NPORT-P
false
0000717854
XXXXXXXX
S000011831
C000032333
ELFUN INCOME FUND
811-03715
0000717854
549300UBGHA85WBP5G57
One Iron Street
Boston
02210
617-664-7037
ELFUN INCOME FUND
S000011831
549300UBGHA85WBP5G57
2022-12-31
2022-03-31
N
227006008.00
22525094.56
204480913.44
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3445703.74000000
0.00000000
0.00000000
0.00000000
USD
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBL1
32000.00000000
PA
USD
35090.24000000
0.017160643215
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
80000.00000000
PA
USD
77209.60000000
0.037758829761
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
21000.00000000
PA
USD
21133.56000000
0.010335223784
Long
DBT
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406MUE4
9887.79000000
PA
USD
10915.45000000
0.005338126584
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
5873.29000000
PA
USD
6147.10000000
0.003006197447
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
35739.48000000
PA
USD
3573.43000000
0.001747561637
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381FXY1
1179.32000000
PA
USD
1262.63000000
0.000617480614
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAG4
7000.00000000
PA
USD
6974.73000000
0.003410944269
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
305000.00000000
PA
USD
261842.50000000
0.128052293778
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
3195492.72000000
PA
USD
3143233.28000000
1.537176857791
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
72000.00000000
PA
USD
63221.76000000
0.030918171743
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
21000.00000000
PA
USD
24178.98000000
0.011824565722
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
124000.00000000
PA
USD
109614.76000000
0.053606352864
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407GVZ8
11364.45000000
PA
USD
12369.30000000
0.006049122038
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
142000.00000000
PA
USD
132278.68000000
0.064689988798
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
65000.00000000
PA
USD
64811.50000000
0.031695623278
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
43000.00000000
PA
USD
45198.59000000
0.022104063034
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
49000.00000000
PA
USD
50953.63000000
0.024918526205
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
4000.00000000
PA
USD
3514.92000000
0.001718947720
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294BYM1
1010.62000000
PA
USD
1066.04000000
0.000521339611
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404MRG5
328.62000000
PA
USD
330.87000000
0.000161809723
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
30000.00000000
PA
USD
25781.40000000
0.012608218325
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
75000.00000000
PA
USD
71565.00000000
0.034998376521
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
27000.00000000
PA
USD
24524.37000000
0.011993476353
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
44000.00000000
PA
USD
45024.76000000
0.022019052655
Long
DBT
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405ET62
301.77000000
PA
USD
304.62000000
0.000148972339
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
238000.00000000
PA
USD
235134.48000000
0.114990918244
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
1583.71000000
PA
USD
1682.48000000
0.000822805401
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
155000.00000000
PA
USD
135897.80000000
0.066459894820
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
5000.00000000
PA
USD
5389.70000000
0.002635796128
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
67000.00000000
PA
USD
69962.07000000
0.034214474506
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
25000.00000000
PA
USD
25325.50000000
0.012385263530
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
1562000.00000000
PA
USD
1580792.81000000
0.773075972425
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AV2
42000.00000000
PA
USD
42170.52000000
0.020623205995
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
101000.00000000
PA
USD
101803.96000000
0.049786534247
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
27000.00000000
PA
USD
22924.62000000
0.011211129495
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
10217.95000000
PA
USD
11209.32000000
0.005481841709
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
6000.00000000
PA
USD
5339.64000000
0.002611314625
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
46000.00000000
PA
USD
42584.50000000
0.020825660098
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
43000.00000000
PA
USD
40276.81000000
0.019697099999
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
26000.00000000
PA
USD
23234.90000000
0.011362869819
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
62000.00000000
PA
USD
56973.04000000
0.027862277726
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BA7
69000.00000000
PA
USD
68458.35000000
0.033479090467
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
95000.00000000
PA
USD
88266.40000000
0.043166082601
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
57000.00000000
PA
USD
58225.50000000
0.028474784771
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
854813.28000000
PA
USD
865387.25000000
0.423211748931
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
30000.00000000
PA
USD
32460.30000000
0.015874488945
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.38000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
170000.00000000
PA
USD
170275.40000000
0.083272026291
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
93000.00000000
PA
USD
97038.99000000
0.047456258076
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
47000.00000000
PA
USD
49490.53000000
0.024203007100
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
61000.00000000
PA
USD
57734.06000000
0.028234449381
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
27000.00000000
PA
USD
27752.49000000
0.013572166483
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
250000.00000000
PA
USD
223080.00000000
0.109095756785
Long
DBT
CORP
NL
N
2
2030-11-23
Fixed
2.20000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAA6
145000.00000000
PA
USD
145725.00000000
0.071265820143
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
76000.00000000
PA
USD
76274.36000000
0.037301456999
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
50000.00000000
PA
USD
52121.00000000
0.025489420564
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
57000.00000000
PA
USD
57629.85000000
0.028183486189
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
144000.00000000
PA
USD
145713.60000000
0.071260245051
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VXH4
8780.35000000
PA
USD
9604.55000000
0.004697039854
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
818.64000000
PA
USD
866.96000000
0.000423980891
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBD2
46000.00000000
PA
USD
49741.18000000
0.024325585778
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
60000.00000000
PA
USD
60486.60000000
0.029580560347
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
133000.00000000
PA
USD
117178.32000000
0.057305260441
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
33000.00000000
PA
USD
34980.33000000
0.017106892477
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
4883.77000000
PA
USD
5243.34000000
0.002564219765
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
48000.00000000
PA
USD
47426.40000000
0.023193558363
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DK6
7000.00000000
PA
USD
7879.97000000
0.003853645735
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
76000.00000000
PA
USD
76164.16000000
0.037247564439
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
45000.00000000
PA
USD
46397.25000000
0.022690259555
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
45000.00000000
PA
USD
45160.20000000
0.022085288665
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
18000.00000000
PA
USD
17087.94000000
0.008356740838
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
66899.30000000
PA
USD
71029.10000000
0.034736298271
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
25000.00000000
PA
USD
25375.50000000
0.012409715690
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
93000.00000000
PA
USD
85232.64000000
0.041682442906
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
20000.00000000
PA
USD
17853.20000000
0.008730986036
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
44000.00000000
PA
USD
43413.48000000
0.021231067129
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FF9
35000.00000000
PA
USD
37037.35000000
0.018112864118
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
7000.00000000
PA
USD
8502.55000000
0.004158114249
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
4828.39000000
PA
USD
5217.02000000
0.002551348148
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208CHN0
6158.13000000
PA
USD
6510.13000000
0.003183734799
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
7.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DV7
30000.00000000
PA
USD
29707.50000000
0.014528250828
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
6218.24000000
PA
USD
6632.11000000
0.003243388289
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
2725.62000000
PA
USD
3084.19000000
0.001508302143
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
200000.00000000
PA
USD
218800.44000000
0.107002867074
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
10000.00000000
PA
USD
10003.90000000
0.004892339256
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
130000.00000000
PA
USD
127281.70000000
0.062246249715
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
51000.00000000
PA
USD
54100.29000000
0.026457378877
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
22000.00000000
PA
USD
21386.42000000
0.010458883247
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
180000.00000000
PA
USD
177877.80000000
0.086989928305
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
16000.00000000
PA
USD
15402.88000000
0.007532673705
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
54000.00000000
PA
USD
47262.96000000
0.023113629142
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
3646.82000000
PA
USD
3934.16000000
0.001923974190
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
554.81000000
PA
USD
557.78000000
0.000272778515
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
38000.00000000
PA
USD
38143.26000000
0.018653701882
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.63000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
72000.00000000
PA
USD
64470.96000000
0.031529084507
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
250000.00000000
PA
USD
250102.50000000
0.122310926625
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.63000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
25000.00000000
PA
USD
25593.50000000
0.012516327108
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
10000.00000000
PA
USD
9842.40000000
0.004813358779
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
20000.00000000
PA
USD
20755.20000000
0.010150189399
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
51000.00000000
PA
USD
45728.64000000
0.022363280381
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
127000.00000000
PA
USD
121653.30000000
0.059493718975
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAN0
112000.00000000
PA
USD
100080.96000000
0.048943912816
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
1700000.00000000
PA
USD
1696074.70000000
0.829453796673
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
11000.00000000
PA
USD
10847.87000000
0.005305077044
Long
DBT
US
N
2
2027-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391XN39
995.75000000
PA
USD
1023.65000000
0.000500609070
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
22000.00000000
PA
USD
21523.26000000
0.010525803918
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
52000.00000000
PA
USD
46208.76000000
0.022598079802
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
94000.00000000
PA
USD
89913.82000000
0.043971742148
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
274000.00000000
PA
USD
255247.44000000
0.124827024540
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
2.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BP0
21000.00000000
PA
USD
21617.19000000
0.010571739746
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
108000.00000000
PA
USD
107130.60000000
0.052391491312
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM Corp
78442PGE0
143000.00000000
PA
USD
132695.42000000
0.064893792661
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
162000.00000000
PA
USD
149649.12000000
0.073184884340
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294BVQ5
2285.43000000
PA
USD
2474.37000000
0.001210073819
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CF1
77000.00000000
PA
USD
68988.92000000
0.033738562117
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
370000.00000000
PA
USD
371424.50000000
0.181642625588
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
19000.00000000
PA
USD
17197.47000000
0.008410305739
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
7638.10000000
PA
USD
8236.99000000
0.004028243937
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
7459.00000000
NS
USD
188712.70000000
0.092288662460
Long
EP
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
114000.00000000
PA
USD
114824.22000000
0.056154003847
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
8000.00000000
PA
USD
7637.84000000
0.003735233705
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
61000.00000000
PA
USD
61886.33000000
0.030265088784
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.95000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
6000.00000000
PA
USD
6253.86000000
0.003058407699
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
200000.00000000
PA
USD
204364.00000000
0.099942824277
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
19012.69000000
PA
USD
20180.26000000
0.009869018902
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
49000.00000000
PA
USD
51934.61000000
0.025398267802
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
14000.00000000
PA
USD
13529.04000000
0.006616284998
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
19146.61000000
PA
USD
2433.44000000
0.001190057281
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
4477269.00000000
OU
Notional Amount
USD
254597.37000000
0.124509112228
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRYR5
Y
sell protection
2027-06-20
231364.63000000
USD
0.00000000
USD
4477269.00000000
USD
23232.74000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MRA3
16807.72000000
PA
USD
18516.06000000
0.009055153211
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
38000.00000000
PA
USD
39826.66000000
0.019476957203
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
12000.00000000
PA
USD
12456.96000000
0.006091991565
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
4656.95000000
PA
USD
5049.84000000
0.002469589906
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296JPF7
12129.28000000
PA
USD
13304.30000000
0.006506377429
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
29000.00000000
PA
USD
25567.56000000
0.012503641327
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
26000.00000000
PA
USD
24944.66000000
0.012199016319
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293YAZ9
879.03000000
PA
USD
940.42000000
0.000459906005
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
7.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECL3
59000.00000000
PA
USD
49823.73000000
0.024365956294
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
40000.00000000
PA
USD
33174.00000000
0.016223519076
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.13000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
65000.00000000
PA
USD
55933.15000000
0.027353726594
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BK5
9000.00000000
PA
USD
8752.32000000
0.004280262569
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204RZV3
290.14000000
PA
USD
290.96000000
0.000142292009
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
3613000.00000000
PA
USD
3215005.47000000
1.572276559173
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
1001000.00000000
PA
USD
1060611.46000000
0.518684821070
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
40000.00000000
PA
USD
32639.60000000
0.015962174391
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
2802.70000000
PA
USD
3091.28000000
0.001511769459
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
200000.00000000
PA
USD
195316.00000000
0.095517961414
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
7952.22000000
PA
USD
8637.13000000
0.004223929683
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
64000.00000000
PA
USD
56175.36000000
0.027472177747
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
8000.00000000
PA
USD
9375.04000000
0.004584799550
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
14000.00000000
PA
USD
15263.92000000
0.007464716262
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
49000.00000000
PA
USD
49797.72000000
