0001752724-24-195967.txt : 20240828
0001752724-24-195967.hdr.sgml : 20240828
20240828093015
ACCESSION NUMBER: 0001752724-24-195967
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240828
DATE AS OF CHANGE: 20240828
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST
CENTRAL INDEX KEY: 0000778207
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04419
FILM NUMBER: 241251576
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES TRUST
DATE OF NAME CHANGE: 20050511
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC
DATE OF NAME CHANGE: 20010501
FORMER COMPANY:
FORMER CONFORMED NAME: WRL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000778207
S000007899
Transamerica JPMorgan Tactical Allocation VP
C000021443
Initial
C000021444
Service
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000778207
XXXXXXXX
S000007899
C000021444
C000021443
TRANSAMERICA SERIES TRUST
811-04419
0000778207
5493000QR1WGXIM5V222
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica JPMorgan Tactical Allocation VP
S000007899
549300LYI93XXXJI5949
2024-12-31
2024-06-30
N
991619709.52
9333858.80
982285850.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2351225.55000000
0.00000000
0.00000000
635803.43000000
EUR
USD
UST
Securities Portfolio VaR
Designated Reference Portfolio is the Fund's Securities Portfolio
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
10863.00000000
NS
USD
2319685.02000000
0.236151728979
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
191000.00000000
PA
USD
186432.61000000
0.018979466095
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.38000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CK5
183000.00000000
PA
USD
149287.12000000
0.015197930407
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.30000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073EAT2
1001000.00000000
PA
USD
855930.12000000
0.087136562068
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
56.00000000
NC
119821.00000000
0.012198180388
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPU4 Index
2024-09-12
1554602000.00000000
JPY
119821.00000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Interest Only STRIPS
31396VKQ0
56097.33000000
PA
USD
5041.10000000
0.000513200917
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
1.15000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAC7
308000.00000000
PA
USD
309377.35000000
0.031495653711
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
862300.00000000
PA
USD
790318.16000000
0.080457044089
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QEDV1
1778880.85000000
PA
USD
1545364.26000000
0.157323273960
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
000000000
20900.00000000
NS
669630.75000000
0.068170660252
Long
EC
CORP
HK
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
790000.00000000
PA
USD
625845.55000000
0.063713179777
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAD5
209000.00000000
PA
USD
183039.04000000
0.018633989267
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAA1
200000.00000000
PA
USD
151552.69000000
0.015428573046
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
55000.00000000
PA
USD
52209.32000000
0.005315084194
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
119000.00000000
PA
USD
106348.73000000
0.010826658036
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
29286DAC9
200000.00000000
PA
USD
193473.89000000
0.019696292057
Long
DBT
CORP
FR
N
2
2054-04-10
Fixed
5.88000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAG0
248000.00000000
PA
USD
233852.37000000
0.023806956990
Long
DBT
CORP
NL
N
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group, Inc.
65336K103
1622.00000000
NS
USD
269268.22000000
0.027412409514
Long
EC
CORP
US
N
1
N
N
N
BOSTON UNIVERSITY
549300M1CR2B2GU2ZU17
Trustees of Boston University
10115CAB0
339000.00000000
PA
USD
238918.50000000
0.024322706045
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140FXLX8
962300.65000000
PA
USD
963870.84000000
0.098125290035
Long
ABS-MBS
USGSE
US
N
2
2059-01-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V98
185000.00000000
PA
USD
174434.76000000
0.017758044653
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NCB9
303000.00000000
PA
USD
303649.58000000
0.030912547480
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
5.30000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAH6
765000.00000000
PA
USD
751390.80000000
0.076494108049
Long
DBT
CORP
GB
N
2
2034-07-01
Fixed
5.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEU4
374000.00000000
PA
USD
353873.93000000
0.036025555060
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAH7
200000.00000000
PA
USD
201001.30000000
0.020462607687
Long
DBT
CORP
ES
N
2
2035-06-15
Fixed
6.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS
3137ABAC5
13325.42000000
PA
USD
12514.42000000
0.001274010003
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBE7
172000.00000000
PA
USD
138598.69000000
0.014109812321
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust
50179MAH4
269796.51000000
PA
USD
103076.86000000
0.010493570677
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418ENL0
2283074.97000000
PA
USD
2296467.03000000
0.233788059587
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
5353.00000000
NS
4090924.55000000
0.416469864347
Long
EC
CORP
FR
N
2
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
92735LAA0
531000.00000000
PA
USD
532043.95000000
0.054163861732
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
235000.00000000
PA
USD
179380.27000000
0.018261514188
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BP2
303000.00000000
PA
USD
316049.03000000
0.032174853151
Long
DBT
CORP
US
N
2
2030-10-06
Fixed
6.38000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
4808.00000000
NS
USD
228428.08000000
0.023254746042
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAC1
342000.00000000
PA
USD
354654.65000000
0.036105034979
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XECK8
1422536.43000000
PA
USD
1228355.02000000
0.125050668204
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp.
3133EMRX2
1525000.00000000
PA
USD
1149790.72000000
0.117052558494
Long
DBT
USGSE
US
N
2
2036-02-25
Fixed
2.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGL7
605000.00000000
PA
USD
579543.72000000
0.058999497913
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
3614.00000000
NS
USD
929159.40000000
0.094591548816
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
1515.00000000
NS
USD
995673.15000000
0.101362872046
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAQ8
368000.00000000
PA
USD
361671.65000000
0.036819389155
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418AJX7
146676.25000000
PA
USD
134462.97000000
0.013688782130
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, Principal Only STRIPS
912833PB0
1241000.00000000
PA
USD
1118179.73000000
0.113834453502
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
1023.00000000
NS
USD
139997.55000000
0.014252220969
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
8426EPAF5
763000.00000000
PA
USD
759621.44000000
0.077332014855
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
5.15000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
000000000
20900.00000000
NS
1020253.59000000
0.103865243427
Long
EC
CORP
JP
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1256.00000000
NS
551563.91000000
0.056151059245
Long
EC
CORP
FR
N
2
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
219000.00000000
PA
USD
224261.26000000
0.022830549766
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
3137.00000000
NS
USD
522969.27000000
0.053240028818
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
109000.00000000
PA
USD
91240.02000000
0.009288540594
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy, Inc.
745332CN4
216000.00000000
PA
USD
214776.12000000
0.021864930645
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.69000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS
31395WWM5
28625.42000000
PA
USD
25803.35000000
0.002626867727
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Floating
0.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418AM96
265941.26000000
PA
USD
243795.83000000
0.024819234627
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDS5
308000.00000000
PA
USD
306908.13000000
0.031244278819
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2A0
132000.00000000
PA
USD
125746.09000000
0.012801374458
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
600000.00000000
PA
USD
550151.74000000
0.056007295594
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AS9
147000.00000000
PA
USD
130040.78000000
0.013238588329
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
U.S. Cellular Corp.
911684AD0
329000.00000000
PA
USD
349158.49000000
0.035545507424
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMN9
158000.00000000
PA
USD
110830.49000000
0.011282916262
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
1257.00000000
NS
USD
305451.00000000
0.031095938089
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
172000.00000000
PA
USD
167679.43000000
0.017070329362
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308KQ9
316000.00000000
PA
USD
316927.63000000
0.032264297583
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.55000000
N
N
N
N
N
N
RWE FINANCE US LLC
529900J7MYLKI84UP772
RWE Finance U.S. LLC
749983AA0
150000.00000000
PA
USD
150477.01000000
0.015319065207
Long
DBT
CORP
US
N
2
2034-04-16
Fixed
5.88000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue Pass-Through Trust
477143AH4
139518.97000000
PA
USD
120442.11000000
0.012261411473
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
566000.00000000
PA
USD
540006.91000000
0.054974517815
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.53000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
161000.00000000
PA
USD
141925.23000000
0.014448465270
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
89.00000000
NC
USD
139410.24000000
0.014192430838
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU4 Comdty
2024-09-19
10390402.26000000
USD
139410.24000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KJJU7
310636.68000000
PA
USD
259022.40000000
0.026369350613
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.
