0001752724-23-041125.txt : 20230227
0001752724-23-041125.hdr.sgml : 20230227
20230227103558
ACCESSION NUMBER: 0001752724-23-041125
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0001091439
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09491
FILM NUMBER: 23670951
BUSINESS ADDRESS:
STREET 1: 5701 GOLDEN HILLS DRIVE
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55416-1297
BUSINESS PHONE: 763-765-6551
MAIL ADDRESS:
STREET 1: 5701 GOLDEN HILLS DRIVE
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55416-1297
FORMER COMPANY:
FORMER CONFORMED NAME: USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
DATE OF NAME CHANGE: 19990721
0001091439
S000025364
AZL Enhanced Bond Index Fund
C000075764
AZL Enhanced Bond Index Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001091439
XXXXXXXX
S000025364
C000075764
Allianz Variable Insurance Products Trust
811-09491
0001091439
549300446YVO0C3VKW34
5701 Golden Hills Drive
Minneapolis
55416
800-624-0197
AZL Enhanced Bond Index Fund
S000025364
549300HZEWYWF6067X34
2022-12-31
2022-12-31
N
2323384741.78
235351911.43
2088032830.35
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
437132.98000000
EUR
USD
N
Securities Portfolio
N/A
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SB89
1093191.95070000
PA
USD
1022283.09000000
0.048959148301
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241K4C9
70309.17900000
PA
USD
72424.87000000
0.003468569504
Long
ABS-MBS
USGA
US
N
2
2039-04-15
Fixed
5.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BD0
1051000.00000000
PA
USD
867649.90000000
0.041553460625
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SQ2
12855000.00000000
PA
USD
8050443.75000000
0.385551588700
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGJ99
943371.65000000
PA
USD
872131.06000000
0.041768072193
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.50000000
N
N
N
N
N
N
Viterra Finance B.V.
213800HBZGEIZLKJBI17
VITERRA FINANCE BV
N/A
1140000.00000000
PA
1082189.83000000
0.051828199933
Long
DBT
CORP
NL
Y
2
2025-09-24
Fixed
0.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CYM0
31707.11580000
PA
USD
30296.19000000
0.001450944140
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416VGJ7
136428.66810000
PA
USD
139231.36000000
0.006668063738
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFUY5
319225.95000000
PA
USD
264338.33000000
0.012659682652
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
ACRES COMMERCIAL REALTY LTD
N/A
ACRES COMMERCIAL REALTY LTD
00500JAA1
1930000.00000000
PA
USD
1842897.56000000
0.088259989652
Long
ABS-MBS
CORP
US
Y
2
2037-01-15
Floating
5.72629000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND
09261HAR8
1152000.00000000
PA
USD
953125.63000000
0.045647061489
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GNTZ6
134694.02580000
PA
USD
123850.05000000
0.005931422542
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36290RYM9
9025.48700000
PA
USD
9071.49000000
0.000434451502
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
859000.00000000
PA
USD
772482.38000000
0.036995700870
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410KHE7
7971.46900000
PA
USD
8108.53000000
0.000388333453
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
6.00000000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BS1
307000.00000000
PA
USD
216480.13000000
0.010367659303
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
LENDMARK FUNDING TRUST
N/A
LENDMARK FUNDING TRUST
52607MAA7
1390000.00000000
PA
USD
1182175.68000000
0.056616718991
Long
ABS-MBS
CORP
US
Y
2
2031-11-20
Fixed
1.90000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NJB5
13671.11900000
PA
USD
13297.41000000
0.000636839124
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VKL3
627831.43170000
PA
USD
563487.68000000
0.026986533535
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLATIRON CLO 18 LTD
33883GAA5
1050000.00000000
PA
USD
1034401.15000000
0.049539506034
Long
ABS-MBS
CORP
US
N
2
2031-04-17
Floating
5.02914000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132HNDN6
6909.76300000
PA
USD
6473.02000000
0.000310005662
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DB68
35788.02000000
PA
USD
33333.38000000
0.001596401144
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNNU2
4352773.39940000
PA
USD
3557876.58000000
0.170393708771
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36197MQM3
79517.12330000
PA
USD
80228.91000000
0.003842320332
Long
ABS-MBS
USGA
US
N
2
2047-03-15
Fixed
4.50000000
N
N
N
N
N
N
Intercorp Peru Ltd.
549300L0OFVSOE4NSY75
INTERCORP PERU LTD
458652AB0
348000.00000000
PA
USD
290346.49000000
0.013905264600
Long
DBT
CORP
BS
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132GTPY7
11968.01100000
PA
USD
11281.16000000
0.000540276945
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL
034863AU4
1332000.00000000
PA
USD
1265261.47000000
0.060595860927
Long
DBT
CORP
GB
Y
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
N/A
10 YEAR US TREASURY NOTE FUTURE MAR23
N/A
271.00000000
NC
USD
-259641.25000000
-0.01243473025
N/A
DIR
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
United States of America
US 10 Year Treasury Note Future (consolidated) Mar 2023
2023-03-22
30692094.38000000
USD
-259641.25000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO COMPANY
95000U2A0
798000.00000000
PA
USD
740864.00000000
0.035481434450
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GNE82
72056.73880000
PA
USD
66244.74000000
0.003172590920
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBX8
362000.00000000
PA
USD
344865.45000000
0.016516284848
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.00000000
N
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV NXP FUNDING LLC NXP USA INC
62954HAX6
1077000.00000000
PA
USD
983982.74000000
0.047124869192
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST 2021 D
64034YAB7
2626242.86800000
PA
USD
2364547.48000000
0.113242830554
Long
ABS-MBS
CORP
US
Y
2
2062-04-20
Fixed
1.63000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAL6
3266000.00000000
PA
USD
3199373.60000000
0.153224295781
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS IN
775109CC3
3243000.00000000
PA
USD
2795365.47000000
0.133875551637
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F050627
2500000.00000000
PA
USD
2463671.88000000
0.117990093076
Long
ABS-MBS
USGSE
US
N
2
2053-02-25
Fixed
5.00000000
N
N
N
N
N
N
SA GLOBAL SUKUK LIMITED
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK LTD
78397PAD3
650000.00000000
PA
USD
557638.25000000
0.026706392825
Long
DBT
CORP
KY
Y
2
2031-06-17
Fixed
2.69400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XJDS9
648267.45100000
PA
USD
594872.82000000
0.028489629633
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MBF9
3600000.00000000
PA
USD
3368275.20000000
0.161313325683
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS
87612BBG6
470000.00000000
PA
USD
452375.00000000
0.021665128700
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK MORTGAGE TRUST
08162TBB8
1640000.00000000
PA
USD
1583781.83000000
0.075850427588
Long
ABS-MBS
CORP
US
N
2
2051-11-15
Variable
4.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWBB8
5483584.84610000
PA
USD
4488286.39000000
0.214952864953
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q9W74
92336.15370000
PA
USD
87920.58000000
0.004210689540
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
N/A
DRYDEN 43 SENIOR LOAN FUND
26245CBE2
2095000.00000000
PA
USD
2030968.42000000
0.097267073126
Long
ABS-MBS
CORP
US
Y
2
2034-04-20
Floating
5.28257000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAC5
430000.00000000
PA
USD
408386.91000000
0.019558452533
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YJGR1
22956.66340000
PA
USD
22808.96000000
0.001092365966
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DKD3
66147.25540000
PA
USD
61612.97000000
0.002950766343
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEF9
740000.00000000
PA
USD
697685.32000000
0.033413522520
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558AX1
1178000.00000000
PA
USD
1091444.09000000
0.052271404651
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138MKSW7
5703.08490000
PA
USD
5406.03000000
0.000258905411
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F022626
-11975500.00000000
PA
USD
-10180110.53000000
-0.48754552045
Short
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36297G4Y3
53408.27500000
PA
USD
55018.37000000
0.002634937976
Long
ABS-MBS
USGA
US
N
2
2039-04-15
Fixed
5.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS
87612BBQ4
1130000.00000000
PA
USD
1063612.50000000
0.050938495053
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FGD2
287.36500000
PA
USD
287.40000000
0.000013764151
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31329KW83
45068.76550000
PA
USD
41118.18000000
0.001969230531
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFGV7
1628523.99060000
PA
USD
1336956.75000000
0.064029488931
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
CF MORTGAGE TRUST
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING
12529TBB8
603000.00000000
PA
USD
496171.57000000
0.023762632597
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Variable
3.50020000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179R4E6
5695261.51290000
PA
USD
5325956.95000000
0.255070556007
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.50000000
N
N
N
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203CA7
1098000.00000000
PA
USD
996293.36000000
0.047714449002
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FXB27
360228.43380000
PA
USD
379334.00000000
0.018167051517
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
6.00000000
N
N
N
N
N
N
WHITEBOX CLO LTD
N/A
WHITEBOX CLO III LTD
96467HAA4
1500000.00000000
PA
USD
1460586.00000000
0.069950336928
Long
ABS-MBS
CORP
US
Y
2
2034-10-15
Floating
5.29914000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WCSJ3
143335.16500000
PA
USD
138101.45000000
0.006613950125
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TM0
2325000.00000000
PA
USD
2292304.69000000
0.109782981219
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W5M21
55058.90000000
PA
USD
48462.34000000
0.002320956801
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GLC1
730000.00000000
PA
USD
741420.85000000
0.035508103092
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.20400000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RMM1
1859000.00000000
PA
USD
1434337.48000000
0.068693243667
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
NEW JERSEY ST TRANSN TR FD AUTH
N/A
NEW JERSEY STATE TRANSPORTATION AUTH
646136XR7
575000.00000000
PA
USD
617768.50000000
0.029586148791
Long
DBT
MUN
US
N
2
2040-12-15
Fixed
6.56100000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
96700.00000000
OU
Contract Amount
USD
-1559.21000000
-0.00007467363
N/A
DFE
US
N
2
COLLINS STEWART
ZBU7VFV5NIMN4ILRFC23
96700.00000000
EUR
102459.14000000
USD
2023-03-15
-1559.21000000
N
N
N
ANCHORAGE CAPITAL CLO LTD
N/A
ANCHORAGE CAPITAL CLO LTD
03328TBA2
1000000.00000000
PA
USD
984530.74000000
0.047151113990
Long
ABS-MBS
CORP
US
Y
2
2031-01-28
Floating
5.46386000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940XAR3
461000.00000000
PA
USD
421519.96000000
0.020187420134
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.95000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CON EDISON CO OF NY INC
209111GD9
919000.00000000
PA
USD
996336.61000000
0.047716520330
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RC4
7022500.00000000
PA
USD
6498007.03000000
0.311202340094
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMLV4
1255100.76360000
PA
USD
1036973.45000000
0.049662698542
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241K7H5
6719.05600000
PA
USD
6920.83000000
0.000331452163
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO BUXL 30 YEAR BOND FUTURE MAR23
N/A
-10.00000000
NC
272584.91000000
0.013054627591
N/A
DIR
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
Bundesrepublik Deutschland
EURO BUXL 30Y BND Mar 2023
2023-03-08
-1720054.73000000
EUR
272584.91000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FMKR6
232034.96250000
PA
USD
215054.97000000
0.010299405587
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KEYV1
24474.74900000
PA
USD
23306.33000000
0.001116185993
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
3.00000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIR 2020 1 PTT
90931GAA7
1027498.33300000
PA
USD
1008232.74000000
0.048286249399
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
CENCOSUD S.A.
549300NLTGCFV7482429
CENCOSUD SA
15132HAF8
250000.00000000
PA
USD
248455.00000000
0.011898998731
Long
DBT
CORP
CL
Y
2
2025-02-12
Fixed
5.15000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FKM7
6142.59500000
PA
USD
5974.58000000
0.000286134389
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.00000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIRLINES 2016 2 B PTT
UAP7T7BX0
5717.59850000
PA
USD
5042.53000000
0.000241496681
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
UNIV CALIF REGTS MED CTR POOLED REV
N/A
REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE
913366KV1
645000.00000000
PA
USD
596760.45000000
0.028580031948
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
4.13200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HMXK5
134686.35520000
PA
USD
134180.98000000
0.006426191104
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335AAT5
95284.43900000
PA
USD
92930.27000000
0.004450613450
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36196FZF4
72454.35140000
PA
USD
67895.45000000
0.003251646670
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36183AF47
10916.00000000
PA
USD
10364.69000000
0.000496385394
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WC7G2
86254.27310000
PA
USD
82902.89000000
0.003970382495
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410KXB5
44917.52460000
PA
USD
45710.52000000
0.002189166728
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F8T31
974472.19760000
PA
USD
863954.61000000
0.041376485917
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F042616
-728600.00000000
PA
USD
-703099.00000000
-0.03367279430
Short
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M9GM0
20911.62000000
PA
USD
19754.29000000
0.000946071810
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
NATIONAL RETAIL PROPERTIES, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES INC
637417AP1
593000.00000000
PA
USD
366409.36000000
0.017548065081
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.10000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
N/A
1013000.00000000
PA
1041124.43000000
0.049861497140
Long
DBT
CORP
GB
Y
2
2030-03-18
Fixed
4.50000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM
N/A
SOCIAL PROFESSIONAL LOAN PROG
83390UAF4
585420.04000000
PA
USD
532017.61000000
0.025479369972
Long
ABS-MBS
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFU0
16540000.00000000
PA
USD
16622700.00000000
0.796093804579
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RCP5
935000.00000000
PA
USD
853720.45000000
0.040886351861
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM
N/A
SOCIAL PROFESSIONAL LOAN PROGRAM LLC
83401BAB2
1235234.25000000
PA
USD
1187604.55000000
0.056876718255
Long
ABS-MBS
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
GPMT LTD
N/A
GPMT 2021 FL4 LTD
36262TAA1
2960000.00000000
PA
USD
2823379.42000000
0.135217194814
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Floating
2.99200000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BU2
1822000.00000000
PA
USD
1465491.08000000
0.070185250859
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPER
29379VBW2
515000.00000000
PA
USD
407531.86000000
0.019517502506
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477AQ6
661000.00000000
PA
USD
660173.75000000
0.031617019637
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
8.36600000
N
N
N
N
N
N
BBCMS TRUST
N/A
BARCLAYS COMMERCIAL MORTGAGE SECURITIES
05548WAA5
3850000.00000000
PA
USD
3654183.46000000
0.175006034717
Long
ABS-MBS
CORP
US
Y
2
2037-03-15
Floating
5.04000000
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP
686330AR2
570000.00000000
PA
USD
556769.16000000
0.026664770395
Long
DBT
CORP
JP
N
2
2032-09-13
Fixed
5.20000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON
842400GN7
2928000.00000000
PA
USD
2827918.03000000
0.135434557775
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BAML TRUST
61765LAT7
1109958.51000000
PA
USD
1053944.48000000
0.050475474555
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.47900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRF4
241615.15000000
PA
USD
225695.75000000
0.010809013475
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LSK41
30588.42540000
PA
USD
29553.43000000
0.001415371902
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
HARRIS CORPORATION
413875AW5
1249000.00000000
PA
USD
1204043.49000000
0.057664011432
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNEK4
1745632.88010000
PA
USD
1428448.10000000
0.068411189672
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BT5
1835000.00000000
PA
USD
1437054.56000000
0.068823369973
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCH2
110000.00000000
PA
USD
95253.13000000
0.004561859785
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGKD8
51992.42000000
PA
USD
49135.44000000
0.002353192884
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBV1
244000.00000000
PA
USD
228262.98000000
0.010931963170
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS INC
144141CV8
220000.00000000
PA
USD
219379.38000000
0.010506510089
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.70000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBS8
2165000.00000000
PA
USD
1689931.89000000
0.080934162788
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQUB6
468108.18900000
PA
USD
477901.12000000
0.022887624804
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
5.00000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAW1
675000.00000000
PA
USD
610108.88000000
0.029219314520
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A7UK3
29641.04340000
PA
USD
26605.45000000
0.001274187340
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST
N/A
HOMEWARD OPPORTUNITIES FUND TRUST 2022 1
43789KAA0
1040221.15000000
PA
USD
1033816.92000000
0.049511526110
Long
ABS-MBS
CORP
US
Y
2
2067-07-25
Fixed
5.07327000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFU3
760000.00000000
PA
USD
479669.44000000
0.022972313127
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAR0
1789000.00000000
PA
USD
1667811.35000000
0.079874766610
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D9DQ4
928560.33000000
PA
USD
858277.34000000
0.041104590288
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
3.00000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BJ0
217000.00000000
PA
USD
174235.59000000
0.008344485176
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E0V36
11260.08000000
PA
USD
10844.80000000
0.000519378806
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132WJTW1
246750.41000000
PA
USD
217566.91000000
0.010419707335
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
N/A
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX
64990FD92
1045000.00000000
PA
USD
854026.25000000
0.040900997225
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
2.05200000
N
N
N
N
N
N
SELP Finance S.a r.l.
549300Y4VYEJE1MH6D45
SELP FINANCE SARL
N/A
670000.00000000
PA
536562.21000000
0.025697019807
Long
DBT
CORP
LU
Y
2
2029-05-27
Fixed
0.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133BJEZ1
908631.83730000
PA
USD
877377.39000000
0.042019329258
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WLQ9
8802400.62620000
PA
USD
7875636.71000000
0.377179735659
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EXCP6
5351.32840000
PA
USD
4909.59000000
0.000235129923
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
RELX Capital Inc.
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAB8
3657000.00000000
PA
USD
3643662.92000000
0.174502185360
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307MSF4
48563.71400000
PA
USD
46285.12000000
0.002216685452
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312942DD4
321521.20000000
PA
USD
319976.63000000
0.015324310295
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
77586RAJ9
236000.00000000
PA
USD
156495.61000000
0.007494882634
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVL52
7685662.72480000
PA
USD
6581718.26000000
0.315211435583
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X8XE2
1398534.12000000
PA
USD
1157048.90000000
0.055413348065
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAP3
1102000.00000000
PA
USD
1008378.49000000
0.048293229653
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
500000.00000000
PA
482971.57000000
0.023130458629
Long
DBT
CORP
FR
Y
2
2026-01-15
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FM78
147862.39100000
PA
USD
143819.61000000
0.006887804056
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
NORTHWEST PIPELINE LLC
549300FFKMN9OW536A14
NORTHWEST PIPELINE LLC
66775VAB1
2523000.00000000
PA
USD
2386041.47000000
0.114272220020
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNEJ7
766308.47040000
PA
USD
627579.45000000
0.030056014487
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AY1
367000.00000000
PA
USD
356182.68000000
0.017058289257
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
4.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HH6H3
14679.66760000
PA
USD
14461.32000000
0.000692581064
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AK3
193000.00000000
PA
USD
178460.35000000
0.008546817243
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO
74456QCE4
340000.00000000
PA
USD
187100.64000000
0.008960617729
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS
26442CAP9
118000.00000000
PA
USD
92944.00000000
0.004451271007
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J8GB3
816494.62520000
PA
USD
749128.90000000
0.035877256770
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAK4
4092000.00000000
PA
USD
3761423.69000000
0.180141980304
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV NXP FUNDING LLC NXP USA INC
62954HAY4
1174000.00000000
PA
USD
1015270.50000000
0.048623301570
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
WPP FINANCE SA
549300KWN0W6L03WNN80
WPP FINANCE SA
N/A
160000.00000000
PA
159748.27000000
0.007650658920
Long
DBT
CORP
FR
Y
2
2027-05-19
Fixed
2.37500000
N
N
N
N
N
PECO Energy Company
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BE6
240000.00000000
PA
USD
210493.20000000
0.010080933448
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.37500000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS, LTD.
N/A
OCTAGON INVESTMENT PARTNERS 30 LTD
675920AJ1
360000.00000000
PA
USD
353318.34000000
0.016921110380
Long
ABS-MBS
CORP
US
Y
2
2030-03-17
Floating
5.24257000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JLL77
99282.32000000
PA
USD
98910.11000000
0.004736999752
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DTP7
2060754.70690000
PA
USD
1582344.44000000
0.075781588153
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
1.50000000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS
303075AB1
1291000.00000000
PA
USD
1094663.43000000
0.052425585177
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST
N/A
ARROYO MORTGAGE TRUST 2022 2
04285EAM9
1635177.50000000
PA
USD
1591799.67000000
0.076234417719
Long
ABS-MBS
CORP
US
Y
2
2057-07-25
Fixed
4.95000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST
12593JBF2
667000.00000000
PA
USD
633634.11000000
0.030345984066
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FHWF0
147939.97000000
PA
USD
130609.93000000
0.006255166494
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SE9
4055000.00000000
PA
USD
3603247.66000000
0.172566619050
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
TAMPA ELECTRIC COMPANY
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO
875127BD3
215000.00000000
PA
USD
166712.94000000
0.007984210668
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QM4T8
1144128.59420000
PA
USD
986274.50000000
0.047234626087
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F032419
440234.00000000
PA
USD
421661.63000000
0.020194204989
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJG5
77000.00000000
PA
USD
70728.89000000
0.003387345685
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRH0
2317724.95000000
PA
USD
2227250.82000000
0.106667423405
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DM7F6
1985206.48920000
PA
USD
1653078.49000000
0.079169180961
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDF6
530000.00000000
PA
USD
427940.02000000
0.020494889437
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBU4
937000.00000000
PA
USD
690704.87000000
0.033079215037
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FB47
40491.26700000
PA
USD
41881.93000000
0.002005808021
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN
084664CX7
355000.00000000
PA
USD
223541.73000000
0.010705853219
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC
65535HAS8
958000.00000000
PA
USD
762826.66000000
0.036533269444
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BT5
3927000.00000000
PA
USD
3868095.00000000
0.185250679193
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SS8
5954000.00000000
PA
USD
3578912.19000000
0.171401145517
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJC71
241736.47500000
PA
USD
227433.87000000
0.010892255461
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
MHP COMMERCIAL MORTGAGE TRUST
N/A
MHP 2021 STOR
55293BAB1
3570000.00000000
PA
USD
3444570.58000000
0.164967261526
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
5.01786000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138X8XC0
63866.58850000
PA
USD
61816.79000000
0.002960527684
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GRX74
223473.00140000
PA
USD
215199.59000000
0.010306331723
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT
Y7141BAA1
200000.00000000
PA
USD
191965.80000000
0.009193619813
Long
DBT
CORP
ID
Y
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RLV2
585000.00000000
PA
USD
398122.34000000
0.019066862082
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKQ1
4316000.00000000
PA
USD
3981328.73000000
0.190673665285
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X8MY0
585803.19070000
PA
USD
510971.78000000
0.024471443771
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFLOK SOUTHERN CORP
655844CE6
1356000.00000000
PA
USD
1163320.54000000
0.055713709243
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFAD8
70672.45900000
PA
USD
66056.73000000
0.003163586752
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DNEW9
1137655.71420000
PA
USD
1041578.52000000
0.049883244404
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WPHV9
58741.38000000
PA
USD
51719.31000000
0.002476939502
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
UNION PACIFIC RAILROAD COMPANY
549300E5Y4M86FFRWP82
UNION PACIFIC RAILROAD CO
907825AA1
366025.38000000
PA
USD
351111.68000000
0.016815429091
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.22700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q9SF1
171307.54970000
PA
USD
170664.99000000
0.008173482117
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fideicomiso Fibra UNO (Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver)
54930011BLQ0JPRBAL73
TRUST F 1401
898324AA6
269000.00000000
PA
USD
266646.25000000
0.012770213481
Long
DBT
CORP
MX
Y
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GYB4
331000.00000000
PA
USD
264729.50000000
0.012678416553
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179W5B0
2396005.04100000
PA
USD
2080285.71000000
0.099628975165
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
DH Europe Finance II S.a r.l.
222100KDGL314CKTZ511
DH EUROPE FINANCE
N/A
200000.00000000
PA
144237.52000000
0.006907818589
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FX1
3066000.00000000
PA
USD
2657820.35000000
0.127288245250
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
DUKE UNIVERSITY HEALTH SYSTEM, INC.