0.024353236281
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
2013.55000000
PA
USD
2065.93000000
0.001010329015
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGYZ4
4768226.95000000
PA
USD
4566544.40000000
2.233237480788
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
141000.00000000
PA
USD
134960.97000000
0.066001744480
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
50000.00000000
PA
USD
52255.00000000
0.025554952352
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
126000.00000000
PA
USD
114457.14000000
0.055974485869
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
89000.00000000
PA
USD
79664.79000000
0.038959523732
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
21000.00000000
PA
USD
22791.30000000
0.011145930256
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
19000.00000000
PA
USD
18427.53000000
0.009011858216
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
17000.00000000
PA
USD
17881.28000000
0.008744718369
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
24000.00000000
PA
USD
22846.32000000
0.011172837413
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
102000.00000000
PA
USD
91384.86000000
0.044691144255
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
3139007.54000000
PA
USD
54510.97000000
0.026658219137
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
254000.00000000
PA
USD
255889.76000000
0.125141146767
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
78000.00000000
PA
USD
61981.14000000
0.030311454970
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
6000.00000000
PA
USD
6786.84000000
0.003319057943
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
20000.00000000
PA
USD
17063.80000000
0.008344935335
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
22000.00000000
PA
USD
22703.78000000
0.011103129195
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
200000.00000000
PA
USD
174858.00000000
0.085513115653
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
27000.00000000
PA
USD
27575.37000000
0.013485547152
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
150000.00000000
PA
USD
157272.00000000
0.076912801959
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
80000.00000000
PA
USD
74101.60000000
0.036238883499
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
1992.46000000
PA
USD
2207.03000000
0.001079333011
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
37000.00000000
PA
USD
34612.02000000
0.016926772977
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
146000.00000000
PA
USD
137628.36000000
0.067306213418
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
150000.00000000
PA
USD
159897.00000000
0.078196540356
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
10000.00000000
PA
USD
10380.10000000
0.005076317307
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
25000.00000000
PA
USD
25373.00000000
0.012408493082
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413BA9
39000.00000000
PA
USD
31598.19000000
0.015452879913
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
501.28000000
PA
USD
525.18000000
0.000256835707
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
909.09000000
PA
USD
919.64000000
0.000449743687
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
83000.00000000
PA
USD
74699.17000000
0.036531121043
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
48000.00000000
PA
USD
45117.60000000
0.022064455425
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
889.94000000
PA
USD
953.60000000
0.000466351594
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
112000.00000000
PA
USD
100684.64000000
0.049239138414
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.64000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
20000.00000000
PA
USD
19677.40000000
0.009623098639
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
101000.00000000
PA
USD
94283.50000000
0.046108704433
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
1795.16000000
PA
USD
1930.98000000
0.000944332635
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
25000.00000000
PA
USD
25504.75000000
0.012472924524
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
61000.00000000
PA
USD
54780.44000000
0.026790001608
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KW94
37874.42000000
PA
USD
41854.18000000
0.020468502069
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
6.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CG1
2000.00000000
PA
USD
2494.98000000
0.001220153000
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
83000.00000000
PA
USD
73067.39000000
0.035733110132
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.30000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
73000.00000000
PA
USD
73951.19000000
0.036165326511
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
977825.08000000
PA
USD
977608.66000000
0.478092866250
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAK1
10000.00000000
PA
USD
9441.80000000
0.004617448074
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.40000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
46000.00000000
PA
USD
38873.22000000
0.019010683856
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
46000.00000000
PA
USD
46965.54000000
0.022968177914
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AJ2
11000.00000000
PA
USD
9263.54000000
0.004530271233
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
10000.00000000
PA
USD
10331.30000000
0.005052451999
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
319.21000000
PA
USD
343.21000000
0.000167844516
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
83705.34000000
PA
USD
90959.24000000
0.044482997689
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AX9
50000.00000000
PA
USD
53180.50000000
0.026007561833
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
240000.00000000
PA
USD
243962.76000000
0.119308328535
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
1944.30000000
PA
USD
2090.64000000
0.001022413273
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
20000.00000000
PA
USD
20547.20000000
0.010048468414
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
9337.44000000
PA
USD
10346.02000000
0.005059650715
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
72000.00000000
PA
USD
65952.72000000
0.032253729157
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
51000.00000000
PA
USD
52304.07000000
0.025578949702
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
5268.88000000
PA
USD
5786.19000000
0.002829696866
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
485082.00000000
PA
USD
441221.30000000
0.215776275925
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
7000.00000000
PA
USD
7705.53000000
0.003768337039
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
7000.00000000
PA
USD
7880.60000000
0.003853953832
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
19962709.36000000
NS
USD
19962709.36000000
9.762627241910
Long
STIV
RF
US
N
1
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAK2
380000.00000000
PA
USD
322053.62000000
0.157498132506
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
95000.00000000
PA
USD
88614.10000000
0.043336122921
Long
DBT
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390L6T8
519.03000000
PA
USD
552.20000000
0.000270049654
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
53000.00000000
PA
USD
45407.75000000
0.022206351309
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
7000.00000000
PA
USD
6970.81000000
0.003409027220
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
81000.00000000
PA
USD
89221.50000000
0.043633167760
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CM9
50000.00000000
PA
USD
49422.50000000
0.024169737492
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
34000.00000000
PA
USD
34401.20000000
0.016823672890
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
37000.00000000
PA
USD
32075.67000000
0.015686388260
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
51000.00000000
PA
USD
43628.97000000
0.021336451048
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
35000.00000000
PA
USD
32154.15000000
0.015724768370
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
423000.00000000
PA
USD
432107.19000000
0.211319082417
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
11000.00000000
PA
USD
12578.17000000
0.006151268491
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBH7
211000.00000000
PA
USD
195335.36000000
0.095527429291
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
28000.00000000
PA
USD
25948.72000000
0.012690045033
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
18000.00000000
PA
USD
18024.84000000
0.008814925411
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
1562000.00000000
PA
USD
1460470.00000000
0.714232920535
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
77000.00000000
PA
USD
69737.36000000
0.034104581609
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DX2
30000.00000000
PA
USD
26757.90000000
0.013085769008
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
81000.00000000
PA
USD
65692.62000000
0.032126529021
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
46000.00000000
PA
USD
38495.56000000
0.018825991801
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
14081.59000000
PA
USD
15157.98000000
0.007412907026
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
15000.00000000
PA
USD
15218.55000000
0.007442528372
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
839000.00000000
PA
USD
810612.98000000
0.396424764719
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
200000.00000000
PA
USD
197214.00000000
0.096446165405
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
49000.00000000
PA
USD
44181.34000000
0.021606583840
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
88000.00000000
PA
USD
93624.96000000
0.045786649924
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
7000.00000000
PA
USD
7145.25000000
0.003494335916
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
105000.00000000
PA
USD
133249.20000000
0.065164615004
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
352000.00000000
PA
USD
321052.16000000
0.157008375304
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
85000.00000000
PA
USD
75040.55000000
0.036698070610
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
98000.00000000
PA
USD
88580.24000000
0.043319563919
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CZ1
126000.00000000
PA
USD
111862.80000000
0.054705741537
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
356000.00000000
PA
USD
354981.84000000
0.173601454545
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
46000.00000000
PA
USD
47452.22000000
0.023206185458
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
44000.00000000
PA
USD
39615.40000000
0.019373641937
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
14000.00000000
PA
USD
14019.04000000
0.006855916165
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
7000.00000000
PA
USD
7877.52000000
0.003852447579
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AZ6
50000.00000000
PA
USD
48643.00000000
0.023788528318
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
292000.00000000
PA
USD
277014.56000000
0.135472086533
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
47000.00000000
PA
USD
48018.49000000
0.023483115950
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
144000.00000000
PA
USD
152406.72000000
0.074533469865
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
105000.00000000
PA
USD
94634.40000000
0.046280309691
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
11600.83000000
PA
USD
2002.86000000
0.000979485061
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
3531.59000000
PA
USD
3722.82000000
0.001820619801
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
8182000.00000000
PA
USD
8063424.90000000
3.943363106291
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
1726.43000000
PA
USD
1870.75000000
0.000914877564
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
22000.00000000
PA
USD
22392.48000000
0.010950890048
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BJ0
69000.00000000
PA
USD
64343.19000000
0.031466599457
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.45000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
30000.00000000
PA
USD
30258.60000000
0.014797762534
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
97000.00000000
PA
USD
104952.06000000
0.051326091141
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
59000.00000000
PA
USD
61687.45000000
0.030167827873
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
21000.00000000
PA
USD
20568.66000000
0.010058963281
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
200000.00000000
PA
USD
193414.00000000
0.094587801250
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
48000.00000000
PA
USD
43776.00000000
0.021408355070
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
76000.00000000
PA
USD
77324.68000000
0.037815108852
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
37000.00000000
PA
USD
34472.90000000
0.016858737287
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
102000.00000000
PA
USD
91505.22000000
0.044750005494
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
200000.00000000
PA
USD
195278.00000000
0.095499377773
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
20000.00000000
PA
USD
22363.00000000
0.010936473054
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.88000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
45000.00000000
PA
USD
46126.80000000
0.022557997821
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
6872000.00000000
PA
USD
6694025.92000000
3.273667848693
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
50000.00000000
PA
USD
55028.50000000
0.026911313664
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402N2E7
6684.51000000
PA
USD
7174.22000000
0.003508503497
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
694.93000000
PA
USD
703.09000000
0.000343841382
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
19000.00000000
PA
USD
17117.29000000
0.008371094256
Long
DBT
CORP
US
N
2
2046-09-19
Fixed
3.13000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BN2
13000.00000000
PA
USD
11749.40000000
0.005745964159
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
10000.00000000
PA
USD
11065.70000000
0.005411605324
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
76000.00000000
PA
USD
85612.48000000
0.041868201075
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
1845000.00000000
PA
USD
1610915.63000000
0.787807332674
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
100000.00000000
PA
USD
84615.00000000
0.041380390265
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ED1
21000.00000000
PA
USD
23466.03000000
0.011475902374
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
60000.00000000
PA
USD
60789.60000000
0.029728740437
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
45000.00000000
PA
USD
41931.90000000
0.020506510507
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
15000.00000000
PA
USD
16338.75000000
0.007990354564
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
50000.00000000
PA
USD
51540.50000000
0.025205530987
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
51000.00000000
PA
USD
58958.04000000
0.028833028475
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400YY42
957.64000000
PA
USD
995.54000000
0.000486862066
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
67000.00000000
PA
USD
61816.88000000
0.030231124734
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
181000.00000000
PA
USD
190386.66000000
0.093107301213
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404QKG3
12277.14000000
PA
USD
13499.21000000
0.006601696839
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
3014.25000000
PA
USD
3236.75000000
0.001582910573
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
4849.50000000
PA
USD
5470.12000000
0.002675124982
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
27000.00000000
PA
USD
30553.74000000
0.014942098744
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
70000.00000000
PA
USD
68604.20000000
0.033550417418
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
70000.00000000
PA
USD
61463.50000000
0.030058306648
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
89000.00000000
PA
USD
86713.59000000
0.042406691432
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
35000.00000000
PA
USD
32582.55000000
0.015934274476
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
1153.39000000
PA
USD
1216.76000000
0.000595048202
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
213000.00000000
PA
USD
215308.92000000
0.105295362964
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
33000.00000000
PA
USD
34115.07000000
0.016683742959
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
2830.32000000
PA
USD
3051.63000000
0.001492378896
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
69000.00000000
PA
USD
60840.06000000
0.029753417556
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YBM0
469.94000000
PA
USD
33.03000000
0.000016153096
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
16000.00000000
PA
USD
16171.36000000
0.007908493623
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
51000.00000000