3133KMY82
2049347.89000000
PA
USD
1697404.61000000
0.172801492432
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Welltower Inc
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
13489.00000000
NS
USD
1406228.25000000
0.143158760657
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Interest Only STRIPS
31397QW95
109773.23000000
PA
USD
13574.59000000
0.001381938871
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
1.08000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
8704.00000000
NS
614290.33000000
0.062536819557
Long
EC
CORP
BE
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAK7
55000.00000000
PA
USD
48006.31000000
0.004887203655
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.38000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
95.00000000
NC
7116.88000000
0.000724522296
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z U4 Index
2024-09-20
7795770.00000000
GBP
7116.88000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYG3
975000.00000000
PA
USD
895477.13000000
0.091162580560
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co.
668131AA3
282000.00000000
PA
USD
293968.89000000
0.029927020712
Long
DBT
CORP
US
N
2
2040-03-30
Fixed
6.06000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAA8
468000.00000000
PA
USD
461174.24000000
0.046949087138
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.88000000
N
N
N
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co.
665501AM4
113000.00000000
PA
USD
75436.21000000
0.007679659637
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP
013092AB7
79000.00000000
PA
USD
78078.69000000
0.007948672979
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
31861.00000000
NS
814936.98000000
0.082963322682
Long
EC
CORP
SE
N
2
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBF1
291000.00000000
PA
USD
224783.53000000
0.022883718607
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AM1
528000.00000000
PA
USD
512995.40000000
0.052224655340
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
4429.00000000
NS
USD
919947.59000000
0.093653755607
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QE1
270000.00000000
PA
USD
275336.72000000
0.028030203203
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GB7
903000.00000000
PA
USD
901686.88000000
0.091794753975
Long
STIV
UST
US
N
2
2024-07-11
None
0.00000000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp.
73278L105
505.00000000
NS
USD
155201.65000000
0.015800049434
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWF57
2275910.95000000
PA
USD
2205799.81000000
0.224557831957
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GJ6
183000.00000000
PA
USD
173548.11000000
0.017667780704
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
506.00000000
NS
USD
237172.32000000
0.024144939054
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp.
530307305
3378.00000000
NS
USD
185181.96000000
0.018852145723
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
16500.00000000
NS
USD
808500.00000000
0.082308016491
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
11030.00000000
NS
USD
721803.20000000
0.073481990957
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
2137.00000000
NS
USD
483517.62000000
0.049223718293
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-273.00000000
NC
USD
-7616.70000000
-0.00077540565
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Canadian Dollar Currency Futures
CDU4 Curncy
2024-09-17
-19975983.30000000
USD
-7616.70000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
13109.00000000
NS
USD
1916011.44000000
0.195056402227
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EB0
275000.00000000
PA
USD
296822.24000000
0.030217501329
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.25000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
1392.00000000
NS
USD
354737.28000000
0.036113446991
Long
EC
CORP
US
N
1
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bonds
465139MX8
1000000.00000000
PA
USD
945652.63000000
0.096270615046
Long
DBT
NUSS
IL
N
2
2025-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418AWG9
377534.11000000
PA
USD
346079.93000000
0.035232099673
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
185000.00000000
PA
USD
137565.26000000
0.014004605675
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DB92
911851.40000000
PA
USD
816438.14000000
0.083116145814
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AF7
195000.00000000
PA
USD
127787.27000000
0.013009173440
Long
DBT
CORP
US
N
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
31396VD39
4984.29000000
PA
USD
4245.52000000
0.000432208200
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
254900D1I6W7J0DSAY11
Piedmont Healthcare, Inc.
72014TAC3
535000.00000000
PA
USD
432501.00000000
0.044030054966
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese U.S. Holdings LLC
15089QAW4
203000.00000000
PA
USD
208687.18000000
0.021245056095
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA46
1561000.00000000
PA
USD
1630662.20000000
0.166006890845
Long
DBT
CORP
US
N
2
2029-10-24
Fixed
6.48000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
6529.00000000
NS
USD
3324958.54000000
0.338491950949
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
1116.00000000
NS
USD
47151.00000000
0.004800130223
Long
EC
CORP
US
N
1
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AF2
653000.00000000
PA
USD
632171.59000000
0.064357191904
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MT6K9
978.47000000
PA
USD
983.15000000
0.000100087973
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
336203.00000000
NS
2019571.62000000
0.205599176504
Long
EC
CORP
GB
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
915000.00000000
PA
USD
574012.52000000
0.058436403169
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
152000.00000000
PA
USD
122865.54000000
0.012508124789
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2H7
200000.00000000
PA
USD
189408.40000000
0.019282411516
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS
3137ACX95
8457.13000000
PA
USD
8609.49000000
0.000876475009
Long
ABS-MBS
USGSE
US
N
2
2038-10-15
Variable
5.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3D3
487000.00000000
PA
USD
482365.65000000
0.049106443877
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
1723.00000000
NS
1779187.79000000
0.181127294941
Long
EC
CORP
NL
N
2
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
4938.00000000
NS
USD
500367.54000000
0.050939096764
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAP5
98000.00000000
PA
USD
90377.27000000
0.009200709745
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KDB3
210000.00000000
PA
USD
211343.41000000
0.021515469233
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
6.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175AZ7
70000.00000000
PA
USD
68399.96000000
0.006963345746
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DL6
49000.00000000
PA
USD
50262.83000000
0.005116924972
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13608JAA5
335000.00000000
PA
USD
334617.36000000
0.034065171533
Long
DBT
CORP
CA
N
2
2029-04-08
Fixed
5.26000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAM4
310000.00000000
PA
USD
303872.49000000
0.030935240467
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.55000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AR7
103000.00000000
PA
USD
64530.59000000
0.006569430879
Long
DBT
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CF3
213000.00000000
PA
USD
139228.79000000
0.014173958618
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMA4
616000.00000000
PA
USD
616917.28000000
0.062804251893
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.47000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAQ1
103000.00000000
PA
USD
83341.56000000
0.008484450828
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
483000.00000000
PA
USD
423688.50000000
0.043132912857
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
1849.00000000
NS
USD
319784.55000000
0.032555141638
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
227000.00000000
PA
USD
141455.24000000
0.014400618709
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
310000.00000000
PA
USD
232300.54000000
0.023648975482
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAZ8
400000.00000000
PA
USD
437670.78000000
0.044556355940
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.94000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
409000.00000000
PA
USD
377433.61000000
0.038424009642
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.80000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
43577.00000000
NS
USD
2588038.03000000
0.263470967041
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140FXHG0
1305772.77000000
PA
USD
1330462.01000000
0.135445502856
Long
ABS-MBS
USGSE
US
N
2
2058-01-01
Fixed
5.50000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp.
665859104
5306.00000000
NS
USD
445597.88000000
0.045363361354
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
619000.00000000
PA
USD
496962.71000000
0.050592473630
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
000000000
51800.00000000
NS
556667.29000000
0.056670600476
Long
EC
CORP
JP
N
2
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158BK1
620000.00000000
PA
USD
609592.48000000
0.062058562642
Long
DBT
CORP
US
N
2
2034-02-08
Fixed
4.85000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AZ5
93000.00000000
PA
USD
58921.47000000
0.005998403617
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.13000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
352000.00000000
PA
USD
332764.76000000
0.033876570629
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
NextEra Energy Inc
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
27884.00000000
NS
USD
1974466.04000000
0.201007276909
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
3478.00000000
NS
USD
758899.60000000
0.077258529117
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBM4
472000.00000000
PA
USD
341639.69000000
0.034780068322
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLG2
736000.00000000
PA
USD
735185.67000000
0.074844371367
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
054561AN5
152000.00000000
PA
USD
146211.13000000
0.014884784290
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060BM7
200000.00000000
PA
USD
196782.57000000
0.020033126798
Long
DBT
CORP
JP
N
2
2054-07-05
Fixed
5.65000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
653000.00000000
PA
USD
626365.25000000
0.063766086983
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
78000.00000000
PA
USD
57283.06000000
0.005831607974
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc.
