NPORT-P
false
0001107414
XXXXXXXX
S000071465
C000226666
STATE STREET INSTITUTIONAL INVESTMENT TRUST
811-09819
0001107414
549300P1E098W6ES7M39
One Iron Street
Boston
02210
617-664-7037
State Street Income Fund
S000071465
549300Q22FUOGXUWHQ92
2022-09-30
2022-03-31
N
1846382612.00
175007967.58
1671374644.42
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
28376383.68000000
0.00000000
0.00000000
1410982.58000000
USD
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBL1
234000.00000000
PA
USD
256597.38000000
0.015352475332
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.72000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EM1
627000.00000000
PA
USD
605130.24000000
0.036205541469
Long
DBT
CORP
AU
N
2
2030-02-04
Fixed
2.89000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
164000.00000000
PA
USD
165043.04000000
0.009874688511
Long
DBT
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224QNH5
1029.19000000
PA
USD
1033.85000000
0.000061856269
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406MUE4
63281.82000000
PA
USD
69858.85000000
0.004179724170
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298SNA8
56635.30000000
PA
USD
59275.60000000
0.003546517843
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NDD3
261884.45000000
PA
USD
26184.67000000
0.001566654734
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
5.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAG4
106000.00000000
PA
USD
105617.34000000
0.006319190036
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
2531000.00000000
PA
USD
2172863.50000000
0.130004574812
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGXM5
27953383.04000000
PA
USD
27496230.34000000
1.645126688489
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
579000.00000000
PA
USD
508408.32000000
0.030418573220
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
177000.00000000
PA
USD
203794.26000000
0.012193212376
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
1027000.00000000
PA
USD
907857.73000000
0.054318026962
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407GVZ8
75289.47000000
PA
USD
81946.62000000
0.004902947419
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
1149000.00000000
PA
USD
1070339.46000000
0.064039469760
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
509000.00000000
PA
USD
507523.90000000
0.030365657496
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
406000.00000000
PA
USD
426758.78000000
0.025533400391
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
399000.00000000
PA
USD
414908.13000000
0.024824364267
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
31000.00000000
PA
USD
27240.63000000
0.001629833867
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAA8
1402000.00000000
PA
USD
1438774.46000000
0.086083300641
Long
DBT
NUSS
MX
N
2
2025-01-30
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294BYM1
6523.07000000
PA
USD
6880.80000000
0.000411685077
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204XMX0
1794.31000000
PA
USD
1808.45000000
0.000108201354
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404MRG5
2300.34000000
PA
USD
2316.11000000
0.000138575154
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AP6
252000.00000000
PA
USD
216563.76000000
0.012957224206
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
611000.00000000
PA
USD
583016.20000000
0.034882436558
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
236000.00000000
PA
USD
214361.16000000
0.012825440466
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AH9
381000.00000000
PA
USD
389873.49000000
0.023326516966
Long
DBT
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384SEZ8
332.22000000
PA
USD
352.68000000
0.000021101193
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405ET62
2112.42000000
PA
USD
2132.34000000
0.000127580013
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
1991000.00000000
PA
USD
1967028.36000000
0.117689254564
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KPA9
9611.48000000
PA
USD
10210.90000000
0.000610928258
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.50000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AH3
845000.00000000
PA
USD
740862.20000000
0.044326519040
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
54000.00000000
PA
USD
58208.76000000
0.003482687750
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
548000.00000000
PA
USD
572227.08000000
0.034236912825
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384KLV6
2804.82000000
PA
USD
3045.98000000
0.000182243999
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
8.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
215000.00000000
PA
USD
217799.30000000
0.013031147787
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
11059000.00000000
PA
USD
11192053.59000000
0.669631648856
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AV2
345000.00000000
PA
USD
346400.70000000
0.020725496893
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
815000.00000000
PA
USD
821487.40000000
0.049150404593
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BM5
203000.00000000
PA
USD
172359.18000000
0.010312420412
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403ALU7
62329.50000000
PA
USD
68376.88000000
0.004091056438
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
165000.00000000
PA
USD
146840.10000000
0.008785588586
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
382000.00000000
PA
USD
353636.50000000
0.021158421972
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
368000.00000000
PA
USD
344694.56000000
0.020623416847
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
212000.00000000
PA
USD
189453.80000000
0.011335208454
Long
DBT
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
517000.00000000
PA
USD
475081.64000000
0.028424604955
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BA7
678000.00000000
PA
USD
672677.70000000
0.040246972888
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YGJ6
243.09000000
PA
USD
243.97000000
0.000014596966
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
768000.00000000
PA
USD
713564.16000000
0.042693250276
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AM9
520000.00000000
PA
USD
531180.00000000
0.031781025383
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7J8
7335532.93000000
PA
USD
7426272.89000000
0.444321260633
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEG7
307000.00000000
PA
USD
332177.07000000
0.019874483025
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.38000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
1430000.00000000
PA
USD
1432316.60000000
0.085696920482
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
697000.00000000
PA
USD
727270.71000000
0.043513326735
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
426000.00000000
PA
USD
448573.74000000
0.026838611049
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204SFH4
1422.98000000
PA
USD
1434.59000000
0.000085832940
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
595000.00000000
PA
USD
563143.70000000
0.033693445205
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
279000.00000000
PA
USD
286775.73000000
0.017158075896
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
JAB HOLDINGS BV
529900RRNKUM3INJGF98
JAB Holdings BV
46653KAA6
498000.00000000
PA
USD
444375.36000000
0.026587417817
Long
DBT
CORP
NL
N
2
2030-11-23
Fixed
2.20000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAA6
1115000.00000000
PA
USD
1120575.00000000
0.067045111862
Long
DBT
CORP
CA
N
2
2075-05-20
Fixed
5.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
604000.00000000
PA
USD
606180.44000000
0.036268375975
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.56000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
395000.00000000
PA
USD
411755.90000000
0.024635763224
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
473000.00000000
PA
USD
478226.65000000
0.028612774017
Long
DBT
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
1151000.00000000
PA
USD
1164696.90000000
0.069684968830
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
1682000.00000000
PA
USD
1710173.50000000
0.102321373948
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VXH4
57223.68000000
PA
USD
62595.22000000
0.003745133995
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ESH2
4911.82000000
PA
USD
5201.76000000
0.000311226451
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209CNQ5
6267.07000000
PA
USD
6479.06000000
0.000387648575
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBD2
359000.00000000
PA
USD
388197.47000000
0.023226239030
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
496000.00000000
PA
USD
500022.56000000
0.029916844895
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
640000.00000000
PA
USD
563865.60000000
0.033736637197
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208Y5P0
2688.56000000
PA
USD
2762.18000000
0.000165263964
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
289000.00000000
PA
USD
306342.89000000
0.018328798454
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406D5L6
29302.63000000
PA
USD
31460.06000000
0.001882286542
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
392000.00000000
PA
USD
387315.60000000
0.023173475874
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DK6
94000.00000000
PA
USD
105816.74000000
0.006331120335
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
CITADEL FINANCE LLC
549300BQL283NCR7P163
Citadel Finance LLC
17287HAA8
3500000.00000000
PA
USD
3332210.00000000
0.199369423912
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
3.38000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
610000.00000000
PA
USD
611317.60000000
0.036575737345
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
371000.00000000
PA
USD
382519.55000000
0.022886523454
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
375000.00000000
PA
USD
376335.00000000
0.022516495703
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBB5
148000.00000000
PA
USD
140500.84000000
0.008406304383
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NXX3
480348.75000000
PA
USD
510001.43000000
0.030513890569
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CN6
214000.00000000
PA
USD
217214.28000000
0.012996145461
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
752000.00000000
PA
USD
689192.96000000
0.041235097247
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
204000.00000000
PA
USD
182102.64000000
0.010895381272
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
365000.00000000
PA
USD
360134.55000000
0.021547206738
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209CT30
71.56000000
PA
USD
71.60000000
0.000004283898
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FF9
222000.00000000
PA
USD
234922.62000000
0.014055652979
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.13000000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
69000.00000000
PA
USD
83810.85000000
0.005014486146
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406FGM7
30177.44000000
PA
USD
32606.39000000
0.001950872601
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
578000.00000000
PA
USD
591715.94000000
0.035402950617
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DV7
235000.00000000
PA
USD
232708.75000000
0.013923194944
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297NED4
21142.02000000
PA
USD
22549.17000000
0.001349139169
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201Y4S2
16353.73000000
PA
USD
18505.15000000
0.001107181448
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DGE2
1840000.00000000
PA
USD
2012964.05000000
0.120437632383
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207XCM2
4738.51000000
PA
USD
4925.86000000
0.000294719081
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
110000.00000000
PA
USD
110042.90000000
0.006583975673
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AY9
1080000.00000000
PA
USD
1057417.20000000
0.063266318148
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
436000.00000000
PA
USD
462504.44000000
0.027672098625
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FL2
208000.00000000
PA
USD
202198.88000000
0.012097759211
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
1423000.00000000
PA
USD
1406222.83000000
0.084135704385
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
911000.00000000
PA
USD
931178.65000000
0.055713340698
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.38000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
144000.00000000
PA
USD
138625.92000000
0.008294126063
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
447000.00000000
PA
USD
391232.28000000
0.023407814717
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402YRW6
18234.11000000
PA
USD
19670.82000000
0.001176924638
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402WJB5
3426.77000000
PA
USD
3445.09000000
0.000206123146
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
591000.00000000
PA
USD
529199.13000000
0.031662507970
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAD3
610000.00000000
PA
USD
610250.10000000
0.036511867763
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.63000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
220000.00000000
PA
USD
225222.80000000
0.013475303143
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
153000.00000000
PA
USD
150588.72000000
0.009009872233
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BS0
242000.00000000
PA
USD
251137.92000000
0.015025830434
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.90000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AU0
412000.00000000
PA
USD
369415.68000000
0.022102505936
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVD8
726000.00000000
PA
USD
695435.40000000
0.041608588614
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AVG2
63.98000000
PA
USD
66.78000000
0.000003995513
Long
ABS-MBS
USGA
US
N
2
2027-08-15
Fixed
6.50000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAN0
919000.00000000
PA
USD
821200.02000000
0.049133210363
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.45000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032658
14000000.00000000
PA
USD
13967674.00000000
0.835699766454
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
3.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AS3
117000.00000000
PA
USD
115381.89000000
0.006903412731
Long
DBT
US
N
2
2027-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391XN39
4480.86000000
PA
USD
4606.42000000
0.000275606669
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AY3
190000.00000000
PA
USD
185882.70000000
0.011121546005
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
410000.00000000
PA
USD
364338.30000000
0.021798721263
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
856000.00000000
PA
USD
818789.68000000
0.048988997334
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AF7
1580000.00000000
PA
USD
1471864.80000000
0.088063128450
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
2.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769FH2
1948000.00000000
PA
USD
1955616.68000000
0.117006482450
Long
DBT
CORP
DE
N
2
2022-10-04
Fixed
2.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BP0
156000.00000000
PA
USD
160584.84000000
0.009607949991
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
851000.00000000
PA
USD
844149.45000000
0.050506297485
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HF33
314.57000000
PA
USD
354.82000000
0.000021229231
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
7.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
879000.00000000
PA
USD
768413.01000000
0.045974911284
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGE0
1208000.00000000
PA
USD
1120951.52000000
0.067067639427
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
2544000.00000000
PA
USD
2350045.44000000
0.140605545731
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390CTA4
5199.02000000
PA
USD
5692.68000000
0.000340598681
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
6.50000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CF1
636000.00000000
PA
USD
569830.56000000
0.034093526660
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
3230000.00000000
PA
USD
3242435.50000000
0.193998126681
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
164000.00000000
PA
USD
148441.32000000
0.008881391164
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PLZ2
54086.37000000
PA
USD
58327.18000000
0.003489772935
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
55034.00000000
NS
USD
1392360.20000000
0.083306289505
Long
EP
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
916000.00000000
PA
USD
922622.68000000
0.055201428541
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
145000.00000000
PA
USD
138435.85000000
0.008282753987
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHA0
489000.00000000
PA
USD
496105.17000000
0.029682463573
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.95000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
69000.00000000
PA
USD
71919.39000000
0.004303008319
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
276000.00000000
PA
USD
282022.32000000
0.016873674669
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.84000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202XD61
122262.19000000
PA
USD
129770.33000000
0.007764287344
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
611000.00000000
PA
USD
647592.79000000
0.038746117883
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
130000.00000000
PA
USD
125626.80000000
0.007516375841
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397L3N7
143098.21000000
PA
USD
18187.07000000
0.001088150407
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
5.54000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S95NHM0V4 CDS USD R F 5.00000 FIX CCPCDX / Short: S95NHM0V4 CDS USD P V 03MEVENT FLO CCPCDX
000000000
36608706.00000000
OU
Notional Amount
USD
2081733.00000000
0.124552146758
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRYR5
Y
sell protection
2027-06-20
1891840.40000000
USD
0.00000000
USD
36608706.00000000
USD
189892.60000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MRA3
103647.62000000
PA
USD
114182.38000000
0.006831644860
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
6.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
322000.00000000
PA
USD
337478.54000000
0.020191675225
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AL4
129000.00000000
PA
USD
133912.32000000
0.008012106707
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296MJA8
29804.50000000
PA
USD
32318.98000000
0.001933676576
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAB3
604000.00000000
PA
USD
565199.04000000
0.033816418233
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296JPF7
77440.81000000
PA
USD
84942.89000000
0.005082217220
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
239000.00000000
PA
USD
210711.96000000
0.012607105217
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
188000.00000000
PA
USD
180369.08000000
0.010791660661
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.38000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECL3
476000.00000000
PA
USD
401967.72000000
0.024050126723
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
314000.00000000
PA
USD
260415.90000000
0.015580941165
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.13000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
527000.00000000
PA
USD
453488.77000000
0.027132682161
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BK5
108000.00000000
PA
USD
105027.84000000
0.006283919667
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
30316000.00000000
PA
USD
26976503.13000000
1.614030894872
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
8550000.00000000
PA
USD
9059168.83000000
0.542019041646
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Variable
4.41000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
324000.00000000
PA
USD
264380.76000000
0.015818162665
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202U2L6
14013.50000000
PA
USD
15456.42000000
0.000924772913
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CE6
860000.00000000
PA
USD
839858.80000000
0.050249583646
Long
DBT
NUSS
CL
N
2
2047-06-21
Fixed
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KLJ9
48596.93000000
PA
USD
52782.50000000
0.003158029241
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
511000.00000000
PA
USD
448525.14000000
0.026835703263
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
97000.00000000
PA
USD
113672.36000000
0.006801129859
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
140000.00000000
PA
USD
152639.20000000
0.009132554482
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
398000.00000000
PA
USD
404479.44000000
0.024200405417
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411UL74
13752.94000000
PA
USD
14110.73000000
0.000844258948
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
1.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JYM9
9775.74000000
PA
USD
10157.22000000
0.000607716530
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGYZ4
59268479.48000000
PA
USD
56761589.94000000
3.396102132427
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
1118000.00000000
PA
USD
1070116.06000000
0.064026103517
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
380000.00000000
PA
USD
397138.00000000
0.023761159792
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386FF83
184.60000000
PA
USD
204.92000000
0.000012260566
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
8.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
1027000.00000000
PA
USD
932916.53000000
0.055817319780
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
723000.00000000
PA
USD
647164.53000000
0.038720494663
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
177000.00000000
PA
USD
192098.10000000
0.011493419541
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
277000.00000000
PA
USD
268653.99000000