PA
USD
46284.54000000
0.022635139496
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JXW9
452.49000000
PA
USD
472.10000000
0.000230877294
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
8000.00000000
PA
USD
7409.28000000
0.003623457991
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
135000.00000000
PA
USD
120876.30000000
0.059113732409
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
10000.00000000
PA
USD
11347.50000000
0.005549417698
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
258000.00000000
PA
USD
306093.78000000
0.149693081300
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAY5
484000.00000000
PA
USD
443774.76000000
0.217025028172
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
96000.00000000
PA
USD
94856.64000000
0.046388994651
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
2025564.98000000
PA
USD
350946.01000000
0.171627759332
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
43000.00000000
PA
USD
38659.58000000
0.018906204667
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
198000.00000000
PA
USD
181849.14000000
0.088932085122
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
6418.38000000
PA
USD
7051.47000000
0.003448473444
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
373000.00000000
PA
USD
344085.04000000
0.168272448617
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
44000.00000000
PA
USD
44000.00000000
0.021517900746
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
24000.00000000
PA
USD
29474.40000000
0.014414254858
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
1809.71000000
PA
USD
1961.56000000
0.000959287577
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
24000.00000000
PA
USD
20595.12000000
0.010071903364
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAQ8
35000.00000000
PA
USD
34693.40000000
0.016966571312
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
130000.00000000
PA
USD
110496.10000000
0.054037366197
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
1903000.00000000
PA
USD
1800267.74000000
0.880408694246
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
438.13000000
PA
USD
451.35000000
0.000220729647
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
51000.00000000
PA
USD
51782.85000000
0.025324050606
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDB9
7000.00000000
PA
USD
7371.21000000
0.003604840117
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
50000.00000000
PA
USD
41438.50000000
0.020265216593
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
27000.00000000
PA
USD
28841.94000000
0.014104954596
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
237.36000000
PA
USD
249.50000000
0.000122016278
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
63000.00000000
PA
USD
64364.58000000
0.031477060091
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
111000.00000000
PA
USD
110229.66000000
0.053907065527
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBQ2
84000.00000000
PA
USD
74740.68000000
0.036551421226
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
15000.00000000
PA
USD
16537.05000000
0.008087331830
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
57000.00000000
PA
USD
55405.14000000
0.027095506894
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BJ7
16000.00000000
PA
USD
15864.96000000
0.007758650787
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
148000.00000000
PA
USD
137113.12000000
0.067054238800
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FA6
92000.00000000
PA
USD
81560.76000000
0.039886734966
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AV5
7000.00000000
PA
USD
7880.53000000
0.003853919599
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
36000.00000000
PA
USD
38191.68000000
0.018677381354
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
69000.00000000
PA
USD
65868.09000000
0.032212341431
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
30.00000000
NC
USD
-194978.92000000
-0.09535311473
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
5508728.92000000
USD
-194978.92000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382QNZ4
200.64000000
PA
USD
202.87000000
0.000099212193
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
49000.00000000
PA
USD
55221.04000000
0.027005474042
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAB2
83000.00000000
PA
USD
84780.35000000
0.041461253558
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
67000.00000000
PA
USD
69689.38000000
0.034081117316
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
24000.00000000
PA
USD
25238.64000000
0.012342785238
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
70000.00000000
PA
USD
61856.90000000
0.030250696243
Long
DBT
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
28000.00000000
PA
USD
29060.36000000
0.014211771412
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
9581.89000000
PA
USD
10479.17000000
0.005124766817
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
31000.00000000
PA
USD
27982.15000000
0.013684480144
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386NRP5
820.20000000
PA
USD
869.18000000
0.000425066567
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PJS2
28398.29000000
PA
USD
31183.74000000
0.015250195959
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
185000.00000000
PA
USD
185222.00000000
0.090581559366
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
18094.95000000
PA
USD
19886.88000000
0.009725543409
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
834.59000000
PA
USD
878.95000000
0.000429844519
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLC0
18708.27000000
PA
USD
20340.91000000
0.009947583692
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
360000.00000000
PA
USD
333684.00000000
0.163185890744
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
26000.00000000
PA
USD
25149.28000000
0.012299084338
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
6000.00000000
PA
USD
5410.56000000
0.002645997569
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
40000.00000000
PA
USD
41426.80000000
0.020259494787
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
112000.00000000
PA
USD
103295.36000000
0.050515893274
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34355JAB4
79000.00000000
PA
USD
70071.42000000
0.034267951380
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
116000.00000000
PA
USD
105989.20000000
0.051833297405
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
220000.00000000
PA
USD
244418.46000000
0.119531185521
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
103000.00000000
PA
USD
103221.45000000
0.050479748091
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.38000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EZ7
48000.00000000
PA
USD
43207.68000000
0.021130422039
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
16000.00000000
PA
USD
16341.76000000
0.007991826584
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
50000.00000000
PA
USD
60718.50000000
0.029693969465
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
21308000.00000000
PA
USD
19325357.29000000
9.450934546842
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
64000.00000000
PA
USD
55354.88000000
0.027070927583
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
74000.00000000
PA
USD
75685.72000000
0.037013586611
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
55000.00000000
PA
USD
56561.45000000
0.027660992436
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
39000.00000000
PA
USD
35787.18000000
0.017501476982
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
3916.63000000
PA
USD
4212.95000000
0.002060314544
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
87000.00000000
PA
USD
87592.47000000
0.042836501718
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
200000.00000000
PA
USD
196140.00000000
0.095920933010
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
3.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
100000.00000000
PA
USD
97791.00000000
0.047824023452
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
48000.00000000
PA
USD
40807.68000000
0.019956718362
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BV1
89000.00000000
PA
USD
79063.15000000
0.038665295782
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.80000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AU2
7000.00000000
PA
USD
7965.09000000
0.003895273092
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
6405.49000000
PA
USD
7133.16000000
0.003488423383
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
43000.00000000
PA
USD
42952.70000000
0.021005725804
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
48000.00000000
PA
USD
43919.04000000
0.021478307809
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
250000.00000000
PA
USD
228730.00000000
0.111858850859
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
3722.10000000
PA
USD
4136.83000000
0.002023088576
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
19000.00000000
PA
USD
20919.76000000
0.010230666348
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
232000.00000000
PA
USD
206598.32000000
0.101035503277
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
29052.19000000
PA
USD
29557.74000000
0.014455011718
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
2049.45000000
PA
USD
2265.18000000
0.001107770873
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
78000.00000000
PA
USD
66655.68000000
0.032597506964
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
154000.00000000
PA
USD
143977.68000000
0.070411305181
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
49000.00000000
PA
USD
46530.89000000
0.022755615288
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
41000.00000000
PA
USD
44642.44000000
0.021832081659
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
92000.00000000
PA
USD
95778.44000000
0.046839794672
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
26000.00000000
PA
USD
25996.36000000
0.012713343051
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
31000.00000000
PA
USD
34574.61000000
0.016908477871
Long
DBT
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
29000.00000000
PA
USD
30335.45000000
0.014835345504
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
10077.80000000
PA
USD
11052.39000000
0.005405096159
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
98000.00000000
PA
USD
98096.04000000
0.047973201190
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
20000.00000000
PA
USD
20578.00000000
0.010063530944
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
67000.00000000
PA
USD
67732.98000000
0.033124353202
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
5000.00000000
PA
USD
5177.55000000
0.002532045613
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
179000.00000000
PA
USD
178838.90000000
0.087459947723
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
56000.00000000
PA
USD
53460.96000000
0.026144718888
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
414000.00000000
PA
USD
391764.06000000
0.191589549072
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
147000.00000000
PA
USD
141678.60000000
0.069286955743
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
4000.00000000
PA
USD
4083.68000000
0.001997095930
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
140498.12000000
PA
USD
4565.31000000
0.002232633805
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
4616.82000000
PA
USD
4976.91000000
0.002433923986
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
23000.00000000
PA
USD
22914.44000000
0.011206151036
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
11000.00000000
PA
USD
11331.76000000
0.005541720158
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
51000.00000000
PA
USD
46540.56000000
0.022760344335
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209KBT4
433.37000000
PA
USD
443.80000000
0.000217037371
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
7000.00000000
PA
USD
6733.79000000
0.003293114201
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
45000.00000000
PA
USD
43318.35000000
0.021184544450
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
67000.00000000
PA
USD
58971.39000000
0.028839557202
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
24000.00000000
PA
USD
31383.12000000
0.015347701392
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
362000.41000000
PA
USD
379445.93000000
0.185565451374
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
82000.00000000
PA
USD
74301.84000000
0.036336809509
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
64000.00000000
PA
USD
53292.16000000
0.026062168396
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
935000.00000000
PA
USD
895408.59000000
0.437893481076
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
92000.00000000
PA
USD
84295.92000000
0.041224346361
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287LER9
3854.68000000
PA
USD
4264.12000000
0.002085338884
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
35000.00000000
PA
USD
33343.10000000
0.016306216281
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
6000.00000000
PA
USD
6689.52000000
0.003271464259
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
52000.00000000
PA
USD
51600.12000000
0.025234687742
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
119000.00000000
PA
USD
114195.97000000
0.055846762457
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
67000.00000000
PA
USD
69066.28000000
0.033776394499
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
22000.00000000
PA
USD
23910.92000000
0.011693472802
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
31910.93000000
PA
USD
621.37000000
0.000303876772
Long
ABS-MBS
USGSE
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAT5
35000.00000000
PA
USD
35815.50000000
0.017515326686
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
14000.00000000
PA
USD
15125.46000000
0.007397003341
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
13000.00000000
PA
USD
14165.84000000
0.006927707707
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
48000.00000000
PA
USD
44123.52000000
0.021578307362
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
1283.47000000
PA
USD
1380.46000000
0.000675104574
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
155000.00000000
PA
USD
141324.35000000
0.069113712190
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
3702.12000000
PA
USD
3983.76000000
0.001948230733
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
26000.00000000
PA
USD
25917.06000000
0.012674561925
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
53000.00000000
PA
USD
53822.03000000
0.026321297716
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
105744.00000000
PA
USD
125311.93000000
0.061282947093
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
2885.00000000
PA
USD
2998.11000000
0.001466205304
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
3353.68000000
PA
USD
3682.53000000
0.001800916250
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
78000.00000000
PA
USD
72390.24000000
0.035401954530
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
7000.00000000
PA
USD
7408.94000000
0.003623291717
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
77000.00000000
PA
USD
83310.15000000
0.040742262247
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJJ2
29000.00000000
PA
USD
32149.69000000
0.015722587237
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
6000.00000000
PA
USD
6074.46000000
0.002970673349
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
22000.00000000
PA
USD
21903.86000000
0.010711933760
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
176000.00000000
PA
USD
181140.96000000
0.088585754510
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
19396.68000000
PA
USD
21364.35000000
0.010448090064
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
26000.00000000
PA
USD
28830.88000000
0.014099545779
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
11991.12000000
PA
USD
12819.46000000
0.006269269725
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
4.50000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
45000.00000000
PA
USD
42871.95000000
0.020966235566
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
48000.00000000
PA
USD
53331.84000000
0.026081573630
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AK3
363000.00000000
PA
USD
363395.67000000
0.177716180882
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
3475.08000000
PA
USD
3876.18000000
0.001895619466
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
337880.76000000
PA
USD
353681.84000000
0.172965698387
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
26000.00000000
PA
USD
21922.42000000
0.010721010401
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VV52
7094.13000000
PA
USD
7687.87000000
0.003759700536
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
12000.00000000
PA
USD
12178.68000000
0.005955900624
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
124000.00000000
PA
USD
119089.60000000
0.058239958926
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
2732.47000000
PA
USD
2927.14000000
0.001431497908
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
27000.00000000
PA
USD
30736.53000000
0.015031490950
