 PA USD 419121.81000000 0.052836877698 Long DBT CORP GB N 2 2036-09-30 Fixed 5.88000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAK9 400000.00000000 PA USD 458590.14000000 0.057812479720 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Freddie Mac N/A Freddie Mac Gold Pool 3128MJZ29 97460.58000000 PA USD 102886.12000000 0.012970409102 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBT2 1625000.00000000 PA USD 1681393.06000000 0.211965966349 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BF5 1385000.00000000 PA USD 1427339.45000000 0.179938524207 Long DBT CORP GB N 2 2022-01-05 Fixed 2.65000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833CH1 230000.00000000 PA USD 303479.97000000 0.038258410028 Long DBT CORP US N 2 2047-02-09 Fixed 4.25000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3135G0W33 725000.00000000 PA USD 743008.23000000 0.093667840806 Long DBT USGSE US N 2 2022-09-06 Fixed 1.38000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21685WCJ4 530000.00000000 PA USD 751452.34000000 0.094732353310 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25000000 N N N N N N Emera US Finance LP N/A Emera US Finance LP 29103DAF3 230000.00000000 PA USD 234204.68000000 0.029525173203 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162CS7 480000.00000000 PA USD 535246.85000000 0.067476260307 Long DBT CORP US N 2 2050-02-21 Fixed 3.38000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 TWDC Enterprises 18 Corp 25468PCW4 660000.00000000 PA USD 687064.37000000 0.086615239824 Long DBT CORP US N 2 2022-12-01 Fixed 2.35000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081FH5 1050000.00000000 PA USD 1264163.89000000 0.159367685607 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HFG29 89260.76000000 PA USD 95977.74000000 0.012099499451 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RHA3 1950000.00000000 PA USD 2415364.03000000 0.304494518792 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WKRH0 186626.57000000 PA USD 198657.59000000 0.025043904984 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAR5 915000.00000000 PA USD 1091179.64000000 0.137560307792 Long DBT CORP US N 2 2046-03-15 Fixed 3.88000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JU6 220000.00000000 PA USD 283187.76000000 0.035700258693 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N NORTHROP GRUMMAN SYSTEMS 549300KYOZYCZII5OX23 Northrop Grumman Systems Corp 666807AW2 285000.00000000 PA USD 425688.61000000 0.053664725833 Long DBT CORP US N 2 2031-02-15 Fixed 7.75000000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2018-GS9 36255NAT2 800000.00000000 PA USD 913213.12000000 0.115124836701 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.99000000 N N N N N N 2020-07-17 MAINSTAY VP FUNDS TRUST Jack Benintende Jack Benintende Treasurer