SYIJ9BNVFR17R33OPQ57
DUKE UNIVERSITY HEALTH
26443CAA1
1240000.00000000
PA
USD
1004439.68000000
0.048104592293
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.92000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410KXY5
9748.62500000
PA
USD
9981.03000000
0.000478011162
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.50000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBG7
84000.00000000
PA
USD
78432.40000000
0.003756281934
Long
DBT
CORP
US
N
2
2059-02-14
Fixed
6.20000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LBA0
704000.00000000
PA
USD
596676.61000000
0.028576016685
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109CD1
209000.00000000
PA
USD
161835.18000000
0.007750605146
Long
DBT
CORP
CA
Y
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810PT9
14025000.00000000
PA
USD
15379289.06000000
0.736544408519
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RMN9
786000.00000000
PA
USD
547503.23000000
0.026221006779
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
DELL INTERNATIONAL L.L.C.
N/A
DELL INTERNATIONAL LLC EMC CORP
24703TAK2
98000.00000000
PA
USD
112364.35000000
0.005381349774
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERVICE COMPANY
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUBLIC SERV
845743BU6
869000.00000000
PA
USD
600076.65000000
0.028738851289
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DUF7
1787255.52610000
PA
USD
1372337.60000000
0.065723947442
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FEH5
4491.63600000
PA
USD
4615.49000000
0.000221044896
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KNDA8
2392001.05040000
PA
USD
2070414.19000000
0.099156208652
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TG3
2633000.00000000
PA
USD
2129027.34000000
0.101963307715
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H022614
-5205400.00000000
PA
USD
-4515684.50000000
-0.21626501434
Short
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
2.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBX2
1612000.00000000
PA
USD
1099421.08000000
0.052653438395
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
445545AP1
200000.00000000
PA
USD
190997.80000000
0.009147260389
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
RELX Finance B.V.
54930086P8MBY4IN4E29
RELX FINANCE BV
N/A
520000.00000000
PA
534514.94000000
0.025598972019
Long
DBT
CORP
NL
Y
2
2024-03-18
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RP5
12235000.00000000
PA
USD
10128285.94000000
0.485063538886
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F032625
-700000.00000000
PA
USD
-637492.18000000
-0.03053075462
Short
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGPR4
1574089.01000000
PA
USD
1404670.39000000
0.067272428363
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY S CORP
615369AW5
267000.00000000
PA
USD
211360.14000000
0.010122452910
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2022 C
44933DAD3
1358000.00000000
PA
USD
1374964.54000000
0.065849756766
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Fixed
5.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DM2Q7
424633.12130000
PA
USD
350738.70000000
0.016797566345
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QQFB6
487961.13180000
PA
USD
444989.04000000
0.021311400545
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGRN9
528984.49610000
PA
USD
457062.14000000
0.021889605055
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EAA8
7534020.19540000
PA
USD
6121391.63000000
0.293165487679
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XBUH1
3619820.97000000
PA
USD
3515563.03000000
0.168367229619
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBH8
278000.00000000
PA
USD
222628.52000000
0.010662117796
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272AY4
1032000.00000000
PA
USD
835642.39000000
0.040020558003
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H7M91
2300000.00000000
PA
USD
1939997.40000000
0.092910292012
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DNF32
431819.10550000
PA
USD
395301.47000000
0.018931765068
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIR LINES, INC
N/A
DELTA AIR LINES 2019 1AA
24737BAA3
420000.00000000
PA
USD
407031.66000000
0.019493546944
Long
DBT
CORP
US
N
2
2025-10-25
Fixed
3.20400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYWH8
1916531.34960000
PA
USD
1625020.82000000
0.077825443948
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EW4R3
179421.25430000
PA
USD
167512.48000000
0.008022502211
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A86Y0
2164746.01000000
PA
USD
2001106.06000000
0.095836905958
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHFF4
14447.04960000
PA
USD
12916.27000000
0.000618585580
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202E4F3
6895.46110000
PA
USD
6754.38000000
0.000323480545
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
4.00000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325DL6
3516000.00000000
PA
USD
3115327.19000000
0.149199147863
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DXJ6
2387801.47020000
PA
USD
1833261.63000000
0.087798506007
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
NBCUNIVERSAL MEDIA, LLC
VTBDOQJ6KOGQ6K786R46
NBC UNIVERSAL MEDIA LLC
63946BAJ9
301000.00000000
PA
USD
266211.62000000
0.012749398195
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241L6G6
32372.68000000
PA
USD
33344.14000000
0.001596916462
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BR9
305000.00000000
PA
USD
288006.62000000
0.013793203622
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.90000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER LIGHT
341081FP7
557000.00000000
PA
USD
449698.96000000
0.021536967880
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Magyarorszag
5299003F3UFKGCCMAP43
HUNGARY
445545AL0
114000.00000000
PA
USD
113857.73000000
0.005452870680
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BLN89
3430000.00000000
PA
USD
2762918.17000000
0.132321586607
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
2.36800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMQ73
1850875.79000000
PA
USD
1788893.48000000
0.085673628019
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WD6X4
11349.54950000
PA
USD
10799.80000000
0.000517223668
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H042612
5196000.00000000
PA
USD
5047426.88000000
0.241731203007
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F042624
5700000.00000000
PA
USD
5501613.27000000
0.263483082738
Long
ABS-MBS
USGSE
US
N
2
2053-02-25
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGN8
3194000.00000000
PA
USD
2539734.65000000
0.121632888769
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION, LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION
33767BAB5
505000.00000000
PA
USD
494044.53000000
0.023660764467
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC POWER CO
927804FP4
451000.00000000
PA
USD
398393.11000000
0.019079829790
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402RDH9
9092.14000000
PA
USD
9200.17000000
0.000440614240
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAB0
337000.00000000
PA
USD
281893.42000000
0.013500430448
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST
466330AA5
585836.05000000
PA
USD
570476.13000000
0.027321224154
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
5.11786000
N
N
N
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M8E5
2431000.00000000
PA
USD
1944119.32000000
0.093107698870
Long
DBT
CORP
US
Y
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBK0
567000.00000000
PA
USD
417246.23000000
0.019982742796
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.75800000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021 5
38237HAA5
911493.33000000
PA
USD
651870.95000000
0.031219382211
Long
ABS-MBS
CORP
US
Y
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFZG4
44984.49200000
PA
USD
42048.41000000
0.002013781076
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XRZJ1
141086.23300000
PA
USD
135582.97000000
0.006493335163
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SW9
35585000.00000000
PA
USD
25320951.56000000
1.212670183722
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46651HBC0
93895.91900000
PA
USD
90368.76000000
0.004327937697
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Floating
4.89360000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417FL48
15751.81900000
PA
USD
14888.83000000
0.000713055359
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZF0
3164000.00000000
PA
USD
2906925.00000000
0.139218356998
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36182XAY7
10085.04000000
PA
USD
9577.01000000
0.000458661849
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBM2
403000.00000000
PA
USD
337263.85000000
0.016152229270
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5XZ7
65867.53560000
PA
USD
61569.53000000
0.002948685916
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO
29245JAJ1
235000.00000000
PA
USD
221542.73000000
0.010610117177
Long
DBT
CORP
CL
Y
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RH3
1205000.00000000
PA
USD
1023685.16000000
0.049026296192
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83Z8
282580.43800000
PA
USD
262569.16000000
0.012574953620
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP
29278NAQ6
497000.00000000
PA
USD
438336.61000000
0.020992802585
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QLN36
10734729.06440000
PA
USD
8784973.03000000
0.420729640947
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Upjohn Finance B.V.
254900OG32E8F3XO5O83
UPJOHN FINANCE BV
N/A
840000.00000000
PA
859158.75000000
0.041146802747
Long
DBT
CORP
NL
Y
2
2024-06-23
Fixed
1.02300000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513ECP4
875000.00000000
PA
USD
600509.88000000
0.028759599526
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.03000000
N
N
N
N
N
N
VOYA CLO
N/A
VOYA CLO 2019 1 LTD
92917NAJ7
725000.00000000
PA
USD
713554.43000000
0.034173525417
Long
ABS-MBS
CORP
US
Y
2
2031-04-15
Floating
5.13914000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
N/A
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
02582JJV3
1932000.00000000
PA
USD
1889278.07000000
0.090481243519
Long
ABS-MBS
CORP
US
N
2
2027-08-16
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TB4
1102000.00000000
PA
USD
704591.25000000
0.033744261093
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ECKY8
23232.02820000
PA
USD
22145.31000000
0.001060582462
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBR6
2070000.00000000
PA
USD
1738379.79000000
0.083254428030
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
UNIVERSITY CALIF REVS
N/A
UNIVERSITY OF CALIFORNIA REVENUES
91412GC86
347000.00000000
PA
USD
287322.94000000
0.013760460842
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.76700000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
OHIO POWER COMPANY
677415CR0
362000.00000000
PA
USD
285739.63000000
0.013684633011
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP
482480AJ9
925000.00000000
PA
USD
672849.63000000
0.032224092467
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F022618
-49000.00000000
PA
USD
-41611.72000000
-0.00199286713
Short
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
2.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GZU1
1623000.00000000
PA
USD
1557263.63000000
0.074580418821
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312943WD1
15263.14000000
PA
USD
14838.32000000
0.000710636335
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC.
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC
05523UAP5
647000.00000000
PA
USD
622115.73000000
0.029794346188
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST
78449UAC2
283746.81000000
PA
USD
269833.54000000
0.012922859069
Long
ABS-MBS
CORP
US
Y
2
2037-09-15
Floating
5.14786000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO
74456QCB0
705000.00000000
PA
USD
602447.18000000
0.028852380635
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132QMPY1
15170.09100000
PA
USD
14759.77000000
0.000706874421
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAV7
1021000.00000000
PA
USD
897493.71000000
0.042982739397
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDU2
1944000.00000000
PA
USD
1225328.47000000
0.058683390997
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3137BR4G7
404148.45000000
PA
USD
400242.03000000
0.019168378206
Long
ABS-MBS
USGSE
US
N
2
2046-08-15
Floating
4.81786000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CET7
66422.74860000
PA
USD
61541.80000000
0.002947357872
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.00000000
N
N
N
N
N
N
B.A.T. INTERNATIONAL FINANCE P.L.C.
21380041YBGOQDFAC823
BAT INTL FINANCE PLC
N/A
515000.00000000
PA
486695.73000000
0.023308815978
Long
DBT
CORP
GB
Y
2
2027-03-13
Fixed
1.25000000
N
N
N
N
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446RAY5
534000.00000000
PA
USD
410738.92000000
0.019671094919
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
BALTIMORE GAS AND ELECTRIC COMPANY
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS ELECTRIC CO
059165EL0
335000.00000000
PA
USD
236191.75000000
0.011311687563
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJEP9
128127.33950000
PA
USD
120551.97000000
0.005773471003
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416VXQ2
108520.79340000
PA
USD
107718.54000000
0.005158852793
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFNP0
2052448.45180000
PA
USD
1789977.14000000
0.085725526628
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CD0
612000.00000000
PA
USD
524130.26000000
0.025101629264
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.56300000
N
N
N
N
N
N
HOAG MEMORIAL HOSPITAL PRESBYTERIAN
FZFVQHQN7LISVXIZDB30
HOAG MEMORIAL HOSPITAL PRESBYTERIAN
43371HAA1
197000.00000000
PA
USD
156355.35000000
0.007488165306
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
3.80300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132WJUE9
136151.15000000
PA
USD
120754.24000000
0.005783158111
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C2E3
706214.24970000
PA
USD
703566.20000000
0.033695169432
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134GWTS5
3155000.00000000
PA
USD
2146706.17000000
0.102809981662
Long
ABS-MBS
USGSE
US
N
2
2036-09-22
Fixed
1.72000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XBKL7
7033.22340000
PA
USD
6665.78000000
0.000319237317
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP
913017CX5
1426000.00000000
PA
USD
1304838.48000000
0.062491281795
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46591LBC4
421147.73400000
PA
USD
385200.67000000
0.018448017885
Long
ABS-MBS
CORP
US
Y
2
2050-05-25
Floating
5.04357000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAY6
1237000.00000000
PA
USD
1183535.62000000
0.056681849193
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D7E6
6747468.53310000
PA
USD
5522173.25000000
0.264467740628
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST
83189DAC4
339277.81000000
PA
USD
335140.55000000
0.016050540256
Long
ABS-MBS
CORP
US
Y
2
2035-10-15
Floating
5.06786000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST
63941XAA5
2110399.59000000
PA
USD
1927900.46000000
0.092330945758
Long
ABS-MBS
CORP
US
Y
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TNS0
539364.50310000
PA
USD
520508.73000000
0.024928187068
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RCQ3
806000.00000000
PA
USD
688685.09000000
0.032982483799
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31414BWE6
10869.45200000
PA
USD
11092.55000000
0.000531244041
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD
88032WAG1
515000.00000000
PA
USD
474534.39000000
0.022726385481
Long
DBT
CORP
KY
Y
2
2028-01-19
Fixed
3.59500000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS, LTD.
N/A
OCTAGON INVESTMENT PARTNERS XVI LTD
67590BAQ3
1000000.00000000
PA
USD
984949.00000000
0.047171145284
Long
ABS-MBS
CORP
US
Y
2
2030-07-17
Floating
5.09914000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMT61
566770.75650000
PA
USD
486956.68000000
0.023321313387
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED AIR LINES, INC.
N/A
UNITED AIRLINES 2019 1 AA PTT
90931CAA6
324747.11000000
PA
USD
289095.07000000
0.013845331634
Long
DBT
CORP
US
N
2
2033-02-25
Fixed
4.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CR89
665040.83200000
PA
USD
617300.86000000
0.029563752591
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FED DE ELECTRIC
N/A
200000.00000000
PA
USD
198216.40000000
0.009492973344
Long
DBT
CORP
MX
Y
2
2024-01-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H9M89
1480000.00000000
PA
USD
1395049.08000000
0.066811644899
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Variable
3.78000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122AU2
312000.00000000
PA
USD
239592.91000000
0.011474575807
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA
455780CQ7
2840000.00000000
PA
USD
2541853.96000000
0.121734386694
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA
279158AK5
555000.00000000
PA
USD
530025.00000000
0.025383939959
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MEK91
83731.53900000
PA
USD
78955.81000000
0.003781349069
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QWD9
21296.43460000
PA
USD
19515.36000000
0.000934628982
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH MCLENNAN COS INC
571748BG6
433000.00000000
PA
USD
419814.28000000
0.020105731763
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C3K8
51865.80650000
PA
USD
51671.35000000
0.002474642603
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
EQUATE Petrochemical B.V.
635400Y3Z5R4NJSMQ630
EQUATE PETROCHEMICAL BV
29441WAC9
366000.00000000
PA
USD
349814.02000000
0.016753281601
Long
DBT
CORP
NL
Y
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Cenovus Energy Inc.
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135UAX7
1022000.00000000
PA
USD
725254.12000000
0.034733846587
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
DTE ELECTRIC COMPANY
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAJ5
1088000.00000000
PA
USD
889375.81000000
0.042593957196
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299BM5
1550000.00000000
PA
USD
1143125.00000000
0.054746505102
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC
928563AE5
281000.00000000
PA
USD
271777.58000000
0.013015962970
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137BA4
333000.00000000
PA
USD
285274.11000000
0.013662338343
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36296QJF7
19590.95000000
PA
USD
20552.87000000
0.000984317377
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122DU9
858000.00000000
PA
USD
750833.23000000
0.035958880487
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FLV47
366096.13630000
PA
USD
336587.47000000
0.016119836101
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY, LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC
00115AAM1
269000.00000000
PA
USD
204487.61000000
0.009793313928
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST
78450FAA5
3107842.50000000
PA
USD
2814346.56000000
0.134784593378
Long
ABS-MBS
CORP
US
Y
2
2054-11-16
Fixed
2.85000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIES INC
446413AZ9
1518000.00000000
PA
USD
1254160.97000000
0.060064236144
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
2.04300000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA
N/A
330000.00000000
PA
284716.48000000
0.013635632345
Long
DBT
CORP
NO
Y
2
2029-05-12
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31335AYP7
230336.21200000
PA
USD
203143.86000000
0.009728959097
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617BTEQ1
22898.48890000
PA
USD
22028.33000000
0.001054980059
Long
ABS-MBS
USGA
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJS9
1338000.00000000
PA
USD
1177346.34000000
0.056385432397
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NY MELLON CORP
064058AF7
215000.00000000
PA
USD
182750.00000000
0.008752257021
Long
DBT
CORP
US
N
2
2049-12-29
Fixed
4.62500000
N
N
N
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887CN7
510000.00000000
PA
495605.90000000
0.023735541548
Long
DBT
CORP
US
N
2
2025-08-13
Fixed
0.03400000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU
715638BM3
1031000.00000000
PA
USD
1035827.14000000
0.049607799501
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFG91
59285.27500000
PA
USD
56442.78000000
0.002703155773
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WPHS6
87592.14000000
PA
USD
77195.18000000
0.003697029035
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179W7J1
7994297.16780000
PA
USD
6941254.93000000
0.332430354020
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
2.50000000
N
N
N
N
N
N
GE CAPITAL FUNDING, LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC
36166NAK9
281000.00000000
PA
USD
267414.21000000
0.012806992596
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L7FZ0
133429.71340000
PA
USD
114279.46000000
0.005473068159
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J8HY2
155054.57970000
PA
USD
154129.85000000
0.007381581733
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS
N/A
1153000.00000000
PA
1110597.95000000
0.053188720687
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
1.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING
29279FAA7
675000.00000000
PA
USD
633292.43000000
0.030329620339
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BB1
1732000.00000000
PA
USD
1487720.45000000
0.071249859119
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEUA8
167476.37000000
PA
USD
158124.72000000
0.007572903917
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.00000000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021 4
38237GAA7
1669873.14900000
PA
USD
1301743.50000000
0.062343057114
Long
ABS-MBS
CORP
US
Y
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
TAMPA ELECTRIC COMPANY
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO
875127BF8
3000.00000000
PA
USD
2531.16000000
0.000121222231
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J8F24
140188.95180000
PA
USD
142698.13000000
0.006834094173
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36176DHP1
44647.29400000
PA
USD
43369.33000000
0.002077042533
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
4.00000000
N
N
N
N
N
N
MADISON PARK FUNDING, LTD.
N/A
MADISON PARK FUNDING XVIII LTD
55819BAW0
1000000.00000000
PA
USD
986000.00000000
0.047221479742
Long
ABS-MBS
CORP
US
Y
2
2030-10-21
Floating
5.21757000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132AACD4
105937.78680000
PA
USD
96607.33000000
0.004626715087
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
3.50000000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAZ4
592000.00000000
PA
USD
539223.79000000
0.025824488109
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDV5
347000.00000000
PA
USD
311224.99000000
0.014905177039
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIR 2016 1 AA PTT
90931LAA6
42697.85800000
PA
USD
37484.71000000
0.001795216504
Long
DBT
CORP
US
N
2
2030-01-07
Fixed
3.10000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513ECN9
852000.00000000
PA
USD
693061.10000000
0.033192059527
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FHWD5
114399.31000000
PA
USD
103039.50000000
0.004934764363
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER LIGHT CO
341081FU6
449000.00000000
PA
USD
374695.44000000
0.017944901754
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KFAJ1
18364.38900000
PA
USD
17477.23000000
0.000837018927
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO MN
665772CU1
174000.00000000
PA
USD
127019.48000000
0.006083212780
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.20000000
N
N
N
N
N
N
DIAMETER CAPITAL CLO LTD.
N/A
DIAMETER CAPITAL CLO 1 LTD
25255DAA8
1440000.00000000
PA
USD
1387068.97000000
0.066429461732
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Floating
3.75200000
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE LTD.
549300WABWKSHESAMG92
FIBRIA OVERSEAS FINANCE
31572UAF3
137000.00000000
PA
USD
136828.75000000
0.006552998018
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PET5
996000.00000000
PA
USD
1097798.17000000
0.052575714042
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGTV1
4752988.95000000
PA
USD
4533499.29000000
0.217118199680
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
4.00000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I
63942AAB2
1044650.96000000
PA
USD
1016248.56000000
0.048670142788
Long
ABS-MBS
CORP
US
Y
2
2069-04-15
Floating
5.31786000
N
N
N
N
N
N
AEP TEXAS INC.
5493001L78U618KXNZ75
AEP TEXAS INC
00108WAK6
527000.00000000
PA
USD
375014.25000000
0.017960170192
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO VIII LTD
07132ACC5
1232856.19000000
PA
USD
1211304.26000000
0.058011743991
Long
ABS-MBS
CORP
US
Y
2
2030-07-18
Floating
3.81030000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J76Q3
424782.12210000
PA
USD
401298.97000000
0.019218997142
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J57D5
1401155.51550000
PA
USD
1337458.06000000
0.064053497653
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHV4
1510000.00000000
PA
USD
1301903.88000000
0.062350738028
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHZ5
4778000.00000000
PA
USD
3891384.76000000
0.186366071617
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHM4
1535000.00000000
PA
USD
1435274.12000000
0.068738101199
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQZA3
98094.58500000
PA
USD
98631.09000000
0.004723636935
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FHX7
11162.57100000
PA
USD
11163.96000000
0.000534664007
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
4.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844CP1
340000.00000000
PA
USD
299951.06000000
0.014365246352
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YTMU5
21885.34400000
PA
USD
20077.91000000
0.000961570608
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGHK8
4662972.40000000
PA
USD
4439263.04000000
0.212605040278
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
ARES CLO LTD
N/A
ARES XXXIIR CLO LTD
04017EAC6
500000.00000000
PA
USD
489912.27000000
0.023462862407
Long
ABS-MBS
CORP
US
Y
2
2030-05-15
Floating
5.54614000
N
N
N
N
N
N
AON CORPORATION
LTS3U8DGK38SETRUWX71
AON CORP
037389BB8
572000.00000000
PA
USD
552502.81000000
0.026460446501
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEL5
806000.00000000
PA
USD
655115.19000000
0.031374755247
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402QYX3
290281.14500000
PA
USD
296266.52000000
0.014188786483
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BD9
2727000.00000000
PA
USD
2412950.50000000
0.115560946405
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJNC8
958347.01000000
PA
USD
849756.19000000
0.040696495651
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46651GAL3
168802.63000000
PA
USD
154759.75000000
0.007411748883
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Floating
5.28871000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KKX33
394372.15160000
PA
USD
323424.13000000
0.015489417852
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST
33852AAL1
515125.80000000
PA
USD
474127.04000000
0.022706876688
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Floating
4.96614000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418ECG3
5783853.39920000
PA
USD
4904064.87000000
0.234865314314
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
PRESBYTERIAN HEALTHCARE SERVICES
549300PILQ3W3CCH7D05
PRESBYTERIAN HEALTHCARE SERVICES
74071PAB9
430000.00000000
PA
USD
406636.81000000
0.019474636801
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132G0B58
78663.97000000
PA
USD
75075.17000000
0.003595497585
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBS3
2310000.00000000
PA
USD
2230868.64000000
0.106840687922
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335BCD6
380683.98980000
PA
USD
371066.95000000
0.017771126229
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
STATE OF QATAR
74727PBD2
200000.00000000
PA
USD
194256.00000000
0.009303301996
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC
034863AZ3
1074000.00000000
PA
USD
904593.68000000
0.043322770928
Long
DBT
CORP
GB
Y
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYWE5
365830.94480000
PA
USD
310191.58000000
0.014855685001
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A8S40
86731.56170000
PA
USD
77862.60000000
0.003728993091
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFX7
1836000.00000000
PA
USD
1430881.09000000
0.068527710350
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR
46654EAA9
3660000.00000000
PA
USD
3545757.13000000
0.169813284468
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.07800000
N
N
N
N
N
N
UNIVERSITY CALIF REVS
N/A
UNIVERSITY OF CALIFORNIA
91412HGD9
440000.00000000
PA
USD
277314.40000000
0.013281132172
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
2.65000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE S COS INC
548661DR5
861000.00000000
PA
USD
797735.44000000
0.038205119594
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
FS RIALTO ISSUER, LTD.