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
112000.00000000
PA
USD
105095.20000000
0.051396092785
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
19000.00000000
PA
USD
21445.11000000
0.010487585192
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
1919.61000000
PA
USD
2072.68000000
0.001013630057
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
35000.00000000
PA
USD
34662.25000000
0.016951337617
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
18688.88000000
PA
USD
3132.40000000
0.001531878915
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
52000.00000000
PA
USD
55335.28000000
0.027061342337
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
200000.00000000
PA
USD
193132.00000000
0.094449891068
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
21000.00000000
PA
USD
18504.78000000
0.009049636804
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
76000.00000000
PA
USD
74862.28000000
0.036610888879
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
7000.00000000
PA
USD
7088.34000000
0.003466504467
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
36000.00000000
PA
USD
36631.80000000
0.017914532649
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AB4
48000.00000000
PA
USD
48520.80000000
0.023728767239
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
64000.00000000
PA
USD
58256.00000000
0.028489700588
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
1979.45000000
PA
USD
2075.81000000
0.001015160762
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
381000.00000000
PA
USD
397131.54000000
0.194214478661
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
108000.00000000
PA
USD
102735.00000000
0.050241853027
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
38000.00000000
PA
USD
32915.60000000
0.016097150314
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
37000.00000000
PA
USD
37113.96000000
0.018150329718
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
132000.00000000
PA
USD
125056.80000000
0.061158177502
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
356.09000000
PA
USD
334.44000000
0.000163555607
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
109000.00000000
PA
USD
100672.40000000
0.049233152525
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
132000.00000000
PA
USD
132126.72000000
0.064615673794
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
112000.00000000
PA
USD
114798.88000000
0.056141611492
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
59000.00000000
PA
USD
56123.75000000
0.027446938228
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
47000.00000000
PA
USD
47246.28000000
0.023105471902
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
10000.00000000
PA
USD
10544.60000000
0.005156764913
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
5190.86000000
PA
USD
5504.23000000
0.002691806246
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
9000.00000000
PA
USD
8457.93000000
0.004136293142
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
115000.00000000
PA
USD
112562.94000000
0.055048140242
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388PE64
8401.65000000
PA
USD
8815.94000000
0.004311375497
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.50000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
159000.00000000
PA
USD
156629.31000000
0.076598498786
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
12000.00000000
PA
USD
12371.28000000
0.006050090344
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
237000.00000000
PA
USD
201080.28000000
0.098336943344
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
31000.00000000
PA
USD
27566.75000000
0.013481331600
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
250000.00000000
PA
USD
230915.00000000
0.112927410248
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
460000.00000000
PA
USD
446952.26000000
0.218578962936
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Fixed
3.01000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AC4
263000.00000000
PA
USD
239098.56000000
0.116929524608
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383CX67
30.11000000
PA
USD
31.44000000
0.000015375518
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DN4
51000.00000000
PA
USD
53512.77000000
0.026170056216
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
51000.00000000
PA
USD
43946.70000000
0.021491834744
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
75000.00000000
PA
USD
77283.75000000
0.037795092314
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
51000.00000000
PA
USD
52239.81000000
0.025547523786
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
4065.13000000
PA
USD
4514.66000000
0.002207863767
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
16314.77000000
PA
USD
17549.10000000
0.008582267999
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
8000.00000000
PA
USD
8254.24000000
0.004036679933
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
423000.00000000
PA
USD
428922.00000000
0.209761386910
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
28000.00000000
PA
USD
27984.04000000
0.013685404436
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
41000.00000000
PA
USD
35734.37000000
0.017475650611
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
6003.71000000
PA
USD
6572.18000000
0.003214079930
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
16821.35000000
PA
USD
2812.22000000
0.001375297064
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
482000.00000000
PA
USD
452883.14000000
0.221479419463
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
20000.00000000
PA
USD
19489.40000000
0.009531158518
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
8000.00000000
PA
USD
7986.88000000
0.003905929343
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
2179.56000000
PA
USD
2298.55000000
0.001124090244
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
36000.00000000
PA
USD
33003.36000000
0.016140068745
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
368000.00000000
PA
USD
370347.84000000
0.181116092338
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
21000.00000000
PA
USD
23636.55000000
0.011559294020
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
78000.00000000
PA
USD
76918.92000000
0.037616674684
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
109000.00000000
PA
USD
109560.26000000
0.053579700010
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
6000.00000000
PA
USD
5806.80000000
0.002839776046
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
8182.52000000
PA
USD
8663.21000000
0.004236683930
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207YJW1
7275.78000000
PA
USD
7490.81000000
0.003663329683
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
59000.00000000
PA
USD
69117.32000000
0.033801355264
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
46000.00000000
PA
USD
50769.28000000
0.024828371091
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
35000.00000000
PA
USD
34712.65000000
0.016975985394
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
76000.00000000
PA
USD
62316.20000000
0.030475313784
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAD3
33000.00000000
PA
USD
34137.18000000
0.016694555704
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
320000.00000000
PA
USD
294412.80000000
0.143980577476
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
46000.00000000
PA
USD
47150.00000000
0.023058386822
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
2252835.87000000
PA
USD
2267797.02000000
1.109050708865
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CY3
200000.00000000
PA
USD
182076.00000000
0.089043029462
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
11000.00000000
PA
USD
12750.54000000
0.006235564867
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
205000.00000000
PA
USD
206402.20000000
0.100939592125
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
5298.91000000
PA
USD
5908.43000000
0.002889477507
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
50000.00000000
PA
USD
45813.50000000
0.022404780587
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.70000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
15000.00000000
PA
USD
16492.35000000
0.008065471599
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
7768.92000000
PA
USD
8203.07000000
0.004011655592
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
743000.00000000
PA
USD
724525.01000000
0.354324028493
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
27000.00000000
PA
USD
26002.08000000
0.012716140378
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
76000.00000000
PA
USD
72603.56000000
0.035506277225
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
61000.00000000
PA
USD
53701.35000000
0.026262279983
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
85000.00000000
PA
USD
86857.25000000
0.042476947378
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
51000.00000000
PA
USD
44179.26000000
0.021605566630
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
44000.00000000
PA
USD
43230.44000000
0.021141552662
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
66000.00000000
PA
USD
65841.60000000
0.032199386677
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
4128.02000000
PA
USD
4492.11000000
0.002196835843
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
56000.00000000
PA
USD
50170.40000000
0.024535492900
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383JZQ6
1128.63000000
PA
USD
1185.68000000
0.000579848739
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405KLK5
4571.75000000
PA
USD
4905.00000000
0.002398756890
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
76000.00000000
PA
USD
65393.44000000
0.031980217077
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
50000.00000000
PA
USD
66755.50000000
0.032646323256
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
25000.00000000
PA
USD
25346.75000000
0.012395655698
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
30000.00000000
PA
USD
24884.10000000
0.012169399862
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
92000.00000000
PA
USD
85879.24000000
0.041998658239
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
5972.43000000
PA
USD
6523.18000000
0.003190116813
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
95000.00000000
PA
USD
101023.70000000
0.049404953401
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
136000.00000000
PA
USD
120950.24000000
0.059149892263
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406V3P9
8392.90000000
PA
USD
9153.98000000
0.004476691660
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
26000.00000000
PA
USD
25357.28000000
0.012400805323
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
57000.00000000
PA
USD
55421.10000000
0.027103312024
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAU8
26000.00000000
PA
USD
26857.74000000
0.013134595081
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
27000.00000000
PA
USD
26154.36000000
0.012790611876
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
37000.00000000
PA
USD
40501.31000000
0.019806890197
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
Novant Health Inc
66988AAJ3
52000.00000000
PA
USD
46127.64000000
0.022558408618
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
170000.00000000
PA
USD
173976.74000000
0.085082141444
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
6286.73000000
PA
USD
6721.01000000
0.003286864229
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
9000.00000000
PA
USD
9132.75000000
0.004466309273
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
68000.00000000
PA
USD
56873.84000000
0.027813764641
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAQ1
51000.00000000
PA
USD
51548.76000000
0.025209570484
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
24000.00000000
PA
USD
24433.68000000
0.011949125025
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
49000.00000000
PA
USD
51176.09000000
0.025027318755
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
56000.00000000
PA
USD
56068.32000000
0.027419830563
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
51000.00000000
PA
USD
50561.40000000
0.024726708791
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
30000.00000000
PA
USD
30469.80000000
0.014901048458
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
3708.17000000
PA
USD
3964.33000000
0.001938728624
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
22000.00000000
PA
USD
22230.34000000
0.010871596583
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
1299.86000000
PA
USD
1363.67000000
0.000666893538
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
37000.00000000
PA
USD
39641.43000000
0.019386371731
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
17136MAA0
56000.00000000
PA
USD
51140.88000000
0.025010099544
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208Q6Y7
561.99000000
PA
USD
578.21000000
0.000282769667
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PM90
2916.36000000
PA
USD
3129.60000000
0.001530509594
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
-43.00000000
NC
USD
203356.12000000
0.099449927418
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
-6028512.37000000
USD
203356.12000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403TGC2
5186.63000000
PA
USD
5495.78000000
0.002687673831
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
0.088111891212
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
154000.00000000
PA
USD
150915.38000000
0.073804140181
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
32000.00000000
PA
USD
27657.60000000
0.013525761174
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
35000.00000000
PA
USD
38255.70000000
0.018708689899
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
1138.19000000
PA
USD
1205.05000000
0.000589321506
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
109000.00000000
PA
USD
105288.55000000
0.051490649287
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
36000.00000000
PA
USD
35678.16000000
0.017448161493
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
13000.00000000
PA
USD
13425.75000000
0.006565771726
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
80000.00000000
PA
USD
73852.00000000
0.036116818316
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAR9
30000.00000000
PA
USD
32870.70000000
0.016075192274
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
4247.14000000
PA
USD
4579.80000000
0.002239720041
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
230000.00000000
PA
USD
233295.90000000
0.114091773200
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
235.19000000
PA
USD
240.67000000
0.000117698026
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
25000.00000000
PA
USD
25830.50000000
0.012632230346
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
13777.04000000
PA
USD
2475.11000000
0.001210435711
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
2925000.00000000
PA
USD
3188707.03000000
1.559415485952
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
7000.00000000
PA
USD
7483.21000000
0.003659612955
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
141000.00000000
PA
USD
142394.49000000
0.069637056879
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
18000.00000000
PA
USD
17125.92000000
0.008375314699
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAQS4
3405073.68000000
PA
USD
3255343.02000000
1.592003363656
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
78000.00000000
PA
USD
70813.08000000
0.034630655159
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
22000.00000000
PA
USD
22800.36000000
0.011150360987
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
7000.00000000
PA
USD
5977.16000000
0.002923089446
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AZ1
51000.00000000
PA
USD
47158.17000000
0.023062382305
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
487000.00000000
PA
USD
487931.98000000
0.238619816290
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
80000.00000000
PA
USD
71173.60000000
0.034806965013
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.88000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
14000.00000000
PA
USD
12639.20000000
0.006181114798
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
1499.57000000
PA
USD
1600.91000000
0.000782914147
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
45000.00000000
PA
USD
48743.55000000
0.023837701612
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CF6
46000.00000000
PA
USD
44636.56000000
0.021829206085
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
3000.00000000
PA
USD
2991.72000000
0.001463080318
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
46000.00000000
PA
USD
46906.66000000
0.022939383050
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
5557.03000000
PA
USD
6068.13000000
0.002967577705
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
48000.00000000
PA
USD
49179.84000000
0.024051066269
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
16000.00000000
PA
USD
17427.84000000
0.008522966621
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
65000.00000000
PA
USD
60975.20000000
0.029819506854
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
134000.00000000
PA
USD
130373.96000000