0.016073834247
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
192000.00000000
PA
USD
201953.28000000
0.012083064720
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
205000.00000000
PA
USD
195145.65000000
0.011675757476
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AF7
826000.00000000
PA
USD
740038.18000000
0.044277217108
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XBK0
26321061.86000000
PA
USD
457082.87000000
0.027347720723
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
0.86000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2D6
1243000.00000000
PA
USD
1252247.92000000
0.074923233051
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAL9
633000.00000000
PA
USD
503000.79000000
0.030095035345
Long
DBT
CORP
US
N
2
2051-09-17
Fixed
3.20000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
57000.00000000
PA
USD
64474.98000000
0.003857601897
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBD8
177000.00000000
PA
USD
151014.63000000
0.009035354850
Long
DBT
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DD8
260000.00000000
PA
USD
268317.40000000
0.016053695734
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BD7
300000.00000000
PA
USD
262287.00000000
0.015692890931
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.38000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AK9
265000.00000000
PA
USD
270647.15000000
0.016193086984
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KB6
470000.00000000
PA
USD
492785.60000000
0.029483850412
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBB2
638000.00000000
PA
USD
590960.26000000
0.035357737534
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PMJ9
13281.44000000
PA
USD
14711.76000000
0.000880219168
Long
ABS-MBS
USGA
US
N
2
2036-07-15
Fixed
6.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CF9
312000.00000000
PA
USD
291863.52000000
0.017462483409
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
1269000.00000000
PA
USD
1196235.54000000
0.071571956891
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KC4
227000.00000000
PA
USD
241977.46000000
0.014477751042
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
109000.00000000
PA
USD
113143.09000000
0.006769463110
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECH2
318000.00000000
PA
USD
322744.56000000
0.019310126612
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413BA9
317000.00000000
PA
USD
256836.57000000
0.015366786307
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388LP61
3084.82000000
PA
USD
3231.88000000
0.000193366580
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374NBW1
9250.61000000
PA
USD
9357.98000000
0.000559897209
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
8.00000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
694000.00000000
PA
USD
624593.06000000
0.037370021262
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
385000.00000000
PA
USD
361880.75000000
0.021651683613
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297KY30
6229.60000000
PA
USD
6675.21000000
0.000399384424
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
7.00000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAT3
923000.00000000
PA
USD
829749.31000000
0.049644722849
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.64000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAE1
250000.00000000
PA
USD
250647.50000000
0.014996488120
Long
DBT
CORP
US
N
2
2052-03-24
Fixed
4.00000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
185000.00000000
PA
USD
182015.95000000
0.010890194523
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209CRJ7
2687.30000000
PA
USD
2737.29000000
0.000163774771
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
829000.00000000
PA
USD
773871.50000000
0.046301498146
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CRL3
5807.88000000
PA
USD
6247.29000000
0.000373781546
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
225000.00000000
PA
USD
229542.75000000
0.013733770029
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KKJ3
71.24000000
PA
USD
71.30000000
0.000004265949
Long
ABS-MBS
USGA
US
N
2
2024-04-20
Floating
1.88000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1320000.00000000
PA
USD
1283343.60000000
0.076783718377
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
509000.00000000
PA
USD
457102.36000000
0.027348886829
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CG1
576000.00000000
PA
USD
718554.24000000
0.042991811704
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
670000.00000000
PA
USD
589821.10000000
0.035289580464
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.30000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
581000.00000000
PA
USD
588570.43000000
0.035214751639
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
8132637.93000000
PA
USD
8130837.93000000
0.486476084649
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204CY54
419.66000000
PA
USD
421.85000000
0.000025239703
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BN5
117000.00000000
PA
USD
116290.98000000
0.006957804486
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386XBA3
3301.16000000
PA
USD
3528.16000000
0.000211093306
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.50000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAK1
106000.00000000
PA
USD
100083.08000000
0.005988069780
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JUA9
620.08000000
PA
USD
648.88000000
0.000038823132
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
360000.00000000
PA
USD
304225.20000000
0.018202094965
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
378000.00000000
PA
USD
385934.22000000
0.023090826541
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205JPD1
2477.09000000
PA
USD
2496.14000000
0.000149346527
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AJ2
97000.00000000
PA
USD
81687.58000000
0.004887448799
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.84000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
133000.00000000
PA
USD
137406.29000000
0.008221154392
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405KHN4
1979.10000000
PA
USD
2127.91000000
0.000127314962
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLD8
620494.23000000
PA
USD
674266.22000000
0.040342015612
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
1000000.00000000
PA
USD
883390.00000000
0.052854098448
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CW9
410000.00000000
PA
USD
358963.20000000
0.021477123707
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.45000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AX9
386000.00000000
PA
USD
410553.46000000
0.024563820049
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CR14 Mortgage Trust
12630DBA1
1940000.00000000
PA
USD
1972032.29000000
0.117988644651
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400SE39
13610.12000000
PA
USD
14634.50000000
0.000875596626
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
149000.00000000
PA
USD
153076.64000000
0.009158726950
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406ST37
63805.86000000
PA
USD
70697.82000000
0.004229920576
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
BLOCK FINANCIAL
N/A
Block Financial LLC
093662AJ3
591000.00000000
PA
USD
541361.91000000
0.032390219141
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
411000.00000000
PA
USD
421509.27000000
0.025219317009
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VXG6
14050.34000000
PA
USD
15429.84000000
0.000923182606
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAZ9
4152195.00000000
PA
USD
3776757.06000000
0.225967114710
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.32000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
69000.00000000
PA
USD
75954.51000000
0.004544433544
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
87000.00000000
PA
USD
97944.60000000
0.005860122404
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
121244155.01000000
NS
USD
121244155.01000000
7.254157852327
Long
STIV
RF
US
N
1
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAK2
3270000.00000000
PA
USD
2771356.16000000
0.165812983298
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.42000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
767000.00000000
PA
USD
715442.26000000
0.042805618859
Long
DBT
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390L6T8
3633.22000000
PA
USD
3865.44000000
0.000231273102
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
442000.00000000
PA
USD
378683.50000000
0.022657008784
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
76000.00000000
PA
USD
75683.08000000
0.004528193619
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
600000.00000000
PA
USD
660900.00000000
0.039542301434
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CM9
425000.00000000
PA
USD
420091.25000000
0.025134475469
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.38000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
446000.00000000
PA
USD
451262.80000000
0.026999500172
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
305000.00000000
PA
USD
264407.55000000
0.015819765537
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CX6
406000.00000000
PA
USD
347320.82000000
0.020780548583
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
308000.00000000
PA
USD
282956.52000000
0.016929568780
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
CNOOC FINANCE 2014 ULC
549300QK7VNAZ4SHZS12
CNOOC Finance 2014 ULC
12591DAC5
2095000.00000000
PA
USD
2140105.35000000
0.128044622260
Long
DBT
CORP
CA
N
2
2024-04-30
Fixed
4.25000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
159000.00000000
PA
USD
181811.73000000
0.010877975839
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBH7
1704000.00000000
PA
USD
1577495.04000000
0.094383090306
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.60000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
246000.00000000
PA
USD
227978.04000000
0.013640151881
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
219000.00000000
PA
USD
219302.22000000
0.013121068979
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
14576000.00000000
PA
USD
13628560.00000000
0.815410240038
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
614000.00000000
PA
USD
556087.52000000
0.033271266969
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAB5
1000000.00000000
PA
USD
919170.00000000
0.054994851278
Long
DBT
CORP
NL
N
2
2031-04-21
Fixed
3.20000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DX2
270000.00000000
PA
USD
240821.10000000
0.014408564878
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
730000.00000000
PA
USD
592044.60000000
0.035422614670
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BQ4
399000.00000000
PA
USD
333907.14000000
0.019977994826
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297RLM7
91979.75000000
PA
USD
99010.66000000
0.005923905829
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
7323000.00000000
PA
USD
7075231.05000000
0.423318079738
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
2068000.00000000
PA
USD
2039192.76000000
0.122006922075
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAJ2
205000.00000000
PA
USD
184840.30000000
0.011059178181
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.63000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AB4
646000.00000000
PA
USD
687292.32000000
0.041121380074
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.13000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
66000.00000000
PA
USD
67369.50000000
0.004030783895
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YG2
945000.00000000
PA
USD
943497.45000000
0.056450386701
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
884000.00000000
PA
USD
1121831.36000000
0.067120281125
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
2504000.00000000
PA
USD
2283848.32000000
0.136644906492
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
677000.00000000
PA
USD
597675.91000000
0.035759541524
Long
DBT
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AX4
1107000.00000000
PA
USD
1000595.16000000
0.059866599229
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CZ1
999000.00000000
PA
USD
886912.20000000
0.053064835161
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0RK7
1486174.61000000
PA
USD
1549019.94000000
0.092679396876
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
2847000.00000000
PA
USD
2838857.58000000
0.169851660097
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
355000.00000000
PA
USD
366207.35000000
0.021910548375
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
355000.00000000
PA
USD
319624.25000000
0.019123435375
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
165000.00000000
PA
USD
165224.40000000
0.009885539460
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
89000.00000000
PA
USD
100157.04000000
0.005992494880
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KJ55
97.18000000
PA
USD
97.24000000
0.000005817965
Long
ABS-MBS
USGA
US
N
2
2024-03-20
Floating
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204NMT1
177.85000000
PA
USD
178.22000000
0.000010663079
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AZ6
425000.00000000
PA
USD
413465.50000000
0.024738050285
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
2563000.00000000
PA
USD
2431466.84000000
0.145477068718
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
395000.00000000
PA
USD
403559.65000000
0.024145373471
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
1113000.00000000
PA
USD
1177976.94000000
0.070479526773
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
850000.00000000
PA
USD
766088.00000000
0.045835803633
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCQM1
83454.11000000
PA
USD
14408.18000000
0.000862055676
Long
ABS-MBS
USGSE
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297QPT0
10594.77000000
PA
USD
11168.46000000
0.000668220021
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
34199000.00000000
PA
USD
33703381.59000000
2.016506694206
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390RXV0
2301.91000000
PA
USD
2494.33000000
0.000149238233
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
7.00000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BJ0
555000.00000000
PA
USD
517543.05000000
0.030965113161
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.45000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
262000.00000000
PA
USD
264258.44000000
0.015810844138
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
770000.00000000
PA
USD
833124.60000000
0.049846669792
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CS7
570000.00000000
PA
USD
595963.50000000
0.035657086338
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AH7
188000.00000000
PA
USD
184138.48000000
0.011017187595
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.88000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
800000.00000000
PA
USD
773656.00000000
0.046288604567
Long
DBT
CORP
AU
N
2
2032-03-14
Fixed
3.78000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
684000.00000000
PA
USD
623808.00000000
0.037323050345
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.13000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFQ2
610000.00000000
PA
USD
620632.30000000
0.037133045069
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BE3
317000.00000000
PA
USD
295348.90000000
0.017671017146
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
851000.00000000
PA
USD
763440.61000000
0.045677407668
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAB9
388000.00000000
PA
USD
378839.32000000
0.022666331648
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298CKJ7
174.45000000
PA
USD
182.19000000
0.000010900608
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
433000.00000000
PA
USD
443842.32000000
0.026555525506
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
59055000.00000000
PA
USD
57525567.63000000
3.441811674124
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BZ78
42154.87000000
PA
USD
44667.51000000
0.002672501353
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
4.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
406000.00000000
PA
USD
446831.42000000
0.026734366318
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BH2
781000.00000000
PA
USD
745269.25000000
0.044590197206
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402N2E7
41195.26000000
PA
USD
44213.27000000
0.002645323724
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368H6M0
5200.15000000
PA
USD
5261.23000000
0.000314784600
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
8.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAW1
422000.00000000
PA
USD
380184.02000000
0.022746786381
Long
DBT
CORP
US
N
2
2046-09-19
Fixed
3.13000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BN2
159000.00000000
PA
USD
143704.20000000
0.008597964584
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
124000.00000000
PA
USD
137214.68000000
0.008209690176
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAB7
611000.00000000
PA
USD
688279.28000000
0.041180430868
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
14193000.00000000
PA
USD
12392263.13000000
0.741441374103
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAM0
880000.00000000
PA
USD
744612.00000000
0.044550873287
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ED1
155000.00000000
PA
USD
173201.65000000
0.010362826226
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.13000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AL1
550000.00000000
PA
USD
557238.00000000
0.033340101326
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293TLQ8
9222.18000000
PA
USD
9530.62000000
0.000570226431
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
363000.00000000
PA
USD
338250.66000000
0.020237871929
Long
DBT
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAU7
133000.00000000
PA
USD
144870.25000000
0.008667730510
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AP5
405000.00000000
PA
USD
417478.05000000
0.024978125125
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
426000.00000000
PA
USD
492473.04000000
0.029465149638
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206YGX3
1556.47000000
PA
USD
1584.58000000
0.000094806990
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205CJS0
8020.05000000
PA
USD
8200.66000000
0.000490653608
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400YY42
5789.36000000
PA
USD
6018.50000000
0.000360092814
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1516000.00000000
PA
USD
1442398.20000000
0.086300112593
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
555000.00000000
PA
USD
512065.20000000
0.030637367971
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
1421000.00000000
PA
USD
1494693.06000000
0.089428965850
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203LA36
459.59000000
PA
USD
465.55000000
0.000027854317
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404QKG3
75551.60000000
PA
USD
83072.04000000
0.004970282412
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400UF66
18359.53000000
PA
USD
19714.77000000
0.001179554211
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297CGN4
30713.49000000
PA
USD
34644.08000000
0.002072789611
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
7.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
252000.00000000
PA
USD
285168.24000000
0.017061898177
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DU9
570000.00000000
PA
USD
558634.20000000
0.033423637355
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
570000.00000000
PA
USD
500488.50000000
0.029944722547
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAH0
704000.00000000
PA
USD
685914.24000000
0.041038928183
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.06000000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CP2
307000.00000000
PA
USD
285795.51000000
0.017099428363
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406YT26
9803.81000000
PA
USD
10342.42000000
0.000618797229
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAH4
1820000.00000000
PA
USD
1839728.80000000
0.110072795835
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.60000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
291000.00000000
PA
USD
300832.89000000
0.017999129698
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296NK55
16038.48000000
PA
USD
17292.56000000
0.001034630988
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
7.50000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
568000.00000000
PA
USD
500828.32000000
0.029965054314
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224BGD5
1219.34000000
PA
USD
1223.98000000
0.000073231935
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YBM0
4080.32000000
PA
USD
286.76000000
0.000017157134
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208FKY5
2632.08000000
PA
USD
2722.93000000
0.000162915598
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
117000.00000000
PA
USD
118253.07000000
0.007075198274
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
421000.00000000
PA
USD
382074.34000000
0.022859886098
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
28000.00000000
PA
USD
25932.48000000
0.001551565957
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BA7
1111000.00000000
PA
USD
994767.18000000
0.059517905415
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.38000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
109000.00000000
PA
USD
123687.75000000
0.007400360560
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BJ9
953000.00000000
PA
USD
967857.27000000
0.057907858853
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.52000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KKL8
240.48000000
PA
USD
241.39000000
0.000014442602
Long
ABS-MBS
USGA
US
N
2
2024-04-20
Floating
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207R3A1
47.03000000
PA
USD
47.62000000
0.000002849151
Long
ABS-MBS
USGA
US
N
2
2027-02-15
Fixed
7.00000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