N/A
FS RIALTO
30319YAA6
1230000.00000000
PA
USD
1168040.96000000
0.055939779443
Long
ABS-MBS
CORP
US
Y
2
2026-04-16
Floating
5.54700000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RKB7
190000.00000000
PA
USD
133242.44000000
0.006381242577
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WTZ1
2206832.68430000
PA
USD
1974248.06000000
0.094550623500
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021 C
83208AAA1
1210569.84000000
PA
USD
1039018.17000000
0.049760624205
Long
ABS-MBS
CORP
US
Y
2
2053-01-15
Fixed
1.39000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
600000.00000000
PA
USD
760956.00000000
0.036443679856
Long
DBT
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307NNV2
16503.69200000
PA
USD
15421.44000000
0.000738563099
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMY33
785750.77360000
PA
USD
646753.58000000
0.030974301294
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFF3
6599000.00000000
PA
USD
6025711.88000000
0.288583196222
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36196FZJ6
96389.84900000
PA
USD
91858.14000000
0.004399267035
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC
278865BJ8
525000.00000000
PA
USD
318912.83000000
0.015273362820
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED
3137H7QH9
5130000.00000000
PA
USD
4372012.03000000
0.209384257108
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Variable
2.58000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W7G40
64547.07000000
PA
USD
56876.98000000
0.002723950465
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179V7D6
2007281.04950000
PA
USD
1683489.17000000
0.080625608253
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNE65
2467149.40200000
PA
USD
2106495.61000000
0.100884218838
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
CEDR COMMERCIAL MORTGAGE TRUST
N/A
CEDR TRUST
12524AAA7
1950000.00000000
PA
USD
1832954.51000000
0.087783797426
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
2.26705000
N
N
N
N
N
N
AON CORPORATION
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
1350000.00000000
PA
USD
1154418.75000000
0.055287385007
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST
63942BAA2
452651.20000000
PA
USD
390698.73000000
0.018711330795
Long
ABS-MBS
CORP
US
Y
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807AT5
303000.00000000
PA
USD
290693.05000000
0.013921862040
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.87500000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO
210518DF0
778000.00000000
PA
USD
539433.30000000
0.025834521955
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO
210518DE3
531000.00000000
PA
USD
414962.16000000
0.019873354191
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DWCT8
5845455.41540000
PA
USD
4783808.60000000
0.229106004966
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN
22535MAA7
74425.86000000
PA
USD
73696.32000000
0.003529461746
Long
ABS-MBS
CORP
US
Y
2
2029-07-16
Fixed
1.37000000
N
N
N
N
N
N
Suntory Holdings Limited
54930074QUY8RD0UZM08
SUNTORY HOLDINGS LTD
86803UAD3
1457000.00000000
PA
USD
1367586.82000000
0.065496423242
Long
DBT
CORP
JP
Y
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAM6
315000.00000000
PA
USD
209178.90000000
0.010017989035
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DM7D1
2684093.95270000
PA
USD
2213835.83000000
0.106024953143
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFQ25
57034.41500000
PA
USD
52321.82000000
0.002505794891
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TA6
30115000.00000000
PA
USD
20765233.59000000
0.994487887746
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JL3N2
30541.09650000
PA
USD
30497.89000000
0.001460603950
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133A8RR0
282905.98490000
PA
USD
234169.84000000
0.011214854316
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46651DAL0
461169.00200000
PA
USD
426660.97000000
0.020433633216
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Floating
4.94360000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FRJQ9
10885.91090000
PA
USD
10368.61000000
0.000496573130
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W6SU1
66788.54000000
PA
USD
58848.32000000
0.002818361816
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER PWR MINN
665772CR8
705000.00000000
PA
USD
489719.79000000
0.023453644161
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36180DSX6
149288.51240000
PA
USD
145519.97000000
0.006969237642
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGVQ9
1380489.48870000
PA
USD
1218897.93000000
0.058375419786
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GVZ99
194605.80000000
PA
USD
192071.99000000
0.009198705461
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417AYD5
581328.88710000
PA
USD
563714.20000000
0.026997382024
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
DEWOLF PARK CLO, LTD.
N/A
DEWOLF PARK CLO LTD
25211AAE9
2000000.00000000
PA
USD
1973324.00000000
0.094506368449
Long
ABS-MBS
CORP
US
Y
2
2030-10-15
Floating
4.99914000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023CX1
903000.00000000
PA
USD
834171.53000000
0.039950115624
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAN9
6164000.00000000
PA
USD
5422304.37000000
0.259684823494
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617BUEB1
16968.40900000
PA
USD
16323.24000000
0.000781752076
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
ENTERGY ARKANSAS, LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS LLC
29366MAC2
258000.00000000
PA
USD
182966.12000000
0.008762607433
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
3.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WKK79
182268.87000000
PA
USD
169602.82000000
0.008122612706
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFGY6
44199.59300000
PA
USD
40562.67000000
0.001942626064
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NG2
2898000.00000000
PA
USD
2612593.37000000
0.125122236203
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST
05606FAL7
551000.00000000
PA
USD
438645.12000000
0.021007577736
Long
ABS-MBS
CORP
US
Y
2
2041-12-09
Variable
3.94399000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TJ7
6737000.00000000
PA
USD
5610657.81000000
0.268705440280
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFWG2
919252.61000000
PA
USD
752169.11000000
0.036022858408
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VSF8
6039786.26130000
PA
USD
5065891.32000000
0.242615501364
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F030611
-4438768.00000000
PA
USD
-3903341.61000000
-0.18693870868
Short
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FDW3
5489.52000000
PA
USD
5512.21000000
0.000263990580
Long
ABS-MBS
USGA
US
N
2
2040-01-20
Fixed
4.50000000
N
N
N
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BP6
1655000.00000000
PA
USD
1378507.43000000
0.066019432738
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENER HOUSTON
15189XAY4
470000.00000000
PA
USD
363883.87000000
0.017427114397
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D6B3
472619.62150000
PA
USD
386794.77000000
0.018524362470
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFEW2
31954.71200000
PA
USD
29867.96000000
0.001430435363
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
OCTAGON LIMITED
N/A
OCTAGON 66 LTD
67577WAA9
1905000.00000000
PA
USD
1880349.30000000
0.090053627158
Long
ABS-MBS
CORP
US
Y
2
2033-08-16
Floating
4.58501000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132GTR33
4074.61300000
PA
USD
3841.04000000
0.000183954962
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN TRANSMISSION SYSTEMS, INCORPORATED
N/A
AMERICAN TRANSMISSION SYSTEMS INC
030288AC8
819000.00000000
PA
USD
672702.03000000
0.032217023612
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818EW4
2000.00000000
PA
USD
1774.07000000
0.000084963702
Long
DBT
CORP
US
N
2
2048-09-10
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JR7K1
908111.53650000
PA
USD
752293.04000000
0.036028793660
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Digital Dutch Finco B.V.
549300ONZ5IS6B6IMJ70
DIGITAL DUTCH FINCO BV
N/A
600000.00000000
PA
443680.97000000
0.021248754499
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
1.00000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBJ8
861000.00000000
PA
USD
712711.69000000
0.034133164940
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KSBC0
328427.11120000
PA
USD
270287.06000000
0.012944579034
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417F4H8
57664.91600000
PA
USD
50830.30000000
0.002434363064
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIR 2018 1 AA PTT
909318AA5
202278.41480000
PA
USD
171809.42000000
0.008228291121
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QPYW1
468736.43140000
PA
USD
430732.61000000
0.020628632066
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCV6
1398000.00000000
PA
USD
1317184.42000000
0.063082553150
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36198QTY4
14671.75000000
PA
USD
13928.88000000
0.000667081465
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M7YQ5
12482.76800000
PA
USD
11791.96000000
0.000564740162
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QDYC2
479171.31940000
PA
USD
456169.44000000
0.021846851896
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO BOBL FUTURE MAR23
N/A
-94.00000000
NC
357368.44000000
0.017115077636
N/A
DIR
N/A
N
1
EUREX DEUTSCHLAND
N/A
Short
Bundesrepublik Deutschland
Euro-BOBL Future Mar 2023
2023-03-08
-12002736.19000000
EUR
357368.44000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468U6
884000.00000000
PA
USD
665423.93000000
0.031868461085
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
CARLYLE US CLO LTD
N/A
CARLYLE US CLO 2021 5 LTD
14317YAA2
400000.00000000
PA
USD
386605.33000000
0.018515289816
Long
ABS-MBS
CORP
US
Y
2
2034-07-20
Floating
5.36257000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VMF4
288393.10000000
PA
USD
277614.66000000
0.013295512214
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F9VK8
500297.83400000
PA
USD
460112.83000000
0.022035708601
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RD71
1127156.04140000
PA
USD
1057311.51000000
0.050636728246
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VER1
807000.00000000
PA
USD
779913.85000000
0.037351608588
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFNC6
43237.54500000
PA
USD
40419.00000000
0.001935745425
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418RPY1
18288.50500000
PA
USD
18120.06000000
0.000867805320
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE
168863CF3
200000.00000000
PA
USD
186025.80000000
0.008909141527
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XBNR7
15091064.10440000
PA
USD
13845487.51000000
0.663087634866
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.50000000
N
N
N
N
N
N
AEP TEXAS INC.
5493001L78U618KXNZ75
AEP TEXAS INC
00108WAN0
901000.00000000
PA
USD
634386.89000000
0.030382036181
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A7UC1
108534.16620000
PA
USD
97393.84000000
0.004664382598
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307NM68
11706.36500000
PA
USD
11298.94000000
0.000541128464
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBH3
5000.00000000
PA
USD
3950.00000000
0.000189173270
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X42N5
299727.44630000
PA
USD
277596.07000000
0.013294621902
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.50000000
N
N
N
N
N
N
BROADCOM CORPORATION
KFFV4ZWM9DJH1ND3BD89
BROADCOM COR CAYMN FI
11134LAR0
519000.00000000
PA
USD
473902.53000000
0.022696124462
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY
68233JBK9
10000.00000000
PA
USD
10362.08000000
0.000496260396
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75000000
N
N
N
N
N
N
NISSAN MOTOR CO.,LTD.
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
654744AD3
1122000.00000000
PA
USD
956395.04000000
0.045803639966
Long
DBT
CORP
JP
Y
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417VQW6
2458011.81260000
PA
USD
2434500.81000000
0.116593033146
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
HOUSTON TEX
N/A
CITY OF HOUSTON TX
4423313K8
710000.00000000
PA
USD
604778.00000000
0.028964008190
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.96100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X6SN2
2679611.90230000
PA
USD
2496620.80000000
0.119568081675
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFG26
71056.58200000
PA
USD
67621.89000000
0.003238545343
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
GCAT TRUST
N/A
GCAT 2021 NQM7 TRUST
36167YAA6
3027534.29000000
PA
USD
2607809.65000000
0.124893134441
Long
ABS-MBS
CORP
US
Y
2
2066-08-25
Variable
1.91500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132GD3M2
34664.76100000
PA
USD
34398.13000000
0.001647394116
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP
913017BT5
168000.00000000
PA
USD
152363.57000000
0.007296991109
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YBX65
12018.53600000
PA
USD
11574.98000000
0.000554348563
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MAY6
146598.29060000
PA
USD
142591.62000000
0.006828993200
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA, LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
26444HAN1
393000.00000000
PA
USD
421289.32000000
0.020176374330
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST
DECR1KAC9
874322.71000000
PA
USD
852748.54000000
0.040839805179
Long
ABS-MBS
CORP
US
Y
2
2068-11-15
Floating
5.91786000
N
N
N
N
N
N
SERVICENOW, INC.
549300HJTQM36M0E1G39
SERVICENOW INC
81762PAE2
1419000.00000000
PA
USD
1088592.95000000
0.052134857947
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEB50
1792627.41950000
PA
USD
1563545.79000000
0.074881283822
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844CM8
1101000.00000000
PA
USD
945425.40000000
0.045278282326
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION
25179MBB8
469000.00000000
PA
USD
475742.34000000
0.022784236583
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH MCLENNAN COS INC
571748BP6
843000.00000000
PA
USD
683806.19000000
0.032748823680
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36198QTX6
804.44000000
PA
USD
765.48000000
0.000036660343
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST
22535GAA0
1880000.00000000
PA
USD
1792470.70000000
0.085844948122
Long
ABS-MBS
CORP
US
Y
2
2030-05-15
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134GWQE9
1550000.00000000
PA
USD
1051887.35000000
0.050376954553
Long
ABS-MBS
USGSE
US
N
2
2035-08-17
Fixed
1.46000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMR49
2812449.46000000
PA
USD
2742637.97000000
0.131350327932
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
FS RIALTO ISSUER, LTD.
N/A
FS RIALTO
30326MAA3
2720000.00000000
PA
USD
2598039.82000000
0.124425238063
Long
ABS-MBS
CORP
US
Y
2
2039-01-19
Floating
5.72571000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA
195325DS1
1905000.00000000
PA
USD
1418804.00000000
0.067949314751
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC THE
969457BY5
911000.00000000
PA
USD
740552.81000000
0.035466530948
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC
071813CS6
259000.00000000
PA
USD
206318.88000000
0.009881017051
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEN57
907776.90800000
PA
USD
784309.27000000
0.037562113899
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BH0
331000.00000000
PA
USD
215758.05000000
0.010333077471
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.37500000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTN NORTH SANTA FE
12189LBD2
1369000.00000000
PA
USD
1171913.28000000
0.056125232465
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140LXMA0
71593.21500000
PA
USD
60837.46000000
0.002913625643
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
29975000.00000000
OU
Contract Amount
USD
-247023.31000000
-0.01183043228
N/A
DFE
US
N
2
UBS WARBURG
54930046C4LIH72FNN96
29975000.00000000
EUR
31996514.00000000
USD
2023-03-15
-247023.31000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMAG9
743584.43020000
PA
USD
638860.07000000
0.030596265571
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F022410
2709000.00000000
PA
USD
2483814.38000000
0.118954757027
Long
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
2.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
N/A
1650000.00000000
PA
1236316.79000000
0.059209643259
Long
DBT
NUSS
MX
N
2
2033-10-25
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D9B86
398473.88320000
PA
USD
378686.29000000
0.018136031411
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFGS4
2437867.95430000
PA
USD
2093799.44000000
0.100276174280
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PBH8
956000.00000000
PA
USD
884203.44000000
0.042346242221
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS, LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAL9
196000.00000000
PA
USD
152519.75000000
0.007304470877
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY
549300XK5HGW68R8K327
SHIRE ACQ INV IRELAND DA
82481LAD1
3546000.00000000
PA
USD
3331459.91000000
0.159550169019
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7MA0
160100.31270000
PA
USD
159296.82000000
0.007629038091
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Province of Manitoba
5493003QILFOB3JRKE30
PROVINCE OF MANITOBA
563469UD5
689000.00000000
PA
USD
673703.51000000
0.032264986460
Long
DBT
CA
N
2
2024-05-14
Fixed
3.05000000
N
N
N
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203BX8
264000.00000000
PA
USD
246794.06000000
0.011819453047
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRE7
1291607.48000000
PA
USD
1208487.46000000
0.057876841897
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334CK8
420000.00000000
PA
408824.81000000
0.019579424425
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KJUF7
842658.28610000
PA
USD
745691.57000000
0.035712636274
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BY4
610000.00000000
PA
USD
661806.69000000
0.031695224346
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KNCZ4
4679172.87610000
PA
USD
4013246.37000000
0.192202263856
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CP0
799000.00000000
PA
USD
549453.12000000
0.026314390847
Long
DBT
CORP
US
Y
2
2051-06-15
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNE57
2077892.44340000
PA
USD
1776167.21000000
0.085064141913
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP
026874DF1
348000.00000000
PA
USD
312411.78000000
0.014962014747
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132G5AU3
44006.97470000
PA
USD
41501.26000000
0.001987576986
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.00000000
N
N
N
N
N
N
CITY OF HOPE
549300QIQJNNQEIXBL15
CITY OF HOPE THE
17858PAA9
610000.00000000
PA
USD
590721.56000000
0.028290817625
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62300000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES
91086QAZ1
108000.00000000
PA
USD
92060.71000000
0.004408968511
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LQ2K9
54842.25280000
PA
USD
49927.74000000
0.002391137690
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO
210518DB9
430000.00000000
PA
USD
361665.69000000
0.017320881393
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CU2
992000.00000000
PA
USD
840226.98000000
0.040240123037
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YXK95
23998.16700000
PA
USD
23113.57000000
0.001106954338
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617BJRG1
15903.02700000
PA
USD
15299.80000000
0.000732737521
Long
ABS-MBS
USGA
US
N
2
2047-10-15
Fixed
4.00000000
N
N
N
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BS1
2209000.00000000
PA
USD
2306189.37000000
0.110447945859
Long
DBT
CORP
US
N
2
2033-05-20
Fixed
5.40000000
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMDB COMMERCIAL MORTGAGE
46590TAE5
700000.00000000
PA
USD
652812.00000000
0.031264450946
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.69390000
N
N
N
N
N
N
RR LTD
N/A
RRAM
74988LAA2
1250000.00000000
PA
USD
1233032.62000000
0.059052357897
Long
ABS-MBS
CORP
US
Y
2
2030-01-15
Floating
5.16914000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CS7
498000.00000000
PA
USD
494949.25000000
0.023704093288
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132WJUH2
66634.07000000
PA
USD
60270.96000000
0.002886494844
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023CR4
661000.00000000
PA
USD
449043.74000000
0.021505588105
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFV1
1224000.00000000
PA
USD
735152.76000000
0.035207911931
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CG3
965000.00000000
PA
USD
839641.68000000
0.040212091869
Long
DBT
CORP
GB
Y
2
2028-01-12
Fixed
2.60800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285N6
1550000.00000000
PA
USD
1492601.56000000
0.071483625080
Long
DBT
UST
US
N
2
2025-11-30
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132L8CS4
796233.52000000
PA
USD
720144.09000000
0.034489117198
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFYN0
41359.16000000
PA
USD
38583.86000000
0.001847856960
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241L7B6
52564.93800000
PA
USD
52214.72000000
0.002500665662
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO
595620AT2
1639000.00000000
PA
USD
1535323.42000000
0.073529659001
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4
22535BAA1
3400000.00000000
PA
USD
3174621.48000000
0.152038868060
Long
ABS-MBS
CORP
US
Y
2
2030-10-15
Fixed
1.26000000
N
N
N
N
N
N
MARINER CLO LLC
N/A
SIGNAL PEAK CLO 5 LTD
56844YAA5
1000000.00000000
PA
USD
981700.48000000
0.047015567271
Long
ABS-MBS
CORP
US
Y
2
2031-04-25
Floating
3.89300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RZ3
3105000.00000000
PA
USD
2442276.56000000
0.116965429111
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
SABIC Capital II B.V.
2138005PCUTH59D4RJ83
SABIC CAPITAL II BV
78520LAB6
240000.00000000
PA
USD
236567.28000000
0.011329672434
Long
DBT
CORP
NL
Y
2
2028-10-10
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WD7A3
12668.60550000
PA
USD
11832.62000000
0.000566687449
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132J7RZ7
66634.56000000
PA
USD
60034.95000000
0.002875191861
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
NATIONWIDE CHILDREN'S HOSPITAL
549300P18KU1WR8JWZ05
NATIONWIDE CHILDREN S HOSPITAL INC
63861UAA7
462000.00000000
PA
USD
417210.95000000
0.019981053168
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.55600000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617ALXR6
65770.14380000
PA
USD
64941.44000000
0.003110173319
Long
ABS-MBS
USGA
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS FUNDING CORP
3133ENN30
1045000.00000000
PA
USD
997079.44000000
0.047752095920
Long
DBT
USGSE
US
N
2
2032-09-20
Fixed
3.87500000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E
63942EAA6
6534165.78000000
PA
USD
5524373.84000000
0.264573131212
Long
ABS-MBS
CORP
US
Y
2
2069-12-16
Fixed
0.97000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP
126408HH9
1849000.00000000
PA
USD
1731926.87000000
0.082945384997
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
Mount Nittany Medical Center
5493003G2U7J6XCFJF08
MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP
62213LAA4
410000.00000000
PA
USD
312485.60000000
0.014965550132
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
3.79900000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FDB9
4490.19500000
PA
USD
4508.76000000
0.000215933386
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
4.50000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAK6
90000.00000000
PA
USD
84616.47000000
0.004052449212
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES
91087BAE0
210000.00000000
PA
USD
198785.58000000
0.009520232493
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION
N/A
EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC
28166LAA2
432415.36000000
PA
USD
362422.63000000
0.017357132739
Long
ABS-MBS
CORP
US
Y
2
2045-11-25
Fixed
1.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERRX0
56861.14760000
PA
USD
57840.85000000
0.002770112095
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WVV7
92430.19980000
PA
USD
82419.19000000
0.003947217151
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC.
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC
05523UAK6
3133000.00000000
PA
USD
3046867.56000000
0.145920481503
Long
DBT
CORP
US
Y
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
MUFG BANK LTD NY
N/A
MUFG BANK LTD NY
55380TH60
26335000.00000000
PA
USD
26323675.95000000
1.260692627404
Long
STIV
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFT3
11165000.00000000
PA
USD
11199890.63000000
0.536384795641
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY OHIO, INC.
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO INC
26442EAF7
223000.00000000
PA
USD
206580.96000000
0.009893568577
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XBGG3
123951.44000000
PA
USD
121258.80000000
0.005807322482
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCY3
2680000.00000000
PA
USD
2507520.56000000
0.120090092624
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC
74456QBX3
535000.00000000
PA
USD
502990.42000000
0.024089200739
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J75N1
121813.02490000
PA
USD
113600.89000000
0.005440570107
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83C9
603355.31000000
PA
USD
561097.36000000
0.026872056408
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202EXV6
5798.51100000
PA
USD
6257.20000000
0.000299669617
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
MARINER FINANCE ISSUANCE TRUST
N/A
MARINER FINANCE ISSUANCE TRUST
56848DAA7
1200000.00000000
PA
USD
1029995.52000000
0.049328511746
Long
ABS-MBS
CORP
US
Y
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285J5
890000.00000000
PA
USD
860240.63000000
0.041198616108
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.00000000
N
N
N
N
N
N
MADISON PARK FUNDING, LTD.
N/A
MADISON PARK FUNDING LXII LTD
55817HAA7
1120000.00000000
PA
USD
1115931.04000000
0.053444132859
Long
ABS-MBS
CORP
US
Y
2
2033-07-17
Floating
5.03000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SP4
8590000.00000000
PA
USD
4821137.50000000
0.230893759423
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F040610
-3430800.00000000
PA
USD
-3224415.94000000
-0.15442362270
Short
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L6BK9
690283.47990000
PA
USD
571776.67000000
0.027383509573
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMH80
2568247.89270000
PA
USD
2121705.04000000
0.101612628362
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DM2W4
208471.82890000
PA
USD
172093.89000000
0.008241914949
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418MML3
25361.95000000
PA
USD
25882.36000000
0.001239557138
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHNX6
136257.07310000
PA
USD
125016.68000000
0.005987294748
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CPF5
21251.53750000
PA
USD
20349.18000000
0.000974562262
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122DH8
442000.00000000
PA
USD
407541.68000000
0.019517972805
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132QMHE4
7015.62700000
PA
USD
6825.01000000
0.000326863155
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC FUNDING 2013 III R LTD
12552MAC2
1250000.00000000
PA
USD
1229287.64000000
0.058873003438
Long
ABS-MBS
CORP
US
Y
2
2031-04-24
Floating
5.30457000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J55S4
135088.34750000
PA
USD
131824.57000000
0.006313337993
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAB9
9921000.00000000
PA
USD
8697026.39000000
0.416517703341
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q9ZV8
156965.66000000
PA
USD
156268.28000000
0.007483995353
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
4.00000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AM9
636000.00000000
PA
USD
420876.18000000
0.020156588243
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QKM96
2196829.85450000
PA
USD
1883424.13000000
0.090200886816
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Mitsui Fudosan Co., Ltd.