0.063758498437
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401KTV7
5828.91000000
PA
USD
6427.02000000
0.003143090419
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
171000.00000000
PA
USD
151618.86000000
0.074148172291
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
200000.00000000
PA
USD
186546.00000000
0.091229052561
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.38000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
71000.00000000
PA
USD
64671.06000000
0.031626942051
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
20000.00000000
PA
USD
18748.80000000
0.009168973125
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
195000.00000000
PA
USD
174996.90000000
0.085581043754
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
102000.00000000
PA
USD
92983.20000000
0.045472801561
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
98000.00000000
PA
USD
105313.74000000
0.051502968286
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
18000.00000000
PA
USD
17743.86000000
0.008677514053
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
3.80000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
21000.00000000
PA
USD
18817.47000000
0.009202555721
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
102000.00000000
PA
USD
91216.56000000
0.044608838284
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
8000.00000000
PA
USD
8747.20000000
0.004277758668
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
94000.00000000
PA
USD
87838.30000000
0.042956723208
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
5255.44000000
PA
USD
5755.83000000
0.002814849514
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
7854.00000000
PA
USD
8553.20000000
0.004182884287
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
200000.00000000
PA
USD
195758.00000000
0.095734118508
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
96000.00000000
PA
USD
85064.64000000
0.041600283649
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
16000.00000000
PA
USD
15307.84000000
0.007486195040
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
19000.00000000
PA
USD
19944.11000000
0.009753531351
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
84.46000000
PA
USD
2.19000000
0.000001071004
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
2000.00000000
PA
USD
2928.74000000
0.001432280378
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
59000.00000000
PA
USD
51093.41000000
0.024986884663
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
29000.00000000
PA
USD
28891.25000000
0.014129069317
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
29000.00000000
PA
USD
28747.99000000
0.014059008988
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.80000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
10000.00000000
PA
USD
9553.90000000
0.004672269816
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
54000.00000000
PA
USD
54317.52000000
0.026563613731
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
76000.00000000
PA
USD
68603.68000000
0.033550163115
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
11000.00000000
PA
USD
9544.48000000
0.004667663029
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
24000.00000000
PA
USD
24242.40000000
0.011855580842
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.35000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
194000.00000000
PA
USD
177345.10000000
0.086729414993
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
21000.00000000
PA
USD
21291.90000000
0.010412658884
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
19000.00000000
PA
USD
18697.33000000
0.009143802072
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
20000.00000000
PA
USD
16786.40000000
0.008209274752
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AY8
35000.00000000
PA
USD
29384.95000000
0.014370509944
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
290000.00000000
PA
USD
291386.20000000
0.142500439330
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.50000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
144000.00000000
PA
USD
146855.52000000
0.071818693260
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.63000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
89000.00000000
PA
USD
82539.49000000
0.040365376216
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
35000.00000000
PA
USD
36220.10000000
0.017713193564
Long
DBT
CORP
US
N
2
2048-07-24
Fixed
4.03000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
285000.00000000
PA
USD
277202.40000000
0.135563948407
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
3379.29000000
PA
USD
3725.61000000
0.001821984231
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
123000.00000000
PA
USD
130017.15000000
0.063584002933
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406D2E5
3201.47000000
PA
USD
3462.29000000
0.001693209376
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
76000.00000000
PA
USD
72530.60000000
0.035470596634
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291L3K9
879.96000000
PA
USD
891.42000000
0.000435942888
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
10549.46000000
PA
USD
11355.86000000
0.005553506099
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
162000.00000000
PA
USD
141093.90000000
0.069001012185
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCT4
64000.00000000
PA
USD
64259.84000000
0.031425837707
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
102000.00000000
PA
USD
97729.26000000
0.047793829925
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
55000.00000000
PA
USD
58088.25000000
0.028407663592
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CQ1
23000.00000000
PA
USD
20789.93000000
0.010167173869
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
264000.00000000
PA
USD
261695.28000000
0.127980296839
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407EBZ5
1825.34000000
PA
USD
1919.28000000
0.000938610830
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
29000.00000000
PA
USD
24185.42000000
0.011827715160
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
677.85000000
PA
USD
686.73000000
0.000335840635
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
145000.00000000
PA
USD
137191.75000000
0.067092692267
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
102000.00000000
PA
USD
105220.14000000
0.051457193842
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
10000.00000000
PA
USD
10004.60000000
0.004892681586
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382YRF7
402.77000000
PA
USD
411.60000000
0.000201290180
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
91000.00000000
PA
USD
87691.24000000
0.042884804515
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
235000.00000000
PA
USD
238892.92000000
0.116828957764
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
64000.00000000
PA
USD
66373.12000000
0.032459322918
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
11000.00000000
PA
USD
14738.24000000
0.007207636034
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
9000.00000000
PA
USD
8150.58000000
0.003985985715
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
639131.73000000
PA
USD
1811.48000000
0.000885891973
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
46000.00000000
PA
USD
44020.16000000
0.021527759857
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBA4
51000.00000000
PA
USD
51491.13000000
0.025181386924
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
36294TK61
4795.11000000
PA
USD
5405.09000000
0.002643322503
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
342000.00000000
PA
USD
359493.30000000
0.175807753375
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
58000.00000000
PA
USD
53264.88000000
0.026048827298
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
92000.00000000
PA
USD
83152.36000000
0.040665096121
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
95000.00000000
PA
USD
96937.05000000
0.047406405013
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
5822400.00000000
PA
USD
5397546.75000000
2.639633528233
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
6670.44000000
PA
USD
7074.82000000
0.003459892603
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
89000.00000000
PA
USD
81702.00000000
0.039955807427
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
95000.00000000
PA
USD
87494.05000000
0.042788370087
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
66000.00000000
PA
USD
68314.62000000
0.033408800288
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
10000.00000000
PA
USD
10027.20000000
0.004903733962
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
46000.00000000
PA
USD
49762.80000000
0.024336158892
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
74.00000000
NC
USD
-205849.35000000
-0.10066922459
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
15888068.17000000
USD
-205849.35000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
43000.00000000
PA
USD
36173.32000000
0.017690316123
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ET6
19000.00000000
PA
USD
19562.21000000
0.009566765753
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
230000.00000000
PA
USD
180552.30000000
0.088297874340
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
145000.00000000
PA
USD
141676.60000000
0.069285977657
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.13000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
40000.00000000
PA
USD
40126.40000000
0.019623543011
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
533000.00000000
PA
USD
540636.39000000
0.264394549547
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
1431.63000000
PA
USD
1511.13000000
0.000739007848
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
6000.00000000
PA
USD
6974.88000000
0.003411017626
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
33000.00000000
PA
USD
28750.26000000
0.014060119116
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AD4
23000.00000000
PA
USD
22386.82000000
0.010948122063
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
6742.75000000
PA
USD
7415.22000000
0.003626362908
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
32000.00000000
PA
USD
32240.00000000
0.015766752728
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
76000.00000000
PA
USD
78458.60000000
0.038369644716
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
1803.19000000
PA
USD
1939.61000000
0.000948553078
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
8000.00000000
PA
USD
7987.52000000
0.003906242331
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
465000.00000000
PA
USD
471417.00000000
0.230543277643
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
2047.66000000
PA
USD
2202.58000000
0.001077156768
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
31388NJE7
3607.64000000
PA
USD
3953.45000000
0.001933407834
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
7.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
330000.00000000
PA
USD
299521.20000000
0.146478805753
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
50000.00000000
PA
USD
47554.00000000
0.023255960275
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
205000.00000000
PA
USD
201875.80000000
0.098725986990
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
35000.00000000
PA
USD
31808.35000000
0.015555657232
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
57000.00000000
PA
USD
57710.22000000
0.028222790591
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.90000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
48000.00000000
PA
USD
47204.64000000
0.023085108143
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386ACZ7
215.32000000
PA
USD
227.72000000
0.000111364917
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
38000.00000000
PA
USD
36102.28000000
0.017655574494
Long
DBT
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AG9
24000.00000000
PA
USD
24026.88000000
0.011750182252
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
20000.00000000
PA
USD
20314.40000000
0.009934619157
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AR0
20000.00000000
PA
USD
20677.00000000
0.010111946221
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
50000.00000000
PA
USD
42837.00000000
0.020949143506
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
28000.00000000
PA
USD
28449.12000000
0.013912848647
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
1059189.21000000
PA
USD
1058954.78000000
0.517874632984
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
1895.41000000
PA
USD
1998.36000000
0.000977284366
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
28000.00000000
PA
USD
28327.88000000
0.013853557050
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
1259.61000000
PA
USD
1435.53000000
0.000702036183
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
26000.00000000
PA
USD
26398.32000000
0.012909918855
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203ABS4
801.28000000
PA
USD
801.71000000
0.000392070822
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
197000.00000000
PA
USD
193473.70000000
0.094616997129
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
68000.00000000
PA
USD
61632.48000000
0.030140945168
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
54000.00000000
PA
USD
44388.00000000
0.021707649507
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
21000.00000000
PA
USD
24708.60000000
0.012083572781
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
3692.70000000
PA
USD
4003.01000000
0.001957644815
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
988.59000000
PA
USD
67.14000000
0.000032834360
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
742.08000000
PA
USD
775.63000000
0.000379316576
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
87000.00000000
PA
USD
90298.17000000
0.044159705901
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
45494.58000000
PA
USD
49888.36000000
0.024397563156
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
254000.00000000
PA
USD
258041.14000000
0.126193264524
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
24000.00000000
PA
USD
26930.88000000
0.013170363701
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
101000.00000000
PA
USD
93617.91000000
0.045783202170
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
26000.00000000
PA
USD
28383.16000000
0.013880591358
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
23000.00000000
PA
USD
20709.20000000
0.010127693412
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
129000.00000000
PA
USD
133554.99000000
0.065314159523
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
12000.00000000
PA
USD
12572.52000000
0.006148505397
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TMJ5
48.26000000
PA
USD
48.27000000
0.000023606115
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
70000.00000000
PA
USD
69685.70000000
0.034079317637
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
18261.68000000
PA
USD
19523.18000000
0.009547678397
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
5942.93000000
PA
USD
6352.18000000
0.003106490426
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
5856.32000000
PA
USD
6460.59000000
0.003159507599
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
3138WLBN2
3761482.69000000
PA
USD
3806724.90000000
1.861652922005
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
19000.00000000
PA
USD
20859.53000000
0.010201211276
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
87000.00000000
PA
USD
95063.16000000
0.046489991853
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
15000.00000000
PA
USD
14990.70000000
0.007331099880
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
10000.00000000
PA
USD
9998.20000000
0.004889551710
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
127000.00000000
PA
USD
120702.07000000
0.059028526413
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
21000.00000000
PA
USD
22200.57000000
0.010857037767
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
84000.00000000
PA
USD
77834.40000000
0.038064383951
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
115000.00000000
PA
USD
111030.20000000
0.054298564170
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
1717.06000000
PA
USD
1848.01000000
0.000903756721
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
114000.00000000
PA
USD
104525.46000000
0.051117465313
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
66000.00000000
PA
USD
61591.86000000
0.030121080233
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
37000.00000000
PA
USD
34440.71000000
0.016842994986
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
200000.00000000
PA
USD
175536.00000000
0.085844686942
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
61000.00000000
PA
USD
55779.62000000
0.027278643792
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
6000.00000000
PA
USD
5945.58000000
0.002907645461
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
28000.00000000
PA
USD
29352.68000000
0.014354728520
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
27000.00000000
PA
USD
27046.98000000
0.013227141616
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
61000.00000000
PA
USD
60733.43000000
0.029701270880
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