275000.00000000
PA
USD
326262.75000000
0.019520623403
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAJ4
221000.00000000
PA
USD
227771.44000000
0.013627790798
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAY5
3099000.00000000
PA
USD
2841442.11000000
0.170006295086
Long
DBT
CORP
JP
N
2
2026-09-16
Fixed
1.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
741000.00000000
PA
USD
732174.69000000
0.043806736714
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A14B8
17522765.32000000
PA
USD
3035965.06000000
0.181644795805
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
6.09000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
341000.00000000
PA
USD
306579.46000000
0.018342952672
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAA5
1474000.00000000
PA
USD
1353765.82000000
0.080997149533
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403RUC0
42177.95000000
PA
USD
46338.28000000
0.002772465177
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
712000.00000000
PA
USD
656805.76000000
0.039297339001
Long
DBT
CORP
NL
N
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAM9
406000.00000000
PA
USD
406000.00000000
0.024291382028
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
3.10000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
204000.00000000
PA
USD
250532.40000000
0.014989601573
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290VJ88
12299.51000000
PA
USD
13331.56000000
0.000797640435
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
7.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
138000.00000000
PA
USD
118421.94000000
0.007085301933
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293TFC6
2409.01000000
PA
USD
2607.00000000
0.000155979391
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAQ8
328000.00000000
PA
USD
325126.72000000
0.019452653603
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
1084000.00000000
PA
USD
921367.48000000
0.055126328682
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
37603000.00000000
PA
USD
35573025.73000000
2.128369354457
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390FA41
1752.53000000
PA
USD
1805.41000000
0.000108019468
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
406000.00000000
PA
USD
412232.10000000
0.024664254742
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BD8
1000000.00000000
PA
USD
888180.00000000
0.053140688891
Long
DBT
CORP
IN
N
2
2052-01-12
Fixed
3.63000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDB9
129000.00000000
PA
USD
135840.87000000
0.008127493764
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
406000.00000000
PA
USD
336480.62000000
0.020131968683
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
219000.00000000
PA
USD
233940.18000000
0.013996872621
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213N4L7
1582.39000000
PA
USD
1663.36000000
0.000099520475
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AG6
786000.00000000
PA
USD
748609.98000000
0.044790076390
Long
DBT
CORP
JP
N
2
2050-01-23
Fixed
3.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CP2
924000.00000000
PA
USD
875600.88000000
0.052388067685
Long
DBT
CORP
GB
N
2
2026-03-09
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JWC4
359.81000000
PA
USD
403.07000000
0.000024116077
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
540000.00000000
PA
USD
551696.40000000
0.033008541911
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
861000.00000000
PA
USD
855024.66000000
0.051156972068
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209RC68
955.50000000
PA
USD
1032.25000000
0.000061760539
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
8.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBQ2
561000.00000000
PA
USD
499160.97000000
0.029865295113
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.38000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAQ4
164000.00000000
PA
USD
180805.08000000
0.010817746972
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
464000.00000000
PA
USD
451017.28000000
0.026984810467
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BJ7
166000.00000000
PA
USD
164598.96000000
0.009848118765
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CM9
1214000.00000000
PA
USD
1124698.16000000
0.067291804608
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FA6
721000.00000000
PA
USD
639188.13000000
0.038243258753
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AV5
72000.00000000
PA
USD
81056.88000000
0.004849713394
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
315000.00000000
PA
USD
334177.20000000
0.019994152784
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.88000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
561000.00000000
PA
USD
535536.21000000
0.032041661741
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN22
000000000
201.00000000
NC
USD
-1312046.81000000
-0.07850105985
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term US Treasury Bond Future
WNM2 COMDTY
2022-06-21
36914171.81000000
USD
-1312046.81000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
438000.00000000
PA
USD
493608.48000000
0.029533084138
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FDN9
9167.14000000
PA
USD
9669.49000000
0.000578535161
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
8.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAB2
728000.00000000
PA
USD
743615.60000000
0.044491257689
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
564000.00000000
PA
USD
586638.96000000
0.035099189876
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDK5
237000.00000000
PA
USD
249231.57000000
0.014911771626
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
574000.00000000
PA
USD
507226.58000000
0.030347868546
Long
DBT
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
569000.00000000
PA
USD
590548.03000000
0.035333073405
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406XUA8
60439.60000000
PA
USD
66099.40000000
0.003954792554
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
310000.00000000
PA
USD
279821.50000000
0.016741997429
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ADW0
600000.00000000
PA
USD
565602.00000000
0.033840527728
Long
DBT
CORP
FR
N
2
2027-11-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PJS2
177752.26000000
PA
USD
195187.10000000
0.011678237470
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AM6
1587000.00000000
PA
USD
1588904.40000000
0.095065723612
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KU96
162854.55000000
PA
USD
178981.88000000
0.010708663111
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391VGY3
5193.03000000
PA
USD
5469.03000000
0.000327217480
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DM89
2659.58000000
PA
USD
2690.14000000
0.000160953740
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLC0
784267.83000000
PA
USD
852709.73000000
0.051018467513
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
1783000.00000000
PA
USD
1652662.70000000
0.098880445836
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
202000.00000000
PA
USD
195390.56000000
0.011690410683
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAM5
50000.00000000
PA
USD
45088.00000000
0.002697659686
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
AMGEN INC INDUSTRY
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DF4
350000.00000000
PA
USD
362484.50000000
0.021687806573
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
926000.00000000
PA
USD
854031.28000000
0.051097537159
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34355JAB4
631000.00000000
PA
USD
559684.38000000
0.033486470664
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
926000.00000000
PA
USD
846086.20000000
0.050622175155
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WJA3
1870000.00000000
PA
USD
2077556.91000000
0.124302287158
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.46000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBC9
909000.00000000
PA
USD
910954.35000000
0.054503300803
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.38000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EZ7
391000.00000000
PA
USD
351962.56000000
0.021058268484
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
194000.00000000
PA
USD
198143.84000000
0.011855142152
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203T6N0
442.58000000
PA
USD
455.72000000
0.000027266178
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
419000.00000000
PA
USD
508821.03000000
0.030443266068
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
174789000.00000000
PA
USD
158525430.64000000
9.484733489840
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
515000.00000000
PA
USD
445433.80000000
0.026650745330
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
735000.00000000
PA
USD
751743.30000000
0.044977546028
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FW9
406000.00000000
PA
USD
417526.34000000
0.024981014364
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.00000000
N
N
N
N
N
N
HELMERICH & PAYNE INC
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452AE1
339000.00000000
PA
USD
311073.18000000
0.018611816389
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407JRT1
25424.92000000
PA
USD
27348.49000000
0.001636287237
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209KBA5
2275.00000000
PA
USD
2377.93000000
0.000142273906
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
721000.00000000
PA
USD
725910.01000000
0.043431914707
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DA4
1095000.00000000
PA
USD
1073866.50000000
0.064250496056
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209ATC4
5660.41000000
PA
USD
5865.12000000
0.000350915937
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
896000.00000000
PA
USD
876207.36000000
0.052424353984
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
411000.00000000
PA
USD
349415.76000000
0.020905890918
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BV1
731000.00000000
PA
USD
649383.85000000
0.038853278776
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.80000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AU2
102000.00000000
PA
USD
116062.74000000
0.006944148661
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SWM9
41635.69000000
PA
USD
46365.53000000
0.002774095571
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
347000.00000000
PA
USD
346618.30000000
0.020738516116
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
385000.00000000
PA
USD
352267.30000000
0.021076501380
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
535000.00000000
PA
USD
489482.20000000
0.029286204719
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294STV9
25296.17000000
PA
USD
28114.79000000
0.001682135725
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
7.00000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300AH0
176000.00000000
PA
USD
193783.04000000
0.011594231170
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.38000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
1420000.00000000
PA
USD
1264524.20000000
0.075657735039
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0VP7
243292.51000000
PA
USD
247526.18000000
0.014809736454
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KHA2
12534.33000000
PA
USD
13853.74000000
0.000828882982
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
8.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKB4
633000.00000000
PA
USD
540936.48000000
0.032364765243
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAE3
693000.00000000
PA
USD
647899.56000000
0.038764472236
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.27000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
399000.00000000
PA
USD
378894.39000000
0.022669626541
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
571000.00000000
PA
USD
621727.64000000
0.037198580346
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AR7
737000.00000000
PA
USD
767268.59000000
0.045906439502
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
328000.00000000
PA
USD
327954.08000000
0.019621817352
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.37000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
262000.00000000
PA
USD
292211.22000000
0.017483286645
Long
DBT
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
295000.00000000
PA
USD
308584.75000000
0.018462931158
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YT60
67185.32000000
PA
USD
73682.61000000
0.004408503518
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
846000.00000000
PA
USD
846829.08000000
0.050666622401
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
202000.00000000
PA
USD
207837.80000000
0.012435141378
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
549000.00000000
PA
USD
555006.06000000
0.033206562146
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAP6
262000.00000000
PA
USD
271303.62000000
0.016232364234
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
1424000.00000000
PA
USD
1422718.40000000
0.085122650672
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CN7
432000.00000000
PA
USD
412413.12000000
0.024675085348
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBJ7
887000.00000000
PA
USD
889093.32000000
0.053195333731
Long
DBT
CORP
NZ
N
2
2028-01-21
Fixed
3.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
3422000.00000000
PA
USD
3238204.38000000
0.193744974581
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1137000.00000000
PA
USD
1095840.60000000
0.065565228218
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
27000.00000000
PA
USD
27564.84000000
0.001649231672
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393TFP6
561992.48000000
PA
USD
18261.25000000
0.001092588670
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
1.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406KL40
23084.08000000
PA
USD
24884.52000000
0.001488865472
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AJ6
261000.00000000
PA
USD
260029.08000000
0.015557797341
Long
DBT
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
101000.00000000
PA
USD
104046.16000000
0.006225184781
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
403000.00000000
PA
USD
367761.68000000
0.022003545478
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
124000.00000000
PA
USD
119284.28000000
0.007136896589
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CA1
355000.00000000
PA
USD
341733.65000000
0.020446262670
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
566000.00000000
PA
USD
498176.22000000
0.029806376545
Long
DBT
CORP
US
N
2
2047-02-12
Floating
2.63000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RAD4
211000.00000000
PA
USD
275909.93000000
0.016507964322
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBC1
2830479.89000000
PA
USD
2966886.35000000
0.177511748183
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
4.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
635000.00000000
PA
USD
575386.20000000
0.034425926103
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
232000.00000000
PA
USD
239201.28000000
0.014311649443
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
509000.00000000
PA
USD
423839.21000000
0.025358719627
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDW8
13095000.00000000
PA
USD
12540508.59000000
0.750311046770
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAV4
741000.00000000
PA
USD
678948.66000000
0.040622170634
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAC7
200000.00000000
PA
USD
187096.00000000
0.011194138945
Long
DBT
CORP
US
N
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287LER9
24091.75000000
PA
USD
26650.75000000
0.001594540762
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
7.00000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAP5
316000.00000000
PA
USD
301040.56000000
0.018011554800
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.38000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
57000.00000000
PA
USD
63550.44000000
0.003802285753
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208VJS5
4495.65000000
PA
USD
4659.01000000
0.000278753181
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
415000.00000000
PA
USD
411808.65000000
0.024638919309
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373TT67
225.93000000
PA
USD
228.03000000
0.000013643260
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DP2
404000.00000000
PA
USD
384999.88000000
0.023034924054
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
940000.00000000
PA
USD
902052.20000000
0.053970676353
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
555000.00000000
PA
USD
572116.20000000
0.034230278765
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
181000.00000000
PA
USD
196721.66000000
0.011770051715
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AKPW5
245279.75000000
PA
USD
4776.09000000
0.000285758194
Long
ABS-MBS
USGSE
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
167000.00000000
PA
USD
172923.49000000
0.010346183638
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAT5
301000.00000000
PA
USD
308013.30000000
0.018428740739
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAW5
136000.00000000
PA
USD
146933.04000000
0.008791149278
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
124000.00000000
PA
USD
135120.32000000
0.008084382544
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
395000.00000000
PA
USD
363099.80000000
0.021724620581
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391PBD7
8727.61000000
PA
USD
9387.16000000
0.000561643078
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A4M9
947.74000000
PA
USD
1022.70000000
0.000061189153
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DMG1
177.85000000
PA
USD
178.55000000
0.000010682823
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
845000.00000000
PA
USD
770445.65000000
0.046096526148
Long
DBT
CORP
US
N
2
2028-12-14
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407LXC6
24434.02000000
PA
USD
26292.82000000
0.001573125456
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AU1
270000.00000000
PA
USD
269138.70000000
0.016102834926
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
3.13000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAQ2
785000.00000000
PA
USD
797175.35000000
0.047695790567
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.46000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
884133.00000000
PA
USD
1047741.81000000
0.062687429984
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291SDE7
15867.47000000
PA
USD
16489.60000000
0.000986589096
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KGSE9
22799.83000000
PA
USD
25035.48000000
0.001497897558
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
1216000.00000000
PA
USD
1128545.28000000
0.067521981607
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.13000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
118000.00000000
PA
USD
124893.56000000
0.007472505366
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
643000.00000000
PA
USD
695693.85000000
0.041624051933
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203CLH3
906.35000000
PA
USD
923.48000000
0.000055252722
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298DKH9
256.34000000
PA
USD
270.55000000
0.000016187274
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TAFV9
4478.82000000
PA
USD
550.33000000
0.000032926788
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJJ2
328000.00000000
PA
USD
363624.08000000
0.021755988773
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
5.35000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
60000.00000000
PA
USD
60744.60000000
0.003634409568
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
239000.00000000
PA
USD
237955.57000000
0.014237117380
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Cantor Fitzgerald LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AE7
1361000.00000000
PA
USD
1400754.81000000
0.083808547334
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312932LG9
138015.41000000
PA
USD
152016.22000000
0.009095280971
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AY7
269000.00000000
PA
USD
298288.72000000
0.017846909488
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KAG3
79940.80000000
PA
USD
85463.05000000
0.005113338908
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6AQ4
7779594.51000000
PA
USD
7652493.28000000
0.457856250574
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
363000.00000000
PA
USD
345833.73000000
0.020691574516
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
400000.00000000
PA
USD
444432.00000000
0.026590806644
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AWL0
1092.99000000
PA
USD
1163.11000000
0.000069590023
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
7.00000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AK3
2940000.00000000
PA
USD
2943204.60000000
0.176094845630
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290VJ96
23617.34000000
PA
USD
26343.33000000
0.001576147519
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPF7
2664345.04000000
PA
USD
2788943.86000000
0.166865272804
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
243000.00000000
PA
USD
204890.31000000
0.012258790133
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
316000.00000000
PA
USD
316739.44000000
0.018950834336
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VV52
46854.25000000
PA
USD
50775.71000000
0.003037961008
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
145000.00000000
PA
USD
147159.05000000
0.008804671680
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
966000.00000000
PA
USD
927746.40000000
0.055507985782
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296WPN1
16394.82000000
PA
USD
17562.85000000
0.001050802706
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AM7
230000.00000000
PA
USD
261829.70000000
0.015665530219
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
BAIN CAPITAL SPECIALTY F
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684BAB3