353800ND4ZKNZDYKMF33
MITSUI FUDOSAN CO LTD
60683MAB5
250000.00000000
PA
USD
249575.50000000
0.011952661681
Long
DBT
CORP
JP
Y
2
2023-01-23
Fixed
2.95000000
N
N
N
N
N
N
UNIVERSITY MINN
N/A
UNIVERSITY OF MINNESOTA
914460WT3
406000.00000000
PA
USD
349533.52000000
0.016739847904
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
4.04800000
N
N
N
N
N
N
The State of Qatar
52990074F6OJOAXK4P65
QATAR GOVERNMENT INTERNATIONAL BOND
74727PBA8
200000.00000000
PA
USD
196891.20000000
0.009429506908
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31419A4H7
17407.02400000
PA
USD
18108.73000000
0.000867262704
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PDH6
3145000.00000000
PA
USD
3002330.22000000
0.143787500673
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RM2
955000.00000000
PA
USD
791754.69000000
0.037918689710
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5YR4
318430.24940000
PA
USD
306636.91000000
0.014685444861
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T
46655AAJ7
270000.00000000
PA
USD
199043.04000000
0.009532562759
Long
ABS-MBS
CORP
US
Y
2
2039-01-05
Variable
3.44957000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QM4G6
3678931.12040000
PA
USD
3159650.47000000
0.151321876939
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022 B
63942PAA1
4305092.92000000
PA
USD
3986015.79000000
0.190898137810
Long
ABS-MBS
CORP
US
Y
2
2070-10-15
Fixed
4.16000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2V4
3030000.00000000
PA
USD
2819172.60000000
0.135015721928
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31358DDG6
2605000.00000000
PA
USD
1920551.88000000
0.091979007805
Long
ABS-MBS
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GZM9
9381000.00000000
PA
USD
7674924.44000000
0.367567230191
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMX75
2479092.46630000
PA
USD
2140371.86000000
0.102506619095
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
AUTODESK, INC.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC
052769AG1
1438000.00000000
PA
USD
1239357.56000000
0.059355271717
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.85000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742AH4
566000.00000000
PA
USD
442625.02000000
0.021198182977
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83E5
1314636.57000000
PA
USD
1272926.35000000
0.060962947109
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EPQP2
31444.29200000
PA
USD
30215.78000000
0.001447093147
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
3.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BT5
229000.00000000
PA
USD
194319.78000000
0.009306356546
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
4.30000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
718286CK1
230000.00000000
PA
USD
184085.33000000
0.008816208601
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WKK95
352327.15000000
PA
USD
330984.97000000
0.015851521354
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29273RAS8
670000.00000000
PA
USD
668886.46000000
0.032034288459
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
PECO Energy Company
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BA4
614000.00000000
PA
USD
421328.64000000
0.020178257442
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31391TWW4
58229.60100000
PA
USD
59348.99000000
0.002842339887
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
5.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING PTL
709599BE3
397000.00000000
PA
USD
383522.64000000
0.018367653727
Long
DBT
CORP
US
Y
2
2026-01-29
Fixed
4.45000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GZK3
9080000.00000000
PA
USD
8086357.44000000
0.387271565966
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WEF61
86580.60100000
PA
USD
79446.68000000
0.003804857799
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY S CORP
615369AZ8
1203000.00000000
PA
USD
1129792.64000000
0.054107992153
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
UNIVERSITY MICH UNIV REVS
N/A
UNIVERSITY OF MICHIGAN
914455UK4
801000.00000000
PA
USD
633510.90000000
0.030340083297
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC
278642BB8
1325000.00000000
PA
USD
1380261.78000000
0.066103452011
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
6.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307M4M5
100930.55050000
PA
USD
94474.48000000
0.004524568705
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
N/A
57000.00000000
PA
50172.10000000
0.002402840571
Long
DBT
NUSS
RO
Y
2
2029-03-11
Fixed
2.87500000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
AMER AIRLN 15 2 B PTT
02377BAC0
801856.54130000
PA
USD
781104.49000000
0.037408630680
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
4.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CV9
278000.00000000
PA
USD
225683.46000000
0.010808424882
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22822VAN1
829000.00000000
PA
USD
724002.18000000
0.034673888718
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CBS CORP
124857AJ2
844000.00000000
PA
USD
633420.31000000
0.030335744763
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2K8
1039000.00000000
PA
USD
970610.94000000
0.046484467384
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X7CB3
837257.53290000
PA
USD
797279.74000000
0.038183295224
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO
210518DH6
180000.00000000
PA
USD
137852.28000000
0.006602016883
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJH27
200160.59220000
PA
USD
178658.21000000
0.008556293148
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XATV4
1292805.55250000
PA
USD
1074691.66000000
0.051469097821
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDA6
3978000.00000000
PA
USD
3452263.54000000
0.165335692515
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEJX1
3575933.58930000
PA
USD
3090317.19000000
0.148001369762
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807AW8
627000.00000000
PA
USD
427054.72000000
0.020452490678
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QETF9
171681.05000000
PA
USD
161754.94000000
0.007746762294
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.00000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513ECK5
709000.00000000
PA
USD
609089.85000000
0.029170511169
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417C3C7
61384.81830000
PA
USD
56970.42000000
0.002728425490
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST
N/A
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022 DPM
87666YAA5
2300000.00000000
PA
USD
2230348.87000000
0.106815795114
Long
ABS-MBS
CORP
US
Y
2
2037-05-15
Floating
6.50300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGZ36
950115.11410000
PA
USD
822910.41000000
0.039410798433
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513ECC3
415000.00000000
PA
USD
329243.16000000
0.015768102647
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.20000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBT7
850000.00000000
PA
USD
750646.90000000
0.035949956776
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F032617
-1840945.00000000
PA
USD
-1675547.60000000
-0.08024527084
Short
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
3.50000000
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD
64132DAJ7
800000.00000000
PA
USD
782532.40000000
0.037477016099
Long
ABS-MBS
CORP
US
N
2
2032-01-20
Floating
5.21657000
N
N
N
N
N
N
OBX TRUST
N/A
ONSLOW BAY FINANCIAL LLC
67116EAA7
1510518.65000000
PA
USD
1254910.50000000
0.060100132610
Long
ABS-MBS
CORP
US
Y
2
2052-02-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KNQV8
1392254.75000000
PA
USD
1136200.36000000
0.054414870469
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM
N/A
SOCIAL PROFESSIONAL LOAN PROGRAM
83404LAC5
9374.23000000
PA
USD
9124.14000000
0.000436973014
Long
ABS-MBS
CORP
US
Y
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YD4N6
18459.28900000
PA
USD
17214.71000000
0.000824446328
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC
98138HAJ0
545000.00000000
PA
USD
483586.13000000
0.023159891117
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HKYK8
75267.26660000
PA
USD
74815.85000000
0.003583078240
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WKLH6
269441.56870000
PA
USD
256648.22000000
0.012291388155
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83P0
445621.87870000
PA
USD
370318.98000000
0.017735304474
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBT7
1150000.00000000
PA
USD
1116658.05000000
0.053478950798
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.62500000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND
N/A
200000.00000000
PA
USD
144441.20000000
0.006917573224
Long
DBT
NUSS
SA
N
2
2051-11-17
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940XAB8
2838000.00000000
PA
USD
2427628.04000000
0.116263882670
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMAX AUTO OWNER TRUST 2022 2
14317HAB7
2753069.76000000
PA
USD
2727408.66000000
0.130620966316
Long
ABS-MBS
CORP
US
N
2
2025-05-15
Fixed
2.81000000
N
N
N
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05971KAD1
200000.00000000
PA
USD
191686.20000000
0.009180229219
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137B4UR5
229068.34450000
PA
USD
228130.26000000
0.010925606948
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
4.76786000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PBA3
1962000.00000000
PA
USD
1868936.45000000
0.089507043320
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135AQ9
1205000.00000000
PA
USD
1195411.82000000
0.057250623774
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7X91
40510.87400000
PA
USD
38045.15000000
0.001822057079
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFM40
2734520.15180000
PA
USD
2384146.69000000
0.114181475278
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST
63942CAA0
2235495.83000000
PA
USD
2058585.17000000
0.098589693613
Long
ABS-MBS
CORP
US
Y
2
2060-04-15
Floating
5.01000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FMA1
300721.33400000
PA
USD
298067.96000000
0.014275060988
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC
N/A
COLLEGE AVE STUDENT LOANS
19425AAB0
1078379.42000000
PA
USD
924749.17000000
0.044288056995
Long
ABS-MBS
CORP
US
Y
2
2052-06-25
Fixed
1.76000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F030413
-566000.00000000
PA
USD
-530713.44000000
-0.02541691070
Short
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
3.00000000
N
N
N
N
N
N
Imperial Brands Finance Netherlands B.V.
724500GIEFJOBWGD0272
IMPERIAL BRANDS FINANCE NETHERLANDS BV
N/A
410000.00000000
PA
302229.75000000
0.014474377299
Long
DBT
CORP
NL
Y
2
2033-03-18
Fixed
1.75000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 2
22537CAA7
3640000.00000000
PA
USD
3490798.58000000
0.167181211389
Long
ABS-MBS
CORP
US
Y
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VMD9
80288.19440000
PA
USD
72401.56000000
0.003467453142
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DOWDUPONT INC
26078JAC4
1150000.00000000
PA
USD
1132442.95000000
0.054234920712
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
KIMCO REALTY CORPORATION
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446RBA6
265000.00000000
PA
USD
243532.09000000
0.011663230886
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.60000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L3E49
182971.42120000
PA
USD
156681.66000000
0.007503792934
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620AXJ82
569439.04930000
PA
USD
545346.94000000
0.026117737809
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410KXL3
23576.90800000
PA
USD
24999.96000000
0.001197297266
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST
64034QAA6
6079851.35000000
PA
USD
5914117.64000000
0.283238728531
Long
ABS-MBS
CORP
US
Y
2
2062-04-20
Floating
5.13286000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844BS6
145000.00000000
PA
USD
136093.09000000
0.006517765813
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS
92343VFE9
5577000.00000000
PA
USD
4937312.52000000
0.236457609680
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA, LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
26444HAH4
2718000.00000000
PA
USD
2325743.68000000
0.111384440234
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC POWER CO
927804FB5
381000.00000000
PA
USD
393822.56000000
0.018860937159
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA
455780CF1
581000.00000000
PA
USD
568658.98000000
0.027234197266
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335BEU6
868461.82800000
PA
USD
856598.72000000
0.041024197874
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
SG COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
SG COMMERCIAL MORTGAGE SECURITIES TRUST
78419CAD6
125000.00000000
PA
USD
113327.16000000
0.005427460639
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.05500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DMYM1
3636209.57300000
PA
USD
3029538.15000000
0.145090541966
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP
46188BAB8
329000.00000000
PA
USD
272619.93000000
0.013056304768
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSION, LP
549300SIOULUXXIDGA69
TEXAS EASTERN TRANMISSION
882384AD2
1373000.00000000
PA
USD
1240489.02000000
0.059409459562
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550BC1
796000.00000000
PA
USD
760561.28000000
0.036424775939
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.75000000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOAN TRUST 2022 1
61946QAA9
1569733.67000000
PA
USD
1304375.69000000
0.062469117872
Long
ABS-MBS
CORP
US
Y
2
2053-01-20
Fixed
2.64000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQLB6
539221.44000000
PA
USD
548737.37000000
0.026280112171
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4WD4
9094.60380000
PA
USD
8449.75000000
0.000404675150
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJT7
111000.00000000
PA
USD
88864.16000000
0.004255879443
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622A24Y5
250039.20500000
PA
USD
222271.18000000
0.010645004080
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.00000000
N
N
N
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC
928563AC9
427000.00000000
PA
USD
399447.83000000
0.019130342406
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
PALMER SQUARE CLO
N/A
PALMER SQUARE CLO 2022 4 LTD
69700XAA3
2700000.00000000
PA
USD
2689287.49000000
0.128795268489
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
6.39000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29273RBC2
236000.00000000
PA
USD
259813.58000000
0.012442983473
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QM4E1
2008323.82350000
PA
USD
1727923.58000000
0.082753659563
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICALS
874060BE5
375000.00000000
PA
281113.54000000
0.013463080460
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5EJ4
17826.65750000
PA
USD
16633.37000000
0.000796604811
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QGE5
545396.71980000
PA
USD
547649.04000000
0.026227989907
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W5MS4
43697.17200000
PA
USD
39409.16000000
0.001887382201
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
BATTALION CLO LTD
N/A
BATTALION CLO X LTD
07132JBC7
2290000.00000000
PA
USD
2227782.99000000
0.106692910073
Long
ABS-MBS
CORP
US
Y
2
2035-01-25
Floating
5.52843000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307NXU3
3814.80400000
PA
USD
3572.63000000
0.000171100279
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132HNMK2
17699.11400000
PA
USD
16581.79000000
0.000794134544
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416BK72
33836.36700000
PA
USD
35207.40000000
0.001686151648
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QQE84
299827.36870000
PA
USD
276385.86000000
0.013236662565
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
N/A
DRYDEN 37 SENIOR LOAN FUND
26249MAN7
2000000.00000000
PA
USD
1973603.61000000
0.094519759522
Long
ABS-MBS
CORP
US
Y
2
2031-01-15
Floating
5.17914000
N
N
N
N
N
N
Fideicomiso Fibra UNO (Banco Actinver, S.A. Institucion de Banca Multiple, Grupo Financiero Actinver)
54930011BLQ0JPRBAL73
TRUST F 1401
898339AB2
253000.00000000
PA
USD
208088.96000000
0.009965789664
Long
DBT
CORP
MX
Y
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AH6
448000.00000000
PA
USD
391943.55000000
0.018770947673
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132QTAC0
14509.60000000
PA
USD
13779.03000000
0.000659904853
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EJXL7
117539.11100000
PA
USD
115856.98000000
0.005548618695
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.50000000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO
80414L2M6
290000.00000000
PA
USD
197416.34000000
0.009454656896
Long
DBT
CORP
SA
Y
2
2070-11-24
Fixed
3.50000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE TRUST
381056000
3075000.00000000
PA
USD
2911635.40000000
0.139443947321
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
N/A
714000.00000000
PA
415567.69000000
0.019902354213
Long
DBT
NUSS
MX
N
2
2051-10-25
Fixed
2.12500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833ER7
592000.00000000
PA
USD
501294.35000000
0.024007972610
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJEZ7
241288.52780000
PA
USD
223556.18000000
0.010706545258
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620C5BR7
13153.85090000
PA
USD
13223.20000000
0.000633285061
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
NTT FINANCE CORPORATION
3538007PR116187GD960
NTT FINANCE CORP
62954WAH8
330000.00000000
PA
USD
324882.03000000
0.015559239552
Long
DBT
CORP
JP
Y
2
2024-07-26
Fixed
4.14200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EHT69
54750.99500000
PA
USD
54391.41000000
0.002604911628
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KJVE9
821956.09000000
PA
USD
725617.86000000
0.034751266812
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG
N/A
390000.00000000
PA
381075.65000000
0.018250462562
Long
DBT
CORP
DE
Y
2
2026-02-03
Fixed
0.87500000
N
N
N
N
N
N
TAMPA ELECTRIC COMPANY
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO
875127BG6
540000.00000000
PA
USD
395091.00000000
0.018921685246
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJET1
97457.02180000
PA
USD
91280.27000000
0.004371591704
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC
62912XAF1
1292000.00000000
PA
USD
1229015.00000000
0.058859946172
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TAL9
1416161.31490000
PA
USD
1366634.60000000
0.065450819553
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RKG6
435000.00000000
PA
USD
368532.87000000
0.017649764153
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
N/A
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REV
64990FPJ7
1160000.00000000
PA
USD
1319848.00000000
0.063210117236
Long
DBT
MUN
US
N
2
2031-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WQPF3
23911.56460000
PA
USD
23143.98000000
0.001108410732
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
FEDERAL HOME LOAN MORTGAGE CORP
35563PFG9
588363.53800000
PA
USD
563225.12000000
0.026973959020
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KA6L5
205157.02720000
PA
USD
175661.61000000
0.008412780079
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BG2
316000.00000000
PA
USD
251859.90000000
0.012062066091
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
CSMC TRUST
N/A
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES
12659FAA3
1727568.65800000
PA
USD
1447871.32000000
0.069341405889
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
1.84100000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FVH6
3841.98100000
PA
USD
3923.21000000
0.000187890244
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMMP6
2704526.05870000
PA
USD
2402007.56000000
0.115036867480
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140H6PA1
393344.55910000
PA
USD
364490.64000000
0.017456173806
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRJ6
618843.11000000
PA
USD
600225.62000000
0.028745985756
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE
911312BF2
695000.00000000
PA
729053.75000000
0.034915818343
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QHBG9
1483427.72790000
PA
USD
1270416.60000000
0.060842750244
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHG7
821000.00000000
PA
USD
759943.87000000
0.036395206960
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QWH0
257804.42080000
PA
USD
263269.04000000
0.012608472250
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PBU9
526000.00000000
PA
USD
400441.70000000
0.019177940795
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241LJB3
31687.14100000
PA
USD
32637.20000000
0.001563059714
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST
94989HAW0
1250000.00000000
PA
USD
1162965.95000000
0.055696727230
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.40600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EE63
498854.05330000
PA
USD
481881.05000000
0.023078231481
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA, LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC
29364WBH0
386000.00000000
PA
USD
306662.72000000
0.014686680953
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
PRKCM TRUST
N/A
PRKCM 2021 AFC2 TRUST
69361JAA4
2260143.72000000
PA
USD
1837356.26000000
0.087994605893
Long
ABS-MBS
CORP
US
Y
2
2056-11-25
Fixed
2.07100000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
800000.00000000
PA
673533.69000000
0.032256853446
Long
DBT
CORP
FR
Y
2
2030-01-19
Fixed
0.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CRC0
662831.79070000
PA
USD
615259.01000000
0.029465964378
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
IMT APTS
N/A
IMT TRUST
44974AAY3
1525000.00000000
PA
USD
1443962.13000000
0.069154187089
Long
ABS-MBS
CORP
US
Y
2
2034-06-15
Variable
3.61315000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
SUNOCO LOGISTICS PARTNER
86765BAS8
1064000.00000000
PA
USD
1072623.72000000
0.051370060106
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128M9GP1
108157.93050000
PA
USD
101358.95000000
0.004854279517
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
EIG Pearl Holdings S.a r.l.
549300KIMRL45BWA5H76
EIG PEARL HOLDINGS SARL
28249NAB7
344000.00000000
PA
USD
265310.00000000
0.012706217840
Long
DBT
CORP
LU
Y
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHF9
418000.00000000
PA
USD
416598.45000000
0.019951719338
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QELS9
2926358.08590000
PA
USD
2529270.78000000
0.121131753449
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CCL6
47882.58360000
PA
USD
44366.80000000
0.002124813334
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQU26
7031.44710000
PA
USD
6691.19000000
0.000320454252
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKD0
1197000.00000000
PA
USD
939745.55000000
0.045006263136
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAH8
591000.00000000
PA
USD
592679.03000000
0.028384564714
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36196FZE7
65525.10420000
PA
USD
61283.07000000
0.002934966783
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138Y1DK8
52462.27800000
PA
USD
50845.67000000
0.002435099164
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FSF4
3339.83200000
PA
USD
3410.46000000
0.000163333638
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31412PG70
42963.80300000
PA
USD
42719.31000000
0.002045911796
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS, LTD.
N/A
OCTAGON INVESTMENT PARTNERS XVII LTD
67590GBJ7
1200000.00000000
PA
USD
1161457.98000000
0.055624507580
Long
ABS-MBS
CORP
US
Y
2
2031-01-25
Floating
5.45843000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138M8YB3
40650.12400000
PA
USD
38038.66000000
0.001821746260
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KLUA3
8773902.98930000
PA
USD
7558839.12000000
0.362007675843
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRA5
1908057.25000000
PA
USD
1784927.61000000
0.085483694703
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC
N/A
COLLEGE AVE STUDENT LOANS 2021 C LLC
19424WAB3
995669.35200000
PA
USD
861814.95000000
0.041274013390
Long
ABS-MBS
CORP
US
Y
2
2055-07-26
Fixed
2.32000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION, LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION
785592AU0
228000.00000000
PA
USD
214605.00000000
0.010277855639
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
THE FEDERAL HOME LOAN BANKS
N/A
FEDERAL HOME LOAN BANK
3130ALCE2
3020000.00000000
PA
USD
2623914.92000000
0.125664447505
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
0.92000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY
68233JBD5
271000.00000000
PA
USD
224000.74000000
0.010727836111
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FK9
299000.00000000
PA
USD
219168.20000000
0.010496396264
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEBM3
3086808.22630000
PA
USD
2667534.50000000
0.127753475004
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC
718172CV9
3745000.00000000
PA
USD
3781206.66000000
0.181089425656
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.12500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS FUNDING CORP
3133ENJ92
625000.00000000
PA
USD
578237.50000000
0.027692931432
Long
DBT
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO
595620AV7
399000.00000000
PA
USD
283608.40000000
0.013582564214
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
ENTERGY LOUISIANA, LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC
29364WBE7
754000.00000000
PA
USD
581165.10000000
0.027833139956
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGKB2
103178.85000000
PA
USD
97436.01000000
0.004666402203
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
3.00000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC
893574AR4
772000.00000000
PA
USD
603733.34000000
0.028913977367
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
292480AK6
270000.00000000
PA
USD
256794.03000000
0.012298371283
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BZ2
527000.00000000
PA
USD
445566.38000000
0.021339050494
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A7KE8
526423.62750000
PA
USD
453159.33000000
0.021702691807
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
NORTHERN NATURAL GAS COMPANY
5493007M02M6CT9EXE41
NORTHERN NATURAL GAS CO
665501AM4
596000.00000000
PA
USD
406485.71000000
0.019467400324
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
ORIENTAL REPUBLIC OF URUGUAY
760942AZ5
393040.66700000
PA
USD
392634.66000000
0.018804046291
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO
74456QCK0
355000.00000000
PA
USD
356608.86000000
0.017078699856
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.90000000
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NBB3
281034.64390000
PA
USD
268020.51000000
0.012836029496
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HBB49
76851.53770000
PA
USD
74228.37000000
0.003554942667
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132GJ5A3
18258.91300000
PA
USD
17734.43000000
0.000849336741
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFA43
991530.11440000
PA
USD
854025.59000000
0.040900965616
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV
N/A
CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSI
79771FAA5
2545000.00000000
PA
USD
1793359.70000000
0.085887524081
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.82500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RU4
6855000.00000000
PA
USD
5531128.13000000
0.264896607448
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286S4
2435000.00000000
PA
USD
2302216.41000000
0.110257672989
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EPJ62
54712.71600000
PA
USD
51848.32000000
0.002483118045
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TLT0
1101904.03910000
PA
USD
1063393.63000000
0.050928012938
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
CHASE HOME LENDING MORTGAGE TRUST
N/A
CHASE MORTGAGE FINANCE
16159GAL3
250676.51000000
PA
USD
242402.93000000
0.011609153193
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Floating
5.28871000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFKC4
1291733.64950000
PA
USD
1065589.43000000
0.051033174120
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
PFS FINANCING CORP.