45841N107
4122.00000000
NS
USD
505357.20000000
0.051447060917
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418APN2
88194.71000000
PA
USD
80850.05000000
0.008230806739
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
830000.00000000
PA
USD
729986.95000000
0.074315124203
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XDGD2
982758.48000000
PA
USD
814195.88000000
0.082887876212
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
178000.00000000
PA
USD
123070.06000000
0.012528945612
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS
31394FX75
2007.01000000
PA
USD
1989.80000000
0.000202568325
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BYQ9
291.85000000
PA
USD
289.85000000
0.000029507703
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
5.99000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBZ7
173000.00000000
PA
USD
175375.35000000
0.017853799876
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
216100.00000000
PA
USD
126350.97000000
0.012862953274
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PK1
585000.00000000
PA
USD
583586.78000000
0.059411095005
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
7.13000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co.
927804GN8
145000.00000000
PA
USD
144862.67000000
0.014747506532
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
14732.00000000
NS
USD
2526832.64000000
0.257240052694
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVMC6
3950116.72000000
PA
USD
3425766.06000000
0.348754495189
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAK6
31000.00000000
PA
USD
30088.87000000
0.003063148062
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.65000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AE2
391000.00000000
PA
USD
381690.72000000
0.038857397744
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AR9
1134000.00000000
PA
USD
1141949.34000000
0.116254279664
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
929000.00000000
PA
USD
866052.79000000
0.088167083885
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BN5
291000.00000000
PA
USD
255698.94000000
0.026031011218
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBB8
575000.00000000
PA
USD
531319.19000000
0.054090078729
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DZ9
580000.00000000
PA
USD
584328.64000000
0.059486618846
Long
DBT
CORP
GB
N
2
2027-08-14
Fixed
5.89000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAU4
91000.00000000
PA
USD
96430.88000000
0.009816987583
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308KC0
116000.00000000
PA
USD
106293.07000000
0.010820991661
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
4.40000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAD8
45000.00000000
PA
USD
42679.15000000
0.004344880868
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
SDR Commercial Mortgage Trust
N/A
SDR Commercial Mortgage Trust
811304AE4
246000.00000000
PA
USD
244770.00000000
0.024918408406
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
7.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
31395DEB1
4157.28000000
PA
USD
3329.85000000
0.000338989918
Long
ABS-MBS
USGSE
US
N
2
2034-12-25
None
0.00000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAT3
266000.00000000
PA
USD
219954.69000000
0.022392126471
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.64000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
000000000
3267.00000000
NS
259350.40000000
0.026402742115
Long
EC
CORP
AU
N
2
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
484000.00000000
PA
USD
353620.43000000
0.035999747908
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.99000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
174000.00000000
PA
USD
142081.34000000
0.014464357793
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
1866.00000000
NS
378735.55000000
0.038556551509
Long
EC
CORP
DE
N
2
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFW9
323000.00000000
PA
USD
313670.90000000
0.031932751527
Long
DBT
CORP
US
N
2
2053-08-14
Fixed
5.45000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAV7
584000.00000000
PA
USD
544821.10000000
0.055464618532
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
26587000.00000000
PA
USD
25218184.79000000
2.567295942572
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.63000000
N
N
N
N
N
N
EVERGY MISSOURI WEST INC
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West, Inc.
30037EAB9
275000.00000000
PA
USD
276964.36000000
0.028195902424
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.65000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659BF7
65000.00000000
PA
USD
54261.33000000
0.005523985707
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AU3
245000.00000000
PA
USD
191414.83000000
0.019486672831
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371NH57
5381.56000000
PA
USD
5402.63000000
0.000550005886
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
6.00000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073EAR6
90000.00000000
PA
USD
79449.90000000
0.008088266764
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
1127.00000000
NS
USD
623231.00000000
0.063447009803
Long
EC
CORP
US
N
1
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89157XAC5
170000.00000000
PA
USD
169347.89000000
0.017240184196
Long
DBT
CORP
FR
N
2
2064-04-05
Fixed
5.64000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
4575.00000000
NS
USD
576404.25000000
0.058679889319
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DZ0
366000.00000000
PA
USD
352137.79000000
0.035848810174
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.88000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCD7
375000.00000000
PA
USD
401670.72000000
0.040891428875
Long
DBT
CORP
IT
N
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
1547.00000000
NS
297929.85000000
0.030330259748
Long
EC
CORP
JE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KLA98
286514.92000000
PA
USD
237805.95000000
0.024209444717
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAL0
266000.00000000
PA
USD
254534.14000000
0.025912430665
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.28000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS, Interest Only STRIPS
38376R5T9
1373031.90000000
PA
USD
42313.69000000
0.004307675812
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Variable
1.20000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBH7
94000.00000000
PA
USD
79436.14000000
0.008086865950
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
43966.00000000
NS
USD
3195448.88000000
0.325307432419
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
3506.00000000
NS
USD
519904.74000000
0.052928049367
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
273.00000000
NC
-482710.78000000
-0.04914157927
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKU4 Comdty
2024-09-06
31924901.19000000
EUR
-482710.78000000
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49447BAA1
393000.00000000
PA
USD
416308.04000000
0.042381557231
Long
DBT
US
N
2
2034-03-01
Fixed
6.40000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397E25
410000.00000000
PA
USD
410859.03000000
0.041826829705
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QN3C4
1761477.63000000
PA
USD
1512978.02000000
0.154026245913
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DPBH0
1561080.26000000
PA
USD
1340604.34000000
0.136478026128
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAZ2
119000.00000000
PA
USD
117960.41000000
0.012008766074
Long
DBT
CORP
US
N
2
2034-04-18
Fixed
5.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
485000.00000000
PA
USD
513024.50000000
0.052227617818
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EG1
54000.00000000
PA
USD
33368.19000000
0.003396993856
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM
531229789
11180.00000000
NS
USD
247748.80000000
0.025221660254
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XB4P2
1357944.82000000
PA
USD
1128316.98000000
0.114866459612
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAJ7
400000.00000000
PA
USD
401475.66000000
0.040871571111
Long
DBT
CORP
GB
N
2
2029-05-17
Fixed
5.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XFCX7
397350.71000000
PA
USD
370770.48000000
0.037745680621
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CN3
232000.00000000
PA
USD
198769.77000000
0.020235430435
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
274734.00000000
PA
USD
220007.99000000
0.022397552590
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MY4
277000.00000000
PA
USD
231214.13000000
0.023538375293
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
9326.00000000
NS
USD
1173863.62000000
0.119503260597
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
035242AM8
173000.00000000
PA
USD
165341.82000000
0.016832352810
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
000000000
2382.00000000
NS
USD
240319.98000000
0.024465381418
Long
EC
CORP
BM
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp.
000000000
13100.00000000
NS
1110597.30000000
0.113062536652
Long
EC
CORP
JP
N
2
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
7408.00000000
NS
1017563.67000000
0.103591400533
Long
EC
CORP
NL
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
81364.00000000
NS
2914831.00000000
0.296739589383
Long
EC
CORP
GB
N
2
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AM1
60000.00000000
PA
USD
60384.39000000
0.006147333788
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.40000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBB3
232000.00000000
PA
USD
185857.08000000
0.018920875207
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAJ2
241000.00000000
PA
USD
166509.33000000
0.016951209251
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.63000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAN6
147000.00000000
PA
USD
124715.80000000
0.012696487474
Long
DBT
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
2394890.00000000
NS
USD
2394890.00000000
0.243807848626
Long
STIV
RF
US
N
1
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAF8
820000.00000000
PA
USD
819699.30000000
0.083448142859
Long
DBT
CORP
FR
N
2
2029-06-12
Fixed
5.34000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
10213.00000000
NS
USD
1343315.89000000
0.136754071028
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BQ3
370000.00000000
PA
USD
361913.54000000
0.036844014370
Long
DBT
CORP
GB
N
2
2025-12-29
Fixed
6.00000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
7580.00000000
NS
USD
471476.00000000
0.047997840919
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XFPX3
1562411.14000000
PA
USD
1302162.04000000
0.132564470825
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060BN5
200000.00000000
PA
USD
196259.18000000
0.019979843938
Long
DBT
CORP
JP
N
2
2064-07-05
Fixed
5.80000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
969457100
16985.00000000
NS
USD
721862.50000000
0.073488027896
Long
EC
CORP
US
N
1
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAE4
200000.00000000
PA
USD
199150.95000000
0.020274235840
Long
DBT
CORP
IE
N
2
2035-03-28
Fixed
5.87000000
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
Kinross Gold Corp.