923000.00000000
PA
USD
866097.05000000
0.051819444125
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
2.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BX9
179000.00000000
PA
USD
202035.51000000
0.012087984622
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294SCC9
13046.46000000
PA
USD
14086.76000000
0.000842824799
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
7.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
298000.00000000
PA
USD
295124.30000000
0.017657579106
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393RTL4
115637.45000000
PA
USD
19381.74000000
0.001159628696
Long
ABS-MBS
USGSE
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
638000.00000000
PA
USD
678921.32000000
0.040620534855
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
1080000.00000000
PA
USD
1068724.80000000
0.063942863053
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
800000.00000000
PA
USD
772528.00000000
0.046221115210
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.44000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
204000.00000000
PA
USD
179760.72000000
0.010755261879
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
597000.00000000
PA
USD
588062.91000000
0.035184386215
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
100000.00000000
PA
USD
101262.00000000
0.006058605731
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AL3
328000.00000000
PA
USD
333756.40000000
0.019968975903
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BG8
530000.00000000
PA
USD
528977.10000000
0.031649223695
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AB4
423000.00000000
PA
USD
427589.55000000
0.025583106183
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KJ71
183.38000000
PA
USD
183.72000000
0.000010992149
Long
ABS-MBS
USGA
US
N
2
2024-03-20
Floating
2.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
528000.00000000
PA
USD
480612.00000000
0.028755491870
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407AEG2
12924.65000000
PA
USD
13553.82000000
0.000810938471
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
3221000.00000000
PA
USD
3357377.14000000
0.200875198819
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BE3
880000.00000000
PA
USD
837100.00000000
0.050084521911
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
335000.00000000
PA
USD
290177.00000000
0.017361577248
Long
DBT
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAR6
647000.00000000
PA
USD
648992.76000000
0.038829879474
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBC8
1081000.00000000
PA
USD
1024139.40000000
0.061275274422
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.70000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31351BFA8
3207.62000000
PA
USD
3012.64000000
0.000180249234
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
None
0.00000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
890000.00000000
PA
USD
822004.00000000
0.049181313282
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
1025000.00000000
PA
USD
1025984.00000000
0.061385638667
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
968000.00000000
PA
USD
992190.32000000
0.059363729329
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.10000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FV5
475000.00000000
PA
USD
451843.75000000
0.027034258986
Long
DBT
CORP
US
N
2
2061-05-20
Fixed
3.55000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
419000.00000000
PA
USD
421195.56000000
0.025200547429
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AU2
129000.00000000
PA
USD
136025.34000000
0.008138530786
Long
DBT
CORP
IE
N
2
2047-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297PE49
35038.31000000
PA
USD
37153.54000000
0.002222933088
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
197000.00000000
PA
USD
185134.69000000
0.011076791826
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.30000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
TEHUYFNKZR6XVWLGEU86
UNIV OF TEXAS TX UNIV REVENUES
91514AGU3
1025000.00000000
PA
USD
1003278.41000000
0.060027140734
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
3.35000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
1271000.00000000
PA
USD
1252049.39000000
0.074911354804
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
448000.00000000
PA
USD
461861.12000000
0.027633608152
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204QGP9
255.88000000
PA
USD
258.04000000
0.000015438788
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
1952000.00000000
PA
USD
1656154.88000000
0.099089386423
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
LEHMAN TBA FAIL RESIDUAL
N/A
LEHMAN TBA FAIL RESIDUAL
000000000
1140372.29000000
PA
USD
29307.57000000
0.001753500933
Long
ABS-MBS
USGSE
US
N
3
2089-12-01
None
0.00000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
278000.00000000
PA
USD
247211.50000000
0.014790908838
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAH6
1744000.00000000
PA
USD
1610863.04000000
0.096379530787
Long
DBT
CORP
SE
N
2
2027-06-11
Fixed
1.42000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF3
12529TAX1
4022000.00000000
PA
USD
3907917.34000000
0.233814564140
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Fixed
3.01000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
205000.00000000
PA
USD
177632.50000000
0.010627928369
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AC4
2113000.00000000
PA
USD
1920970.56000000
0.114933570783
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DN4
426000.00000000
PA
USD
446989.02000000
0.026743795682
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
414000.00000000
PA
USD
356743.80000000
0.021344334807
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
759000.00000000
PA
USD
782111.55000000
0.046794508497
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209J7D7
467.09000000
PA
USD
478.37000000
0.000028621350
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
468000.00000000
PA
USD
479377.08000000
0.028681605383
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KEBL6
26875.04000000
PA
USD
29846.92000000
0.001785770778
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406WB94
106266.47000000
PA
USD
114306.28000000
0.006839057920
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AT7
103000.00000000
PA
USD
106273.34000000
0.006358439165
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BX6
1372000.00000000
PA
USD
1391208.00000000
0.083237352238
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
292000.00000000
PA
USD
291833.56000000
0.017460690873
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
360000.00000000
PA
USD
313765.20000000
0.018772882611
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296WZF7
42025.94000000
PA
USD
46005.23000000
0.002752538466
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FEMC3
116674.92000000
PA
USD
19505.89000000
0.001167056713
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAT5
4118000.00000000
PA
USD
3869238.09000000
0.231500346311
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.46000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
168000.00000000
PA
USD
163710.96000000
0.009794988846
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AB3
94000.00000000
PA
USD
93845.84000000
0.005614889534
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296UZJ3
14530.39000000
PA
USD
15323.67000000
0.000916830349
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
328000.00000000
PA
USD
300697.28000000
0.017991016018
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.38000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
3189000.00000000
PA
USD
3209345.82000000
0.192018338360
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
144000.00000000
PA
USD
162079.20000000
0.009697359029
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
627000.00000000
PA
USD
618309.78000000
0.036994086398
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
855000.00000000
PA
USD
859394.70000000
0.051418435888
Long
DBT
CORP
GB
N
2
2025-06-22
Fixed
4.38000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
45000.00000000
PA
USD
43551.00000000
0.002605699454
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402D4P2
54130.53000000
PA
USD
57310.45000000
0.003428940973
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383SRF9
97.45000000
PA
USD
99.82000000
0.000005972329
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
540000.00000000
PA
USD
632599.20000000
0.037849036546
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
372000.00000000
PA
USD
410568.96000000
0.024564747429
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
290000.00000000
PA
USD
287619.10000000
0.017208535558
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373EX81
2.13000000
PA
USD
2.14000000
0.000000128038
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
610000.00000000
PA
USD
500169.50000000
0.029925636461
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209GQJ9
1039.63000000
PA
USD
1098.30000000
0.000065712376
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
972000.00000000
PA
USD
927842.04000000
0.055513708018
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAD3
226000.00000000
PA
USD
233787.96000000
0.013987765147
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298CVU0
4350.08000000
PA
USD
5173.17000000
0.000309515883
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
8.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
2227000.00000000
PA
USD
2048929.08000000
0.122589455741
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
479000.00000000
PA
USD
490975.00000000
0.029375520422
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
19595375.08000000
PA
USD
19725508.55000000
1.180196709089
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863BP2
150000.00000000
PA
USD
140169.00000000
0.008386450067
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.63000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CY3
520000.00000000
PA
USD
473397.60000000
0.028323847174
Long
DBT
CORP
GB
N
2
2032-11-22
Fixed
2.87000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCR1
379000.00000000
PA
USD
439314.06000000
0.026284595226
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BL2
772000.00000000
PA
USD
777280.48000000
0.046505460795
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213E7L4
32939.14000000
PA
USD
36728.04000000
0.002197475001
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
NEWMARKET CORP
54930082CG88ERDREQ47
NewMarket Corp
651587AG2
419000.00000000
PA
USD
383917.13000000
0.022970142049
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.70000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
168000.00000000
PA
USD
184714.32000000
0.011051640672
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400C2K9
10358.56000000
PA
USD
10937.43000000
0.000654397267
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210FES1
4788.07000000
PA
USD
4870.92000000
0.000291431966
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
7.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
6397000.00000000
PA
USD
6237936.04000000
0.373221890186
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.05000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
221000.00000000
PA
USD
212831.84000000
0.012733939737
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
1007000.00000000
PA
USD
983990.05000000
0.058873099055
Long
DBT
CORP
FR
N
2
2025-11-19
Fixed
2.82000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
597000.00000000
PA
USD
570320.07000000
0.034122814528
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
513000.00000000
PA
USD
451619.55000000
0.027020844878
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
731000.00000000
PA
USD
746972.35000000
0.044692095365
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AWB2
1367.63000000
PA
USD
1454.78000000
0.000087040927
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
7.00000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
412000.00000000
PA
USD
356899.12000000
0.021353627757
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FJ7
454000.00000000
PA
USD
446059.54000000
0.026688183974
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
511000.00000000
PA
USD
509773.60000000
0.030500259274
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297KYT3
28896.12000000
PA
USD
31444.74000000
0.001881369931
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBS4
467000.00000000
PA
USD
418385.30000000
0.025032406791
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405KLK5
29987.60000000
PA
USD
32173.48000000
0.001924971167
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
610000.00000000
PA
USD
524868.40000000
0.031403396105
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EH5
397000.00000000
PA
USD
530038.67000000
0.031712738479
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
275000.00000000
PA
USD
278814.25000000
0.016681732664
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
252000.00000000
PA
USD
209026.44000000
0.012506258886
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
747000.00000000
PA
USD
697302.09000000
0.041720274525
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402A6G6
35834.60000000
PA
USD
39139.12000000
0.002341732305
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDD8
342258.70000000
PA
USD
371611.82000000
0.022233903167
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.50000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
745000.00000000
PA
USD
792238.51000000
0.047400414541
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209LHF6
11633.43000000
PA
USD
12088.67000000
0.000723277096
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
1109000.00000000
PA
USD
986278.06000000
0.059009992959
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.11000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204VXH7
1773.02000000
PA
USD
1782.46000000
0.000106646346
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204SQ58
918.50000000
PA
USD
924.92000000
0.000055338879
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387MAA7
9074.33000000
PA
USD
9087.60000000
0.000543720106
Long
ABS-MBS
USGSE
US
N
2
2022-11-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406V3P9
54553.82000000
PA
USD
59500.85000000
0.003559994774
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AK9
202000.00000000
PA
USD
197006.56000000
0.011787097564
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.70000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
454000.00000000
PA
USD
441424.20000000
0.026410846991
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208UKV8
34.87000000
PA
USD
35.92000000
0.000002149129
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385AVN4
1904.23000000
PA
USD
2076.39000000
0.000124232469
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
8.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBL8
237000.00000000
PA
USD
236059.11000000
0.014123650301
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAU8
238000.00000000
PA
USD
245851.62000000
0.014709545871
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
234000.00000000
PA
USD
226671.12000000
0.013561957563
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
317000.00000000
PA
USD
346997.71000000
0.020761216592
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBM6
1414000.00000000
PA
USD
1284986.64000000
0.076882023087
Long
DBT
CORP
GB
N
2
2031-06-24
Fixed
2.65000000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
Novant Health Inc
66988AAJ3
396000.00000000
PA
USD
351279.72000000
0.021017413490
Long
DBT
CORP
US
N
2
2061-11-01
Fixed
3.32000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC13 Mortgage Trust
12626GAM5
1375000.00000000
PA
USD
1407164.78000000
0.084192062186
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290RXU2
39815.98000000
PA
USD
42566.44000000
0.002546792255
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AC8
69000.00000000
PA
USD
70017.75000000
0.004189231315
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.13000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
555000.00000000
PA
USD
464190.90000000
0.027773001196
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAQ1
446000.00000000
PA
USD
450798.96000000
0.026971748165
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AB4
260000.00000000
PA
USD
264698.20000000
0.015837155414
Long
DBT
US
N
2
2024-07-01
Fixed
4.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
509000.00000000
PA
USD
531604.69000000
0.031806435006
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
451000.00000000
PA
USD
451550.22000000
0.027016696795
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
411000.00000000
PA
USD
407465.40000000
0.024379058361
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAJ7
279000.00000000
PA
USD
283369.14000000
0.016954256243
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290YUX4
22990.65000000
PA
USD
24578.83000000
0.001470575737
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
4.50000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BF1
202000.00000000
PA
USD
204114.94000000
0.012212398978
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297NPQ3
11698.72000000
PA
USD
12272.98000000
0.000734304546
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
317000.00000000
PA
USD
339630.63000000
0.020320436901
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PC35
654.51000000
PA
USD
670.81000000
0.000040135226
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KJ4
724000.00000000
PA
USD
700774.08000000
0.041928007125
Long
DBT
CORP
CA
N
2
2022-10-12
Fixed
4.65000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAA0
452000.00000000
PA
USD
412779.96000000
0.024697033748
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PM90
18227.23000000
PA
USD
19559.99000000
0.001170293570
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-368.00000000
NC
USD
1742765.63000000
0.104271393359
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
-51595265.63000000
USD
1742765.63000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403TGC2
33064.74000000
PA
USD
35035.56000000
0.002096212247
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
4.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
200000.00000000
PA
USD
180172.00000000
0.010779869169
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
1284000.00000000
PA
USD
1258281.48000000
0.075284226920
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.63000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CP7
326000.00000000
PA
USD
281761.80000000
0.016858087499
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
3.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAW7
287000.00000000
PA
USD
313696.74000000
0.018768786582
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402JR74
7373.51000000
PA
USD
7806.67000000
0.000467080796
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AQ4
916000.00000000
PA
USD
884810.20000000
0.052939070420
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
368000.00000000
PA
USD
364710.08000000
0.021820965228
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CC2
1297000.00000000
PA
USD
1141385.94000000
0.068290251010
Long
DBT
CORP
GB
N
2
2032-06-29
Fixed
2.68000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
181000.00000000
PA
USD
186927.75000000
0.011184072381
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDX7
641000.00000000
PA
USD
591739.15000000
0.035404339294
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAR9
254000.00000000
PA
USD
278305.26000000
0.016651279288
Long
DBT
CORP
CA
N
2
2043-06-01
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KVB0
38224.22000000
PA
USD
41218.13000000
0.002466121532
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
6.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
1940000.00000000
PA
USD
1967800.20000000
0.117735434516
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376LF66
1476.97000000
PA
USD
1511.38000000
0.000090427361
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
7.50000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAS2
220000.00000000
PA
USD
227308.40000000
0.013600086656
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCQR0
99109.92000000
PA
USD
17805.59000000
0.001065326081
Long
ABS-MBS
USGSE
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
31799000.00000000
PA
USD
34665878.59000000
2.074093842797
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
68000.00000000
PA
USD
72694.04000000
0.004349356396
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.63000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAT7
1103000.00000000
PA
USD
1113908.67000000
0.066646258737
Long
DBT
CORP
CA
N
2
2022-10-25
Fixed
4.25000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AW9
117000.00000000
PA
USD
111318.48000000
0.006660294887
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208US57
1535.26000000
PA
USD
1570.23000000
0.000093948415
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAQS4
17025368.40000000
PA
USD
16276715.11000000
0.973851982518
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BU3
632000.00000000
PA
USD
573767.52000000
0.034329078876
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
203000.00000000
PA
USD
210385.14000000
0.012587551253
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.63000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAL7
79000.00000000
PA
USD
67456.52000000
0.004035990388
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AZ1
420000.00000000
PA
USD
388361.40000000
0.023236047124
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-1 LLC
29374AAC8
4214000.00000000
PA
USD
4222064.37000000
0.252610292018
Long
ABS-O
CORP
US
N
2
2024-10-20
Fixed
3.07000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
665000.00000000
PA
USD
591630.55000000
0.035397841649
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.88000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
140000.00000000
PA
USD
126392.00000000
0.007562158515
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LNM7