N/A
PFS FINANCING CORP
69335PDZ5
1400000.00000000
PA
USD
1320240.18000000
0.063228899508
Long
ABS-MBS
CORP
US
Y
2
2026-04-15
Fixed
0.71000000
N
N
N
N
N
N
KNDL KNSQ MORTGAGE TRUST
N/A
KNDL 2019 KNSQ MORTGAGE TRUST
482598AA7
2904000.00000000
PA
USD
2870704.94000000
0.137483707069
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
4.67500000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AM1
1383000.00000000
PA
USD
1334492.66000000
0.063911478814
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST
N/A
FORD CREDIT AUTO LEASE TRUST 2022 A
34528LAB1
3383526.17000000
PA
USD
3344607.96000000
0.160179854999
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
2.78000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND
80413TAJ8
200000.00000000
PA
USD
188604.00000000
0.009032616597
Long
DBT
NUSS
SA
Y
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C4M3
93572.33300000
PA
USD
93221.65000000
0.004464568212
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WKK61
196310.74000000
PA
USD
180083.23000000
0.008624540159
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179SGL5
365466.86730000
PA
USD
341763.83000000
0.016367742165
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140H3KJ4
34172.58610000
PA
USD
33231.91000000
0.001591541546
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR PETROLEUM
74730DAC7
275000.00000000
PA
USD
228715.30000000
0.010953625665
Long
DBT
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL
034863AT7
807000.00000000
PA
USD
758316.92000000
0.036317289123
Long
DBT
CORP
GB
Y
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179V4W7
1316426.64000000
PA
USD
1177721.11000000
0.056403380870
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQLE0
257791.97800000
PA
USD
265181.76000000
0.012700076174
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
N/A
ULTRA LONG TERM US TREASURY BOND FUTURE MAR23
N/A
-127.00000000
NC
USD
13946.31000000
0.000667916222
N/A
DIR
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
United States of America
US Ultra T-Bond Futures (Composite) Mar 2023
2023-03-22
-17071633.81000000
USD
13946.31000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7MB8
321253.99130000
PA
USD
329145.57000000
0.015763428870
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM
N/A
SOCIAL PROFESSIONAL LOAN PROGRAM LLC
83404WAB3
469525.17000000
PA
USD
441805.03000000
0.021158912042
Long
ABS-MBS
CORP
US
Y
2
2048-08-17
Fixed
3.09000000
N
N
N
N
N
N
MIDAMERICAN ENERGY COMPANY
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO
595620AQ8
658000.00000000
PA
USD
614372.63000000
0.029423513896
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.10000000
N
N
N
N
N
N
United States of America
N/A
30 YEAR US TREASURY BOND FUTURE MAR23
N/A
-116.00000000
NC
USD
20696.69000000
0.000991205200
N/A
DIR
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
United States of America
US Long Bond (CBT) Mar 2023
2023-03-22
-14560571.69000000
USD
20696.69000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312943JY0
16140.31000000
PA
USD
15690.13000000
0.000751431192
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Air Canada Pass Through Trust
N/A
AIR CANADA 2017 1A PTT
00908PAA5
266392.00000000
PA
USD
225622.04000000
0.010805483358
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.30000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAY9
415000.00000000
PA
398005.93000000
0.019061286978
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH MCLENNAN COS INC
571748BN1
833000.00000000
PA
USD
681905.46000000
0.032657793981
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550AW6
228000.00000000
PA
USD
241298.78000000
0.011556273277
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KEXZ3
19975.47600000
PA
USD
18956.46000000
0.000907862162
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620AFPL5
11442.02200000
PA
USD
11518.95000000
0.000551665176
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAE1
925000.00000000
PA
USD
730027.34000000
0.034962445484
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CX5
1076000.00000000
PA
USD
934146.62000000
0.044738119363
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AL3
1315000.00000000
PA
USD
1255166.19000000
0.060112378108
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AW7
1210000.00000000
PA
USD
1270525.41000000
0.060847961369
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36213FZ22
106736.29140000
PA
USD
101298.41000000
0.004851380137
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
3.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL ECONOMIC ZONE LIMITED
335800QOAXP5TM7OYP69
ADANI PORTS SPECIAL ECONOMIC ZONE LTD
00652MAF9
270000.00000000
PA
USD
255825.00000000
0.012251962530
Long
DBT
CORP
IN
Y
2
2024-07-24
Fixed
3.37500000
N
N
N
N
N
N
AMERICAN AIRLINES, INC.
N/A
AMER AIRLINE 19 1AA PTT
02377LAA2
635355.42000000
PA
USD
527749.08000000
0.025274941673
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132XWA84
60637.00000000
PA
USD
57104.49000000
0.002734846366
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAY7
3819000.00000000
PA
USD
3084846.90000000
0.147739386812
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGMR7
866845.75960000
PA
USD
822347.26000000
0.039383828072
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
BDS LTD
N/A
BDS 2021 FL10 LTD
07335YAA4
4580000.00000000
PA
USD
4422640.17000000
0.211808938332
Long
ABS-MBS
CORP
US
Y
1
2036-12-18
Floating
5.28900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5X87
985589.17250000
PA
USD
960681.00000000
0.046008903022
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL DEL PETROLEO
N/A
200000.00000000
PA
USD
194250.00000000
0.009303014645
Long
DBT
CORP
CL
Y
2
2024-10-30
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHX0
2592000.00000000
PA
USD
2175932.16000000
0.104209671819
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QLN44
9060656.92200000
PA
USD
7414789.77000000
0.355108869085
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307UV47
8651.65460000
PA
USD
8177.02000000
0.000391613574
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DH9
2195000.00000000
PA
USD
2046760.68000000
0.098023395525
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
5.40200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LTFX1
10036.53980000
PA
USD
9566.62000000
0.000458164252
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFGW5
1622541.66290000
PA
USD
1336523.78000000
0.064008753146
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBU6
251000.00000000
PA
USD
216585.89000000
0.010372724358
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC POWER CO
927804FT6
715000.00000000
PA
USD
585508.50000000
0.028041153926
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132GSSE0
125067.38410000
PA
USD
117187.49000000
0.005612339437
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132J72F8
130004.65000000
PA
USD
117084.15000000
0.005607390281
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNEL2
3876005.04710000
PA
USD
3169267.81000000
0.151782470272
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
LCM LIMITED PARTNERSHIP
N/A
LCM XVIII LP
50188GAT0
1000000.00000000
PA
USD
978331.71000000
0.046854230248
Long
ABS-MBS
CORP
US
Y
2
2031-04-20
Floating
5.26257000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY
760942BB7
2265000.00000000
PA
USD
2290481.25000000
0.109695653090
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCX8
957000.00000000
PA
USD
829160.11000000
0.039710108861
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FLN4
161372.33390000
PA
USD
156961.11000000
0.007517176345
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M55C2
55982.52700000
PA
USD
53863.87000000
0.002579646699
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRT4
1839885.64000000
PA
USD
1688480.14000000
0.080864635625
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
3.00000000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22822VAT8
1703000.00000000
PA
USD
1362912.60000000
0.065272565650
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
312941KX4
15579.15800000
PA
USD
15429.80000000
0.000738963476
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOAN TRUST 2022 2
61946UAA0
947291.74000000
PA
USD
863430.23000000
0.041351372327
Long
ABS-MBS
CORP
US
Y
2
2053-01-21
Fixed
4.38000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ6
36262LAB6
1666641.79820000
PA
USD
1329407.25000000
0.063667928524
Long
ABS-MBS
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
W.P. CAREY INC.
54930042CRNE713E3Q67
WP CAREY INC
92936UAG4
350000.00000000
PA
USD
279240.15000000
0.013373360128
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX TRUST
12434FAA5
2110000.00000000
PA
USD
2036209.92000000
0.097518098872
Long
ABS-MBS
CORP
US
Y
2
2028-12-15
Floating
5.23886000
N
N
N
N
N
N
Colbun S.A.
5493003VQJLE2QB8IF36
COLBUN SA
192714AE3
210000.00000000
PA
USD
179648.28000000
0.008603709548
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QM4F8
2436652.29960000
PA
USD
2094248.39000000
0.100297675379
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22822VAM3
342000.00000000
PA
USD
310447.08000000
0.014867921398
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFLOK SOUTHERN CORP
655844CD8
243000.00000000
PA
USD
175152.46000000
0.008388395884
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.40000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BE8
112000.00000000
PA
USD
101918.21000000
0.004881063579
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
CAMERON LNG, LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AC4
1037000.00000000
PA
USD
841252.77000000
0.040289250138
Long
DBT
CORP
US
Y
2
2038-01-15
Fixed
3.40200000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC53
4621000.00000000
PA
USD
3898807.02000000
0.186721538250
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LTJF6
117402.22040000
PA
USD
113400.54000000
0.005430974951
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST
N/A
CAPITAL ONE MULTI ASSET EXECUTION TRUST
14041NGB1
5275000.00000000
PA
USD
5309519.79000000
0.254283348078
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
4.95000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940XAP7
1661000.00000000
PA
USD
1615101.59000000
0.077350392509
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.95000000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY, LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC
00115AAH2
221000.00000000
PA
USD
172690.51000000
0.008270488255
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EP6D1
18703.12010000
PA
USD
17928.55000000
0.000858633530
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQA51
65398.34800000
PA
USD
62268.05000000
0.002982139413
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCR1
221000.00000000
PA
USD
208736.27000000
0.009996790613
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967PA3
525000.00000000
PA
USD
545239.28000000
0.026112581759
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CS47
399917.59880000
PA
USD
371206.88000000
0.017777827752
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GNNQ2
285263.31640000
PA
USD
274761.10000000
0.013158849612
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV
N/A
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX
64990FE26
1420000.00000000
PA
USD
1127891.80000000
0.054016957186
Long
DBT
MUN
US
N
2
2031-03-15
Fixed
2.15200000
N
N
N
N
N
N
BANK
N/A
BANK 2017 BNK4
06540EAK9
1330000.00000000
PA
USD
1081180.49000000
0.051779860655
Long
ABS-MBS
CORP
US
N
2
2064-12-15
Fixed
2.52100000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2019 XL
056054AA7
1810898.27930000
PA
USD
1786261.86000000
0.085547594560
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.37009000
N
N
N
N
N
N
Joint Stock Company National Company
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC
48126PAA0
270000.00000000
PA
USD
200070.00000000
0.009581745894
Long
DBT
CORP
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
CAMERON LNG, LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AB6
1695000.00000000
PA
USD
1380653.78000000
0.066122225662
Long
DBT
CORP
US
Y
2
2035-01-15
Fixed
3.30200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DMSH9
920829.84000000
PA
USD
888293.22000000
0.042542109831
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416WLG5
33759.54600000
PA
USD
33435.96000000
0.001601313902
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H040616
6416000.00000000
PA
USD
6080162.50000000
0.291190943534
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DVLZ6
1206331.08170000
PA
USD
1080345.72000000
0.051739881878
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF TECHNOLOGY
549300CITPNHOTVPHC04
CALIFORNIA INSTITUTE OF TECHNOLOGY
13034VAB0
145000.00000000
PA
USD
128283.68000000
0.006143757805
Long
DBT
CORP
US
N
2
2045-08-01
Fixed
4.32100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QQE76
102081.57300000
PA
USD
94223.68000000
0.004512557399
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCW4
1801000.00000000
PA
USD
1633303.49000000
0.078222117308
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
LOS ANGELES CALIF DEPT WTR & PWR REV
N/A
LOS ANGELES DEPT WTR PWR BAB
544495VY7
1240000.00000000
PA
USD
1454309.20000000
0.069649728627
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.57400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KE2B0
42869.34300000
PA
USD
40075.76000000
0.001919306986
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VKP4
376204.25900000
PA
USD
367109.78000000
0.017581609573
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GXD1
1234000.00000000
PA
USD
1221964.80000000
0.058522298224
Long
DBT
CORP
US
N
2
2026-05-15
Floating
5.77614000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ETDL7
695318.37630000
PA
USD
686452.65000000
0.032875567856
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.50000000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
AMERICAN AIRLINES PASS THROUGH TRUST
023765AA8
194984.50000000
PA
USD
169135.21000000
0.008100217943
Long
ABS-MBS
CORP
US
N
2
2029-12-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36197MRR1
116566.98480000
PA
USD
115093.60000000
0.005512058925
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
4.50000000
N
N
N
N
N
N
CAMERON LNG, LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AA8
762000.00000000
PA
USD
644731.25000000
0.030877447932
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140ECTE9
966237.62460000
PA
USD
902307.01000000
0.043213257803
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JL4Q4
28530.79010000
PA
USD
28490.28000000
0.001364455557
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DLR1
113724.53130000
PA
USD
104480.18000000
0.005003761362
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJR1
218000.00000000
PA
USD
203610.26000000
0.009751295910
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202EVQ9
10169.46800000
PA
USD
10973.35000000
0.000525535319
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
6.50000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INT FIN
25156PAV5
389000.00000000
PA
USD
381687.19000000
0.018279750416
Long
DBT
CORP
NL
Y
2
2023-09-19
Fixed
2.48500000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBS9
274000.00000000
PA
USD
211401.14000000
0.010124416480
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.62500000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
700000.00000000
PA
698718.85000000
0.033463020305
Long
DBT
CORP
DE
Y
2
2025-11-19
Fixed
1.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EPUX0
446841.68380000
PA
USD
429406.12000000
0.020565103850
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO
210518DC7
301000.00000000
PA
USD
283620.56000000
0.013583146580
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FVMZ6
179080.58690000
PA
USD
164637.77000000
0.007884826694
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KE6X8
71901.53500000
PA
USD
68456.18000000
0.003278501132
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJB6
793000.00000000
PA
USD
648491.61000000
0.031057538970
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
77586RAN0
124000.00000000
PA
USD
119260.22000000
0.005711606554
Long
DBT
NUSS
RO
Y
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 3
38237TAA9
1897057.95000000
PA
USD
1738572.80000000
0.083263671659
Long
ABS-MBS
CORP
US
Y
2
2049-07-20
Fixed
4.95000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK
N/A
1000000.00000000
PA
1029144.19000000
0.049287739878
Long
DBT
CORP
CA
Y
2
2024-04-25
Fixed
0.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PDM5
1702000.00000000
PA
USD
1702818.66000000
0.081551335556
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.54600000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400HT3
1131000.00000000
PA
USD
1201690.89000000
0.057551340789
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
FREDDIE MAC SCRT
35563PKG3
1498974.90300000
PA
USD
1418607.36000000
0.067939897274
Long
ABS-MBS
CORP
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XBJE1
1927880.81660000
PA
USD
1830620.68000000
0.087672025716
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F020620
-22098512.00000000
PA
USD
-18051721.99000000
-0.86453247897
Short
ABS-MBS
USGSE
US
N
2
2053-02-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132HRMP2
168400.07600000
PA
USD
156075.95000000
0.007474784291
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132GEB41
40831.53400000
PA
USD
40517.89000000
0.001940481462
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EP4Z4
45869.08300000
PA
USD
43465.92000000
0.002081668418
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Banco Inbursa, S. A., Institucion de Banca Multiple, Grupo Financiero Inbursa
9598007PWYZP4GP23S45
BANCO INBURSA
05969LAA9
278000.00000000
PA
USD
272268.75000000
0.013039486067
Long
DBT
CORP
MX
Y
2
2024-06-06
Fixed
4.12500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST
345295AD1
737000.00000000
PA
USD
745146.43000000
0.035686528447
Long
ABS-MBS
CORP
US
N
2
2027-05-17
Fixed
5.27000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505FL3
591000.00000000
PA
USD
518602.50000000
0.024836893963
Long
DBT
CORP
US
N
2
2199-12-31
Fixed
5.87500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513ECL3
405000.00000000
PA
USD
266225.94000000
0.012750084008
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING PTL
709599BL7
1490000.00000000
PA
USD
1314968.21000000
0.062976414493
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SA
N/A
400000.00000000
PA
427874.82000000
0.020491766881
Long
DBT
CORP
FR
Y
2
2023-03-15
Fixed
2.12500000
N
N
N
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE COM INC
79466LAM6
744000.00000000
PA
USD
479104.75000000
0.022945269012
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAM7
1375000.00000000
PA
USD
1271991.88000000
0.060918193503
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SA7
5645000.00000000
PA
USD
4660653.13000000
0.223207847226
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
036752AX1
752000.00000000
PA
USD
811959.22000000
0.038886324400
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJF7
295000.00000000
PA
USD
227404.29000000
0.010890838817
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FLP9
20663.40700000
PA
USD
20666.02000000
0.000989736353
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36295K3W1
7802.46200000
PA
USD
7864.61000000
0.000376651644
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
6.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BN8
1662000.00000000
PA
USD
1585325.29000000
0.075924346923
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CXN9
31508.48320000
PA
USD
30106.56000000
0.001441862386
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FT0
1044000.00000000
PA
USD
752005.73000000
0.036015033818
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWCH4
795829.58420000
PA
USD
651311.80000000
0.031192603417
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J73M5
1353285.76660000
PA
USD
1313639.22000000
0.062912766547
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CV35
38344.56220000
PA
USD
36638.66000000
0.001754697506
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
6959000.00000000
PA
USD
5784146.83000000
0.277014170750
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ESAW8
836281.26940000
PA
USD
775221.10000000
0.037126863559
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GYE8
1580000.00000000
PA
USD
1520862.18000000
0.072837081768
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.65700000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
410000.00000000
PA
328594.16000000
0.015737020760
Long
DBT
CORP
NL
Y
2
2040-06-09
Fixed
2.37500000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES, INC.
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES INC
44920UAM0
1390000.00000000
PA
USD
1385524.20000000
0.066355479658
Long
DBT
CORP
KR
Y
2
2023-03-05
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307NV50
10866.51500000
PA
USD
10252.49000000
0.000491011915
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC
278642AY9
256000.00000000
PA
USD
208654.34000000
0.009992866825
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280BT5
628000.00000000
PA
USD
579222.61000000
0.027740110288
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
4.58300000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135CR5
1117000.00000000
PA
USD
1113504.91000000
0.053327940720
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.70000000
N
N
N
N
N
N
CEDAR FUNDING LTD
N/A
CEDAR FUNDING VI CLO LTD
15032DAR2
2235000.00000000
PA
USD
2161765.76000000
0.103531215054
Long
ABS-MBS
CORP
US
Y
2
2034-04-20
Floating
5.29257000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNN99
304543.67980000
PA
USD
269068.61000000
0.012886225067
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416BN61
222854.51600000
PA
USD
227960.28000000
0.010917466271
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
569000.00000000
PA
USD
458790.39000000
0.021972374348
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DMSG1
1089324.33000000
PA
USD
974997.53000000
0.046694549809
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDM0
999000.00000000
PA
USD
807574.62000000
0.038676337280
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY S CORP
615369AX3
683000.00000000
PA
USD
433505.56000000
0.020761434097
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CN8
1817000.00000000
PA
USD
1670698.79000000
0.080013051792
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36197MRS9
64044.26480000
PA
USD
64614.47000000
0.003094514083
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT TRUST
N/A
AMERICAN HOMES 4 RENT
02665XAA7
2240442.83200000
PA
USD
2146962.91000000
0.102822277446
Long
ABS-MBS
CORP
US
Y
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST 2021 C
64035GAA7
3719000.01100000
PA
USD
3573152.55000000
0.171125305026
Long
ABS-MBS
CORP
US
Y
2
2062-04-20
Floating
5.09286000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJF94
14773.63770000
PA
USD
13688.47000000
0.000655567757
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138Y4UY3
11290.51100000
PA
USD
10877.32000000
0.000520936253
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION, LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION
785592AS5
2296000.00000000
PA
USD
2252950.00000000
0.107898207693
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBW4
1611000.00000000
PA
USD
1198833.71000000
0.057414504818
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
PRODIGY FINANCE LTD
N/A
PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO
742855AA7
579907.18000000
PA
USD
558581.15000000
0.026751550161
Long
ABS-MBS
CORP
US
Y
2
2051-07-25
Floating
5.63871000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EM3N9
19808.48040000
PA
USD
21343.01000000
0.001022158736
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER BUSCH CO INBEV
03522AAH3
556000.00000000
PA
USD
525865.36000000
0.025184726617
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SLS4
1482359.74440000
PA
USD
1386237.05000000
0.066389619447
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3137B9AH8
1029599.50750000
PA
USD
1021801.50000000
0.048936084009
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK MTG TR
08160KAJ3
1040000.00000000
PA
USD
822035.44000000
0.039368894399
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.56400000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556CL4
833000.00000000
PA
USD
677849.59000000
0.032463550388
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
Dreyfus Treasury Securities Cash Management; Institutional Shares
N/A
DREYFUS TREASURY SECURITIES CASH MANAGEMENT
261941108
194793128.35000000
NS
USD
194793128.35000000
9.329026130175
Long
STIV
RF
US
N
1
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138M1YD4
25034.34240000
PA
USD
23866.07000000
0.001142993043
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134A4AA2
190000.00000000
PA
USD
222421.41000000
0.010652198891
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH
86964WAJ1
156000.00000000
PA
USD
130783.54000000
0.006263481019
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31307UR34
6406.52070000
PA
USD
6053.90000000
0.000289933180
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSION, LP
549300SIOULUXXIDGA69
TEXAS EASTERN TRANMISSION
882384AE0
1702000.00000000
PA
USD
1358606.18000000
0.065066322725
Long
DBT
CORP
US
Y
2
2048-01-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VVZ0
1452322.57670000
PA
USD
1303466.90000000
0.062425594131
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.00000000
N
N
N
N
N
N
TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC
N/A
TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC
88240TAA9
1783000.00000000
PA
USD
1687056.82000000
0.080796470030
Long
DBT
CORP
US
Y
2
2036-08-01
Fixed
4.26500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TF5
5045000.00000000
PA
USD
3878343.75000000
0.185741511992
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST
94989JAZ9
775000.00000000
PA
USD
736535.01000000
0.035274110602
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.54000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132ADQE1
408368.01560000
PA
USD
379160.83000000
0.018158758065
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SH2
125000.00000000
PA
USD
101328.13000000
0.004852803486
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KMVG7
1048069.78320000
PA
USD
932855.51000000
0.044676285566
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
LOANCORE ISSUER LTD
N/A
LOANCORE 2021 CRE6 ISSUER LTD
53948HAA4
1875000.00000000
PA
USD
1791307.13000000
0.085789222466
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
1.49114000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFAF3
12508.23160000
PA
USD
11665.77000000
0.000558696675
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
NEW JERSEY ST TPK AUTH TPK REV
N/A
NEW JERSEY ST TURNPIKE
646140EA7
165000.00000000
PA
USD
117989.85000000
0.005650766036
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.78200000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
OHIO POWER CO
677415CU3
301000.00000000
PA
USD
197075.54000000
0.009438335314
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
3800000.00000000
PA
USD
3440265.40000000
0.164761077986
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CG2
1000000.00000000
PA
665906.76000000
0.031891584764
Long
DBT
CORP
US
N
2
2037-11-06
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132QUZV8
20420.57000000
PA
USD
19869.64000000
0.000951596148
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
REPUBLIC OF INDONESIA
455780BR6
200000.00000000
PA
USD
224745.20000000
0.010763489765
Long
DBT
NUSS
ID
Y
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NN7
412000.00000000
PA
USD
353483.23000000
0.016929007286
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MABR9
559789.11930000
PA
USD
520168.62000000
0.024911898531
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
3.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO
202795JT8
750000.00000000
PA
USD
519517.50000000
0.024880715113
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M4QV0
13266.37500000
PA
USD
12158.64000000
0.000582301189
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC
12189LBH3
313000.00000000
PA
USD
210862.15000000
0.010098603189
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617BTGM8
17528.51700000
PA
USD
16679.64000000
0.000798820773
Long
ABS-MBS
USGA
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFK67
14811736.24130000
PA
USD
12034710.03000000
0.576365939034
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
1.50000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAH7
95000.00000000
PA
USD
87043.75000000
0.004168696427
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 XL2
05609KAA7
2506764.24000000
PA
USD
2409955.04000000
0.115417487932
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.00636000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP
29278NAR4
1775000.00000000
PA
USD
1434185.80000000
0.068685979413
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Volkswagen International Finance N.V.