496902AT4
157000.00000000
PA
USD
164409.44000000
0.016737433393
Long
DBT
CORP
CA
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp.
3133EMVU3
4647000.00000000
PA
USD
3649000.06000000
0.371480466437
Long
DBT
USGSE
US
N
2
2036-04-14
Fixed
2.50000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
826.00000000
NS
USD
487166.54000000
0.049595190610
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS
3137H5PG6
3258825.29000000
PA
USD
2822229.06000000
0.287312400757
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AT5
187000.00000000
PA
USD
195176.01000000
0.019869573592
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.38000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDA6
187000.00000000
PA
USD
165703.30000000
0.016869152688
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
000000000
58900.00000000
NS
537601.16000000
0.054729604382
Long
EC
CORP
JP
N
2
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117100
6155.00000000
NS
USD
283560.85000000
0.028867447270
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
930000.00000000
PA
USD
810297.87000000
0.082491045697
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co.
677415CU3
213000.00000000
PA
USD
130970.96000000
0.013333283779
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
3409.00000000
NS
697681.29000000
0.071026299471
Long
EC
CORP
DE
N
2
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BU1
886000.00000000
PA
USD
874003.37000000
0.088976479642
Long
DBT
CORP
US
N
2
2034-04-04
Fixed
5.63000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AR8
755000.00000000
PA
USD
634907.19000000
0.064635685176
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAD9
352000.00000000
PA
USD
352074.12000000
0.035842328355
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAS0
339000.00000000
PA
USD
344395.31000000
0.035060599696
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
6.38000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
000000000
1623.00000000
NS
USD
413994.84000000
0.042146065699
Long
EC
CORP
CH
N
1
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AE0
338000.00000000
PA
USD
360560.68000000
0.036706288677
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KKUD9
4090295.12000000
PA
USD
3408344.96000000
0.346980968676
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
242000.00000000
PA
USD
255468.99000000
0.026007601536
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAZ3
247000.00000000
PA
USD
240561.08000000
0.024489926208
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056BA4
280000.00000000
PA
USD
279927.38000000
0.028497547816
Long
DBT
CORP
US
N
2
2034-05-14
Fixed
6.05000000
N
N
N
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194AN5
303000.00000000
PA
USD
313119.49000000
0.031876616136
Long
DBT
CORP
US
N
2
2033-10-10
Fixed
6.30000000
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
000000000
14495.00000000
NS
858221.94000000
0.087369877044
Long
EC
CORP
KR
N
2
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
346000.00000000
PA
USD
338768.63000000
0.034487784767
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
3953.00000000
NS
USD
614612.44000000
0.062569611437
Long
EC
CORP
US
N
1
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
193000.00000000
PA
USD
173369.51000000
0.017649598624
Long
DBT
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc.
216648501
4340.00000000
NS
USD
378882.00000000
0.038571460611
Long
EC
CORP
US
N
1
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
134000.00000000
PA
USD
119661.58000000
0.012181950896
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38378GKK3
63355.11000000
PA
USD
59409.20000000
0.006048056169
Long
ABS-MBS
USGA
US
N
2
2042-11-16
Variable
4.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAV2
294000.00000000
PA
USD
293173.26000000
0.029846022905
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.30000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
1890.00000000
NS
USD
548364.60000000
0.055825358738
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent Trust
02666AAA6
206281.05000000
PA
USD
202423.88000000
0.020607431110
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.47000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
000000000
58980.00000000
NS
1556706.64000000
0.158477966353
Long
EC
CORP
SG
N
2
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BU8
187000.00000000
PA
USD
204098.48000000
0.020777911017
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.88000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
4891.00000000
NS
USD
261228.31000000
0.026593919662
Long
EC
CORP
US
N
1
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BS3
375000.00000000
PA
USD
328925.58000000
0.033485729205
Long
DBT
CORP
AU
N
2
2032-03-14
Fixed
3.78000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp.
857477CH4
175000.00000000
PA
USD
176077.62000000
0.017925293321
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.70000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
182000.00000000
PA
USD
93101.89000000
0.009478085216
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAB9
612000.00000000
PA
USD
587655.01000000
0.059825254488
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BUB6
4.19000000
PA
USD
4.18000000
0.000000425538
Long
ABS-MBS
USGA
US
N
2
2062-05-20
Floating
5.50000000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAK9
330000.00000000
PA
USD
333955.79000000
0.033997821484
Long
DBT
CORP
CA
N
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
70000.00000000
PA
USD
69686.02000000
0.007094270975
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QEN81
279344.94000000
PA
USD
232930.97000000
0.023713155374
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AP8
147000.00000000
PA
USD
150659.22000000
0.015337614798
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
725906AN1
62000.00000000
PA
USD
66651.01000000
0.006785296759
Long
DBT
CORP
CA
N
2
2035-10-15
Fixed
6.45000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
140000.00000000
PA
USD
132351.95000000
0.013473873201
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DJ1
263000.00000000
PA
USD
263587.81000000
0.026834124690
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co.
718547AK8
677000.00000000
PA
USD
612947.91000000
0.062400156690
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BU7
278000.00000000
PA
USD
227629.13000000
0.023173410248
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAG3
80000.00000000
PA
USD
79788.03000000
0.008122689534
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
5.75000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAN8
200000.00000000
PA
USD
176187.85000000
0.017936515106
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.88000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co.
610202BR3
39000.00000000
PA
USD
37195.57000000
0.003786633999
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVLR4
623256.18000000
PA
USD
520078.16000000
0.052945704106
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDS9
241000.00000000
PA
USD
193137.65000000
0.019662061696
Long
DBT
CORP
US
N
2
2030-08-07
Fixed
1.20000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co.
233331BL0
343000.00000000
PA
USD
348719.12000000
0.035500778082
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
1574000.00000000
PA
USD
925708.75000000
0.094240261052
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CR4
492000.00000000
PA
USD
315195.02000000
0.032087912064
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BH6
200000.00000000
PA
USD
134397.89000000
0.013682156767
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBE2
187000.00000000
PA
USD
146301.79000000
0.014894013783
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAJ0
95000.00000000
PA
USD
88920.75000000
0.009052431116
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EG9
98000.00000000
PA
USD
98476.22000000
0.010025210067
Long
DBT
CORP
US
N
2
2031-02-22
Fixed
5.10000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JD3
91000.00000000
PA
USD
81301.47000000
0.008276762812
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
250000.00000000
PA
USD
238127.43000000
0.024242172461
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co. LLC
880451AZ2
80000.00000000
PA
USD
69956.55000000
0.007121811838
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HV8
83000.00000000
PA
USD
80812.80000000
0.008227014564
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.70000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
1452.00000000
NS
USD
611190.36000000
0.062221232195
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AX1
130000.00000000
PA
USD
136964.69000000
0.013943465631
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
205000.00000000
PA
USD
203826.11000000
0.020750182836
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
34000.00000000
PA
USD
32678.75000000
0.003326806547
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDW6
81000.00000000
PA
USD
80551.70000000
0.008200433706
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179YRK2
988505.85000000
PA
USD
1003649.60000000
0.102174901457
Long
ABS-MBS
USGA
US
N
2
2054-02-20
Fixed
6.50000000
N
N
N
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
3729.00000000
NS
USD
430326.60000000
0.043808693740
Long
EC
CORP
US
N
1
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636ABC4
225000.00000000
PA
USD
217835.32000000
0.022176367484
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVLQ6
1334881.63000000
PA
USD
1117164.26000000
0.113731075244
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBD9
355000.00000000
PA
USD
349712.86000000
0.035601944153
Long
DBT
CORP
NL
N
2
2029-06-26
Fixed
5.13000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
4187.00000000
NS
USD
199008.11000000
0.020259694248
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31397AJ95
9116.21000000
PA
USD
7522.89000000
0.000765855478
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
1010000.00000000
PA
USD
881580.08000000
0.089747814177
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL
47214BAB4
426000.00000000
PA
USD
466171.80000000
0.047457855537
Long
DBT
CORP
LU
N
2
2053-11-15
Fixed
7.25000000
N
N
N
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co.