8997.41000000
PA
USD
9605.44000000
0.000574702986
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
7.00000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAC0
373000.00000000
PA
USD
404029.87000000
0.024173507199
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CF6
374000.00000000
PA
USD
362914.64000000
0.021713542275
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
225000.00000000
PA
USD
224379.00000000
0.013424817754
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAH6
435000.00000000
PA
USD
443573.85000000
0.026539462680
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402N2G2
34056.64000000
PA
USD
37188.95000000
0.002225051703
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
387000.00000000
PA
USD
396512.46000000
0.023723733115
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
523000.00000000
PA
USD
490615.84000000
0.029354031523
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKP3
1038000.00000000
PA
USD
1009911.72000000
0.060424018239
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JYA5
2154.77000000
PA
USD
2249.55000000
0.000134592804
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401KTV7
35473.09000000
PA
USD
39113.00000000
0.002340169520
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
1384000.00000000
PA
USD
1227137.44000000
0.073420848168
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.88000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
1145000.00000000
PA
USD
1067975.85000000
0.063898052633
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BLB6
63.04000000
PA
USD
63.18000000
0.000003780121
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
564000.00000000
PA
USD
513725.04000000
0.030736677842
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
190000.00000000
PA
USD
178113.60000000
0.010656713059
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAT7
1585000.00000000
PA
USD
1422410.70000000
0.085104240676
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBN4
830000.00000000
PA
USD
756628.00000000
0.045269802466
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
780000.00000000
PA
USD
838211.40000000
0.050151018073
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AP6
176000.00000000
PA
USD
173495.52000000
0.010380408759
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
3.80000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAF1
204000.00000000
PA
USD
200797.20000000
0.012013895308
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
191000.00000000
PA
USD
171149.37000000
0.010240036282
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAF7
832000.00000000
PA
USD
744040.96000000
0.044516707399
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
46000.00000000
PA
USD
50296.40000000
0.003009283416
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AP7
776000.00000000
PA
USD
725133.20000000
0.043385437395
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PM82
31532.63000000
PA
USD
34534.96000000
0.002066260853
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406V5R3
51457.24000000
PA
USD
56038.19000000
0.003352820397
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
1217000.00000000
PA
USD
1191187.43000000
0.071269923471
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECM1
802000.00000000
PA
USD
710644.18000000
0.042518544981
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
247000.00000000
PA
USD
236314.78000000
0.014138947290
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
132000.00000000
PA
USD
138559.08000000
0.008290126960
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YAX7
750.75000000
PA
USD
19.47000000
0.000001164909
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
8.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
29000.00000000
PA
USD
42466.73000000
0.002540826507
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
488000.00000000
PA
USD
422603.12000000
0.025284763138
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
237000.00000000
PA
USD
236111.25000000
0.014126769888
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FS2
218000.00000000
PA
USD
216105.58000000
0.012929810842
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.80000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
121000.00000000
PA
USD
115602.19000000
0.006916593499
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
525000.00000000
PA
USD
528087.00000000
0.031595968130
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
614000.00000000
PA
USD
554245.52000000
0.033161058285
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
1.36000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBU9
110000.00000000
PA
USD
95444.80000000
0.005710556895
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BG3
220000.00000000
PA
USD
222222.00000000
0.013295762308
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.35000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BD0
115000.00000000
PA
USD
117665.70000000
0.007040055345
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
1557000.00000000
PA
USD
1423331.55000000
0.085159336044
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
248000.00000000
PA
USD
251447.20000000
0.015044334963
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
272000.00000000
PA
USD
267667.04000000
0.016014784051
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBP7
176000.00000000
PA
USD
147720.32000000
0.008838253020
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AY8
283000.00000000
PA
USD
237598.31000000
0.014215742161
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.88000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AB1
1680000.00000000
PA
USD
1688030.40000000
0.100996530349
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.50000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
1179000.00000000
PA
USD
1202379.57000000
0.071939560290
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209AV72
6323.07000000
PA
USD
6630.51000000
0.000396709978
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KH40
137.31000000
PA
USD
137.70000000
0.000008238727
Long
ABS-MBS
USGA
US
N
2
2024-01-20
Floating
2.00000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAT0
639000.00000000
PA
USD
655102.80000000
0.039195449218
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
721000.00000000
PA
USD
668662.61000000
0.040006746077
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAK2
294000.00000000
PA
USD
304248.84000000
0.018203509369
Long
DBT
CORP
US
N
2
2048-07-24
Fixed
4.03000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
174000.00000000
PA
USD
173888.64000000
0.010403929518
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
2488000.00000000
PA
USD
2419928.32000000
0.144786707640
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297NNU6
18586.09000000
PA
USD
20490.83000000
0.001225986649
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
7.00000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CL8
982000.00000000
PA
USD
1038023.10000000
0.062105949941
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205RWX1
2582.72000000
PA
USD
2638.09000000
0.000157839536
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406D2E5
24011.04000000
PA
USD
25967.18000000
0.001553642092
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
638000.00000000
PA
USD
608875.30000000
0.036429612117
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373DBE4
1674.16000000
PA
USD
1685.25000000
0.000100830176
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291L3K9
6599.73000000
PA
USD
6685.68000000
0.000400010854
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297RQX8
69126.72000000
PA
USD
74410.75000000
0.004452068855
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
1134000.00000000
PA
USD
987657.30000000
0.059092514254
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206F5P3
566.15000000
PA
USD
581.45000000
0.000034788729
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AU4
533000.00000000
PA
USD
528709.35000000
0.031633203947
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCT4
587000.00000000
PA
USD
589383.22000000
0.035263381670
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
857000.00000000
PA
USD
821117.41000000
0.049128267725
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.85000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
613000.00000000
PA
USD
647419.95000000
0.038735776695
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CQ1
176000.00000000
PA
USD
159088.16000000
0.009518402144
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.40000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
844000.00000000
PA
USD
836631.88000000
0.050056513827
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207VMA1
9821.50000000
PA
USD
10366.24000000
0.000620222404
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407EBZ5
11755.17000000
PA
USD
12360.13000000
0.000739518817
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDT5
266000.00000000
PA
USD
221838.68000000
0.013272827892
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297MW20
2033.55000000
PA
USD
2060.18000000
0.000123262609
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1126000.00000000
PA
USD
1065364.90000000
0.063741836909
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
816000.00000000
PA
USD
841761.12000000
0.050363401336
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
142000.00000000
PA
USD
142065.32000000
0.008499908771
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
732000.00000000
PA
USD
705384.48000000
0.042203851922
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2013-C17
92938GAF5
1880000.00000000
PA
USD
1911143.37000000
0.114345600274
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.26000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BC5
479000.00000000
PA
USD
496761.32000000
0.029721721677
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
94000.00000000
PA
USD
125944.96000000
0.007535411669
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
128000.00000000
PA
USD
115919.36000000
0.006935570094
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC Structured Pass Through Securities
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31394JY68
3882830.27000000
PA
USD
11005.03000000
0.000658441842
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Variable
0.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
370000.00000000
PA
USD
354075.20000000
0.021184669827
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBA4
418000.00000000
PA
USD
422025.34000000
0.025250193989
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DNW5
344.28000000
PA
USD
345.16000000
0.000020651264
Long
ABS-MBS
USGA
US
N
2
2024-06-15
Fixed
6.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BJ2
1396000.00000000
PA
USD
1387233.12000000
0.082999531232
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294TK61
32587.46000000
PA
USD
36732.85000000
0.002197762789
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
7.00000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AQ1
3151000.00000000
PA
USD
3312173.65000000
0.198170629251
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
470000.00000000
PA
USD
431629.20000000
0.025824802442
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
791000.00000000
PA
USD
714929.53000000
0.042774941715
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
85325WAA6
1304000.00000000
PA
USD
1267787.92000000
0.075853006639
Long
DBT
CORP
GB
N
2
2026-01-30
Fixed
2.82000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
768000.00000000
PA
USD
783659.52000000
0.046887125074
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
57304000.00000000
PA
USD
53122598.75000000
3.178377686137
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297H3Y3
40022.66000000
PA
USD
42448.95000000
0.002539762712
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.50000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AC9
748000.00000000
PA
USD
686664.00000000
0.041083787066
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BH4
768000.00000000
PA
USD
707320.32000000
0.042319675146
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.40000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
557000.00000000
PA
USD
576533.99000000
0.034494599515
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EQ7
87000.00000000
PA
USD
87236.64000000
0.005219454554
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208FLR9
1163.86000000
PA
USD
1191.57000000
0.000071292813
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
359000.00000000
PA
USD
388366.20000000
0.023236334312
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208FLQ1
1631.87000000
PA
USD
1667.07000000
0.000099742448
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
769.00000000
NC
USD
-2144209.10000000
-0.12829015368
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
165112131.74000000
USD
-2144209.10000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
341000.00000000
PA
USD
286862.84000000
0.017163287773
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ET6
201000.00000000
PA
USD
206947.59000000
0.012381879232
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
2055000.00000000
PA
USD
1613195.55000000
0.096519087170
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
1200000.00000000
PA
USD
1172496.00000000
0.070151596706
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203CZE5
373.51000000
PA
USD
375.23000000
0.000022450382
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
339000.00000000
PA
USD
340071.24000000
0.020346799033
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAG2
4333000.00000000
PA
USD
4395079.71000000
0.262961971133
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LJF7
7771.69000000
PA
USD
8203.25000000
0.000490808570
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
49000.00000000
PA
USD
56961.52000000
0.003408064145
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AS6
294000.00000000
PA
USD
256138.68000000
0.015325030857
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AD4
205000.00000000
PA
USD
199534.70000000
0.011938358683
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406SUT8
45850.67000000
PA
USD
50423.46000000
0.003016885541
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
274000.00000000
PA
USD
276055.00000000
0.016516644004
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
611000.00000000
PA
USD
630765.85000000
0.037739345400
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CFF9
10218.08000000
PA
USD
10991.15000000
0.000657611388
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
87000.00000000
PA
USD
86864.28000000
0.005197175886
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
801000.00000000
PA
USD
812053.80000000
0.048585982963
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407BXH7
6533.00000000
PA
USD
7027.27000000
0.000420448522
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
1527000.00000000
PA
USD
1385966.28000000
0.082923734940
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
406000.00000000
PA
USD
386138.48000000
0.023103047619
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZV7
1713000.00000000
PA
USD
1686893.88000000
0.100928531232
Long
DBT
CORP
CA
N
2
2032-03-10
Fixed
3.20000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
303000.00000000
PA
USD
275369.43000000
0.016475625672
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
443000.00000000
PA
USD
448519.78000000
0.026835382569
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YCT8
1360.68000000
PA
USD
1378.42000000
0.000082472233
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
391000.00000000
PA
USD
384521.13000000
0.023006279967
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386ACZ7
1722.55000000
PA
USD
1821.77000000
0.000108998303
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8.00000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAR1
328000.00000000
PA
USD
311619.68000000
0.018644514025
Long
DBT
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AG9
251000.00000000
PA
USD
251281.12000000
0.015034398232
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AV5
224000.00000000
PA
USD
227521.28000000
0.013612823477
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AR0
243000.00000000
PA
USD
251225.55000000
0.015031073424
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
406000.00000000
PA
USD
347836.44000000
0.020811398638
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
436000.00000000
PA
USD
442993.44000000
0.026504736175
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
16842057.17000000
PA
USD
16838329.52000000
1.007453928789
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JFW9
112.27000000
PA
USD
118.37000000
0.000007082194
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
6.50000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AG7
277000.00000000
PA
USD
280243.67000000
0.016767256278
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389R7K6
8030.03000000
PA
USD
9151.54000000
0.000547545700
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.50000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
244000.00000000
PA
USD
247738.08000000
0.014822414640
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
1539000.00000000
PA
USD
1511451.90000000
0.090431663843
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.80000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
982000.00000000
PA
USD
983571.20000000
0.058848038845
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.91000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
555000.00000000
PA
USD
503029.80000000
0.030096771042
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.16000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
447000.00000000
PA
USD
367434.00000000
0.021983940059
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
133000.00000000
PA
USD
156487.80000000
0.009362820030
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404HRX9
22156.21000000
PA
USD
24018.05000000
0.001437023714
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HJ65
8906.11000000
PA
USD
604.87000000
0.000036189971
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297CX21
6678.74000000
PA
USD
6980.69000000
0.000417661595
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
754000.00000000
PA
USD
782584.14000000
0.046822784024
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G6J7
308204.34000000
PA
USD
337970.14000000
0.020221088140
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JG7
704000.00000000
PA
USD
715200.64000000
0.042791162495
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
157000.00000000
PA
USD
176172.84000000
0.010540595466
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
656000.00000000
PA
USD
608052.96000000
0.036380410701
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
260000.00000000
PA
USD
283831.60000000
0.016981925683
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
206000.00000000
PA
USD
185482.40000000
0.011097595659
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
1031000.00000000
PA
USD
1067404.61000000
0.063863874778
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
143000.00000000
PA
USD
149822.53000000
0.008964030326
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PNV1
615.27000000
PA
USD
616.57000000
0.000036889993
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TMJ5
522.08000000
PA
USD
522.24000000
0.000031246136
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
9.00000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CB8
565000.00000000
PA
USD
562463.15000000
0.033652727225
Long
DBT
US
N
2
2052-03-09
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SKX8
121510.40000000
PA
USD
129904.25000000
0.007772299910
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404RTU1
68187.29000000
PA
USD
72882.85000000
0.004360653085
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402WPB8
40994.25000000
PA
USD
45224.11000000
0.002705803283
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223ARV6
785.92000000
PA
USD
788.87000000
0.000047198873
Long
ABS-MBS
USGA
US
N
2
2024-06-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLBN2
11347156.96000000
PA
USD
11483637.84000000
0.687077423265
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
184000.00000000
PA
USD
202008.08000000
0.012086343458
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
850000.00000000
PA
USD
928778.00000000
0.055569707432
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
200000.00000000
PA
USD
199876.00000000
0.011958779000
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AF5
155000.00000000
PA
USD
154972.10000000
0.009272134199
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
1018000.00000000
PA
USD
967517.38000000
0.057887522898
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KPB5
41.59000000
PA
USD
41.46000000
0.000002480592
Long
ABS-MBS
USGA
US
N
2
2024-10-20
Floating
1.75000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
164000.00000000
PA
USD
173375.88000000
0.010373250580
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.13000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBE4
685000.00000000
PA
USD
634721.00000000
0.037975985941
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
889000.00000000
PA
USD
858311.72000000
0.051353640122
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297FAY9
10302.37000000
PA
USD
11088.06000000
0.000663409609
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
7.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBL8
915000.00000000
PA
USD
838954.35000000
0.050195469507
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
576000.00000000
PA
USD
537528.96000000
0.032160889947
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DD2
312000.00000000
PA
USD
290418.96000000
0.017376053954
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
300000.00000000
PA
USD
263304.00000000
0.015753739048
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.18000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CQ0
570000.00000000
PA
USD
521219.40000000