5299004PWNHKYTR23649
VOLKSWAGEN INTERNATIONAL FINANCE NV
N/A
300000.00000000
PA
290717.31000000
0.013923023899
Long
DBT
CORP
NL
Y
2
2038-11-16
Fixed
4.12500000
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109AX2
1081000.00000000
PA
USD
939118.75000000
0.044976244451
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Pemerintah Republik Indonesia
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
455780AZ9
236000.00000000
PA
USD
283502.08000000
0.013577472340
Long
DBT
NUSS
ID
Y
2
2038-01-17
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H7ZB2
1740000.00000000
PA
USD
1525432.44000000
0.073055960511
Long
ABS-MBS
USGSE
US
N
2
2054-06-25
Variable
2.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMY58
1055720.39890000
PA
USD
866671.67000000
0.041506611266
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
CSMC COMMERCIAL MORTGAGE TRUST
N/A
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES
126438AA8
2253697.77400000
PA
USD
2018066.69000000
0.096649183895
Long
ABS-MBS
CORP
US
Y
2
2037-08-15
Fixed
2.25690000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137FHQ22
3339861.81000000
PA
USD
3227551.41000000
0.154573786536
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Variable
3.37000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP PTL FINANCE CORP
709599BR4
982000.00000000
PA
USD
992774.50000000
0.047545923874
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622A2AK8
37587.92000000
PA
USD
37842.17000000
0.001812335967
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERA91
18177.57460000
PA
USD
16419.82000000
0.000786377482
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RJZ6
498000.00000000
PA
USD
374909.84000000
0.017955169791
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335BKV7
449897.51450000
PA
USD
423729.69000000
0.020293248450
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
APIDOS CLO
N/A
APIDOS CLO XX
03765LAP7
1170000.00000000
PA
USD
1144716.31000000
0.054822716068
Long
ABS-MBS
CORP
US
N
2
2031-07-16
Floating
5.17914000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PBR6
2224000.00000000
PA
USD
1947314.38000000
0.093260716579
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERM72
169525.04340000
PA
USD
163014.67000000
0.007807093242
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO
37045XCK0
2321000.00000000
PA
USD
2257724.90000000
0.108126887048
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZT0
13710000.00000000
PA
USD
12446109.38000000
0.596068663245
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST
05608RAA3
4800000.00000000
PA
USD
4566216.00000000
0.218685067285
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
5.21696000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7S63
162107.20860000
PA
USD
155475.52000000
0.007446028517
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAJ0
232000.00000000
PA
USD
229393.94000000
0.010986127069
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
600000.00000000
PA
626894.43000000
0.030023207532
Long
DBT
CORP
FR
Y
2
2023-10-24
None
0.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138AN5X7
26702.89000000
PA
USD
26468.49000000
0.001267628057
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M6RM2
64981.90190000
PA
USD
65600.57000000
0.003141740352
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617BYFD8
20266.99430000
PA
USD
19494.29000000
0.000933619898
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
OKLAHOMA DEV FIN AUTH REV
N/A
OKLAHOMA DEVELOPMENT FINANCE AUTHORITY
6789084G6
255000.00000000
PA
USD
236598.69000000
0.011331176721
Long
DBT
MUN
US
N
2
2044-06-01
Fixed
4.62300000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAQ2
240000.00000000
PA
USD
239100.00000000
0.011450969377
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418ECY4
892580.41000000
PA
USD
756778.97000000
0.036243633672
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD
N/A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD
03880RAA7
4240000.00000000
PA
USD
4098301.03000000
0.196275698850
Long
ABS-MBS
CORP
US
Y
1
2036-11-15
Floating
5.66786000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONT GAS PIPE LINE
893574AK9
2198000.00000000
PA
USD
2065199.04000000
0.098906444859
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
BLACKROCK LIQ FDS FEDFUND-IN
N/A
BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES
09248U700
10944091.02000000
NS
USD
10944091.02000000
0.524134049087
Long
STIV
RF
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DVMD4
3502688.57000000
PA
USD
3107672.34000000
0.148832542038
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
492000.00000000
PA
USD
384279.06000000
0.018403880169
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH
05674XAA9
240000.00000000
PA
USD
241068.00000000
0.011545220769
Long
DBT
CORP
AT
Y
2
2026-07-14
Fixed
5.75000000
N
N
N
N
N
N
United States of America
N/A
5 YEAR US TREASURY NOTE FUTURE MAR23
N/A
1185.00000000
NC
USD
-123433.74000000
-0.00591148463
N/A
DIR
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
United States of America
US 5-Year Note (consolidated) Mar 2023
2023-03-31
128020113.43000000
USD
-123433.74000000
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAF0
350000.00000000
PA
USD
289258.20000000
0.013853144251
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BT9
470000.00000000
PA
USD
503503.48000000
0.024113772191
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBV6
302000.00000000
PA
USD
231030.30000000
0.011064495569
Long
DBT
RF
GB
N
2
2032-11-24
Fixed
2.89400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEBL5
3027316.98820000
PA
USD
2616324.14000000
0.125300910118
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DM2T1
1137252.05410000
PA
USD
938244.40000000
0.044934370109
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
UNIVERSITY CALIF REVS
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GHA6
50000.00000000
PA
USD
42711.50000000
0.002045537760
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.85800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XQM73
53419.53590000
PA
USD
51053.46000000
0.002445050636
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KMW84
3458421.63660000
PA
USD
2824836.37000000
0.135286971015
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE
31397QJJ8
2789592.59480000
PA
USD
2671912.88000000
0.127963164235
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F012619
-1370800.00000000
PA
USD
-1052089.00000000
-0.05038661196
Short
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F040628
-1500000.00000000
PA
USD
-1410175.79000000
-0.06753609280
Short
ABS-MBS
USGSE
US
N
2
2053-02-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HFE88
129468.11150000
PA
USD
120001.94000000
0.005747128984
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402RUN7
96883.58000000
PA
USD
98956.11000000
0.004739202782
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHD25
84145.59900000
PA
USD
77193.86000000
0.003696965817
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DSH6
1268540.91130000
PA
USD
1040340.83000000
0.049823968995
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC
62928CAA0
1313000.00000000
PA
USD
1069480.52000000
0.051219526075
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGPU7
3142047.83310000
PA
USD
2571269.68000000
0.123143163394
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ATMA9
582577.85000000
PA
USD
577786.09000000
0.027671312519
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Floating
4.78871000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KYSX8
59022.89000000
PA
USD
54222.25000000
0.002596810223
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132GDC67
1045.18590000
PA
USD
1017.14000000
0.000048712835
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MBE2
78000.00000000
PA
USD
77350.03000000
0.003704445106
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ELS79
156258.73500000
PA
USD
165943.47000000
0.007947359236
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFGT2
3040166.26720000
PA
USD
2606255.80000000
0.124818717508
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.
254900OPFK0OOKZFLV35
FRANCISCAN MISSIONARIES OF OUR LADY
351837AA7
295000.00000000
PA
USD
224541.32000000
0.010753725551
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.91400000
N
N
N
N
N
N
TSMC ARIZONA CORPORATION
2549005GOBWLCSY63Q97
TSMC ARIZONA CORP
872898AH4
494000.00000000
PA
USD
477398.14000000
0.022863536102
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
4.25000000
N
N
N
N
N
N
MCDONALD'S CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD S CORP
N/A
1200000.00000000
PA
1265566.40000000
0.060610464625
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.00000000
N
N
N
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO
80414L2L8
290000.00000000
PA
USD
204860.93000000
0.009811192957
Long
DBT
CORP
SA
Y
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
SG RESIDENTIAL MORTGAGE TRUST
N/A
SG RESIDENTIAL MORTGAGE TRUST 2022 2
78434KAA5
870344.38000000
PA
USD
881885.23000000
0.042235218583
Long
ABS-MBS
CORP
US
Y
2
2067-09-25
Variable
5.34500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWEC3
469278.58100000
PA
USD
453426.90000000
0.021715506260
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YGYN6
33275.18700000
PA
USD
30539.87000000
0.001462614454
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA
195325DZ5
860000.00000000
PA
USD
627773.34000000
0.030065300261
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHQ5
938000.00000000
PA
USD
851444.17000000
0.040777336334
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VXX3
5627695.34330000
PA
USD
4751383.04000000
0.227553081107
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XAY55
1747854.30810000
PA
USD
1664041.36000000
0.079694214373
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
4.00000000
N
N
N
N
N
N
Amcor Flexibles North America, Inc
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES NORTH AMERICA INC
02344AAA6
1876000.00000000
PA
USD
1537774.08000000
0.073647025930
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEY3
12640000.00000000
PA
USD
12250925.00000000
0.586720899304
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC SERVICES, INC.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759BA7
258000.00000000
PA
USD
206730.50000000
0.009900730342
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ELS87
39443.21600000
PA
USD
41876.27000000
0.002005536952
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DNE25
1050761.27090000
PA
USD
964290.92000000
0.046181789193
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H020618
6832300.00000000
PA
USD
5729524.08000000
0.274398179794
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFG83
55181.50300000
PA
USD
52294.68000000
0.002504495103
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XEA38
1076707.66910000
PA
USD
890504.89000000
0.042648031058
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134A3U53
591000.00000000
PA
USD
442638.91000000
0.021198848196
Long
ABS-MBS
USGSE
US
N
2
2029-09-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M9YJ5
104284.47400000
PA
USD
113309.25000000
0.005426602894
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241KYF9
10526.53700000
PA
USD
10823.78000000
0.000518372117
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.50000000
N
N
N
N
N
N
DRYDEN CLO LTD
N/A
DRYDEN 75 CLO LTD
26252JAS7
800000.00000000
PA
USD
772196.73000000
0.036982020530
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Floating
5.11914000
N
N
N
N
N
N
MF1 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST
55284DAA0
630000.00000000
PA
USD
598076.33000000
0.028643052029
Long
ABS-MBS
CORP
US
Y
2
2024-12-15
Floating
5.40594000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NEB3
1868000.00000000
PA
USD
1952562.49000000
0.093512058891
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132XCSC0
990702.24070000
PA
USD
988161.09000000
0.047324978594
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FUG9
7218.70800000
PA
USD
7371.44000000
0.000353032763
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417TM62
185292.45900000
PA
USD
189077.69000000
0.009055302543
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDS2
1317000.00000000
PA
USD
1035854.74000000
0.049609121319
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS, LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CHRISTI HD
16412XAG0
4397000.00000000
PA
USD
4342037.50000000
0.207948717897
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFKW5
46360.46000000
PA
USD
45252.20000000
0.002167216881
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EBJ8
599271.63870000
PA
USD
508152.90000000
0.024336442062
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H032613
8065797.00000000
PA
USD
7415492.12000000
0.355142506009
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
3.50000000
N
N
N
N
N
N
CF MORTGAGE TRUST
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING
12528YAE3
615000.00000000
PA
USD
520638.58000000
0.024934405840
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.62360000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAA1
520000.00000000
PA
USD
512275.40000000
0.024533876697
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJQF8
263314.54000000
PA
USD
239857.62000000
0.011487253289
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST
N/A
EXTENDED STAY AMERICA TRUST
30227FAA8
5281199.91700000
PA
USD
5129204.92000000
0.245647714223
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
5.39786000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M32L0
126922.44600000
PA
USD
124471.99000000
0.005961208472
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46625HRY8
4797000.00000000
PA
USD
4497859.08000000
0.215411319909
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7MK8
436777.24080000
PA
USD
404708.64000000
0.019382292946
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY
68233JBH6
1406000.00000000
PA
USD
1319104.98000000
0.063174532546
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BNET9
2060000.00000000
PA
USD
1702280.38000000
0.081525556267
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
2.08200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVLP8
3950614.38180000
PA
USD
3445712.87000000
0.165021968041
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5GJ2
195308.95110000
PA
USD
183772.19000000
0.008801211711
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620AMGC0
206535.75000000
PA
USD
207919.97000000
0.009957696401
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST
63890BAB2
130249.56000000
PA
USD
126094.92000000
0.006038933783
Long
ABS-MBS
CORP
US
Y
2
2059-12-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MG87
63935.03820000
PA
USD
65912.99000000
0.003156702760
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REV
N/A
CALIFORNIA STATE UNIVERSITY
13077DRW4
905000.00000000
PA
USD
584077.95000000
0.027972642072
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRZ0
681787.93000000
PA
USD
656398.71000000
0.031436225544
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LIMITED
549300A5OEF3CJI2CO89
INGERSOLL RAND LUXEMBOURG FINANCE
456873AE8
670000.00000000
PA
USD
632810.98000000
0.030306562751
Long
DBT
CORP
IE
N
2
2026-03-21
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DG1
726000.00000000
PA
USD
700770.05000000
0.033561256308
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312942H40
113309.63000000
PA
USD
108466.30000000
0.005194664491
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU
715638BU5
1091000.00000000
PA
USD
1049156.88000000
0.050246186973
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
WESTLAKE CORPORATION
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP
960413BA9
493000.00000000
PA
USD
295935.58000000
0.014172937115
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A7JB6
12575.34690000
PA
USD
11367.01000000
0.000544388471
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H73P6
570000.00000000
PA
USD
479423.66000000
0.022960542240
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Variable
2.40000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
3327000.00000000
PA
USD
3055090.94000000
0.146314315349
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAZ1
330000.00000000
PA
USD
333892.02000000
0.015990745698
Long
DBT
CORP
CA
N
2
2024-11-07
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31335BJX5
362366.74220000
PA
USD
341248.21000000
0.016343048109
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810FP8
2480000.00000000
PA
USD
2725287.50000000
0.130519379790
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZL7
16246000.00000000
PA
USD
14834628.75000000
0.710459554772
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
RYDER SYSTEM, INC.
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKP3
349000.00000000
PA
USD
317936.56000000
0.015226607330
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE BACKED SECURITIES
36267EAD3
3664910.59000000
PA
USD
2947104.87000000
0.141142650017
Long
ABS-MBS
CORP
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
Kallpa Generacion S.A.
549300NG1PWEI5BZG095
KALLPA GENERACION SA
156830AA9
327000.00000000
PA
USD
301814.13000000
0.014454472439
Long
DBT
CORP
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X5CS0
1833509.97000000
PA
USD
1741412.49000000
0.083399669999
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENER PART
28370TAD1
37000.00000000
PA
USD
40814.48000000
0.001954685740
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RN0
1770000.00000000
PA
USD
1434806.25000000
0.068715693984
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RJW3
490000.00000000
PA
412612.81000000
0.019760839197
Long
DBT
CORP
US
N
2
2038-05-19
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31292LGU3
138872.79000000
PA
USD
130781.68000000
0.006263391939
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQA36
80142.77700000
PA
USD
75952.37000000
0.003637508419
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29278NAF0
2400000.00000000
PA
USD
2313816.00000000
0.110813200174
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136G4U27
1708000.00000000
PA
USD
1171464.25000000
0.056103727535
Long
DBT
USGSE
US
N
2
2035-08-24
Fixed
1.55000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DP9
330000.00000000
PA
USD
284477.16000000
0.013624170839
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKJ7
1925000.00000000
PA
USD
1713280.80000000
0.082052388022
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY, LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC
00115AAN9
557000.00000000
PA
USD
356285.61000000
0.017063218778
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YJF68
15782.51380000
PA
USD
15572.55000000
0.000745800055
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
4.00000000
N
N
N
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887CH0
525000.00000000
PA
558764.93000000
0.026760351747
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40100000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
REPUBLIC OF PANAMA
698299BF0
820000.00000000
PA
USD
770800.00000000
0.036915128382
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q83N3
2102125.06030000
PA
USD
2070986.26000000
0.099183606210
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST
N/A
ANGEL OAK MORTGAGE TRUST 2022 1
03464BAA6
2008848.31800000
PA
USD
1779332.38000000
0.085215728131
Long
ABS-MBS
CORP
US
Y
2
2066-12-25
Variable
2.88100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL CONVENTIONAL LOAN
31410KNH3
50434.20300000
PA
USD
51741.73000000
0.002478013240
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBC4
7810000.00000000
PA
USD
6982628.13000000
0.334411797961
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
DTE ELECTRIC COMPANY
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAH9
119000.00000000
PA
USD
98624.11000000
0.004723302649
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
1100000.00000000
PA
1108264.83000000
0.053076982980
Long
DBT
CORP
FR
Y
2
2199-12-31
Fixed
1.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MS7
479000.00000000
PA
USD
386210.99000000
0.018496404097
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
DUKE ENERGY FLORIDA, LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
26444HAA9
397000.00000000
PA
USD
286023.41000000
0.013698223794
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
2293000.00000000
PA
USD
2215393.42000000
0.106099549192
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
ENTERGY LOUISIANA, LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC
29364WBD9
511000.00000000
PA
USD
329333.88000000
0.015772447406
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AJ2
1205000.00000000
PA
USD
1168545.14000000
0.055963925615
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RK6
15000.00000000
PA
USD
11376.56000000
0.000544845839
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140H3H82
55339.51270000
PA
USD
53716.06000000
0.002572567788
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE CO
46647PAR7
1750000.00000000
PA
USD
1620536.75000000
0.077610693014
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2022 SHIP
36269CAA1
2820000.00000000
PA
USD
2780100.92000000
0.133144502308
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
5.04800000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
REPUBLIC OFPHILIPPINES
718286CC9
3200000.00000000
PA
USD
2978611.20000000
0.142651550143
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SERVICES GROUP
416515BB9
378000.00000000
PA
USD
303842.07000000
0.014551594476
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
GE HealthCare Technologies Inc.
549300OI9J7XOWZMUN85
GE HEALTHCARE HLDG LLC
36267VAC7
744000.00000000
PA
USD
749382.10000000
0.035889383016
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ENZJ1
320887.50700000
PA
USD
309169.18000000
0.014806720253
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
1200000.00000000
PA
1121140.51000000
0.053693624626
Long
DBT
CORP
DE
Y
2
2028-02-23
Fixed
1.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFGB1
1864697.34370000
PA
USD
1597565.52000000
0.076510555618
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36230UEK1
80757.64500000
PA
USD
78447.20000000
0.003756990735
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312938GD9
15253.27600000
PA
USD
15159.27000000
0.000726007262
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
MELLO MORTGAGE CAPITAL ACCEPTANCE
N/A
MELLO MORTGAGE CAPITAL ACCEPTANCE 2022 INV2
58549JAF1
2975688.57000000
PA
USD
2479585.34000000
0.118752219982
Long
ABS-MBS
CORP
US
Y
2
2052-04-25
Variable
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ETLL8
464209.81900000
PA
USD
480841.68000000
0.023028454007
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHPB2
141139.04030000
PA
USD
129501.37000000
0.006202075375
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5JU4
356691.49000000
PA
USD
335826.95000000
0.016083413302
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP
126408HV8
504000.00000000
PA
USD
442271.09000000
0.021181232573
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBZ7
962000.00000000
PA
USD
717887.69000000
0.034381053763
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
ARES CLO LTD
N/A
ARES XL CLO LTD
04016GBB3
500893.72010000
PA
USD
494102.22000000
0.023663527355
Long
ABS-MBS
CORP
US
Y
2
2029-01-15
Floating
4.94914000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179USV5
203983.28510000
PA
USD
201065.25000000
0.009629410375
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC
161175CG7
2976000.00000000
PA
USD
1760854.56000000
0.084330788980
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNNT5
2373772.41590000
PA
USD
1941054.40000000
0.092960913822
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QL66
442055.15470000
PA
USD
429979.83000000
0.020592579951
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36196FZG2
56236.82410000
PA
USD
52102.85000000
0.002495307987
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVLW3
1128154.28490000
PA
USD
934378.59000000
0.044749228863
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCC3
275000.00000000
PA
USD
219550.65000000
0.010514712547
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3129414T1
16686.28900000
PA
USD
16215.67000000
0.000776600337
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.00000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP
30161NAZ4
180000.00000000
PA
USD
165628.80000000
0.007932289070
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUS
446413AL0
1192000.00000000
PA
USD
1075780.00000000
0.051521220565
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJC97
584658.00990000
PA
USD
547594.91000000
0.026225397514
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LIMITED
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD
36321PAE0
222301.90000000
PA
USD
178646.70000000
0.008555741911
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
UNITED AIR LINES, INC.
N/A
UNITED AIR 2019 2 B PTT
90932KAA7
330416.12600000
PA
USD
279561.45000000
0.013388747817
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KYSR1
469399.32510000
PA
USD
437163.81000000
0.020936634886
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307NN26
15251.13800000
PA
USD
14539.50000000
0.000696325258
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
AMER AIRLINE 17 1 AA PTT
023761AA7
159223.75000000
PA
USD
140871.46000000
0.006746611353
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJL4
1134000.00000000
PA
USD
868115.56000000
0.041575761998
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Banco Latinoamericano de Comercio Exterior, S.A.
549300CN3134K4LC0651
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA
05968CAC6
270000.00000000
PA
USD
246263.49000000
0.011794043006
Long
DBT
PA
Y
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
TEXAS ST
N/A
STATE OF TEXAS
882724YC5
430000.00000000
PA
USD
304091.70000000
0.014563549747
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
2.75400000
N
N
N
N
N
N
DUKE ENERGY FLORIDA, LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
26444HAJ0
955000.00000000
PA
USD
763384.03000000
0.036559962990
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
Piedmont Natural Gas Company, Inc.
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NATURAL GAS CO INC
720186AN5
500000.00000000
PA
USD
408313.00000000
0.019554912837
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.50000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL COMMERCIAL MORTGAGE TRUST
12652UAU3
210000.00000000
PA
USD
195551.85000000
0.009365362802
Long
ABS-MBS
CORP
US
N
2
2051-04-15
Variable
4.03310000
N
N
N
N
N
N
ACEN MORTGAGE TRUST
N/A
ALEN 2021 ACEN MORTGAGE TRUST
01449NAA4
2810000.00000000
PA
USD
2722036.66000000
0.130363690667
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
5.46786000
N
N
N
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477BA0
1415000.00000000
PA
USD
1315950.00000000
0.063023434347
Long
DBT
CORP
US
N
2
2199-12-31
Fixed
5.62500000
N
N
N
N
N
BX TRUST
N/A
BX TRUST 2021 MFM1
05608VAA4
1120000.00000000
PA
USD
1084046.91000000
0.051917139148
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
5.01786000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEY7
1500000.00000000
PA
USD
1576104.00000000
0.075482721204
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638DP4
129000.00000000
PA
USD
94884.14000000
0.004544188128
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WH3T7
182793.72300000
PA
USD
171994.86000000
0.008237172208
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XDY42
720686.27920000
PA
USD
595208.78000000
0.028505719419
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
VOYA CLO
N/A
VOYA CLO 2017 3 LTD
92915QAU7
1000000.00000000
PA
USD
969634.00000000
0.046437679805
Long
ABS-MBS
CORP
US
Y
2
2034-04-20
Floating
5.28257000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810PU6
10000000.00000000
PA
USD
11212500.00000000
0.536988683177
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KYYM0
2801276.40640000
PA
USD
2292636.38000000
0.109798866506
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F0JT2
1141839.32400000
PA
USD
1069368.86000000
0.051214178458
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S P GLOBAL INC
78409VBE3
162000.00000000
PA
USD
126736.81000000
0.006069675158
Long
DBT
CORP
US
Y
2
2062-03-01
Fixed
3.90000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46591NBC0
94397.19600000
PA
USD
92086.50000000
0.004410203645
Long
ABS-MBS
CORP
US
Y
2
2050-06-25
Floating
5.38871000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING PTL
709599AZ7
478000.00000000
PA
USD
461077.37000000
0.022081902319
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
REGIONAL MANAGEMENT ISSUANCE TRUST
N/A
REGIONAL MANAGEMENT ISSUANCE TRUST
75907UAA7
2009000.00000000
PA
USD
1707855.72000000
0.081792570268
Long
ABS-MBS
CORP
US
Y
2
2033-08-15
Fixed
1.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31385XAZ0
39468.98400000
PA
USD
40312.68000000
0.001930653551
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46625HRS1
2000.00000000
PA
USD
1888.63000000
0.000090450206
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJH35
81581.52010000
PA
USD
74312.35000000
0.003558964635
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335BAA4
47291.51020000
PA
USD
45636.18000000
0.002185606439
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DM2S3
1096368.18010000
PA
USD
910072.79000000
0.043585176285
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU
715638DF6
245000.00000000
PA
USD
203859.11000000
0.009763213826
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEU1
12997000.00000000
PA
USD
12566474.38000000
0.601833179887
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
UNITED AIR LINES, INC.
N/A
UNITED AIR 2019 2 AA PTT
90932JAA0
446684.82000000
PA
USD
362013.03000000
0.017337516189
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
2.70000000
N
N
N
N
N
N
DELL INTERNATIONAL L.L.C.