388689101
16057.00000000
NS
USD
420853.97000000
0.042844348179
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
85000.00000000
PA
USD
94925.93000000
0.009663778617
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd.
000000000
49000.00000000
NS
1096705.82000000
0.111648337314
Long
EC
CORP
JP
N
2
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
000000000
10909.00000000
NS
USD
372760.53000000
0.037948274397
Long
EC
CORP
BM
N
1
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECN9
880000.00000000
PA
USD
722830.58000000
0.073586581693
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.38000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3156.00000000
NS
USD
248408.76000000
0.025288846400
Long
EC
CORP
IE
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
4364.00000000
NS
498473.65000000
0.050746292398
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140FXRT1
1383883.86000000
PA
USD
1152085.31000000
0.117286155466
Long
ABS-MBS
USGSE
US
N
2
2060-07-01
Fixed
3.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CR8
161000.00000000
PA
USD
157597.22000000
0.016043926509
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QKF78
1411164.30000000
PA
USD
1215143.62000000
0.123705703294
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BWC2
1012.28000000
PA
USD
1005.90000000
0.000102403999
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
6.09000000
N
Y
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
13028.00000000
NS
USD
2113271.88000000
0.215138177797
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
9618.00000000
NS
USD
256512.06000000
0.026113789566
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA95
558000.00000000
PA
USD
572756.77000000
0.058308563599
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
5.85000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDU0
100000.00000000
PA
USD
104041.50000000
0.010591774270
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
7.00000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAP8
480000.00000000
PA
USD
483305.43000000
0.049202116639
Long
DBT
CORP
SE
N
2
2028-06-15
Fixed
5.50000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
3423.00000000
NS
USD
665876.19000000
0.067788433429
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851AW2
149000.00000000
PA
USD
94654.12000000
0.009636107445
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
4521.00000000
NS
USD
888828.60000000
0.090485737868
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
6211.00000000
NS
USD
183472.94000000
0.018678161745
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
19304.00000000
NS
USD
416001.20000000
0.042350319888
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
317000.00000000
PA
USD
222494.95000000
0.022650733474
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWEE9
3319658.63000000
PA
USD
3221501.97000000
0.327959724517
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECK9
385000.00000000
PA
USD
398713.32000000
0.040590355618
Long
DBT
CORP
GB
N
2
2029-09-13
Fixed
6.49000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAJ9
87000.00000000
PA
USD
86405.58000000
0.008796378359
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
241000.00000000
PA
USD
222162.37000000
0.022616875712
Long
DBT
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275RBU5
125000.00000000
PA
USD
123134.54000000
0.012535509893
Long
DBT
CORP
US
N
2
2054-02-26
Fixed
5.30000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAQ3
200000.00000000
PA
USD
154934.17000000
0.015772819071
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BEL2
366.06000000
PA
USD
375.45000000
0.000038222071
Long
ABS-MBS
USGA
US
N
2
2060-07-20
Variable
5.14000000
N
Y
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BJ8
220000.00000000
PA
USD
148359.60000000
0.015103505755
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EH7
87000.00000000
PA
USD
86986.69000000
0.008855537309
Long
DBT
CORP
US
N
2
2034-02-22
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QLR40
3659865.42000000
PA
USD
3151404.78000000
0.320823595055
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBS3
408000.00000000
PA
USD
425121.31000000
0.043278777729
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury STRIPS Coupon
912834JH2
2494000.00000000
PA
USD
1152823.02000000
0.117361256823
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
4602.00000000
NS
USD
649664.34000000
0.066138012628
Long
EC
CORP
US
N
1
N
N
N
UBS AG STAMFORD CT
254900R882POXXVAK772
UBS AG
22550L2M2
825000.00000000
PA
USD
883118.94000000
0.089904475296
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BQ6
45000.00000000
PA
USD
38228.81000000
0.003891821303
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.30000000
N
N
N
N
N
N
Wachovia Bank Commercial Mortgage Trust
N/A
Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS
92976BGA4
27700.34000000
PA
USD
0.28000000
0.000000028504
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
0.00000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
12164.00000000
NS
USD
1366138.84000000
0.139077524022
Long
EC
US
N
1
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
281000.00000000
PA
USD
228269.20000000
0.023238571525
Long
DBT
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
1123193.00000000
NS
777213.66000000
0.079122961959
Long
EC
CORP
GB
N
2
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216DS6
170000.00000000
PA
USD
169861.33000000
0.017292454113
Long
DBT
CORP
US
N
2
2054-05-13
Fixed
5.30000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
186000.00000000
PA
USD
170064.41000000
0.017313128339
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.79000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
349000.00000000
PA
USD
341896.94000000
0.034806257236
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QK7
1225000.00000000
PA
USD
1140398.44000000
0.116096392833
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QS0
2100000.00000000
PA
USD
1904355.47000000
0.193869785318
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3A9
373000.00000000
PA
USD
367901.39000000
0.037453597619
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.81000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
31469.00000000
NS
USD
2441050.33000000
0.248507125314
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076DF6
80000.00000000
PA
USD
78499.29000000
0.007991491472
Long
DBT
CORP
US
N
2
2054-06-25
Fixed
5.30000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp.