0.031185072822
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.54000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
69000.00000000
PA
USD
68374.17000000
0.004090894296
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
281000.00000000
PA
USD
294575.11000000
0.017624720524
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DC8
281000.00000000
PA
USD
281488.94000000
0.016841762015
Long
DBT
US
N
2
2027-06-15
Fixed
3.38000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
731000.00000000
PA
USD
727805.53000000
0.043545325545
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.02000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AW1
905000.00000000
PA
USD
959164.25000000
0.057387746858
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.13000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
756000.00000000
PA
USD
761239.08000000
0.045545687948
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCG5
297000.00000000
PA
USD
315541.71000000
0.018879172964
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MUG9
54819.00000000
PA
USD
6035.06000000
0.000361083615
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PHY0
44606.32000000
PA
USD
48194.10000000
0.002883500725
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
755000.00000000
PA
USD
746023.05000000
0.044635297806
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213MWF1
3479.87000000
PA
USD
3660.40000000
0.000219005356
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
7.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
328000.00000000
PA
USD
370230.00000000
0.022151227508
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVV1
621023.84000000
PA
USD
682380.62000000
0.040827508199
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
372000.00000000
PA
USD
372896.52000000
0.022310768040
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HAC6
14111.86000000
PA
USD
15291.17000000
0.000914885842
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAA6
244000.00000000
PA
USD
245842.20000000
0.014708982263
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.02000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
1381000.00000000
PA
USD
1180119.74000000
0.070607732619
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KVA0
663.70000000
PA
USD
662.82000000
0.000039657176
Long
ABS-MBS
USGA
US
N
2
2025-10-20
Floating
1.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDR9
317000.00000000
PA
USD
269126.66000000
0.016102114561
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DK4
153000.00000000
PA
USD
166849.56000000
0.009982774392
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.65000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
2842000.00000000
PA
USD
2760548.28000000
0.165166337135
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CT4
264000.00000000
PA
USD
226728.48000000
0.013565389468
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCMA1
112831.71000000
PA
USD
95784.93000000
0.005730907209
Long
ABS-MBS
USGSE
US
N
2
2034-12-25
None
0.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AV3
452000.00000000
PA
USD
464976.92000000
0.027820029551
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
265000.00000000
PA
USD
211053.95000000
0.012627566817
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291SDL1
27076.15000000
PA
USD
30107.90000000
0.001801385470
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
6.00000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
374000.00000000
PA
USD
363198.88000000
0.021730548636
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JXV0
355.65000000
PA
USD
359.89000000
0.000021532575
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
370000.00000000
PA
USD
354078.90000000
0.021184891202
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AN3
600000.00000000
PA
USD
548460.00000000
0.032814904894
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.50000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAA8
791000.00000000
PA
USD
710737.23000000
0.042524112255
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LU3
176000.00000000
PA
USD
176580.80000000
0.010565004117
Long
DBT
CORP
US
N
2
2039-01-24
Fixed
3.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
476000.00000000
PA
USD
497567.56000000
0.029769959814
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
1902000.00000000
PA
USD
1791531.84000000
0.107189123993
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBD5
136000.00000000
PA
USD
137493.28000000
0.008226359090
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
447000.00000000
PA
USD
440978.91000000
0.026384204850
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
262000.00000000
PA
USD
267431.26000000
0.016000677100
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AG1
447000.00000000
PA
USD
433657.05000000
0.025946130716
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030645
85747998.00000000
PA
USD
83845164.18000000
5.016539197834
Long
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
611000.00000000
PA
USD
565474.39000000
0.033832892696
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
205000.00000000
PA
USD
179085.95000000
0.010714889722
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4XY6
1451294.06000000
PA
USD
1512730.49000000
0.090508163148
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HP1
366000.00000000
PA
USD
401941.20000000
0.024048540005
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAG6
3644593.56000000
PA
USD
12777.98000000
0.000764519196
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.39000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
438000.00000000
PA
USD
382623.66000000
0.022892752458
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404PEV9
7377.72000000
PA
USD
7714.33000000
0.000461556002
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208FU99
12416.20000000
PA
USD
12743.38000000
0.000762449044
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.00000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AC8
1219000.00000000
PA
USD
1133913.80000000
0.067843185475
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
201000.00000000
PA
USD
172060.02000000
0.010294521373
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAJ1
736000.00000000
PA
USD
606890.88000000
0.036310882304
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208GMC9
4018.77000000
PA
USD
4115.37000000
0.000246226662
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K6LA6
28942.81000000
PA
USD
31155.19000000
0.001864045868
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207BR69
4001.46000000
PA
USD
4233.47000000
0.000253292702
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
391000.00000000
PA
USD
345804.31000000
0.020689814288
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
665000.00000000
PA
USD
623470.75000000
0.037302872344
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EL8
525000.00000000
PA
USD
514720.50000000
0.030796237200
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206WC78
780.92000000
PA
USD
795.97000000
0.000047623673
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
1012000.00000000
PA
USD
1074086.20000000
0.064263640924
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410D6W5
11814.24000000
PA
USD
12365.29000000
0.000739827545
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384BWF9
176.32000000
PA
USD
185.01000000
0.000011069331
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
8.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
178000.00000000
PA
USD
219587.92000000
0.013138162693
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FN9
9316.47000000
PA
USD
97.65000000
0.000005842496
Long
ABS-MBS
CORP
US
N
2
2018-08-25
Fixed
5.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
232000.00000000
PA
USD
243122.08000000
0.014546234790
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382K6E3
138.86000000
PA
USD
143.97000000
0.000008613867
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
27489000.00000000
PA
USD
21651882.66000000
1.295453579620
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
490000.00000000
PA
USD
491323.00000000
0.029396341606
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6P47
4926714.01000000
PA
USD
5067636.41000000
0.303201704472
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AP3
407000.00000000
PA
USD
396047.63000000
0.023695921876
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
951000.00000000
PA
USD
823623.06000000
0.049278183245
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDV0
253000.00000000
PA
USD
207371.45000000
0.012407239196
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.99000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
-447.00000000
NC
USD
1871999.79000000
0.112003601122
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
-56797124.79000000
USD
1871999.79000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KVF1
14209.88000000
PA
USD
14660.80000000
0.000877170181
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
6.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
206000.00000000
PA
USD
223540.90000000
0.013374673401
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209AVL1
8001.48000000
PA
USD
8423.35000000
0.000503977371
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
937000.00000000
PA
USD
945948.35000000
0.056597026475
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
260000.00000000
PA
USD
283220.60000000
0.016945368947
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
244000.00000000
PA
USD
246740.12000000
0.014762705705
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
406000.00000000
PA
USD
417729.34000000
0.024993160055
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HF69
10376.98000000
PA
USD
379.41000000
0.000022700475
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385P2K9
1353.87000000
PA
USD
1427.87000000
0.000085430876
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAB1
1138000.00000000
PA
USD
1140833.62000000
0.068257205157
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
755000.00000000
PA
USD
702829.50000000
0.042050984939
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205GVG3
268.42000000
PA
USD
268.96000000
0.000016092143
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN22
000000000
176.00000000
NC
USD
-775500.00000000
-0.04639893291
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USM2 COMDTY
2022-06-21
27186500.00000000
USD
-775500.00000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385CEY5
5079.19000000
PA
USD
5423.61000000
0.000324499956
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCBD7
44406.06000000
PA
USD
8509.19000000
0.000509113263
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAX3
2609000.00000000
PA
USD
2654907.94000000
0.158845770986
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
4.14000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AJ4
676000.00000000
PA
USD
562256.24000000
0.033640347595
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224TW97
412.94000000
PA
USD
413.23000000
0.000024723960
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.50000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
758000.00000000
PA
USD
755157.50000000
0.045181820995
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
2.49000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
984000.00000000
PA
USD
921516.00000000
0.055135214781
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBD6
1081000.00000000
PA
USD
1018280.38000000
0.060924723454
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204PXP2
420.80000000
PA
USD
422.78000000
0.000025295346
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204SBW5
1302.53000000
PA
USD
1309.17000000
0.000078328937
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAF8
307000.00000000
PA
USD
285562.19000000
0.017085468596
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BWB6
45.05000000
PA
USD
47.93000000
0.000002867699
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CR8
613000.00000000
PA
USD
614661.23000000
0.036775790039
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.13000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
313000.00000000
PA
USD
335989.85000000
0.020102605428
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AY5
633000.00000000
PA
USD
595988.49000000
0.035658581514
Long
DBT
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383MQV8
128.27000000
PA
USD
134.02000000
0.000008018549
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
1384000.00000000
PA
USD
1264726.88000000
0.075669861585
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.09000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
251000.00000000
PA
USD
234569.54000000
0.014034527853
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DC1
345000.00000000
PA
USD
292760.10000000
0.017516126679
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292JZV5
44184.93000000
PA
USD
50046.94000000
0.002994357977
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YB69
47861.13000000
PA
USD
52908.94000000
0.003165594271
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
226000.00000000
PA
USD
230194.56000000
0.013772768467
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
426000.00000000
PA
USD
410800.32000000
0.024578589927
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
445000.00000000
PA
USD
443460.30000000
0.026532668871
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDB4
22613000.00000000
PA
USD
21586581.91000000
1.291546571085
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.63000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
1018000.00000000
PA
USD
924802.10000000
0.055331825398
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296UZL8
16950.71000000
PA
USD
18113.49000000
0.001083748042
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
244000.00000000
PA
USD
264749.76000000
0.015840240300
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406JDD2
25270.37000000
PA
USD
27485.05000000
0.001644457757
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAB7
1465000.00000000
PA
USD
1465703.20000000
0.087694473820
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.38000000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIA
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAA8
2981000.00000000
PA
USD
3039666.08000000
0.181866231496
Long
DBT
CORP
JP
N
2
2024-04-02
Fixed
4.44000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CR2
222000.00000000
PA
USD
270871.08000000
0.016206484937
Long
DBT
CORP
US
N
2
2048-11-30
Fixed
5.55000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAK1
460000.00000000
PA
USD
440169.40000000
0.026335771065
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HA4
229000.00000000
PA
USD
252932.79000000
0.015133219284
Long
DBT
CORP
US
N
2
2054-08-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
-505.00000000
NC
USD
1614644.18000000
0.096605760138
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
-59531831.68000000
USD
1614644.18000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
153000.00000000
PA
USD
158535.54000000
0.009485338342
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416PWE3
79278.86000000
PA
USD
85494.96000000
0.005115248115
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AAB6
1256.45000000
PA
USD
1282.75000000
0.000076748202
Long
ABS-MBS
USGA
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1050000.00000000
PA
USD
1054273.50000000
0.063078227465
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
1480000.00000000
PA
USD
1509614.80000000
0.090321748330
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391PAU0
13220.49000000
PA
USD
14323.31000000
0.000856977820
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
7.50000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
219000.00000000
PA
USD
234404.46000000
0.014024650953
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
120000.00000000
PA
USD
122091.60000000
0.007304861325
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
349000.00000000
PA
USD
314277.99000000
0.018803563345
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
403000.00000000
PA
USD
371291.96000000
0.022214765626
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
1791695.30000000
PA
USD
1929381.05000000
0.115436778728
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DK9
94000.00000000
PA
USD
95263.36000000
0.005699701160
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KF59
237.60000000
PA
USD
236.78000000
0.000014166781
Long
ABS-MBS
USGA
US
N
2
2023-09-20
Floating
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KRJ8
57533.65000000
PA
USD
62282.65000000
0.003726432622
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
245000.00000000
PA
USD
250032.30000000
0.014959680095
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.88000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
608000.00000000
PA
USD
571173.44000000
0.034173872501
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
555000.00000000
PA
USD
522338.25000000
0.031252014725
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AD0
557000.00000000
PA
USD
566502.42000000
0.033894400749
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BU6
739000.00000000
PA
USD
644489.29000000
0.038560432405
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.48000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
334000.00000000
PA
USD
336658.64000000
0.020142619796
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JW8
576000.00000000
PA
USD
536417.28000000
0.032094377032
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291URE7
15588.86000000
PA
USD
17386.78000000
0.001040268264
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
546000.00000000
PA
USD
456554.28000000
0.027316094660
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HQV3
17165.50000000
PA
USD
19175.66000000
0.001147298725
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
2250000.00000000
PA
USD
2003692.50000000
0.119882906366
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
327000.00000000
PA
USD
273888.66000000
0.016387029737
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BP6
318000.00000000
PA
USD
311035.80000000
0.018609579907
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
119000.00000000
PA
USD
127694.14000000
0.007640066841
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B91ZC0P39 CDS USD R V 03MEVENT FLO CCPCDX / Short: B91ZC0P39 CDS USD P F 1.00000 FIX CCPCDX
000000000
20694638.00000000
OU
Notional Amount
USD
-364070.69000000
-0.02178270989
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S37
2I65BYDZ5
Y
buy protection
2026-12-20
0.00000000
USD
-390513.36000000
USD
20694638.00000000
USD
26442.67000000
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
321000.00000000
PA
USD
297313.41000000
0.017788555725
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406XUN0
22127.11000000
PA
USD
23594.63000000
0.001411690076
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
755000.00000000
PA
USD
753610.80000000
0.045089280402
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297M2R8
66759.22000000
PA
USD
73180.85000000
0.004378482720
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
307000.00000000
PA
USD
304513.30000000
0.018219332273
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
919000.00000000
PA
USD
806707.39000000
0.048266101959
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
269000.00000000
PA
USD
271160.07000000
0.016223775495
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.38000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AX1
184000.00000000
PA
USD
182999.04000000
0.010949013772
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.70000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAE3
890000.00000000
PA
USD
891379.50000000
0.053332118144
Long
DBT
CORP
CH
N
2
2023-08-15
Fixed
2.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9CW2
2093318.44000000
PA
USD
2181837.84000000
0.130541518461
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
350000.00000000
PA
USD
346174.50000000
0.020711963123
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX54
6504000.00000000
PA
USD
6376605.76000000
0.381518636847
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406WAE4
85453.72000000
PA
USD
91918.89000000
0.005499598208
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
406000.00000000
PA
USD
350816.48000000
0.020989697383
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
748000.00000000
PA
USD
745516.64000000
0.044604998794
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PL92
14745.00000000
PA
USD
16387.97000000
0.000980508472
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
117000.00000000
PA
USD
116051.13000000
0.006943454023
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
444000.00000000
PA
USD
386879.40000000
0.023147377596
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
509000.00000000
PA
USD
508455.37000000
0.030421388268
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
119000.00000000
PA
USD
120851.64000000
0.007230673290
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
180000.00000000
PA
USD
180262.80000000
0.010785301823
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AP1
236000.00000000
PA
USD
266389.72000000
0.015938360731
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.88000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAZ4
1045000.00000000
PA
USD
1060998.95000000
0.063480617798
Long
DBT
NUSS
QA
N
2
2024-03-14
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JWJ8
540.72000000
PA
USD
575.97000000
0.000034460855
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
507000.00000000
PA
USD
532309.44000000
0.031848600897
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
143000.00000000
PA
USD
152183.46000000
0.009105287106
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-5
45254NJG3
176508.82000000
PA
USD
172199.82000000
0.010302885745
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ES74
45574.17000000
PA
USD
50203.00000000
0.003003695201
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
6.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