N/A
DELL INT LLC EMC CORP
24703DBG5
541000.00000000
PA
USD
332706.34000000
0.015933961150
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
BALTIMORE GAS AND ELECTRIC COMPANY
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS ELECTRIC
059165EJ5
1216000.00000000
PA
USD
947530.30000000
0.045379090128
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241KZW1
112601.50900000
PA
USD
114773.91000000
0.005496748342
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132WGJZ1
572850.40500000
PA
USD
506032.95000000
0.024234913486
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVMA0
24165895.94690000
PA
USD
21563627.69000000
1.032724551863
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES, INC.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AY5
2584000.00000000
PA
USD
2105166.71000000
0.100820575203
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Romania
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
N/A
60000.00000000
PA
49361.67000000
0.002364027484
Long
DBT
NUSS
RO
Y
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2020 B
78449XAA0
1721361.92000000
PA
USD
1554606.02000000
0.074453140650
Long
ABS-MBS
CORP
US
Y
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND
09261HAK3
942000.00000000
PA
USD
792759.88000000
0.037966830237
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X82Y2
4948704.39000000
PA
USD
4444982.15000000
0.212878939707
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY
917288BK7
1034264.00000000
PA
USD
1027799.85000000
0.049223356791
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMUR4
5640415.75440000
PA
USD
5085218.58000000
0.243541121867
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAT8
639000.00000000
PA
USD
444682.66000000
0.021296727404
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CB3
2871000.00000000
PA
USD
1864481.95000000
0.089293708551
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP
126408GY3
293000.00000000
PA
USD
247013.65000000
0.011829969644
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC
40434LAJ4
344000.00000000
PA
USD
269929.23000000
0.012927441852
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNE40
582718.47420000
PA
USD
498663.97000000
0.023881998537
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBL6
1448000.00000000
PA
USD
1097594.14000000
0.052565942644
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312943Q63
15993.59400000
PA
USD
15548.32000000
0.000744639632
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M9WN8
254181.33800000
PA
USD
257730.83000000
0.012343236478
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83B1
1410996.57000000
PA
USD
1317739.90000000
0.063109156180
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EQD25
14971.78250000
PA
USD
14391.62000000
0.000689242994
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410KFF6
22615.76100000
PA
USD
23004.84000000
0.001101747044
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H030617
3295700.00000000
PA
USD
2937807.58000000
0.140697384509
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RVE6
153084.30190000
PA
USD
155698.51000000
0.007456707947
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
5.00000000
N
N
N
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LBR9
107000.00000000
PA
USD
79873.90000000
0.003825318205
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.95000000
N
N
N
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC
285512AE9
293000.00000000
PA
USD
230911.25000000
0.011058794030
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M9MM3
67339.36080000
PA
USD
63092.67000000
0.003021632087
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONT GAS PIPE LINE
893574AH6
2610000.00000000
PA
USD
2784353.22000000
0.133348153320
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJK6
5787000.00000000
PA
USD
5163306.08000000
0.247280885863
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UQ62
19155.34870000
PA
USD
18881.18000000
0.000904256854
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.50000000
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBE5
2299000.00000000
PA
USD
2001916.32000000
0.095875710903
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TC2
2795000.00000000
PA
USD
2011089.84000000
0.096315048823
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132D6NY2
1226397.38220000
PA
USD
1100209.64000000
0.052691204084
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENERGY HOUSTON ELECTRIC LLC
15189XAW8
695000.00000000
PA
USD
510821.53000000
0.024464248002
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417F2C1
36290.76760000
PA
USD
33964.53000000
0.001626628159
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XCA7
1892000.00000000
PA
USD
1471370.56000000
0.070466830722
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
1.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE CO
46647PAP1
1633000.00000000
PA
USD
1621642.49000000
0.077663649078
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.55900000
N
N
N
N
N
N
ONE LINCOLN STREET COMMERCIAL MORTGAGE TRUST
N/A
ONE LINCOLN STREET COMMERCIAL MORTGAGE
68241FAA0
2487884.49800000
PA
USD
2490770.47000000
0.119287897862
Long
ABS-MBS
CORP
US
Y
2
2030-10-15
Variable
5.72400000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WG44
6847590.71720000
PA
USD
6107155.05000000
0.292483669855
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3622A2AJ1
45347.30000000
PA
USD
45303.78000000
0.002169687149
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
4.50000000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC
N/A
COLLEGE AVENUE STUDENT LOANS LLC
19424KAA1
143442.14800000
PA
USD
143189.72000000
0.006857637385
Long
ABS-MBS
CORP
US
Y
2
2051-07-25
Floating
5.48871000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398STJ2
2680000.00000000
PA
USD
2553223.38000000
0.122278890584
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XHHS9
33463207.37700000
PA
USD
27370695.06000000
1.310836432366
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W9F88
106965.54130000
PA
USD
100089.86000000
0.004793500300
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST
N/A
ONE NEW YORK PLAZA TRUST 2020 1NYP
68249DAA7
1510000.00000000
PA
USD
1427102.24000000
0.068346733789
Long
ABS-MBS
CORP
US
Y
2
2026-01-15
Floating
5.26786000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIR 2016 2 AA PTT
90932EAA1
165530.30160000
PA
USD
140383.77000000
0.006723254920
Long
DBT
CORP
US
N
2
2030-04-07
Fixed
2.87500000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBV2
2265000.00000000
PA
USD
1986395.94000000
0.095132409372
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
AES Panama Generation Holding, S.R.L.
N/A
AES PANAMA GENERATION HOLDINGS SRL
00109AAB3
270000.00000000
PA
USD
233550.00000000
0.011185168959
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
Emirate of Abu Dhabi
213800FER4348CINTA77
ABU DHABI GOVT INTL
29135LAJ9
200000.00000000
PA
USD
170173.00000000
0.008149919748
Long
DBT
AE
Y
2
2050-04-16
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XYBY9
136018.65480000
PA
USD
125697.25000000
0.006019888584
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
AMER AIRLINE 16 3 AA PTT
023771R91
384906.96900000
PA
USD
329819.85000000
0.015795721465
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO BUND FUTURE MAR23
N/A
-53.00000000
NC
464085.51000000
0.022225968062
N/A
DIR
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
Bundesrepublik Deutschland
Euro-Bund Future Mar 2023
2023-03-08
-8004639.07000000
EUR
464085.51000000
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST
94989XBC8
1015000.00000000
PA
USD
963720.58000000
0.046154474488
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.71800000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAZ6
622000.00000000
PA
USD
571497.33000000
0.027370131431
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION STRIP
31358DDR2
3901000.00000000
PA
USD
2832746.26000000
0.135665791209
Long
ABS-MBS
USGSE
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP
482480AN0
1038000.00000000
PA
USD
1013631.91000000
0.048544826272
Long
DBT
CORP
US
N
2
2062-07-15
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QM3K8
1485410.97590000
PA
USD
1225265.92000000
0.058680395355
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3617BFTR3
247708.54000000
PA
USD
245361.29000000
0.011750834873
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.50000000
N
N
N
N
N
N
THE FEDERAL HOME LOAN BANKS
N/A
FEDERAL HOME LOAN BANK
3130AEC81
4080000.00000000
PA
USD
3754852.56000000
0.179827275961
Long
DBT
USGSE
US
N
2
2033-05-16
Fixed
3.56000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SF6
8700000.00000000
PA
USD
7221000.00000000
0.345827895761
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132XWBS9
92794.72000000
PA
USD
86995.95000000
0.004166407191
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XCQN5
241116.77900000
PA
USD
235871.61000000
0.011296355429
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83D7
239405.04000000
PA
USD
225430.71000000
0.010796320188
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGR43
823357.78810000
PA
USD
673689.11000000
0.032264296816
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion S.A.
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA
151191BJ1
260000.00000000
PA
USD
244313.16000000
0.011700637865
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
30 DAY FEDERAL FUNDS FUTURE DEC22
N/A
30 DAY FEDERAL FUNDS FUTURE DEC22
N/A
-24.00000000
NC
USD
-1535.40000000
-0.00007353332
N/A
DCO
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
Fed Fund Futures
Fed Funds 30 Day Future (Composite) Dec 2022
2023-01-01
-9588981.78000000
USD
-1535.40000000
N
N
N
BA CREDIT CARD TRUST
N/A
BANK OF AMERICA CREDIT CARD TRUST
05522RDF2
5977000.00000000
PA
USD
6043073.94000000
0.289414699432
Long
ABS-MBS
CORP
US
N
2
2028-04-17
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WF4T0
2988.85800000
PA
USD
2914.41000000
0.000139576828
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH MCLENNAN COS INC
571748BL5
480000.00000000
PA
465219.62000000
0.022280282821
Long
DBT
CORP
US
N
2
2026-09-21
Fixed
1.34900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRR8
659441.69000000
PA
USD
596984.62000000
0.028590767890
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
1090000.00000000
PA
755808.93000000
0.036197176548
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.40800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EW4P7
85712.33910000
PA
USD
78617.96000000
0.003765168768
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO
88579YAM3
785000.00000000
PA
835782.36000000
0.040027261442
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J74X0
779718.79350000
PA
USD
741215.43000000
0.035498265124
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XADR0
5676987.20000000
PA
USD
5299290.37000000
0.253793441030
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BL2
1085000.00000000
PA
USD
1051056.86000000
0.050337180753
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XBQ8
4507307.78730000
PA
USD
3910445.49000000
0.187278927474
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
2.50000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGRGY CAROLINAS
26442CAR5
718000.00000000
PA
USD
569420.67000000
0.027270676098
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
3.87500000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS SECURITIZATION TRUST 2022 3
92538UAA9
2788915.89000000
PA
USD
2611503.75000000
0.125070052158
Long
ABS-MBS
CORP
US
Y
2
2067-02-25
Fixed
4.11968000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132JNXG7
49348.99500000
PA
USD
47886.53000000
0.002293380128
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST
95000JAY4
8673210.26800000
PA
USD
223747.32000000
0.010715699329
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Variable
0.83201000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
N/A
810000.00000000
PA
739101.59000000
0.035397029168
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KFAD4
181422.64110000
PA
USD
169546.43000000
0.008119912078
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFLJ3
57587.13900000
PA
USD
55468.12000000
0.002656477388
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERM49
94737.05910000
PA
USD
90818.39000000
0.004349471362
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36241L6V3
36610.85300000
PA
USD
36366.97000000
0.001741685737
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.50000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
J P MORGAN MORTGAGE TRUST 2022 INV3
46593FAD4
2403353.12000000
PA
USD
2010179.45000000
0.096271448455
Long
ABS-MBS
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H050615
4174000.00000000
PA
USD
4135520.94000000
0.198058233562
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EW4N2
115972.46670000
PA
USD
108616.57000000
0.005201861216
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EEHB8
11344.86120000
PA
USD
10817.24000000
0.000518058904
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
NATIONAL RETAIL PROPERTIES, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROP INC
637417AQ9
1548000.00000000
PA
USD
1037554.74000000
0.049690537663
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENABLE MIDSTREAM PARTNER
292480AH3
711000.00000000
PA
USD
693694.97000000
0.033222416808
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CF4
1461000.00000000
PA
USD
1240339.33000000
0.059402290613
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WPHP2
22687.64800000
PA
USD
20459.62000000
0.000979851451
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410KEN0
46075.63200000
PA
USD
46265.12000000
0.002215727613
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION, LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION
33767BAC3
637000.00000000
PA
USD
519372.85000000
0.024873787540
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TD0
629000.00000000
PA
USD
441774.22000000
0.021157436491
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE
168863CE6
200000.00000000
PA
USD
157586.60000000
0.007547132291
Long
DBT
NUSS
CL
N
2
2047-06-21
Fixed
3.86000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFK47
48684.43100000
PA
USD
46138.50000000
0.002209663532
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830AR0
188000.00000000
PA
USD
205589.47000000
0.009846084171
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
6.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFM8
2033000.00000000
PA
USD
2043165.00000000
0.097851191336
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO
460146CK7
349000.00000000
PA
USD
305665.72000000
0.014638932662
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BW8
1115000.00000000
PA
USD
1091047.57000000
0.052252414528
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F5BJ1
80515.14520000
PA
USD
74600.52000000
0.003572765663
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III
254900G208H6Q0L5B953
PERUSAHAAN PENERBIT SBSN INDONESIA III
71567PAU4
200000.00000000
PA
USD
198000.00000000
0.009482609522
Long
DBT
ID
Y
2
2027-06-06
Fixed
4.40000000
N
N
N
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBV6
160000.00000000
PA
USD
159618.40000000
0.007644439190
Long
DBT
CORP
US
N
2
2025-12-08
Fixed
5.00000000
N
N
N
N
N
N
Northern States Power Company (Minnesota)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO MN
665772CS6
1070000.00000000
PA
USD
690072.96000000
0.033048951624
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CODELCO INC
N/A
404000.00000000
PA
USD
381024.52000000
0.018248013846
Long
DBT
CORP
CL
Y
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418MT51
25783.12000000
PA
USD
27591.90000000
0.001321430372
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2000000.00000000
PA
1867154.72000000
0.089421712765
Long
DBT
CORP
FR
Y
2
2027-04-13
Fixed
0.25000000
N
N
N
N
N
N
BHSH SYSTEM
5493002M6WR7Y63L2862
BHSH SYSTEM OBLIGATED GROUP
84765EAA6
965000.00000000
PA
USD
701585.88000000
0.033600328012
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
3.48700000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T MOBILE USA INC
87264ABN4
2779000.00000000
PA
USD
1874038.10000000
0.089751371375
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJEN4
203956.06190000
PA
USD
187105.29000000
0.008960840427
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
NATIONAL RETAIL PROPERTIES, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES INC
637417AR7
402000.00000000
PA
USD
240090.88000000
0.011498424570
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBQ3
4310000.00000000
PA
USD
3843307.81000000
0.184063571900
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZQ6
3120000.00000000
PA
USD
2475525.00000000
0.118557762311
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
AIMCO CLO
N/A
AIMCO
00900CAL8
2000000.00000000
PA
USD
1944258.00000000
0.093114340528
Long
ABS-MBS
CORP
US
Y
2
2034-04-20
Floating
5.29257000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SN9
10975000.00000000
PA
USD
5965941.41000000
0.285720670828
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING
29278NAM5
1007000.00000000
PA
USD
1009943.46000000
0.048368179145
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F050619
7486000.00000000
PA
USD
7381897.81000000
0.353533608413
Long
ABS-MBS
USGSE
US
N
2
2053-01-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418U4M3
43943.42300000
PA
USD
42948.16000000
0.002056871873
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fresenius Finance Ireland Public Limited Company
549300GFSOR556BX2290
FRESENIUS FINANCE IRELAND PLC
N/A
390000.00000000
PA
288259.05000000
0.013805292992
Long
DBT
CORP
IE
Y
2
2031-10-01
Fixed
0.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402Q2V2
23334.01210000
PA
USD
23591.31000000
0.001129834246
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION
25179MAN3
619000.00000000
PA
USD
526375.94000000
0.025209179297
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620C1RN8
27388.48700000
PA
USD
27442.33000000
0.001314267170
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBH7
1560000.00000000
PA
USD
1261063.44000000
0.060394809012
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC
928563AK1
361000.00000000
PA
USD
295065.16000000
0.014131250989
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV
12594KAB8
1119000.00000000
PA
USD
1052018.90000000
0.050383254741
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIR 2015 1 AA PTT
90932LAA5
10285.59200000
PA
USD
9145.33000000
0.000437987845
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132M6SF8
13508.70500000
PA
USD
12762.76000000
0.000611233684
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DNAY9
7303905.51990000
PA
USD
6208927.74000000
0.297357764195
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FJQ0
20422.29020000
PA
USD
20424.82000000
0.000978184811
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RT7
22700000.00000000
PA
USD
16195031.25000000
0.775611906795
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RGQ9
2753000.00000000
PA
USD
2599421.14000000
0.124491392195
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L73E0
229838.38820000
PA
USD
196850.72000000
0.009427568242
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
969457BB5
240000.00000000
PA
USD
262330.80000000
0.012563538091
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBQ7
1147000.00000000
PA
USD
839756.55000000
0.040217593219
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KFAC6
57272.02700000
PA
USD
53538.33000000
0.002564055948
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WB6N0
226011.82300000
PA
USD
217745.69000000
0.010428269461
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEBK7
3068532.86160000
PA
USD
2651802.20000000
0.127000024207
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KE3D5
64931.53100000
PA
USD
60689.11000000
0.002906520870
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Gobierno de Chile
549300FLZTJM5YJF8D34
REPUBLIC OF CHILE
168863DN5
1560000.00000000
PA
USD
1283426.04000000
0.061465797919
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV NXP FUNDING LLC NXP USA INC
62954HBA5
2838000.00000000
PA
USD
2242403.13000000
0.107393097340
Long
DBT
CORP
NL
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVL60
8293273.35000000
PA
USD
6892585.43000000
0.330099475918
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MFCX4
316485.52050000
PA
USD
294440.06000000
0.014101313720
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP
30161NAY7
898000.00000000
PA
USD
794622.24000000
0.038056022321
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134A4CP7
197000.00000000
PA
USD
137415.38000000
0.006581092883
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFY2
998000.00000000
PA
USD
993633.75000000
0.047587075047
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
DLZO3A31IADZ27B62557
MASS INSTITUTE OF TECH
575718AB7
360000.00000000
PA
USD
313037.64000000
0.014991988413
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.67800000
N
N
N
N
N
N
AMEREN ILLINOIS COMPANY
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS CO
02361DAU4
762000.00000000
PA
USD
545365.69000000
0.026118635783
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHT9
3133000.00000000
PA
USD
2936269.53000000
0.140623724269
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132JADY8
73544.95940000
PA
USD
68091.07000000
0.003261015296
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAH7
689000.00000000
PA
USD
524990.44000000
0.025142824977
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Gobierno De La Republica De Panama
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299BK9
655000.00000000
PA
USD
564118.75000000
0.027016756719
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
GALAXY CLO, LTD
N/A
GALAXY XXVII CLO LTD
36320UAC4
1122000.00000000
PA
USD
1098313.37000000
0.052600387984
Long
ABS-MBS
CORP
US
Y
2
2031-05-16
Floating
5.66386000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312944SL6
22737.43800000
PA
USD
22107.03000000
0.001058749157
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
UNITED AIRLINES 2018 1 B PTT
90932NAA1
234122.75000000
PA
USD
213539.38000000
0.010226821000
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
4.60000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2022 C
78449CAB4
1956322.67000000
PA
USD
1944690.90000000
0.093135072961
Long
ABS-MBS
CORP
US
Y
2
2050-05-16
Floating
5.06771000
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AM7
262000.00000000
PA
USD
216750.24000000
0.010380595402
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAD5
825000.00000000
PA
USD
620400.83000000
0.029712216253
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.81700000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AR8
258000.00000000
PA
USD
254365.30000000
0.012182054625
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAV2
2748000.00000000
PA
USD
2620547.76000000
0.125503187589
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418EAB6
2371808.88650000
PA
USD
1995769.17000000
0.095581311796
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620AXKG2
124513.13160000
PA
USD
119230.95000000
0.005710204756
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967ME8
3659000.00000000
PA
USD
3298497.03000000
0.157971511848
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING
29278NAH6
266000.00000000
PA
USD
262550.51000000
0.012574060435
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QK5J3
6432894.56000000
PA
USD
5691819.19000000
0.272592418436
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FPF7
132890.79700000
PA
USD
129257.97000000
0.006190418470
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCN3
1731000.00000000
PA
USD
1485987.34000000
0.071166857072
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.27300000
N
N
N
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC
N/A
870000.00000000
PA
882319.23000000
0.042256003697
Long
DBT
CORP
GB
Y
2
2025-10-06
Fixed
2.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WDR6
6001403.42450000
PA
USD
5233789.60000000
0.250656480296
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBL4
1493000.00000000
PA
USD
1187447.10000000
0.056869177665
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC
928563AL9
1164000.00000000
PA
USD
888498.66000000
0.042551948757
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FQ6
269000.00000000
PA
USD
214874.24000000
0.010290750072
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89100000
N
N
N
N
N
N
NORTHERN NATURAL GAS COMPANY
5493007M02M6CT9EXE41
NORTHERN NATURAL GAS CO
665501AL6
770000.00000000
PA
USD
612484.18000000
0.029333072310
Long
DBT
CORP
US
Y
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WKLB9
323816.30880000
PA
USD
304500.10000000
0.014583108827
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEV3
287000.00000000
PA
USD
295819.80000000
0.014167392183
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJD2
6244000.00000000
PA
USD
5625469.36000000
0.269414794548
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC
549300S8SEQBOJLKHW63
CENTERPOINT ENER HOUSTON
15189XAS7
176000.00000000
PA
USD
143646.27000000
0.006879502463
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDZ2
1099000.00000000
PA
USD
752531.46000000
0.036040212062
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERHD5
24704.28570000
PA
USD
22464.38000000
0.001075863352
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
3.00000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST
12625FAS5
1279058.00000000
PA
USD
1268795.82000000
0.060765127902
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.31400000
N
N
N
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC
00846UAN1
958000.00000000
PA
USD
775595.84000000
0.037144810595
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BS7
259000.00000000
PA
USD
221584.60000000
0.010612122413
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FVG8
123386.51900000
PA
USD
127954.52000000
0.006127993685
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVLU7
2079083.81430000
PA
USD
1721906.78000000
0.082465503174
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
MADISON PARK FUNDING, LTD.
N/A
MADISON PARK FUNDING XXXV LTD
55819MAN6
1000000.00000000
PA
USD
972105.90000000
0.046556063959
Long
ABS-MBS
CORP
US
Y
2
2032-04-20
Floating
5.23257000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KPKT4
2948866.54960000
PA
USD
2846270.29000000
0.136313483611
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513EAD3
533000.00000000
PA
USD
444786.37000000
0.021301694280
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GGF0
2766999.97000000
PA
USD
2583027.68000000
0.123706277145
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307M2W5
88481.56100000
PA
USD
85415.39000000
0.004090711063
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
3.00000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI, LLC
54930043I78H35DVVW89
ENTERGY MISSISSIPPI LLC
29366WAA4
450000.00000000
PA
USD
349521.75000000
0.016739284216
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179XDA1
249024.55000000
PA
USD
216239.01000000
0.010356111592
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140MNP75
650665.07700000
PA
USD
597933.45000000
0.028636209225
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
AHS HOSPITAL CORP.
549300D7W3C9Z4RGJG34
AHS HOSPITAL CORP
001306AC3
275000.00000000
PA
USD
171936.05000000
0.008234355681
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
2.78000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T MOBILE USA INC
87264ABD6
11257000.00000000
PA
USD
10637696.15000000
0.509460195997
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
THE QUEEN'S HEALTH SYSTEMS
5493002Y81US5EEDOV69
QUEEN S HEALTH SYSTEMS THE
74825QAB6
520000.00000000
PA
USD
481612.56000000
0.023065372967
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.81000000
N
N
N
N
N
N
THE ISRAEL ELECTRIC CORP. LTD.
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD
465077AL9
285000.00000000
PA
USD
268739.90000000
0.012870482498
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WQA9
6201982.58290000
PA
USD
5388974.98000000
0.258088613438
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31416YVG0
14665.73000000
PA
USD
14530.72000000
0.000695904766
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECA1
1880000.00000000
PA
USD
1791250.84000000
0.085786526627
Long
DBT
RF
GB
N
2
2033-08-09
Fixed
5.74600000
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBU9
2242000.00000000
PA
USD
1998709.37000000
0.095722123759
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFUZ2
323632.26000000
PA
USD
268912.58000000
0.012878752483
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY, LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC
00115AAL3
565000.00000000
PA
USD
394329.89000000
0.018885234191
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.15000000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP.
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RESOURCES CORP
15189YAF3
1542000.00000000
PA
USD
1203933.46000000
0.057658741878
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EPJ54
66970.70100000
PA
USD
64503.73000000
0.003089210526
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKK4
2442000.00000000
PA
USD
1971480.32000000
0.094418070987
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY
68233JBG8
383000.00000000
PA
USD
326435.50000000
0.015633638286
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.10000000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST
05608MAA4
3350000.00000000
PA
USD
2658576.75000000
0.127324470734
Long
ABS-MBS
CORP
US
Y
2
2044-03-09
Fixed
2.84300000
N
N
N
N
N
N
RELX Capital Inc.