100000.00000000
PA
USD
105985.00000000
0.051831243423
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
86000.00000000
PA
USD
86595.98000000
0.042349175061
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
39000.00000000
PA
USD
41434.77000000
0.020263392461
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
8433.69000000
PA
USD
928.47000000
0.000454061938
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
6299.26000000
PA
USD
6805.92000000
0.003328388887
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
95000.00000000
PA
USD
93870.45000000
0.045906705139
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
38000.00000000
PA
USD
42892.50000000
0.020976285404
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
125683.40000000
PA
USD
138100.84000000
0.067537276549
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HAC6
2245.07000000
PA
USD
2432.69000000
0.001189690499
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
27000.00000000
PA
USD
27203.85000000
0.013303857823
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
168000.00000000
PA
USD
143562.72000000
0.070208371815
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDR9
37000.00000000
PA
USD
31412.26000000
0.015361952111
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
14000.00000000
PA
USD
15267.28000000
0.007466359448
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
352000.00000000
PA
USD
341911.68000000
0.167209581690
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
34000.00000000
PA
USD
29199.88000000
0.014280002719
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
20029.71000000
PA
USD
17003.59000000
0.008315490044
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
56000.00000000
PA
USD
57607.76000000
0.028172683225
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
30000.00000000
PA
USD
23892.90000000
0.011684660244
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
5415.23000000
PA
USD
6021.58000000
0.002944812744
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
68000.00000000
PA
USD
66036.16000000
0.032294534922
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
46000.00000000
PA
USD
44020.62000000
0.021527984817
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
200000.00000000
PA
USD
182820.00000000
0.089406877602
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
96000.00000000
PA
USD
86258.88000000
0.042184318599
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LU3
22000.00000000
PA
USD
22072.60000000
0.010794454909
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
58000.00000000
PA
USD
60627.98000000
0.029649701275
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
223000.00000000
PA
USD
210048.16000000
0.102722624066
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
10000.00000000
PA
USD
10109.80000000
0.004944128931
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
54000.00000000
PA
USD
53272.62000000
0.026052612492
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
32000.00000000
PA
USD
32663.36000000
0.015973794057
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
53000.00000000
PA
USD
51417.95000000
0.025145598743
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
10551992.00000000
PA
USD
10317832.75000000
5.045865932630
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
76000.00000000
PA
USD
70337.24000000
0.034397948843
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
22000.00000000
PA
USD
19218.98000000
0.009398911456
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
186995.94000000
PA
USD
194911.88000000
0.095320329277
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
46000.00000000
PA
USD
50517.20000000
0.024705093081
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383HY73
519.79000000
PA
USD
539.57000000
0.000263873038
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
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
455133.18000000
PA
USD
1595.70000000
0.000780366232
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
52000.00000000
PA
USD
45425.64000000
0.022215100292
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
1141.79000000
PA
USD
1193.88000000
0.000583858894
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AC8
152000.00000000
PA
USD
141390.40000000
0.069146013494
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
21000.00000000
PA
USD
17976.42000000
0.008791245939
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
92000.00000000
PA
USD
75861.36000000
0.037099482158
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K6LA6
4494.23000000
PA
USD
4837.77000000
0.002365878515
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
35000.00000000
PA
USD
30954.35000000
0.015138014340
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
83000.00000000
PA
USD
77816.65000000
0.038055703435
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EL8
65000.00000000
PA
USD
63727.30000000
0.031165402642
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
124000.00000000
PA
USD
131607.40000000
0.064361703880
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
1764.76000000
PA
USD
1847.07000000
0.000903297021
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
8000.00000000
PA
USD
9869.12000000
0.004826426014
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
1538.43000000
PA
USD
16.13000000
0.000007888266
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
27000.00000000
PA
USD
28294.38000000
0.013837174102
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
3244000.00000000
PA
USD
2555156.88000000
1.249582094002
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
53000.00000000
PA
USD
53143.10000000
0.025989271617
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
573868.75000000
PA
USD
590283.54000000
0.288674150594
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
51000.00000000
PA
USD
49627.59000000
0.024270035361
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
119000.00000000
PA
USD
103061.14000000
0.050401349576
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDV0
37000.00000000
PA
USD
30327.05000000
0.014831237541
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
-52.00000000
NC
USD
217672.47000000
0.106451241017
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
-6607172.47000000
USD
217672.47000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KVF1
1420.99000000
PA
USD
1466.08000000
0.000716976452
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
23000.00000000
PA
USD
24958.45000000
0.012205760224
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
27000.00000000
PA
USD
29411.37000000
0.014383430465
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
31000.00000000
PA
USD
31348.13000000
0.015330589771
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
50000.00000000
PA
USD
51444.50000000
0.025158582840
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
855.27000000
PA
USD
31.27000000
0.000015292380
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
7.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAB1
146000.00000000
PA
USD
146363.54000000
0.071578093787
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN22
000000000
23.00000000
NC
USD
-101387.68000000
-0.04958295534
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT US Long Bond Future
USM2 COMDTY
2022-06-21
3552825.18000000
USD
-101387.68000000
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCBD7
6439.18000000
PA
USD
1233.89000000
0.000603425512
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
291000.00000000
PA
USD
296120.43000000
0.144815682313
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
28000.00000000
PA
USD
23288.72000000
0.011389190124
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.13000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
120000.00000000
PA
USD
112380.00000000
0.054958674679
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
132000.00000000
PA
USD
124341.36000000
0.060808296436
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CR8
77000.00000000
PA
USD
77208.67000000
0.037758374951
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
38000.00000000
PA
USD
40791.10000000
0.019948610026
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
77000.00000000
PA
USD
72497.81000000
0.035454560907
Long
DBT
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
171000.00000000
PA
USD
156263.22000000
0.076419464961
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
30000.00000000
PA
USD
28036.20000000
0.013710912929
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DC1
43000.00000000
PA
USD
36488.94000000
0.017844667938
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
6707.09000000
PA
USD
7596.92000000
0.003715222057
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
31382SYH8
87.18000000
PA
USD
90.28000000
0.000044150819
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YB69
7976.86000000
PA
USD
8818.16000000
0.004312461173
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
21000.00000000
PA
USD
21389.76000000
0.010460516651
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
51000.00000000
PA
USD
49180.32000000
0.024051301010
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
54000.00000000
PA
USD
53813.16000000
0.026316959903
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
3308000.00000000
PA
USD
3157847.83000000
1.544324004072
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.63000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
124000.00000000
PA
USD
112647.80000000
0.055089640448
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
2825.12000000
PA
USD
3018.92000000
0.001476382293
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
25000.00000000
PA
USD
27126.00000000
0.013265785810
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
3990.06000000
PA
USD
4339.75000000
0.002122325221
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
250000.00000000
PA
USD
250120.00000000
0.122319484881
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
466000.00000000
PA
USD
475170.88000000
0.232379087126
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
24000.00000000
PA
USD
29283.36000000
0.014320828045
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
55000.00000000
PA
USD
52628.95000000
0.025737830056
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HA4
33000.00000000
PA
USD
36448.83000000
0.017825052415
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
-32.00000000
NC
USD
91222.97000000
0.044611973051
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
-3761222.97000000
USD
91222.97000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
17000.00000000
PA
USD
17615.06000000
0.008614525289
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
11097.51000000
PA
USD
11967.64000000
0.005852692947
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
125000.00000000
PA
USD
125508.75000000
0.061379200576
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
179000.00000000
PA
USD
182581.79000000
0.089290382622
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
2035.72000000
PA
USD
2205.53000000
0.001078599446
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
24000.00000000
PA
USD
25688.16000000
0.012562619937
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
16000.00000000
PA
USD
16278.88000000
0.007961075547
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
42000.00000000
PA
USD
37821.42000000
0.018496308219
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
49000.00000000
PA
USD
45144.68000000
0.022077698715
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
243005.10000000
PA
USD
261679.22000000
0.127972442805
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
7000.00000000
PA
USD
7094.08000000
0.003469311575
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 I Pool
36200KRJ8
14076.94000000
PA
USD
15238.89000000
0.007452475511
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
24000.00000000
PA
USD
24492.96000000
0.011978115506
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
76000.00000000
PA
USD
71396.68000000
0.034916060770
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
69000.00000000
PA
USD
64939.35000000
0.031758147451
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
10000.00000000
PA
USD
10170.60000000
0.004973862757
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
89000.00000000
PA
USD
77617.79000000
0.037958452304
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.48000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
10000.00000000
PA
USD
10079.60000000
0.004929359826
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
72000.00000000
PA
USD
67052.16000000
0.032791402812
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
2293.90000000
PA
USD
2558.46000000
0.001251197462
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
67000.00000000
PA
USD
56024.06000000
0.027398185511
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
2746.48000000
PA
USD
3068.11000000
0.001500438328
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
279000.00000000
PA
USD
248457.87000000
0.121506631509
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
38000.00000000
PA
USD
31828.04000000
0.015565286492
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
32000.00000000
PA
USD
31299.20000000
0.015306660887
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
16000.00000000
PA
USD
17168.96000000
0.008396363118
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
4146291.00000000
OU
Notional Amount
USD
-72840.42000000
-0.03562211199
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S37
2I65BYDZ5
Y
buy protection
2026-12-20
0.00000000
USD
-77267.96000000
USD
4146291.00000000
USD
4427.54000000
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
35000.00000000
PA
USD
32417.35000000
0.015853484540
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
3404.17000000
PA
USD
3629.94000000
0.001775197469
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
77000.00000000
PA
USD
76858.32000000
0.037587038666
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
10867.78000000
PA
USD
11913.16000000
0.005826049874
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
36000.00000000
PA
USD
35708.40000000
0.017462950159
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
112000.00000000
PA
USD
98314.72000000
0.048080145156
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
22000.00000000
PA
USD
22176.66000000
0.010845344744
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.38000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AX1
20000.00000000
PA
USD
19891.20000000
0.009727656075
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
284000.00000000
PA
USD
284440.20000000
0.139103545272
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
269729.16000000
PA
USD
281135.10000000
0.137487208595
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
40000.00000000
PA
USD
39562.80000000
0.019347918265
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
745000.00000000
PA
USD
730407.64000000
0.357200888685
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
13146.73000000
PA
USD
14141.37000000
0.006915740820
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
49000.00000000
PA
USD
42339.92000000
0.020706049913
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
98000.00000000
PA
USD
97674.64000000
0.047767118386
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
2211.88000000
PA
USD
2458.34000000
0.001202234457
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
7000.00000000
PA
USD
6943.23000000
0.003395539409
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
54000.00000000
PA
USD
47052.90000000
0.023010900728
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
61000.00000000
PA
USD
60934.73000000
0.029799715276
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
12000.00000000
PA
USD
12186.72000000
0.005959832531
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
43000.00000000
PA
USD
43062.78000000
0.021059559679
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AP1
32000.00000000
PA
USD
36120.64000000
0.017664553327
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.88000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
14000.00000000
PA
USD
14899.08000000
0.007286293742
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
19325.78000000
PA
USD
18853.99000000
0.009220415579
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
7344.60000000
PA
USD
8090.57000000
0.003956638232
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
10000.00000000
PA
USD
11347.80000000
0.005549564411
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
42000.00000000
PA
USD
39812.22000000
0.019469895419
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
200000.00000000
PA
USD
200014.00000000
0.097815486362
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
102000.00000000
PA
USD
92338.56000000
0.045157544753
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
25000.00000000
PA
USD
26474.75000000
0.012947296427
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HB89
46.26000000
PA
USD
1.25000000
0.000000611303
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
43000.00000000
PA
USD
42426.81000000
0.020748542876
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
2857.95000000
PA
USD
3072.46000000
0.001502565666
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