88947EAT7
263000.00000000
PA
USD
254027.39000000
0.025860841812
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AL7
153000.00000000
PA
USD
137813.72000000
0.014029899738
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
11327.00000000
NS
USD
420911.32000000
0.042850186602
Long
EC
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C27
230000.00000000
PA
USD
224512.94000000
0.022856171636
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DF4
364000.00000000
PA
USD
289435.31000000
0.029465487035
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
2747.00000000
NS
USD
298131.91000000
0.030350830135
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076DD1
255000.00000000
PA
USD
253250.85000000
0.025781787431
Long
DBT
CORP
US
N
2
2031-06-25
Fixed
4.85000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418GAK3
442000.00000000
PA
USD
446712.98000000
0.045476882281
Long
DBT
CORP
CA
N
2
2029-08-01
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179XLJ3
6783615.97000000
PA
USD
6746400.71000000
0.686806259609
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.50000000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
000000000
4800.00000000
NS
667387.66000000
0.067942306153
Long
EC
CORP
JP
N
2
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
885000.00000000
PA
USD
896791.38000000
0.091296375626
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WCA6
110000.00000000
PA
USD
107052.83000000
0.010898337782
Long
DBT
CORP
GB
N
2
2054-06-28
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QNS29
5175931.92000000
PA
USD
4445621.90000000
0.452579246330
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCH6
625000.00000000
PA
USD
624070.24000000
0.063532447254
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AH5
857000.00000000
PA
USD
814309.32000000
0.082899424785
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAG6
333000.00000000
PA
USD
323901.45000000
0.032974255891
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
000000000
413500.00000000
NS
390137.98000000
0.039717357194
Long
EC
CORP
JP
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
1444.00000000
NS
USD
388565.96000000
0.039557320276
Long
EC
CORP
NL
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
2991.00000000
NS
USD
266528.01000000
0.027133446929
Long
EC
CORP
US
N
1
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
48248XAA6
141599.26000000
PA
USD
4122.05000000
0.000419638539
Long
ABS-O
USGA
US
N
2
2039-03-25
Variable
1.79000000
N
N
N
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
27579.00000000
NS
1068887.28000000
0.108816316474
Long
EC
CORP
GB
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCT5
441000.00000000
PA
USD
436524.82000000
0.044439693362
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
3305000.00000000
PA
USD
2925441.41000000
0.297819764771
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
203000.00000000
PA
USD
194444.67000000
0.019795120723
Long
DBT
CORP
CA
N
2
2032-02-24
Fixed
4.06000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
8426EPAE8
279000.00000000
PA
USD
176570.88000000
0.017975508847
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
6645.00000000
NS
USD
990370.80000000
0.100823075001
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
4418.00000000
NS
USD
317256.58000000
0.032297785799
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
4082.00000000
NS
USD
673203.44000000
0.068534372098
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJR2
174000.00000000
PA
USD
175023.80000000
0.017818010905
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.68000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
10324.00000000
NS
689151.19000000
0.070157906631
Long
EC
CORP
FR
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
-114.00000000
NC
-78083.70000000
-0.00794918301
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE S&P ASX Share Price Index 200 Futures
XPU4 Index
2024-09-19
-22033150.50000000
AUD
-78083.70000000
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAY3
290000.00000000
PA
USD
254621.07000000
0.025921280431
Long
DBT
US
N
2
2028-03-01
Fixed
1.70000000
N
N
N
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
7855.00000000
NS
USD
228501.95000000
0.023262266257
Long
EC
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAV1
156000.00000000
PA
USD
163696.96000000
0.016664900535
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS
000000000
26276.00000000
NS
3794302.85000000
0.386272778664
Long
EC
CORP
DK
N
2
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAR1
417000.00000000
PA
USD
338909.39000000
0.034502114608
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFM2
321000.00000000
PA
USD
318281.92000000
0.032402168856
Long
DBT
CORP
US
N
2
2039-02-07
Fixed
5.94000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
67000.00000000
PA
USD
63936.98000000
0.006508999386
Long
DBT
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAM1
125000.00000000
PA
USD
119449.20000000
0.012160329899
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBW0
330000.00000000
PA
USD
306912.89000000
0.031244763403
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
000000000
12398.00000000
NS
287406.96000000
0.029258994190
Long
EC
AU
N
2
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BS7
210000.00000000
PA
USD
208738.43000000
0.021250273517
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
6.88000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
7957.00000000
NS
USD
588818.00000000
0.059943650778
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2S1
395000.00000000
PA
USD
363946.37000000
0.037050963294
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AT2
170000.00000000
PA
USD
170369.10000000
0.017344146805
Long
DBT
CORP
US
N
2
2034-05-09
Fixed
5.65000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp., Principal Only STRIPS
76116FAC1
400000.00000000
PA
USD
305869.37000000
0.031138529561
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CF0
191000.00000000
PA
USD
151330.39000000
0.015405942159
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.63000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AS4
150000.00000000
PA
USD
149885.80000000
0.015258878043
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.80000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBR3
343000.00000000
PA
USD
371282.72000000
0.037797828374
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
6.88000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
3447.00000000
NS
USD
759925.62000000
0.077362981401
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JM0
199030.00000000
PA
USD
188761.66000000
0.019216571211
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABS3
1144000.00000000
PA
USD
1024628.06000000
0.104310579170
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QNPA4
1867385.00000000
PA
USD
1610776.39000000
0.163982448573
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
134000.00000000
PA
USD
136121.31000000
0.013857606713
Long
DBT
CORP
US
N
2
2035-03-06
Fixed
6.40000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAK8
58000.00000000
PA
USD
59412.24000000
0.006048365652
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.12000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BW9
89000.00000000
PA
USD
56777.89000000
0.005780179970
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
17971.00000000
NS
826676.40000000
0.084158435082
Long
EC
CORP
GB
N
2
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150BD5
93000.00000000
PA
USD
91733.84000000
0.009338813129
Long
DBT
CORP
US
N
2
2035-02-02
Fixed
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EM23
3640896.20000000
PA
USD
3668329.04000000
0.373448221544
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89157XAB7
329000.00000000
PA
USD
326046.17000000
0.033192595593
Long
DBT
CORP
FR
N
2
2054-04-05
Fixed
5.49000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31398QCA3
9673.24000000
PA
USD
7849.14000000
0.000799068824
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
None
0.00000000
N
N
N
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos., Inc.
013091103
14664.00000000
NS
USD
289614.00000000
0.029483678278
Long
EC
CORP
US
N
1
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
324000.00000000
PA
USD
343491.19000000
0.034968557243
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
793.00000000
NS
USD
138822.58000000
0.014132605076
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp.
12514G108
960.00000000
NS
USD
214886.40000000
0.021876157519
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8B9
815000.00000000
PA
USD
820726.20000000
0.083552684730
Long
DBT
CORP
US
N
2
2028-05-26
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
03522AAH3
802000.00000000
PA
USD
766497.91000000
0.078032062605
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BP6
181000.00000000
PA
USD
182897.79000000
0.018619609542
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
216000.00000000
PA
USD
206681.88000000
0.021040909817
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EL8
263000.00000000
PA
USD
258164.65000000
0.026282028781
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DNB44
3972196.76000000
PA
USD
3558147.72000000
0.362231392968
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAP6
767000.00000000
PA
USD
689451.20000000
0.070188448657
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8J4
352000.00000000
PA
USD
304971.88000000
0.031047162063
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
35456.00000000
NS
USD
15847059.20000000
1.613283871327
Long
EC
CORP
US
N
1
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd.
803014AA7
314000.00000000
PA
USD
274562.67000000
0.027951402313
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.65000000
N
N
N
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
215594.00000000
NS
736401.70000000
0.074968167306
Long
EC
CORP
MX
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CP2
357000.00000000
PA
USD
355790.03000000
0.036220620478
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MBC1
375000.00000000
PA
USD
374623.79000000
0.038137960525
Long
DBT
CORP
CA
N
2
2027-06-21
Fixed
5.20000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAD1
435000.00000000
PA
USD
432768.86000000
0.044057324014
Long
DBT
CORP
IE
N
2
2030-03-20
Fixed
5.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLS6
1322000.00000000
PA
USD
1350287.67000000
0.137463821657
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.82000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
48247KAA5
147524.43000000
PA
USD
2411.92000000
0.000245541559
Long
ABS-O
USGA
US
N
2
2038-08-25
Variable
0.87000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL
47214BAA6
123000.00000000
PA
USD
130393.28000000
0.013274474014
Long
DBT
CORP
LU
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co.
64952GAT5
87000.00000000
PA
USD
65318.03000000
0.006649594917
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
15725.00000000
NS
780734.67000000
0.079481412607
Long
EC
CORP
ES
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Protected Indexed Bonds
912810PZ5
72992.00000000
PA
USD
74291.69000000
0.007563143655
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
29286DAB1
205000.00000000
PA
USD
203673.14000000
0.020734609976
Long
DBT
CORP
FR
N
2
2034-04-10
Fixed
5.63000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
61000.00000000
PA
USD
53061.36000000
0.005401824729
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWHH9
2701914.87000000
PA
USD
2717527.53000000
0.276653433214
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
6.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
960000.00000000
PA
USD
924094.51000000
0.094075925996
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AJ9
308000.00000000
PA
USD
286291.86000000
0.029145473264
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
Vertiv Holdings Co
549300KTTIRAOGXCRV69
Vertiv Holdings Co.
92537N108
3350.00000000
NS
USD
290009.50000000
0.029523941507
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8R6
128000.00000000
PA
USD
132331.72000000
0.013471813719
Long
DBT
CORP
US
N
2
2063-05-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418AHQ4
51681.87000000
PA
USD
49272.75000000
0.005016131502
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
3242.00000000
NS
USD
591859.52000000
0.060253287733
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CL1
257000.00000000
PA
USD
208874.70000000
0.021264146261
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp.
88947EAU4
199000.00000000
PA
USD
184186.05000000
0.018750758739
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BV9
98000.00000000
PA
USD
94710.40000000
0.009641836938
Long
DBT
CORP
US
N
2
2054-04-04
Fixed
5.89000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DR6
61000.00000000
PA
USD
40642.96000000
0.004137589884
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BG4
78000.00000000
PA
USD
57586.82000000
0.005862531762
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAX5
120000.00000000
PA
USD
106272.84000000
0.010818932179
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk, Inc.