117000.00000000
PA
USD
132769.26000000
0.007943716296
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.88000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
344000.00000000
PA
USD
326081.04000000
0.019509751514
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
835000.00000000
PA
USD
835058.45000000
0.049962373952
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBM6
830000.00000000
PA
USD
751382.40000000
0.044955953023
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.30000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
707000.00000000
PA
USD
748705.93000000
0.044795817173
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208EW58
451.42000000
PA
USD
459.60000000
0.000027498323
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
7.00000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HB89
404.29000000
PA
USD
10.94000000
0.000000654551
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
8.00000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BV2
341000.00000000
PA
USD
336454.47000000
0.020130404103
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PM74
17719.27000000
PA
USD
19049.24000000
0.001139734892
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAB9
473000.00000000
PA
USD
410682.25000000
0.024571525682
Long
DBT
CORP
US
N
2
2031-03-17
Fixed
1.78000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CJ6
2014000.00000000
PA
USD
1883432.38000000
0.112687624303
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.92000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
190000.00000000
PA
USD
185540.70000000
0.011101083806
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ESC3
74909.81000000
PA
USD
82379.95000000
0.004928873982
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
None
0.00000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AP0
237000.00000000
PA
USD
255782.25000000
0.015303705297
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.38000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
1236000.00000000
PA
USD
1154844.24000000
0.069095474426
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
528000.00000000
PA
USD
453916.32000000
0.027158262901
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
405000.00000000
PA
USD
381424.95000000
0.022821032452
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LNC9
8197.74000000
PA
USD
8669.40000000
0.000518698786
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KE92
140.42000000
PA
USD
139.93000000
0.000008372150
Long
ABS-MBS
USGA
US
N
2
2023-08-20
Floating
1.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
236000.00000000
PA
USD
237611.88000000
0.014216554067
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
372000.00000000
PA
USD
323863.20000000
0.019377055950
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KNL5
322.54000000
PA
USD
321.79000000
0.000019253014
Long
ABS-MBS
USGA
US
N
2
2024-09-20
Floating
1.63000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
838000.00000000
PA
USD
744026.68000000
0.044515853012
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
649000.00000000
PA
USD
644586.80000000
0.038566266525
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
411000.00000000
PA
USD
420013.23000000
0.025129807455
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
290000.00000000
PA
USD
295025.70000000
0.017651679770
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
690000.00000000
PA
USD
611547.00000000
0.036589462574
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAJ0
1036000.00000000
PA
USD
985298.16000000
0.058951364572
Long
DBT
CORP
US
N
2
2025-09-30
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L5A29
15787021.38000000
PA
USD
15757546.54000000
0.942789612885
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
6072023.40000000
PA
USD
6026084.35000000
0.360546593794
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203L6F4
2589.17000000
PA
USD
2643.26000000
0.000158148863
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDR0
297000.00000000
PA
USD
338125.59000000
0.020230388867
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAA3
1003000.00000000
PA
USD
1024785.16000000
0.061313910882
Long
DBT
CORP
GB
N
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AT6
123000.00000000
PA
USD
126046.71000000
0.007541499472
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYGZ6
6008097.92000000
PA
USD
6061929.46000000
0.362691242220
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPG99
4409251.67000000
PA
USD
4863657.37000000
0.290997436525
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
6.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAJ3
695000.00000000
PA
USD
634833.85000000
0.037982737869
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
237000.00000000
PA
USD
235838.70000000
0.014110462952
Long
DBT
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGD2
135949.09000000
PA
USD
146380.01000000
0.008758060946
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
4.50000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
608000.00000000
PA
USD
597864.64000000
0.035770833427
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
521000.00000000
PA
USD
535171.20000000
0.032019822831
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CK7
193000.00000000
PA
USD
199525.33000000
0.011937798067
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
537000.00000000
PA
USD
607309.41000000
0.036335923368
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
163000.00000000
PA
USD
150233.84000000
0.008988639411
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
1455000.00000000
PA
USD
1260248.25000000
0.075401900717
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5VH3
11592366.56000000
PA
USD
11953345.44000000
0.715180494086
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
389000.00000000
PA
USD
398468.26000000
0.023840750566
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ER5
149000.00000000
PA
USD
155140.29000000
0.009282197173
Long
DBT
CORP
US
N
2
2067-09-15
Fixed
4.10000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
722000.00000000
PA
USD
625410.84000000
0.037418949849
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
1277000.00000000
PA
USD
1196178.67000000
0.071568554303
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
210000.00000000
PA
USD
198567.60000000
0.011880496133
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207AA36
242.97000000
PA
USD
250.32000000
0.000014976893
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AJ8
281000.00000000
PA
USD
299540.38000000
0.017921797545
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
633000.00000000
PA
USD
583366.47000000
0.034903393559
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CBA8
20752172.24000000
PA
USD
560709.58000000
0.033547809395
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.20000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
328000.00000000
PA
USD
315404.80000000
0.018870981503
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KC6G7
59988.34000000
PA
USD
67667.91000000
0.004048638061
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVZ9
9131.97000000
PA
USD
10015.27000000
0.000599223521
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
327000.00000000
PA
USD
328464.96000000
0.019652383808
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204WWR4
218.27000000
PA
USD
218.37000000
0.000013065293
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FB7
61000.00000000
PA
USD
69984.69000000
0.004187253302
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
395000.00000000
PA
USD
341517.00000000
0.020433300286
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
289000.00000000
PA
USD
291748.39000000
0.017455595068
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCVS2
136490.83000000
PA
USD
16341.13000000
0.000977705989
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
4.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
715000.00000000
PA
USD
716458.60000000
0.042866427487
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLKL7
8213676.75000000
PA
USD
8626756.60000000
0.516147389742
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
35000.00000000
PA
USD
36690.50000000
0.002195228946
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CCD1
10410.14000000
PA
USD
11005.30000000
0.000658457996
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5YJ3
555316.86000000
PA
USD
607737.93000000
0.036361562144
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
256000.00000000
PA
USD
262241.28000000
0.015690155458
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.38000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
496000.00000000
PA
USD
444802.88000000
0.026612996761
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VFG6
30827.34000000
PA
USD
33760.26000000
0.002019909785
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
2174000.00000000
PA
USD
1706299.40000000
0.102089582709
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.65000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CY4
314000.00000000
PA
USD
266576.58000000
0.015949540750
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
801000.00000000
PA
USD
853113.06000000
0.051042599147
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BW1
219000.00000000
PA
USD
229457.25000000
0.013728654480
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
589000.00000000
PA
USD
569439.31000000
0.034070117786
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PLX7
86020.61000000
PA
USD
92765.32000000
0.005550240953
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
204000.00000000
PA
USD
186041.88000000
0.011131069902
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296R5P9
10106.20000000
PA
USD
10666.91000000
0.000638211787
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
639000.00000000
PA
USD
671065.02000000
0.040150484646
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207CHD3
5506.26000000
PA
USD
5814.99000000
0.000347916609
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B93
1600000.00000000
PA
USD
1425488.00000000
0.085288358583
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
218000.00000000
PA
USD
195020.62000000
0.011668276807
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297RPA9
30704.57000000
PA
USD
33051.62000000
0.001977511152
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KPP3
217118.88000000
PA
USD
236144.82000000
0.014128778415
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.50000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
3000.00000000
PA
USD
3064.41000000
0.000183346684
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
87264ABB0
735000.00000000
PA
USD
739454.10000000
0.044242271023
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
201000.00000000
PA
USD
190513.83000000
0.011398631099
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.08000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
829000.00000000
PA
USD
758087.34000000
0.045357116223
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
374000.00000000
PA
USD
355703.92000000
0.021282117757
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
311000.00000000
PA
USD
261345.74000000
0.015636574413
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BM9
256000.00000000
PA
USD
258462.72000000
0.015464080471
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.95000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BJ1
999000.00000000
PA
USD
1022496.48000000
0.061176976892
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
830000.00000000
PA
USD
675238.20000000
0.040400170138
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
230000.00000000
PA
USD
247539.80000000
0.014810551352
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291SMS6
16855.15000000
PA
USD
18019.97000000
0.001078152648
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G6K4
156826.78000000
PA
USD
171016.45000000
0.010232083546
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
178000.00000000
PA
USD
192752.64000000
0.011532581318
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAR0
312000.00000000
PA
USD
358881.12000000
0.021472212779
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SAA8
1817666.63000000
PA
USD
1930393.28000000
0.115497341451
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
619000.00000000
PA
USD
572717.37000000
0.034266247361
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388EDT0
26379.34000000
PA
USD
29288.13000000
0.001752337819
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BA9
411000.00000000
PA
USD
417062.25000000
0.024953247399
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.94000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AH8
462000.00000000
PA
USD
471156.84000000
0.028189780284
Long
DBT
CORP
GB
N
2
2029-06-01
Fixed
3.38000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BL5
239000.00000000
PA
USD
234846.18000000
0.014051079498
Long
DBT
CORP
US
N
2
2026-08-11
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401JLB2
11085.44000000
PA
USD
11675.82000000
0.000698575872
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
423000.00000000
PA
USD
420500.07000000
0.025158935574
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAD3
723000.00000000
PA
USD
618909.69000000
0.037029979607
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406AZV7
71773.54000000
PA
USD
76051.59000000
0.004550241937
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AN9
216000.00000000
PA
USD
233470.08000000
0.013968746072
Long
DBT
US
N
2
2030-07-01
Fixed
4.70000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AL0
86000.00000000
PA
USD
86185.76000000
0.005156579363
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.55000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
312000.00000000
PA
USD
350703.60000000
0.020982943660
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAU5
540000.00000000
PA
USD
599319.00000000
0.035857849226
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204QEB2
522.23000000
PA
USD
530.04000000
0.000031712818
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AW9
551000.00000000
PA
USD
470945.21000000
0.028177118252
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
1250000.00000000
PA
USD
1164525.00000000
0.069674683882
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AX1
836000.00000000
PA
USD
824973.16000000
0.049358961065
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
1.28000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDS7
36245000.00000000
PA
USD
34905634.17000000
2.088438656559
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.13000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EU3
228000.00000000
PA
USD
242564.64000000
0.014512882602
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208TZZ6
338.61000000
PA
USD
345.83000000
0.000020691351
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
343000.00000000
PA
USD
342849.08000000
0.020512999951
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CK96
278883.91000000
PA
USD
303761.91000000
0.018174375865
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407LWP8
5966.38000000
PA
USD
6087.46000000
0.000364218759
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297KTZ5
17336.17000000
PA
USD
18660.71000000
0.001116488757
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
358000.00000000
PA
USD
331124.94000000
0.019811533045
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315BA0
145000.00000000
PA
USD
145958.45000000
0.008732838594
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
293000.00000000
PA
USD
300269.33000000
0.017965411345
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAG1
150000.00000000
PA
USD
161067.00000000
0.009636798101
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291N2T7
11485.97000000
PA
USD
12280.33000000
0.000734744304
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
460000.00000000
PA
USD
464889.80000000
0.027814817075
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407B3J6
117248.47000000
PA
USD
126119.14000000
0.007545833031
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296JWA0
5041.34000000
PA
USD
5341.32000000
0.000319576464
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
1119000.00000000
PA
USD
1130335.47000000
0.067629090448
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
4.88000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AZ3
143000.00000000
PA
USD
143868.01000000
0.008607765498
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
218000.00000000
PA
USD
193682.10000000
0.011588191830
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABB8
136000.00000000
PA
USD
149081.84000000
0.008919714110
Long
DBT
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BM2
575000.00000000
PA
USD
569922.75000000
0.034099042479
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAU5
1010000.00000000
PA
USD
1018584.51000000
0.060942919853
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.03000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
423000.00000000
PA
USD
406667.97000000
0.024331347334
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
826000.00000000
PA
USD
725071.06000000
0.043381719497
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
202000.00000000
PA
USD
215641.06000000
0.012902018151
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
266000.00000000
PA
USD
244246.52000000
0.014613511148
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
626000.00000000
PA
USD
617868.26000000
0.036967669819
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
124000.00000000
PA
USD
134542.48000000
0.008049809804
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PL50
14655.29000000
PA
USD
16263.09000000
0.000973036778
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.50000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
611000.00000000
PA
USD
562187.21000000
0.033636217461
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.63000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DK1
43000.00000000
PA
USD
47454.80000000
0.002839267674
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
1152000.00000000
PA
USD
1112302.08000000
0.066550134867
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383H6M1
155.38000000
PA
USD
170.42000000
0.000010196397
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FG8
972000.00000000
PA
USD
869240.16000000
0.052007499509
Long
DBT
CORP
US
N
2
2051-10-21
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383DLR2
818.46000000
PA
USD
861.90000000
0.000051568330
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290TVQ9
28623.43000000
PA
USD
32705.24000000
0.001956786894
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416Q6R1
34047.19000000
PA
USD
36716.76000000
0.002196800108
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
1029000.00000000
PA
USD
1039629.57000000
0.062202066632
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208K2X6
16478.37000000
PA
USD
17212.78000000
0.001029857671
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
1230000.00000000
PA
USD
1054958.70000000
0.063119223659
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAH1
204000.00000000
PA
USD
179175.24000000
0.010720232031
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAB8
634000.00000000
PA
USD
522986.60000000
0.031290806148
Long
DBT
CORP
US
N
2
2051-08-23
Fixed
2.90000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
741000.00000000
PA
USD
712271.43000000
0.042615904960
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
52000.00000000
PA
USD
52293.28000000
0.003128758724
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CJ8
213000.00000000
PA
USD
206886.90000000
0.012378248090
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297NHP4
15542.59000000
PA
USD
16434.52000000
0.000983293605
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AZ2
532000.00000000
PA
USD
494866.40000000
0.029608346737
Long
DBT
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400GT96
22144.88000000
PA
USD
24018.47000000
0.001437048843
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
583000.00000000
PA
USD
585512.73000000
0.035031806420
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
615000.00000000
PA
USD
634304.85000000
0.037951087275
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 I Pool
36290YU30
19862.71000000
PA
USD
21234.81000000
0.001270499709
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
4.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
159000.00000000
PA
USD
163846.32000000
0.009803087569
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296SDA1
21971.23000000
PA
USD
23530.62000000
0.001407860295
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200K4W4
4868.56000000
PA
USD
4994.45000000
0.000298822889
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CJ6
301000.00000000
PA
USD
299621.42000000
0.017926646248
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.38000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
555000.00000000
PA
USD
530185.95000000
0.031721550387
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.13000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
919000.00000000
PA
USD
910058.13000000
0.054449679073
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BC4
142000.00000000
PA
USD
151308.10000000
0.009052913450
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
950000.00000000
PA
USD
975574.00000000
0.058369558450
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK7
06541XAE0
20509000.00000000
PA
USD
20225552.49000000
1.210114833171
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.18000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BY0
1070000.00000000
PA
USD
1038895.10000000
0.062158122565
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
1824000.00000000
PA
USD
1941611.52000000
0.116168539859
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CA5
248000.00000000
PA
USD
255737.60000000
0.015301033843
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525BB6
1246000.00000000
PA
USD
1145858.98000000
0.068557877422
Long
DBT
CORP
AU
N
2
2037-01-12
Fixed