58000.00000000
PA
USD
50358.50000000
0.024627481926
Long
DBT
CORP
US
N
2
2031-03-17
Fixed
1.78000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209JP96
2758.87000000
PA
USD
2880.64000000
0.001408757400
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CJ6
244000.00000000
PA
USD
228181.48000000
0.111590600883
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.92000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
21000.00000000
PA
USD
20507.13000000
0.010028872453
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
12104.86000000
PA
USD
13311.98000000
0.006510133281
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
30000.00000000
PA
USD
32377.50000000
0.015833996168
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.38000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
110000.00000000
PA
USD
102777.40000000
0.050262588459
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
64000.00000000
PA
USD
55020.16000000
0.026907235044
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
51000.00000000
PA
USD
48031.29000000
0.023489375703
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
1366.29000000
PA
USD
1444.90000000
0.000706618517
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
24000.00000000
PA
USD
24163.92000000
0.011817200732
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
46000.00000000
PA
USD
40047.60000000
0.019585006407
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
102000.00000000
PA
USD
90561.72000000
0.044288593236
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
80000.00000000
PA
USD
79456.00000000
0.038857416402
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
55000.00000000
PA
USD
56206.15000000
0.027487235387
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
35000.00000000
PA
USD
35606.55000000
0.017413141109
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
83000.00000000
PA
USD
73562.90000000
0.035975435928
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
131000.00000000
PA
USD
124588.86000000
0.060929334627
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
1726287.15000000
PA
USD
1723064.12000000
0.842652788963
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
707237.78000000
PA
USD
701887.04000000
0.343253083230
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.56000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDR0
35000.00000000
PA
USD
39846.45000000
0.019486635368
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
200000.00000000
PA
USD
204344.00000000
0.099933043413
Long
DBT
CORP
GB
N
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYGZ6
195424.24000000
PA
USD
197175.21000000
0.096427195420
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
435341.30000000
PA
USD
480206.41000000
0.234841678825
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
112000.00000000
PA
USD
102304.16000000
0.050031153655
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
20000.00000000
PA
USD
19902.00000000
0.009732937742
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
36576.25000000
PA
USD
39382.62000000
0.019259802461
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
76000.00000000
PA
USD
74733.08000000
0.036547704498
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
5000.00000000
PA
USD
5136.00000000
0.002511725868
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
23000.00000000
PA
USD
23777.63000000
0.011628288234
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
69000.00000000
PA
USD
78034.17000000
0.038162080111
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
20000.00000000
PA
USD
18433.60000000
0.009014826709
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
229000.00000000
PA
USD
198348.35000000
0.097000911558
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
1257135.69000000
PA
USD
1296282.09000000
0.633937939826
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
44000.00000000
PA
USD
45070.96000000
0.022041646450
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
21000.00000000
PA
USD
21865.41000000
0.010693130049
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
89000.00000000
PA
USD
77093.58000000
0.037702090969
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
154000.00000000
PA
USD
144253.34000000
0.070546114829
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
23000.00000000
PA
USD
21747.88000000
0.010635652802
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AJ8
34000.00000000
PA
USD
36243.32000000
0.017724549147
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
78000.00000000
PA
USD
71884.02000000
0.035154391082
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
2479818.18000000
PA
USD
67003.00000000
0.032767361448
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
40000.00000000
PA
USD
38464.00000000
0.018810557598
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
9288.52000000
PA
USD
10477.62000000
0.005124008800
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
761.00000000
PA
USD
834.61000000
0.000408160344
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FB7
7000.00000000
PA
USD
8031.03000000
0.003927520600
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
76000.00000000
PA
USD
65709.60000000
0.032134832975
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCVS2
19338.93000000
PA
USD
2315.32000000
0.001132291499
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
85000.00000000
PA
USD
85173.40000000
0.041653471987
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373UDS3
1487.96000000
PA
USD
1564.97000000
0.000765337934
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLKL7
865420.82000000
PA
USD
908944.31000000
0.444513032883
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
4000.00000000
PA
USD
4193.20000000
0.002050655941
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
1561.52000000
PA
USD
1650.79000000
0.000807307622
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
80196.00000000
PA
USD
87766.38000000
0.042921551221
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
254000.00000000
PA
USD
260192.52000000
0.127245382281
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
58000.00000000
PA
USD
52013.24000000
0.025436721268
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
4699.29000000
PA
USD
5146.38000000
0.002516802137
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
250000.00000000
PA
USD
196216.58000000
0.095958383938
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
38000.00000000
PA
USD
32260.86000000
0.015776954170
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
101000.00000000
PA
USD
107571.06000000
0.052606895279
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
22000.00000000
PA
USD
23050.50000000
0.011272690253
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
59000.00000000
PA
USD
57040.61000000
0.027895322375
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
12147.58000000
PA
USD
13100.05000000
0.006406490356
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
22000.00000000
PA
USD
20063.34000000
0.009811839971
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
1837.49000000
PA
USD
1939.44000000
0.000948469941
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
70000.00000000
PA
USD
73512.60000000
0.035950837055
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B93
200000.00000000
PA
USD
178186.00000000
0.087140651419
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
25000.00000000
PA
USD
22364.75000000
0.010937328880
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
4809.15000000
PA
USD
5176.76000000
0.002531659269
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
30393.79000000
PA
USD
33057.17000000
0.016166384159
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
2000.00000000
PA
USD
2042.94000000
0.000999085912
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
90000.00000000
PA
USD
90545.40000000
0.044280612051
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
25000.00000000
PA
USD
23695.75000000
0.011588245377
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.08000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203QE98
434.15000000
PA
USD
434.54000000
0.000212508831
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
101000.00000000
PA
USD
92360.46000000
0.045168254800
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
36000.00000000
PA
USD
34238.88000000
0.016744291398
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
35000.00000000
PA
USD
29411.90000000
0.014383689658
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
31000.00000000
PA
USD
31298.22000000
0.015306181625
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
123000.00000000
PA
USD
125892.96000000
0.061567095863
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
102000.00000000
PA
USD
82981.08000000
0.040581332802
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
27000.00000000
PA
USD
29059.02000000
0.014211116094
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
3371.03000000
PA
USD
3603.99000000
0.001762506798
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
21951.59000000
PA
USD
23937.77000000
0.011706603612
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
23000.00000000
PA
USD
24906.24000000
0.012180227279
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
42000.00000000
PA
USD
48310.92000000
0.023626126853
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
252139.40000000
PA
USD
267776.39000000
0.130954222325
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
77000.00000000
PA
USD
71242.71000000
0.034840762788
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
3473.62000000
PA
USD
3856.65000000
0.001886068452
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
52000.00000000
PA
USD
52767.00000000
0.025805342470
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
56000.00000000
PA
USD
57109.92000000
0.027929217959
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
24000.00000000
PA
USD
23582.88000000
0.011533047071
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
1847.57000000
PA
USD
1945.97000000
0.000951663393
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
51000.00000000
PA
USD
50698.59000000
0.024793800627
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
89000.00000000
PA
USD
76186.67000000
0.037258572801
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AN9
20000.00000000
PA
USD
21617.60000000
0.010571940254
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
10000.00000000
PA
USD
10021.60000000
0.004900995320
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
35000.00000000
PA
USD
39341.75000000
0.019239815265
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
66000.00000000
PA
USD
73250.10000000
0.035822463215
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AW9
68000.00000000
PA
USD
58120.28000000
0.028423327645
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
200000.00000000
PA
USD
186324.00000000
0.091120484971
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
470000.00000000
PA
USD
463800.70000000
0.226818577928
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
4419000.00000000
PA
USD
4255704.16000000
2.081223175506
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.13000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EU3
25000.00000000
PA
USD
26597.00000000
0.013007081958
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
36000.00000000
PA
USD
35984.16000000
0.017597808712
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
12298.98000000
PA
USD
13396.12000000
0.006551281376
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
905.24000000
PA
USD
923.61000000
0.000451685188
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
2476.60000000
PA
USD
2665.82000000
0.001303701140
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
239000.00000000
PA
USD
221058.27000000
0.108107043479
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
20000.00000000
PA
USD
20132.20000000
0.009845515486
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
21000.00000000
PA
USD
21521.01000000
0.010524703571
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
18000.00000000
PA
USD
19328.04000000
0.009452246507
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
1531.46000000
PA
USD
1637.37000000
0.000800744662
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
39000.00000000
PA
USD
39414.57000000
0.019275427391
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296JWA0
720.19000000
PA
USD
763.04000000
0.000373159522
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
130000.00000000
PA
USD
131316.90000000
0.064219636831
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
10000.00000000
PA
USD
10060.70000000
0.004920116910
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
28000.00000000
PA
USD
24876.60000000
0.012165732038
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
21000.00000000
PA
USD
23019.99000000
0.011257769545
Long
DBT
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAU5
125000.00000000
PA
USD
126062.44000000
0.061649978904
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
49000.00000000
PA
USD
47108.11000000
0.023037900803
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
200000.00000000
PA
USD
175562.00000000
0.085857402065
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
22000.00000000
PA
USD
23485.66000000
0.011485502292
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
30000.00000000
PA
USD
27546.60000000
0.013471477379
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
64000.00000000
PA
USD
63168.64000000
0.030892193768
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
11000.00000000
PA
USD
11935.22000000
0.005836838167
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
2224.54000000
PA
USD
2468.59000000
0.001207247150
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
76000.00000000
PA
USD
69928.36000000
0.034197988860
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
2000.00000000
PA
USD
2207.20000000
0.001079416148
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
137000.00000000
PA
USD
132278.98000000
0.064690135511
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FG8
117000.00000000
PA
USD
104630.76000000
0.051168961562
Long
DBT
CORP
US
N
2
2051-10-21
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290TVQ9
4211.45000000
PA
USD
4812.02000000
0.002353285653
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
4765.95000000
PA
USD
5139.64000000
0.002513505986
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
130000.00000000
PA
USD
131342.90000000
0.064232351954
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
140000.00000000
PA
USD
120076.60000000
0.058722644563
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
25000.00000000
PA
USD
21957.75000000
0.010738288298
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
78000.00000000
PA
USD
64342.20000000
0.031466115305
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
84000.00000000
PA
USD
80743.32000000
0.039486971493
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
6000.00000000
PA
USD
6033.84000000
0.002950808414
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CJ8
24000.00000000
PA
USD
23311.20000000
0.011400183815
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
2825.93000000
PA
USD
2988.10000000
0.001461309982
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
62000.00000000
PA
USD
57672.40000000
0.028204294977
Long
DBT
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400GT96
3832.77000000
PA
USD
4157.04000000
0.002032972139
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
61000.00000000
PA
USD
61262.91000000
0.029960209473
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
65000.00000000
PA
USD
67040.35000000
0.032785627211
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
3310.45000000
PA
USD
3539.13000000
0.001730787456
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
19000.00000000
PA
USD
19579.12000000
0.009575035474
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
3994.77000000
PA
USD
4278.30000000
0.002092273517
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
825.18000000
PA
USD
846.52000000
0.000413984848
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
34000.00000000
PA
USD
33844.28000000
0.016551314951
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
69000.00000000
PA
USD
65915.01000000
0.032235287338
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
115000.00000000
PA
USD
113881.05000000
0.055692752973
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
17000.00000000
PA
USD
18114.35000000
0.008858699667
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
121000.00000000
PA
USD
124257.32000000
0.060767197245
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
2398000.00000000
PA
USD
2364858.11000000
1.156517774796
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
130000.00000000
PA
USD
126220.90000000
0.061727472690
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
282000.00000000
PA
USD
300183.36000000
0.146802630597
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
27000.00000000
PA
USD
27842.40000000
0.013616136357
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
254000.00000000
PA
USD
233586.02000000
0.114233654413
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
1523000.00000000
PA
USD
1454163.83000000
0.711148930986
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