88339J105
6784.00000000
NS
USD
662593.28000000
0.067454222160
Long
EC
CORP
US
N
1
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
415000.00000000
PA
USD
343537.14000000
0.034973235107
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AQ1
200000.00000000
PA
USD
202028.40000000
0.020567169918
Long
DBT
CORP
GB
N
2
2033-11-10
Fixed
8.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
2253600.00000000
PA
USD
1494154.40000000
0.152109938151
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
158000.00000000
PA
USD
120281.50000000
0.012245060835
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AK5
65000.00000000
PA
USD
64426.87000000
0.006558871834
Long
DBT
CORP
US
N
2
2028-03-28
Fixed
4.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHX0
1146000.00000000
PA
USD
1020882.28000000
0.103929246181
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
200000.00000000
PA
USD
163417.00000000
0.016636399667
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
Solventum Corp.
83444MAC5
857000.00000000
PA
USD
854917.13000000
0.087033436282
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.40000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
893526DJ9
94000.00000000
PA
USD
95880.84000000
0.009760991663
Long
DBT
CORP
CA
N
2
2040-06-01
Fixed
6.10000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
200000.00000000
PA
USD
187205.92000000
0.019058191651
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund
4812C0126
7289750.09000000
NS
USD
46508605.58000000
4.734732312993
Long
EC
RF
US
N
1
N
N
N
Federal Realty Investment Trust
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313745101
3656.00000000
NS
USD
369146.32000000
0.037580335676
Long
EC
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667101
4118.00000000
NS
USD
1401149.50000000
0.142641726842
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
31395BTU7
6945.76000000
PA
USD
5704.80000000
0.000580767807
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
2914.00000000
NS
USD
958502.02000000
0.097578726121
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWDR1
897340.68000000
PA
USD
735459.13000000
0.074872210513
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAG4
395000.00000000
PA
USD
328189.79000000
0.033410823311
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
1652.00000000
NS
USD
425026.56000000
0.043269131861
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AL1
311000.00000000
PA
USD
270354.54000000
0.027523000540
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
9984000.00000000
PA
USD
9565920.00000000
0.973842796675
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
105367.00000000
NS
USD
13017039.18000000
1.325178324665
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
3196.00000000
NS
USD
269390.84000000
0.027424892642
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
13141.00000000
NS
USD
2055515.22000000
0.209258355751
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
105000.00000000
PA
USD
64713.71000000
0.006588073110
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, Principal Only STRIPS
912833PA2
47000.00000000
PA
USD
42662.02000000
0.004343136976
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3131XXNF4
3099366.49000000
PA
USD
2900452.09000000
0.295275768033
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687FY7
202000.00000000
PA
USD
161754.74000000
0.016467176014
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
396000.00000000
PA
USD
337945.89000000
0.034404027071
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31398LYU6
11125.08000000
PA
USD
8938.81000000
0.000910000891
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
2731.00000000
NS
USD
424643.19000000
0.043230103506
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
8426EPAD0
116000.00000000
PA
USD
94014.00000000
0.009570941079
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVLA1
571613.59000000
PA
USD
479681.00000000
0.048833137487
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCH2
205000.00000000
PA
USD
202983.88000000
0.020664440992
Long
DBT
US
N
2
2034-01-15
Fixed
5.13000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
1642.00000000
NS
USD
175694.00000000
0.017886239516
Long
EC
CORP
US
N
1
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL
46590XAP1
115000.00000000
PA
USD
94507.99000000
0.009621230920
Long
DBT
CORP
LU
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020BA4
350000.00000000
PA
USD
349958.09000000
0.035626909391
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.45000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XBA6
92000.00000000
PA
USD
89576.37000000
0.009119175434
Long
DBT
CORP
US
N
2
2054-04-18
Fixed
5.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175CD4
89000.00000000
PA
USD
76116.89000000
0.007748955148
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
927.00000000
NS
USD
439666.83000000
0.044759560537
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
1025000.00000000
PA
USD
921485.99000000
0.093810369896
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
983.00000000
NS
USD
359266.84000000
0.036574571417
Long
EC
CORP
US
N
1
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
200000.00000000
PA
USD
191249.59000000
0.019469850844
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
17660.00000000
NS
USD
3239197.20000000
0.329761158386
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJF7
225000.00000000
PA
USD
185495.92000000
0.018884107906
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179XFJ0
2436283.33000000
PA
USD
2377734.28000000
0.242061338688
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31396JLG8
3506.71000000
PA
USD
2989.58000000
0.000304349288
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group
125523100
1140.00000000
NS
USD
376849.80000000
0.038364575823
Long
EC
CORP
US
N
1
N
N
N
SREIT Trust
N/A
SREIT Trust
78472UAA6
842039.35000000
PA
USD
834149.61000000
0.084919232969
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.17000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
56000.00000000
PA
USD
49299.47000000
0.005018851688
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179XX68
1375752.63000000
PA
USD
1367222.95000000
0.139187890062
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL
46590XAL0
260000.00000000
PA
USD
255990.70000000
0.026060713366
Long
DBT
CORP
LU
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology, Inc.
573874AJ3
339000.00000000
PA
USD
292900.45000000
0.029818249930
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
4317.00000000
NS
673893.09000000
0.068604580785
Long
EC
CORP
CH
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEP7
143000.00000000
PA
USD
144819.57000000
0.014743118807
Long
DBT
CORP
US
N
2
2034-01-07
Fixed
6.10000000
N
N
N
N
N
N
IBM INTERNAT CAPITAL
2549007KTXQQBYZO7485
IBM International Capital Pte. Ltd.
449276AG9
200000.00000000
PA
USD
188008.79000000
0.019139926515
Long
DBT
CORP
SG
N
2
2054-02-05
Fixed
5.30000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
8045.00000000
NS
USD
1217691.20000000
0.123965055498
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
460000.00000000
PA
USD
424685.95000000
0.043234456618
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
31398NR22
53612.54000000
PA
USD
43192.14000000
0.004397104973
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138X0AZ1
258851.42000000
PA
USD
237293.13000000
0.024157237918
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co.
512816109
3752.00000000
NS
USD
448476.56000000
0.045656420651
Long
EC
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
993.00000000
NS
USD
1048667.58000000
0.106757883077
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W.R. Berkley Corp.
084423102
3666.00000000
NS
USD
288074.28000000
0.029326929609
Long
EC
CORP
US
N
1
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BK7
355000.00000000
PA
USD
351911.89000000
0.035825812795
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.40000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VBB2
103000.00000000
PA
USD
91210.25000000
0.009285509908
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QMCK8
7494231.37000000
PA
USD
6441509.05000000
0.655767264211
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650100
6917.00000000
NS
USD
408518.02000000
0.041588507021
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAW1
55000.00000000
PA
USD
45711.06000000
0.004653539493
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
P4 SFR HOLDCO LLC
N/A
P4 SFR Holdco LLC
000000000
1000000.00000000
PA
USD
950000.00000000
0.096713191918
Long
ABS-O
CORP
US
N
2
2026-10-11
Fixed
7.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
215000.00000000
PA
USD
217069.86000000
0.022098441084
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
17447.00000000
NS
USD
402851.23000000
0.041011608759
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XGV55
4194947.18000000
PA
USD
3603213.51000000
0.366819241808
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AE9
423000.00000000
PA
USD
346156.50000000
0.035239894756
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAH7
200000.00000000
PA
USD
191258.67000000
0.019470775218
Long
DBT
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS
3136BRQC4
1350132.04000000
PA
USD
1328002.16000000
0.135195081862
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Fixed
5.00000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AT6
632000.00000000
PA
USD
581088.23000000
0.059156734220
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512AF6
128000.00000000
PA
USD
83377.91000000
0.008488151380
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
2.95000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
000000000
2653.00000000
NS
USD
432226.76000000
0.044002136413
Long
EC
CORP
CH
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
129000.00000000
PA
USD
76435.47000000
0.007781387662
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
200000.00000000
PA
USD
223982.40000000
0.022802160881
Long
DBT
CORP
CH
N
2
2033-11-13
Fixed
9.25000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AT5
135000.00000000
PA
USD
128524.44000000
0.013084219823
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.85000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
2582.00000000
NS
USD
656060.38000000
0.066789150990
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAP6
740000.00000000
PA
USD
724300.17000000
0.073736190892
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
1938.00000000
NS
USD
416379.30000000
0.042388811738
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371NNB7
9056.48000000
PA
USD
9137.30000000
0.000930207840
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
7.00000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Interest Only STRIPS
3136FAQR4
6810.84000000
PA
USD
6052.25000000
0.000616139385
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
None
0.00000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
178000.00000000
PA
USD
108349.02000000
0.011030294279
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAG5
265000.00000000
PA
USD
198950.98000000
0.020253878222
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAM5
380000.00000000
PA
USD
384580.38000000
0.039151574841
Long
DBT
CORP
NO
N
2
2033-06-13
Fixed
6.00000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance Ltd.