3.35000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAK3
13110000.00000000
PA
USD
12517457.50000000
0.748931877229
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297RN86
165594.08000000
PA
USD
178252.05000000
0.010664996659
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
454000.00000000
PA
USD
448057.14000000
0.026807702360
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.11000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
2007000.00000000
PA
USD
2030522.04000000
0.121488144311
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
608000.00000000
PA
USD
615654.72000000
0.036835231529
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.88000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
463000.00000000
PA
USD
565179.47000000
0.033815247340
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
125000.00000000
PA
USD
132585.00000000
0.007932691837
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208V6D2
1364.35000000
PA
USD
1458.16000000
0.000087243156
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
270000.00000000
PA
USD
273569.40000000
0.016367928095
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAH5
680000.00000000
PA
USD
591457.20000000
0.035387469947
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CQ4
301000.00000000
PA
USD
315887.46000000
0.018899859529
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
412000.00000000
PA
USD
332282.12000000
0.019880768271
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
1024000.00000000
PA
USD
1044480.00000000
0.062492272662
Long
DBT
CORP
GB
N
2
2028-03-23
Fixed
6.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
88000.00000000
PA
USD
100057.76000000
0.005986554859
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FEY55
60062.27000000
PA
USD
12108.82000000
0.000724482690
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Fixed
5.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAZ4
1430000.00000000
PA
USD
1382524.00000000
0.082717779919
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
Chase Funding Mortgage Loan Asset-Backed CTFS
N/A
Chase Funding Trust Series 2004-1
161546HU3
331344.40000000
PA
USD
331344.40000000
0.019824663555
Long
ABS-O
CORP
US
N
2
2033-11-25
Variable
4.99000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209KAN8
3502.62000000
PA
USD
3630.88000000
0.000217239145
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAS8
1310000.00000000
PA
USD
1325025.70000000
0.079277599694
Long
DBT
CORP
JP
N
2
2024-09-11
Fixed
3.92000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
385000.00000000
PA
USD
363724.90000000
0.021762020933
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YSA2
856.36000000
PA
USD
859.96000000
0.000051452258
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391VJH7
4767.28000000
PA
USD
5164.63000000
0.000309004927
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
1980000.00000000
PA
USD
1840608.00000000
0.110125399242
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212SD86
2484.70000000
PA
USD
2570.73000000
0.000153809321
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HF78
19398.91000000
PA
USD
20833.46000000
0.001246486541
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAM9
238000.00000000
PA
USD
210718.06000000
0.012607470186
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.36000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAQ9
5132172.11000000
PA
USD
16253.02000000
0.000972434280
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
1.91000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
595000.00000000
PA
USD
606287.15000000
0.036274760540
Long
DBT
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1818000.00000000
PA
USD
1846688.04000000
0.110489174055
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.13000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AM1
219000.00000000
PA
USD
176351.94000000
0.010551311196
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
2.80000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
496000.00000000
PA
USD
572379.04000000
0.034246004742
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209HNL5
4966.55000000
PA
USD
5095.33000000
0.000304858639
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
65000.00000000
PA
USD
65467.35000000
0.003916976377
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208UG76
2875.90000000
PA
USD
2930.50000000
0.000175334716
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
7.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
184000.00000000
PA
USD
193917.60000000
0.011602282028
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
270000.00000000
PA
USD
272673.00000000
0.016314295595
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AV0
108000.00000000
PA
USD
128161.44000000
0.007668025862
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406RCP8
11461.08000000
PA
USD
12219.87000000
0.000731126922
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
454000.00000000
PA
USD
422501.48000000
0.025278681916
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
1283000.00000000
PA
USD
1238544.05000000
0.074103316939
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
114000.00000000
PA
USD
114175.56000000
0.006831236813
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1428000.00000000
PA
USD
1415276.52000000
0.084677395623
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FEY63
96843.60000000
PA
USD
17070.18000000
0.001021325772
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Fixed
5.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BB6
110000.00000000
PA
USD
117441.50000000
0.007026641237
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411WU96
88215.58000000
PA
USD
96488.64000000
0.005773010875
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387GTY8
84.71000000
PA
USD
86.34000000
0.000005165807
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020448
10581237.00000000
PA
USD
10272148.49000000
0.614592815817
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CU2
149000.00000000
PA
USD
140113.64000000
0.008383137824
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AP1
255000.00000000
PA
USD
262825.95000000
0.015725136843
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
301000.00000000
PA
USD
307327.02000000
0.018387679927
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.01000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
463000.00000000
PA
USD
481973.74000000
0.028836966123
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208WP72
22690.33000000
PA
USD
23468.30000000
0.001404131627
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385X2P1
24.21000000
PA
USD
24.99000000
0.000001495176
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VVZ2
9750.05000000
PA
USD
11099.52000000
0.000664095272
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
8.50000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAC4
1361000.00000000
PA
USD
1183253.40000000
0.070795222600
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
834000.00000000
PA
USD
805218.66000000
0.048177029769
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAH0
56000.00000000
PA
USD
66360.00000000
0.003970384510
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
608000.00000000
PA
USD
555146.56000000
0.033214968400
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
300000.00000000
PA
USD
268185.00000000
0.016045774111
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
2123000.00000000
PA
USD
2152509.70000000
0.128786786803
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXV6
1713000.00000000
PA
USD
1833813.33000000
0.109718867407
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
2507000.00000000
PA
USD
2359011.79000000
0.141142011330
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
133000.00000000
PA
USD
133506.73000000
0.007987839856
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206VRH2
498.94000000
PA
USD
520.76000000
0.000031157586
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
1014000.00000000
PA
USD
944287.50000000
0.056497656174
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.13000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AF7
659000.00000000
PA
USD
650551.62000000
0.038923147612
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
4.63000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
406000.00000000
PA
USD
411663.70000000
0.024630246807
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209KAX6
450.44000000
PA
USD
450.73000000
0.000026967622
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
1221000.00000000
PA
USD
1174870.62000000
0.070293672571
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
812000.00000000
PA
USD
771010.24000000
0.046130306126
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204QXN5
676.29000000
PA
USD
678.08000000
0.000040570197
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
410000.00000000
PA
USD
374457.10000000
0.022404139086
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
846000.00000000
PA
USD
846152.28000000
0.050626128787
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383GYT7
133.96000000
PA
USD
144.33000000
0.000008635406
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CC8
414000.00000000
PA
USD
388265.76000000
0.023230324888
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
1108000.00000000
PA
USD
1001753.88000000
0.059935926594
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.36000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAL9
1602000.00000000
PA
USD
1559587.75000000
0.093311679413
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.92000000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
202000.00000000
PA
USD
202236.34000000
0.012100000480
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
174000.00000000
PA
USD
173356.20000000
0.010372073106
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
110000.00000000
PA
USD
121397.10000000
0.007263308702
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209ATB6
973.19000000
PA
USD
997.22000000
0.000059664660
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
418000.00000000
PA
USD
394257.60000000
0.023588822608
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224E4Z3
225.42000000
PA
USD
225.55000000
0.000013494879
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
7.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
596000.00000000
PA
USD
536513.24000000
0.032100118413
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAX7
488000.00000000
PA
USD
438736.40000000
0.026250033256
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M54K3
367599.14000000
PA
USD
407330.32000000
0.024370976391
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
313000.00000000
PA
USD
315140.92000000
0.018855193301
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292FNK9
19459.87000000
PA
USD
21895.29000000
0.001310016881
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HPM3
103.49000000
PA
USD
0.43000000
0.000000025727
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400AGK8
8787.90000000
PA
USD
9210.84000000
0.000551093677
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.50000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
1047000.00000000
PA
USD
1084336.02000000
0.064876897805
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207UMB1
3185.31000000
PA
USD
3299.39000000
0.000197405770
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
128000.00000000
PA
USD
134389.76000000
0.008040672415
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407D3Y9
30592.05000000
PA
USD
32906.55000000
0.001968831471
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
837000.00000000
PA
USD
797577.30000000
0.047719839633
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L0G89
309033.80000000
PA
USD
343152.49000000
0.020531153272
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.00000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
1438000.00000000
PA
USD
1416760.74000000
0.084766197975
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AE0
554000.00000000
PA
USD
574187.76000000
0.034354222251
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XZ1
1436000.00000000
PA
USD
1434607.08000000
0.085833962169
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.10000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
1015000.00000000
PA
USD
976927.35000000
0.058450530721
Long
DBT
CORP
CH
N
2
2030-08-13
Fixed
3.13000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
366000.00000000
PA
USD
334860.72000000
0.020035048462
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
312000.00000000
PA
USD
280937.28000000
0.016808755651
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405QG69
16820.83000000
PA
USD
18093.47000000
0.001082550226
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384CW42
152.47000000
PA
USD
159.65000000
0.000009552017
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298PBY5
2074.89000000
PA
USD
2257.85000000
0.000135089401
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
8.00000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAF7
147000.00000000
PA
USD
177925.86000000
0.010645480389
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.42000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
389000.00000000
PA
USD
393582.42000000
0.023548425920
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04351LAA8
450000.00000000
PA
USD
560794.50000000
0.033552890243
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
4.85000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
602000.00000000
PA
USD
631449.84000000
0.037780269199
Long
DBT
US
N
2
2029-02-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406Q5R4
50068.38000000
PA
USD
54082.44000000
0.003235805938
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
528000.00000000
PA
USD
470606.40000000
0.028156846914
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.37000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBE5
251000.00000000
PA
USD
249413.68000000
0.014922667448
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
447000.00000000
PA
USD
399425.79000000
0.023898040534
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
251000.00000000
PA
USD
252054.20000000
0.015080652374
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PLU3
130798.88000000
PA
USD
141054.56000000
0.008439433999
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
834000.00000000
PA
USD
958974.90000000
0.057376417860
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294THX6
7430.87000000
PA
USD
7788.95000000
0.000466020591
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
7.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
593000.00000000
PA
USD
593005.93000000
0.035480131996
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290WFF4
19715.82000000
PA
USD
21500.00000000
0.001286366289
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
6.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BP6
222000.00000000
PA
USD
216563.22000000
0.012957191897
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MK76
380248.64000000
PA
USD
415222.61000000
0.024843179916
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JW33
51.96000000
PA
USD
53.34000000
0.000003191385
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
6.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
352000.00000000
PA
USD
357265.92000000
0.021375573764
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297PQ46
21606.90000000
PA
USD
23992.98000000
0.001435523751
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
107156000.00000000
PA
USD
100927557.50000000
6.038595705454
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
537000.00000000
PA
USD
528526.14000000
0.031622242312
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDS8
285000.00000000
PA
USD
340130.40000000
0.020350338635
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.45000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
628000.00000000
PA
USD
577257.60000000
0.034537893818
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
856000.00000000
PA
USD
875097.36000000
0.052357941585
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
1959000.00000000
PA
USD
1941564.90000000
0.116165750538
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.68000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
279000.00000000
PA
USD
255471.93000000
0.015285138544
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
616000.00000000
PA
USD
543472.16000000
0.032516477488
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAU1
631000.00000000
PA
USD
531636.43000000
0.031808334042
Long
DBT
US
N
2
2051-09-15
Fixed
2.88000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
200000.00000000
PA
USD
198630.00000000
0.011884229586
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.38000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
133000.00000000
PA
USD
116465.44000000
0.006968242601
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
7000.00000000
PA
USD
7118.44000000
0.000425903314
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
404000.00000000
PA
USD
369021.68000000
0.022078932526
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BU9
463000.00000000
PA
USD
454596.55000000
0.027198961735
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
843000.00000000
PA
USD
795749.85000000
0.047610501490
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BC1
512000.00000000
PA
USD
471255.04000000
0.028195655688
Long
DBT
CORP
US
N
2
2051-04-27
Fixed
3.88000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UEQ3
1040000.00000000
PA
USD
1310845.95000000
0.078429211211
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
6.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407D4C6
79303.60000000
PA
USD
85303.47000000
0.005103791079
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
251566AA3
309000.00000000
PA
USD
286705.65000000
0.017153882940
Long
DBT
CORP
DE
N
2
2050-01-21
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213EEN2
5844.19000000
PA
USD
6036.30000000
0.000361157806
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HTF5
42956.68000000
PA
USD
47051.80000000
0.002815155785
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
165000.00000000
PA
USD
142536.90000000
0.008528123869
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
148000.00000000
PA
USD
146218.08000000
0.008748372514
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207ULK2
3401.08000000
PA
USD
3558.62000000
0.000212915758
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
634000.00000000
PA
USD
613179.44000000
0.036687133076
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391WW72
17740.48000000
PA
USD
19045.75000000
0.001139526081
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
5.50000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
83000.00000000
PA
USD
82472.12000000
0.004934388604
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
211000.00000000
PA
USD
219661.55000000
0.013142568049
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CM32
16616.35000000
PA
USD
17688.26000000
0.001058306111
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BS4
264000.00000000
PA
USD
236322.24000000
0.014139393629
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EV1
248000.00000000
PA
USD
220784.48000000
0.013209754063
Long
DBT
CORP
US
N
2
2051-09-22
Fixed
2.65000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
312000.00000000
PA
USD
283224.24000000
0.016945586732
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
266000.00000000
PA
USD
249377.66000000
0.014920512335
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAY7
2942926.00000000
PA
USD
2977429.66000000
0.178142564860
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406UAQ1
12482.83000000
PA
USD
13020.93000000
0.000779055135
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AC7
155000.00000000
PA
USD
163512.60000000
0.009783120771
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209AR51
162.27000000
PA
USD
174.16000000
0.000010420165
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
334000.00000000
PA
USD
287380.28000000
0.017194246721
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.91000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDQ1
301000.00000000
PA
USD
233744.56000000
0.013985168482
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
352000.00000000
PA
USD
351250.24000000
0.021015649673
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AE0
555000.00000000
PA
USD
505272.00000000
0.030230924089
Long
DBT
CORP
US
N
2
2051-03-30
Fixed
3.45000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
435000.00000000
PA
USD
409687.35000000
0.024511999830
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201Y4T0
13530.74000000
PA
USD
14968.31000000
0.000895568809
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAW9
421000.00000000
PA
USD
381097.62000000
0.022801447974
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
80000.00000000
PA
USD
92909.60000000
0.005558873368
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AS3
810000.00000000
PA
USD
764332.20000000
0.045730752381
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208RVA9
54.49000000
PA
USD
54.49000000
0.000003260190
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206UNS4
1377.84000000
PA
USD
1441.28000000
0.000086233209
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298PBW9
9833.76000000
PA
USD
10155.47000000
0.000607611826
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208VSN6
8516.81000000
PA
USD
8750.01000000
0.000523521762
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
7.50000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAJ5
807000.00000000
PA
USD
722708.85000000
0.043240386134
Long
DBT
US
N
2
2032-02-15
Fixed
2.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
746000.00000000
PA
USD
748536.40000000
0.044785674025
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EU3
528000.00000000
PA
USD
470279.04000000
0.028137260641
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
2022-04-18
STATE STREET INSTITUTIONAL INVESTMENT TRUST
Arthur Jensen
Arthur Jensen
Deputy Treasurer