25338.75000000
PA
USD
27275.64000000
0.013338966234
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
57000.00000000
PA
USD
56253.87000000
0.027510572529
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
219000.00000000
PA
USD
221566.68000000
0.108355677932
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
66000.00000000
PA
USD
80565.54000000
0.039400029393
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
20000.00000000
PA
USD
21213.60000000
0.010374366801
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
31000.00000000
PA
USD
31409.82000000
0.015360758846
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
84000.00000000
PA
USD
73062.36000000
0.035730650245
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
35000.00000000
PA
USD
36731.10000000
0.017963094639
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
51000.00000000
PA
USD
41132.01000000
0.020115329743
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
205000.00000000
PA
USD
209100.00000000
0.102258932866
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
8000.00000000
PA
USD
9096.16000000
0.004448415183
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
8636.21000000
PA
USD
1741.10000000
0.000851473113
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
170000.00000000
PA
USD
164356.00000000
0.080377183980
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
82836.10000000
PA
USD
82836.10000000
0.040510431319
Long
ABS-O
CORP
US
N
2
2033-11-25
Variable
4.99000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
46000.00000000
PA
USD
43458.04000000
0.021252858894
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391VJH7
3575.46000000
PA
USD
3873.47000000
0.001894294159
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
237000.00000000
PA
USD
220315.20000000
0.107743650149
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HF78
3000.55000000
PA
USD
3222.44000000
0.001575912365
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
27000.00000000
PA
USD
23904.99000000
0.011690572776
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
652615.99000000
PA
USD
2066.76000000
0.001010734921
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
70000.00000000
PA
USD
71327.90000000
0.034882424378
Long
DBT
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
228000.00000000
PA
USD
231597.84000000
0.113261348506
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
26000.00000000
PA
USD
20936.76000000
0.010238980082
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
62000.00000000
PA
USD
71547.38000000
0.034989759580
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
7000.00000000
PA
USD
7050.33000000
0.003447915935
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
15000.00000000
PA
USD
15808.50000000
0.007731039408
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
35000.00000000
PA
USD
35346.50000000
0.017285965425
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
10000.00000000
PA
USD
11866.80000000
0.005803377831
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
1773.74000000
PA
USD
1891.17000000
0.000924863826
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
51000.00000000
PA
USD
47461.62000000
0.023210782464
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
153000.00000000
PA
USD
147698.55000000
0.072230971348
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
8000.00000000
PA
USD
8012.32000000
0.003918370602
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
179000.00000000
PA
USD
177405.11000000
0.086758762475
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
13731.61000000
PA
USD
2420.41000000
0.001183685048
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
10000.00000000
PA
USD
10676.50000000
0.005221269711
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
12373.82000000
PA
USD
13534.26000000
0.006618837803
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CU2
20000.00000000
PA
USD
18807.20000000
0.009197533248
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
26000.00000000
PA
USD
26797.94000000
0.013105350298
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
31000.00000000
PA
USD
31651.62000000
0.015479009491
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.01000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
49000.00000000
PA
USD
51008.02000000
0.024945125264
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
36212EDJ3
163.99000000
PA
USD
175.93000000
0.000086037369
Long
ABS-MBS
USGA
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VVZ2
1304.44000000
PA
USD
1484.98000000
0.000726219369
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
193000.00000000
PA
USD
167794.20000000
0.082058612306
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
102000.00000000
PA
USD
98479.98000000
0.048160964435
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAH0
6000.00000000
PA
USD
7110.00000000
0.003477097143
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
76000.00000000
PA
USD
69393.32000000
0.033936331187
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
200000.00000000
PA
USD
178790.00000000
0.087436033511
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXV6
300000.00000000
PA
USD
321158.20000000
0.157060233445
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
290000.00000000
PA
USD
272881.30000000
0.133450743841
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
4000.00000000
PA
USD
4015.24000000
0.001963625813
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
122000.00000000
PA
USD
113612.50000000
0.055561420422
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
50000.00000000
PA
USD
49359.00000000
0.024138683249
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
4.63000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
50000.00000000
PA
USD
50697.50000000
0.024793267570
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386YH80
164.35000000
PA
USD
170.16000000
0.000083215590
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
7.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
80000.00000000
PA
USD
76977.60000000
0.037645371739
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
103000.00000000
PA
USD
97800.56000000
0.047828698705
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
4.30000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
51000.00000000
PA
USD
46578.81000000
0.022779050238
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
101000.00000000
PA
USD
101018.18000000
0.049402253883
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CC8
51000.00000000
PA
USD
47829.84000000
0.023390857951
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
137000.00000000
PA
USD
123863.07000000
0.060574391964
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
191000.00000000
PA
USD
185943.36000000
0.090934335567
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
23000.00000000
PA
USD
23026.91000000
0.011261153724
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
20000.00000000
PA
USD
19926.00000000
0.009744674779
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
8000.00000000
PA
USD
8828.88000000
0.004317703716
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
50000.00000000
PA
USD
47160.00000000
0.023063277254
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
70000.00000000
PA
USD
63013.30000000
0.030816225798
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
59000.00000000
PA
USD
53043.95000000
0.025940782984
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
53086.76000000
PA
USD
58824.53000000
0.028767736318
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
32000.00000000
PA
USD
32218.88000000
0.015756424136
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
2949.43000000
PA
USD
3318.55000000
0.001622914307
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
7.74000000
PA
USD
0.03000000
0.000000014671
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
1367.01000000
PA
USD
1432.80000000
0.000700701095
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
203000.00000000
PA
USD
210238.98000000
0.102815943289
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
14000.00000000
PA
USD
14698.88000000
0.007188387293
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030641
3962577.00000000
PA
USD
3914962.67000000
1.914585867276
Long
ABS-MBS
USGA
US
N
2
2052-04-21
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407D3Y9
4742.95000000
PA
USD
5101.79000000
0.002494995701
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
102000.00000000
PA
USD
97195.80000000
0.047532944940
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
45561.67000000
PA
USD
50591.88000000
0.024741614827
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
180000.00000000
PA
USD
177341.40000000
0.086727605533
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AE0
71000.00000000
PA
USD
73587.24000000
0.035987339239
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
237000.00000000
PA
USD
236770.11000000
0.115790811972
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
259000.00000000
PA
USD
249284.91000000
0.121911089796
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
44000.00000000
PA
USD
40256.48000000
0.019687157751
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
37000.00000000
PA
USD
33316.28000000
0.016293100142
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
3364.17000000
PA
USD
3618.70000000
0.001769700623
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
31298PBY5
2334.25000000
PA
USD
2540.08000000
0.001242208848
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
10000.00000000
PA
USD
12103.80000000
0.005919281069
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
45000.00000000
PA
USD
45530.10000000
0.022266185745
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
59000.00000000
PA
USD
73526.39000000
0.035957580961
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
4.85000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
66000.00000000
PA
USD
69228.72000000
0.033855834676
Long
DBT
US
N
2
2029-02-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406Q5R4
7576.14000000
PA
USD
8183.53000000
0.004002099688
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
64000.00000000
PA
USD
57043.20000000
0.027896588997
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.37000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBE5
26000.00000000
PA
USD
25835.68000000
0.012634763590
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
56000.00000000
PA
USD
50039.92000000
0.024471682543
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
28000.00000000
PA
USD
28117.60000000
0.013750721046
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
18471.45000000
PA
USD
19919.76000000
0.009741623149
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
114000.00000000
PA
USD
131082.90000000
0.064105200722
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
1093.42000000
PA
USD
1146.11000000
0.000560497300
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290WFF4
1971.58000000
PA
USD
2150.00000000
0.001051442877
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
30000.00000000
PA
USD
29265.30000000
0.014311995925
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
54788.73000000
PA
USD
59828.01000000
0.029258481387
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
38000.00000000
PA
USD
38568.48000000
0.018861652831
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
2700.86000000
PA
USD
2999.12000000
0.001466699238
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
13408000.00000000
PA
USD
12628660.00000000
6.175960282819
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
66000.00000000
PA
USD
64958.52000000
0.031767522409
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
42000.00000000
PA
USD
50124.48000000
0.024513036036
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
76000.00000000
PA
USD
69859.20000000
0.034164166632
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
103000.00000000
PA
USD
105297.93000000
0.051495236513
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
211000.00000000
PA
USD
209122.10000000
0.102269740721
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.68000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
33000.00000000
PA
USD
30217.11000000
0.014777472132
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
75000.00000000
PA
USD
66169.50000000
0.032359743942
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
77000.00000000
PA
USD
64874.81000000
0.031726584603
Long
DBT
US
N
2
2051-09-15
Fixed
2.88000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
20000.00000000
PA
USD
19863.00000000
0.009713865057
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31379WKY2
711.71000000
PA
USD
762.15000000
0.000372724273
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
6.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
13000.00000000
PA
USD
11383.84000000
0.005567189528
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
49000.00000000
PA
USD
44757.58000000
0.021888390093
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
3000.00000000
PA
USD
2945.55000000
0.001440501194
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
103000.00000000
PA
USD
97226.85000000
0.047548129732
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
63000.00000000
PA
USD
57986.46000000
0.028357883884
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
130000.00000000
PA
USD
163855.74000000
0.080132535229
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
12124.11000000
PA
USD
13041.38000000
0.006377798191
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
191000.00000000
PA
USD
177219.35000000
0.086667917811
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
36204R2F4
559.77000000
PA
USD
562.47000000
0.000275072128
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213EEN2
876.63000000
PA
USD
905.45000000
0.000442804164
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
6928.50000000
PA
USD
7589.00000000
0.003711348835
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
14000.00000000
PA
USD
12094.04000000
0.005914508007
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
18000.00000000
PA
USD
17783.28000000
0.008696792136
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
80000.00000000
PA
USD
77372.80000000
0.037838641611
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
13305.36000000
PA
USD
14284.32000000
0.006985649545
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
8000.00000000
PA
USD
7949.12000000
0.003887463072
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
23000.00000000
PA
USD
23944.15000000
0.011709723708
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
2431.66000000
PA
USD
2588.52000000
0.001265898100
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
33000.00000000
PA
USD
29540.28000000
0.014446473024
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EV1
31000.00000000
PA
USD
27598.06000000
0.013496643542
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
37000.00000000
PA
USD
33587.49000000
0.016425733548
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
33000.00000000
PA
USD
30937.83000000
0.015129935346
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
336823.00000000
PA
USD
340772.00000000
0.166652228937
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
3566.52000000
PA
USD
3720.26000000
0.001819367850
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
16000.00000000
PA
USD
16878.72000000
0.008254423220
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
36208NKK8
18058.72000000
PA
USD
18881.51000000
0.009233874048
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
8.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
39000.00000000
PA
USD
33556.38000000
0.016410519414
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.91000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDQ1
36000.00000000
PA
USD
27956.16000000
0.013671769912
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
44000.00000000
PA
USD
43906.28000000
0.021472067618
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
60000.00000000
PA
USD
54624.00000000
0.026713495690
Long
DBT
CORP
US
N
2
2051-03-30
Fixed
3.45000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
50000.00000000
PA
USD
47090.50000000
0.023029288752
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
2255.12000000
PA
USD
2494.71000000
0.001220020958
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
52000.00000000
PA
USD
47071.44000000
0.023019967589
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
8000.00000000
PA
USD
9290.96000000
0.004543680798
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31380PS42
190.14000000
PA
USD
196.01000000
0.000095857357
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
6.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AS3
101000.00000000
PA
USD
95305.62000000
0.046608565267
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAJ5
94000.00000000
PA
USD
84181.70000000
0.041168487847
Long
DBT
US
N
2
2032-02-15
Fixed
2.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
94000.00000000
PA
USD
94319.60000000
0.046126358892
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EU3
64000.00000000
PA
USD
57003.52000000
0.027877183763
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
2022-04-29
ELFUN INCOME FUND
Arthur Jensen
Arthur Jensen
Deputy Treasurer
XXXX