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAD4
1797000.00000000
PA
USD
1540012.83000000
0.073754244072
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137BBFC9
985953.60460000
PA
USD
943882.87000000
0.045204407530
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
718286CN5
1725000.00000000
PA
USD
1408869.60000000
0.067473536791
Long
DBT
NUSS
PH
N
2
2032-01-06
Fixed
1.95000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83A3
1849251.94000000
PA
USD
1653908.26000000
0.079208920279
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL
034863AR1
2171000.00000000
PA
USD
2110012.27000000
0.101052638604
Long
DBT
CORP
GB
Y
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST
78448YAB7
3677885.29000000
PA
USD
3481905.49000000
0.166755303814
Long
ABS-MBS
CORP
US
Y
2
2053-01-15
Floating
4.60314000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DV6T7
1967893.18210000
PA
USD
1511105.01000000
0.072369791702
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
1.50000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBN9
3000000.00000000
PA
2745697.41000000
0.131496850532
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS
92343VEU4
2123000.00000000
PA
USD
1994312.23000000
0.095511536074
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RGL0
375000.00000000
PA
USD
357064.13000000
0.017100503632
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FAN1
195000.00000000
PA
USD
183919.71000000
0.008808276734
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFT6
2288000.00000000
PA
USD
1557061.79000000
0.074570752306
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING PTL
709599BB9
870000.00000000
PA
USD
852685.26000000
0.040836774575
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
478000.00000000
PA
USD
367142.72000000
0.017583187134
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
NEW JERSEY ST TRANSN TR FD AUTH
N/A
NEW JERSEY ST TRANSPRTN TRUST FUND
6461366S5
270000.00000000
PA
USD
214344.90000000
0.010265398938
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13100000
N
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV NXP FUNDING LLC NXP USA INC
62954HAV0
4280000.00000000
PA
USD
3979454.12000000
0.190583886525
Long
DBT
CORP
NL
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
BHARTI AIRTEL LIMITED
335800KQ1FPKOQ84OR26
BHARTI AIRTEL LTD
08860HAC8
280000.00000000
PA
USD
237310.64000000
0.011365273407
Long
DBT
CORP
IN
Y
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC
26442CBC7
259000.00000000
PA
USD
189837.94000000
0.009091712411
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AH8
260000.00000000
PA
USD
256750.00000000
0.012296262600
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q8VY8
645.96990000
PA
USD
598.54000000
0.000028665258
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT
69370PAF8
270000.00000000
PA
USD
234900.00000000
0.011249823115
Long
DBT
CORP
ID
Y
2
2030-01-21
Fixed
3.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q9YZ0
162128.85000000
PA
USD
159324.23000000
0.007630350810
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KJSE3
785748.14560000
PA
USD
603416.66000000
0.028898810939
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNNX6
1653766.59970000
PA
USD
1353294.82000000
0.064811951245
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING
29278NAG8
1725000.00000000
PA
USD
1673056.80000000
0.080125981530
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUS
446413AT3
360000.00000000
PA
USD
326271.96000000
0.015625806034
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS
92343VFL3
466000.00000000
PA
USD
361945.93000000
0.017334302638
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST
N/A
SMB PRIVATE EDUCATION LOAN TRUST
78448YAD3
490000.00000000
PA
USD
411754.11000000
0.019719714365
Long
ABS-MBS
CORP
US
Y
2
2053-01-15
Fixed
2.31000000
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN TRUST
N/A
NELNET STUDENT LOAN TRUST 2021 A
64035DAD8
3182955.10000000
PA
USD
2806127.46000000
0.134390964510
Long
ABS-MBS
CORP
US
Y
2
2062-04-20
Fixed
1.36000000
N
N
N
N
N
N
LEIDOS, INC.
5493006I78VIN6J1BQ95
LEIDOS INC
52532XAF2
2555000.00000000
PA
USD
2309081.25000000
0.110586443682
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGKA4
1068429.95000000
PA
USD
986062.82000000
0.047224488315
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A7UM9
13608.17390000
PA
USD
12210.43000000
0.000584781514
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
BSPRT ISSUER, LTD.
N/A
BSPRT 2021 FL7 ISSUER LTD
05602CAA2
1540000.00000000
PA
USD
1471251.63000000
0.070461134931
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Floating
5.63786000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HMP40
50797.21000000
PA
USD
50072.03000000
0.002398048022
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620AR4C2
12876.40100000
PA
USD
12887.42000000
0.000617203897
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PDC7
1878000.00000000
PA
USD
1737240.14000000
0.083199847950
Long
DBT
CORP
US
N
2
2033-04-26
Fixed
4.58600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ET2L9
240888.66800000
PA
USD
242990.40000000
0.011637288287
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QQFA8
393611.49360000
PA
USD
359581.25000000
0.017221053461
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132GKD37
26186.88800000
PA
USD
25436.28000000
0.001218193489
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RHJ4
1173000.00000000
PA
USD
1116135.31000000
0.053453915751
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BE7
536000.00000000
PA
USD
437770.50000000
0.020965690464
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
AMER AIRLINES 15 2 AA PTT
02377BAB2
458858.64780000
PA
USD
407577.98000000
0.019519711284
Long
DBT
CORP
US
N
2
2029-03-22
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36196FZH0
146060.20930000
PA
USD
137391.09000000
0.006579929587
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM
N/A
SOCIAL PROFESSIONAL LOAN PROGRAM LLC
83406TAB8
1173484.43000000
PA
USD
1042780.31000000
0.049940800491
Long
ABS-MBS
CORP
US
Y
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DH0
1470000.00000000
PA
USD
1396330.95000000
0.066873036175
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WKK87
315403.37000000
PA
USD
297731.23000000
0.014258934326
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QT8
29385000.00000000
PA
USD
25528218.75000000
1.222596617205
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29273RBD0
269000.00000000
PA
USD
260905.52000000
0.012495278628
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
FRESB MORTGAGE TRUST
N/A
FRESB MULTIFAMILY MORTGAGE PASS THROUGH
30308GAH3
1045467.45000000
PA
USD
968377.39000000
0.046377498280
Long
ABS-MBS
CORP
US
N
2
2039-01-25
Variable
3.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5E0
435000.00000000
PA
USD
530852.25000000
0.025423558589
Long
DBT
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJDN5
339983.77200000
PA
USD
311911.85000000
0.014938072115
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
de Volksbank N.V.
724500A1FNICHSDF2I11
DE VOLKSBANK NV
N/A
300000.00000000
PA
290508.61000000
0.013913028845
Long
DBT
CORP
NL
Y
2
2030-10-22
Fixed
1.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GYJX8
305707.25020000
PA
USD
283349.89000000
0.013570183661
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVLH6
630669.08510000
PA
USD
524286.07000000
0.025109091312
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617B9SG2
15369.66750000
PA
USD
14786.84000000
0.000708170857
Long
ABS-MBS
USGA
US
N
2
2047-09-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CED9
1595000.00000000
PA
USD
1507275.00000000
0.072186364988
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DVL78
889560.47730000
PA
USD
796495.51000000
0.038145736907
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFZ9
22114000.00000000
PA
USD
22024161.88000000
1.054780440224
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E1RT2
4566.72200000
PA
USD
4398.67000000
0.000210660959
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CWS9
13858.13330000
PA
USD
12842.90000000
0.000615071746
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137F84J9
4510000.00000000
PA
USD
335484.38000000
0.016067006951
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
1.36401000
N
N
N
N
N
N
ELMWOOD CLO
N/A
ELMWOOD CLO II LTD
29001LAL5
4750000.00000000
PA
USD
4637634.00000000
0.222105415805
Long
ABS-MBS
CORP
US
Y
2
2034-04-20
Floating
5.39257000
N
N
N
N
N
N
LIFE MORTGAGE TRUST
N/A
LIFE 2021 BMR MORTGAGE TRUST
53218CAA8
1503944.33000000
PA
USD
1456775.63000000
0.069767850812
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
5.01786000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FMDA1
192291.94110000
PA
USD
174843.22000000
0.008373585772
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
Banco de Sabadell, S.A.
SI5RG2M0WQQLZCXKRM20
BANCO DE SABADELL SA
N/A
900000.00000000
PA
859128.56000000
0.041145356888
Long
DBT
CORP
ES
Y
2
2027-03-11
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WTV37
28094.35030000
PA
USD
27190.16000000
0.001302190253
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE CO
46647PBD7
1318000.00000000
PA
USD
1189729.60000000
0.056978491080
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417GTW6
7448.53700000
PA
USD
6826.07000000
0.000326913921
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179UPB2
451948.35650000
PA
USD
445484.77000000
0.021335142030
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017CY3
2427000.00000000
PA
USD
2331106.80000000
0.111641290602
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M9ZF2
53784.97900000
PA
USD
54477.80000000
0.002609049015
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST
61690YBU5
1540000.00000000
PA
USD
1405427.35000000
0.067308680666
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.04900000
N
N
N
N
N
N
PROLOGIS, L.P.
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBR1
722000.00000000
PA
USD
549289.66000000
0.026306562426
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBR5
562000.00000000
PA
USD
467505.88000000
0.022389776310
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132JMGP8
119240.75400000
PA
USD
109327.21000000
0.005235895164
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NDR6
158947.44100000
PA
USD
151586.93000000
0.007259796292
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION
25179MAL7
854000.00000000
PA
USD
800366.24000000
0.038331113781
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36230NZ81
16064.78800000
PA
USD
16172.62000000
0.000774538587
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DTQ5
2283198.38100000
PA
USD
1872418.73000000
0.089673816559
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFZF6
55168.37400000
PA
USD
50609.36000000
0.002423781813
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD
55608JAN8
2000.00000000
PA
USD
1890.00000000
0.000090515818
Long
DBT
CORP
AU
Y
2
2029-03-27
Fixed
4.65400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L73Z3
123205.28210000
PA
USD
105462.90000000
0.005050825756
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138Y4BK4
18312.52300000
PA
USD
17747.93000000
0.000849983282
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417F4J4
52003.71600000
PA
USD
45796.94000000
0.002193305552
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A5H40
401641.76040000
PA
USD
372449.81000000
0.017837354115
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
N/A
US 10 YEAR US TREASURY NOTE FUTURES MAR13
N/A
-9.00000000
NC
USD
31625.06000000
0.001514586338
N/A
DIR
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
United States of America
CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Composite Bond Future Mar 2023
2023-03-22
-1096156.31000000
USD
31625.06000000
N
N
N
SEATTLE CHILDREN'S HOSPITAL
549300WXE9O4DQMMXS47
SEATTLE CHILDREN S HOSPITAL
81257VAB7
300000.00000000
PA
USD
188814.30000000
0.009042688278
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.71900000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC
00817YAP3
410000.00000000
PA
USD
362629.42000000
0.017367036319
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.75000000
N
N
N
N
N
N
BAIDU, INC.
254900AL64IANZYI1E02
BAIDU INC
056752AL2
475000.00000000
PA
USD
448964.30000000
0.021501783567
Long
DBT
CORP
KY
N
2
2028-03-29
Fixed
4.37500000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RKF8
849000.00000000
PA
USD
561935.27000000
0.026912185566
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO SCHATZ INDEX FUTURE MAR23
N/A
36.00000000
NC
-29124.23000000
-0.00139481667
N/A
DIR
N/A
N
1
EUREX DEUTSCHLAND
N/A
Long
Bundesrepublik Deutschland
Euro-Schatz Future Mar 2023
2023-03-08
4091030.21000000
EUR
-29124.23000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMVL5
1210979.16450000
PA
USD
1078738.68000000
0.051662917571
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JSAE9
509683.10990000
PA
USD
422022.63000000
0.020211493989
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS INC
144141DB1
471000.00000000
PA
USD
394799.74000000
0.018907736231
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1
38237JAA1
434254.31000000
PA
USD
332626.60000000
0.015930142245
Long
ABS-MBS
CORP
US
Y
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36189MS74
10054.35000000
PA
USD
9747.47000000
0.000466825514
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FP67
2281.23000000
PA
USD
2218.89000000
0.000106267007
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
MTN COMMERCIAL MORTGAGE TRUST
N/A
MTN COMMERCIAL MORTGAGE TRUST
62475WAA3
2545000.00000000
PA
USD
2473840.76000000
0.118477100744
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Floating
5.73251000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XDS49
2278273.11740000
PA
USD
1879548.39000000
0.090015270003
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
EURO
N/A
EURO
N/A
-3601000.00000000
OU
Contract Amount
26816.57000000
0.001284298293
N/A
DFE
N/A
N
2
NATWEST CAPITAL MARKETS LTD.
N/A
3846710.63000000
USD
3601000.00000000
EUR
2023-03-15
26816.57000000
N
N
N
Sociedad Quimica y Minera de Chile S.A.
TJ88LXZZW5PWIN93ZC81
SOCIEDAD QUIMICA Y MINERA DE CHILE SA
833636AJ2
255000.00000000
PA
USD
216112.50000000
0.010350052779
Long
DBT
CORP
CL
Y
2
2050-01-22
Fixed
4.25000000
N
N
N
N
N
N
NORTHWEST FLORIDA TIMBER FINANCE, LLC
N/A
NORTHWEST FLORIDA TIMBER
667469AA8
915000.00000000
PA
USD
813600.62000000
0.038964934275
Long
DBT
CORP
US
Y
2
2029-03-04
Fixed
4.75000000
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA
195325DR3
567000.00000000
PA
USD
435709.45000000
0.020866982724
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMJZ8
2377259.70320000
PA
USD
1941747.75000000
0.092994119717
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFRT0
1990673.35030000
PA
USD
1641629.84000000
0.078620882590
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QAAJ9
43161.15020000
PA
USD
41242.41000000
0.001975180150
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638DU3
30000.00000000
PA
USD
23736.51000000
0.001136788160
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468X0
210000.00000000
PA
USD
159299.70000000
0.007629176020
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KFAB8
60498.03500000
PA
USD
57606.07000000
0.002758868019
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EH3N0
29536.05000000
PA
USD
31260.77000000
0.001497139774
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KE4Z5
174704.64100000
PA
USD
166254.64000000
0.007962261779
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HBB31
68790.52570000
PA
USD
66133.96000000
0.003167285448
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRM9
2954573.49000000
PA
USD
2862087.89000000
0.137071019593
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XTVX0
312520.40670000
PA
USD
300376.00000000
0.014385597565
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137F83S0
7227133.11000000
PA
USD
419443.94000000
0.020087995452
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.02383000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PCU8
1797000.00000000
PA
USD
1469557.85000000
0.070380016474
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96300000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP CORP
651639AW6
203000.00000000
PA
USD
208130.01000000
0.009967755629
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERM23
957640.51980000
PA
USD
907557.61000000
0.043464719366
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FHWE3
287244.40000000
PA
USD
258717.00000000
0.012390466099
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
BAIDU, INC.
254900AL64IANZYI1E02
BAIDU INC
056752AM0
490000.00000000
PA
USD
482037.01000000
0.023085700712
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.37500000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513EBZ3
115000.00000000
PA
USD
123642.37000000
0.005921476339
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
7.00000000
N
N
N
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD
88032WAE6
1511000.00000000
PA
USD
1508682.13000000
0.072253755212
Long
DBT
CORP
KY
Y
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TL2
7303000.00000000
PA
USD
7381735.47000000
0.353525833631
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS
26442CAU8
287000.00000000
PA
USD
232914.28000000
0.011154723077
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
760942BE1
209820.00000000
PA
USD
232375.65000000
0.011128927027
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAM1
4555000.00000000
PA
USD
4230456.25000000
0.202604872323
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP
30161NAC5
382000.00000000
PA
USD
386193.98000000
0.018495589455
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS
92343VGJ7
2604000.00000000
PA
USD
2145604.86000000
0.102757237760
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
3617BUEC9
17469.69140000
PA
USD
16804.60000000
0.000804805353
Long
ABS-MBS
USGA
US
N
2
2047-10-15
Fixed
4.00000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GXR0
366000.00000000
PA
USD
279488.58000000
0.013385257929
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132KFAE2
4715.10300000
PA
USD
4405.77000000
0.000211000992
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140H1WJ5
203117.34540000
PA
USD
188267.81000000
0.009016515797
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
CSMC COMMERCIAL MORTGAGE TRUST
N/A
CSMC
12659VAG5
2335000.00000000
PA
USD
2190659.64000000
0.104914999810
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Floating
5.46786000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ABE6
2065000.00000000
PA
USD
2056483.94000000
0.098489061575
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE S COS INC
548661EE3
1307000.00000000
PA
USD
896298.78000000
0.042925511848
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP
913017CP2
469000.00000000
PA
USD
387059.13000000
0.018537023191
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
4.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XGVN6
870452.90840000
PA
USD
769971.29000000
0.036875439830
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST
N/A
CAPITAL ONE MULTI ASSET EXECUTION TRUST
14041NGA3
2531000.00000000
PA
USD
2461517.79000000
0.117886929468
Long
ABS-MBS
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J6D20
409037.32610000
PA
USD
413286.64000000
0.019793110241
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST
22945DAS2
1195000.00000000
PA
USD
1054112.81000000
0.050483536210
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
4.47570000
N
N
N
N
N
N
United States of America
N/A
2 YEAR US TREASURY NOTE FUTURE MAR23
N/A
1144.00000000
NC
USD
261365.73000000
0.012517318990
N/A
DIR
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
United States of America
US 2-Year Note (CBT) Consolidated Mar 2023
2023-03-31
234348009.27000000
USD
261365.73000000
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179V4U1
13235187.75320000
PA
USD
11100144.84000000
0.531607773530
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBS0
1110000.00000000
PA
USD
1000387.50000000
0.047910525421
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST
N/A
MOSAIC SOLAR LOANS LLC
61946KAA2
1006000.00000000
PA
USD
1003086.32000000
0.048039777220
Long
ABS-MBS
CORP
US
Y
2
2053-06-20
Fixed
6.10000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS, LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAJ4
1380000.00000000
PA
USD
1250625.00000000
0.059894891585
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XB2F6
346078.29710000
PA
USD
330639.05000000
0.015834954565
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XQBF7
153184.54000000
PA
USD
147594.83000000
0.007068606769
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
3.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC
65535HAX7
475000.00000000
PA
USD
367010.18000000
0.017576839533
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAM1
520000.00000000
PA
USD
454369.76000000
0.021760661680
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7MC6
280287.57080000
PA
USD
259687.33000000
0.012436937112
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DJP8
151373.80010000
PA
USD
140997.96000000
0.006752669687
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFV8
2111000.00000000
PA
USD
2161466.09000000
0.103516863268
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F012411
7564000.00000000
PA
USD
6566497.50000000
0.314482483443
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Fixed
1.50000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDE3
494000.00000000
PA
USD
373465.98000000
0.017886020496
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L6U44
849130.33110000
PA
USD
703423.70000000
0.033688344827
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L7GE6
72390.97910000
PA
USD
61968.97000000
0.002967815883
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LTL63
9247.77450000
PA
USD
8815.73000000
0.000422202652
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940XAD4
1898000.00000000
PA
USD
1563784.98000000
0.074892739102
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WTY4
11761317.90810000
PA
USD
10224296.08000000
0.489661653369
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31307U5V6
6201.82950000
PA
USD
5862.11000000
0.000280747980
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST
63941CAC7
1682585.42000000
PA
USD
1632753.40000000
0.078195772416
Long
ABS-MBS
CORP
US
Y
2
2059-12-15
Floating
5.36786000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO
210518DQ6
337000.00000000
PA
USD
290947.60000000
0.013934052940
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DVL94
24169820.08570000
PA
USD
20816670.13000000
0.996951284837
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC
68233JCJ1
355000.00000000
PA
USD
348302.22000000
0.016680878525
Long
DBT
CORP
US
Y
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YBX73
59867.84100000
PA
USD
56729.15000000
0.002716870595
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
MARINER CLO LLC
N/A
SIGNAL PEAK CLO 8 LTD
56845NAA8
1000000.00000000
PA
USD
972585.39000000
0.046579027679
Long
ABS-MBS
CORP
US
Y
2
2033-04-20
Floating
5.51257000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFYM2
47140.47400000
PA
USD
44858.17000000
0.002148346010
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
2.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES, INC.
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AV1
914000.00000000
PA
USD
679962.07000000
0.032564721211
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
PETRO CANADA
71644EAJ1
298000.00000000
PA
USD
312973.61000000
0.014988921891
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QC6E1
386174.56950000
PA
USD
366202.79000000
0.017538172038
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F020414
20349400.00000000
PA
USD
18142761.94000000
0.868892561280
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Fixed
2.00000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BM7
657000.00000000
PA
USD
568695.92000000
0.027235966395
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YTRT3
8292.93000000
PA
USD
7986.93000000
0.000382509790
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA TENCOR CORP
482480AE0
5000.00000000
PA
USD
4993.64000000
0.000239155243
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2022 3 LLC
29374FAC7
773000.00000000
PA
USD
733311.94000000
0.035119751439
Long
ABS-MBS
CORP
US
Y
2
2029-07-20
Fixed
4.75000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST
46651HAJ6
125567.77000000
PA
USD
120875.92000000
0.005788985606
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMRK3
2111596.82000000
PA
USD
2046620.33000000
0.098016673888
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
CIM TRUST
N/A
CIM TRUST
12557LBK0
731573.17000000
PA
USD
672806.26000000
0.032222015392
Long
ABS-MBS
CORP
US
Y
2
2049-08-25
Floating
5.33871000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VCA9
221000.00000000
PA
USD
147459.82000000
0.007062140875
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
611000.00000000
PA
USD
478694.67000000
0.022925629474
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
SAUDI GOVERNMENT INTERNATIONAL BOND
80413TAQ2
212000.00000000
PA
USD
185294.36000000
0.008874111427
Long
DBT
NUSS
SA
Y
2
2032-02-03
Fixed
2.75000000
N
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC
25278XAQ2
530000.00000000
PA
USD
402672.80000000
0.019284792563
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XBRZ5
286901.53000000
PA
USD
273660.59000000
0.013106144023
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XDQE9
1104472.72630000
PA
USD
910744.86000000
0.043617363039
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CL4
1676000.00000000
PA
USD
1479070.00000000
0.070835572051
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER LIGHT CO
341081FX0
1120000.00000000
PA
USD
817756.80000000
0.039163981912
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST
N/A
THARALDSON HOTEL PORTFOLIO TRUST
88327HAA1
388838.53000000
PA
USD
379353.79000000
0.018167999299
Long
ABS-MBS
CORP
US
Y
2
2034-11-11
Floating
5.26729000
N
N
N
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA TENCOR CORP
482480AG5
1426000.00000000
PA
USD
1381838.21000000
0.066178950345
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYWN5
380587.18000000
PA
USD
322698.46000000
0.015454664089
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.00000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBP9
3324000.00000000
PA
USD
2643573.88000000
0.126605953775
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCY0
632000.00000000
PA
USD
532664.77000000
0.025510363738
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QNFD9
405957.72240000
PA
USD
347924.63000000
0.016662794997
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBC3
1738000.00000000
PA
USD
1379094.31000000
0.066047539576
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BQ1
4474000.00000000
PA
USD
4462815.00000000
0.213732989976
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132QUZX4
17131.79000000
PA
USD
16649.80000000
0.000797391676
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SC3
30570000.00000000
PA
USD
25888968.75000000
1.239873644403
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202E7F0
23440.96840000
PA
USD
22959.16000000
0.001099559339
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MBD4
338000.00000000
PA
USD
333499.87000000
0.015971964863
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING
01609WAS1
320000.00000000
PA
USD
316372.16000000
0.015151685136
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.80000000
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325DP7
275000.00000000
PA
USD
237996.00000000
0.011398096645
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
60687YBT5
811000.00000000
PA
USD
621393.07000000
0.029759736579
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
2.26000000
N
N
N
N
N
N
2023-01-30
Allianz Variable Insurance Products Trust
Bashir C. Asad
Bashir C. Asad
Treasurer