21872NAA8
397897.22000000
PA
USD
391433.86000000
0.039849282132
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.71000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
30584.00000000
NS
USD
1946671.60000000
0.198177709530
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308HD2
331000.00000000
PA
USD
269870.81000000
0.027473755200
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650ED8
401000.00000000
PA
USD
400632.49000000
0.040785733573
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.70000000
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DF4
149000.00000000
PA
USD
135998.95000000
0.013845150054
Long
DBT
CORP
US
N
2
2033-04-25
Fixed
4.34000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York & Presbyterian Hospital
649322AH7
282000.00000000
PA
USD
191057.28000000
0.019450273040
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.26000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508CJ1
205000.00000000
PA
USD
197315.07000000
0.020087337087
Long
DBT
CORP
US
N
2
2054-02-08
Fixed
5.15000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AG7
54000.00000000
PA
USD
52374.86000000
0.005331936723
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAV9
324000.00000000
PA
USD
311212.99000000
0.031682528031
Long
DBT
US
N
2
2030-11-15
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BZ6
671000.00000000
PA
USD
452292.09000000
0.046044854424
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
852.00000000
NS
USD
212965.92000000
0.021680646203
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co.
668138AA8
220000.00000000
PA
USD
167383.57000000
0.017040209820
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis, Inc.
349553AM9
648000.00000000
PA
USD
614824.47000000
0.062591196803
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
2685.00000000
NS
USD
772340.25000000
0.078626832447
Long
EC
US
N
1
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955MAB2
889006.96000000
PA
USD
836363.79000000
0.085144643933
Long
ABS-O
CORP
US
N
2
2026-07-25
Fixed
3.10000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-107.00000000
NC
USD
160180.45000000
0.016306908002
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Swiss Franc Currency Futures
SFU4 Curncy
2024-09-16
-15184317.95000000
USD
160180.45000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
717.00000000
NC
USD
524934.65000000
0.053440111105
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU4 Comdty
2024-09-19
78333862.23000000
USD
524934.65000000
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AL5Y6
3000000.00000000
PA
USD
2215971.18000000
0.225593311598
Long
DBT
USGSE
US
N
2
2036-02-11
Fixed
1.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
39680000.00000000
PA
USD
36621850.10000000
3.728227386473
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.13000000
N
N
N
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
000000000
33500.00000000
NS
382658.58000000
0.038955929144
Long
EC
CORP
HK
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473QAZ6
43000.00000000
PA
USD
41969.83000000
0.004272669709
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS, Interest Only STRIPS
38377WFA7
31746.08000000
PA
USD
1709.07000000
0.000173989068
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
1.15000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC
013092AE1
516000.00000000
PA
USD
487825.37000000
0.049662261717
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp.
67777JAL2
401000.00000000
PA
USD
334941.63000000
0.034098183309
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XMKS4
1142712.82000000
PA
USD
904354.79000000
0.092066356176
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
649000.00000000
PA
USD
535510.93000000
0.054516811945
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31295NJF6
8355.02000000
PA
USD
8411.87000000
0.000856356629
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Floating
6.94000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
20657.00000000
NS
USD
2378033.84000000
0.242091834902
Long
EC
CORP
US
N
1
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WBC8
294000.00000000
PA
USD
285031.64000000
0.029017178634
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.45000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
1539000.00000000
PA
USD
1484111.12000000
0.151087498502
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
2480000.00000000
PA
USD
2452681.26000000
0.249691193067
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31398LQT8
11835.15000000
PA
USD
9530.43000000
0.000970229795
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CH2
323000.00000000
PA
USD
289077.58000000
0.029429068920
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308KL0
134000.00000000
PA
USD
137205.92000000
0.013968023656
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.10000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-44.00000000
NC
USD
-64223.72000000
-0.00653819048
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESU4 Index
2024-09-20
-12083076.28000000
USD
-64223.72000000
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
4536.00000000
NS
783471.04000000
0.079759984267
Long
EC
CORP
FR
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
22339.00000000
NS
USD
143192.99000000
0.014577527498
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
476000.00000000
PA
USD
480566.86000000
0.048923321011
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
355000.00000000
PA
USD
335544.34000000
0.034159541212
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
1117000.00000000
PA
USD
1050452.70000000
0.106939614291
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
44284.00000000
NS
4520817.50000000
0.460234411061
Long
EC
CORP
CH
N
2
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAU1
586000.00000000
PA
USD
517750.46000000
0.052708736425
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KMLZ6
2633563.31000000
PA
USD
2181410.78000000
0.222074946758
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBX9
215000.00000000
PA
USD
213237.75000000
0.021708319410
Long
DBT
CORP
FR
N
2
2035-01-19
Fixed
6.07000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047QAC6
155000.00000000
PA
USD
160070.65000000
0.016295729993
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCZ0
432000.00000000
PA
USD
390793.02000000
0.039784042467
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.63000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp.
000000000
1900.00000000
NS
833146.87000000
0.084817150668
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
182.00000000
NC
-126309.08000000
-0.01285868873
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGU4 Index
2024-09-20
9083261.10000000
EUR
-126309.08000000
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp.
482480AP5
292000.00000000
PA
USD
284307.91000000
0.028943500488
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417GGE0
120346.05000000
PA
USD
110319.20000000
0.011230865223
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMT6
130000.00000000
PA
USD
130251.02000000
0.013259991468
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAP4
600000.00000000
PA
USD
642567.60000000
0.065415540652
Long
DBT
CORP
ES
N
2
2028-11-21
Fixed
9.63000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EK0
349000.00000000
PA
USD
345930.64000000
0.035216901449
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAR4
195000.00000000
PA
USD
198582.06000000
0.020216320926
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576BAA0
545000.00000000
PA
USD
544849.63000000
0.055467522982
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.80000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327V2B9
590000.00000000
PA
USD
531219.54000000
0.054079934024
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90000000
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
639000.00000000
PA
USD
523417.22000000
0.053285631633
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
31395DUD9
7649.43000000
PA
USD
6375.41000000
0.000649038158
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Interest Only STRIPS
31395DP45
43232.30000000
PA
USD
3462.63000000
0.000352507368
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Floating
1.15000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AU3
602000.00000000
PA
USD
598816.99000000
0.060961581556
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
384000.00000000
PA
USD
375598.52000000
0.038237191315
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.88000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
349000.00000000
PA
USD
339012.86000000
0.034512648202
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653AD3
44000.00000000
PA
USD
43298.12000000
0.004407894093
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAV3
630000.00000000
PA
USD
626066.15000000
0.063735637598
Long
DBT
CORP
KY
N
2
2029-11-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BE73
18.58000000
PA
USD
16.58000000
0.000001687899
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Fixed
1.65000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508CC6
160000.00000000
PA
USD
150597.38000000
0.015331319278
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
40200.00000000
PA
USD
34427.53000000
0.003504838227
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.63000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CU1
555000.00000000
PA
USD
577500.35000000
0.058791475981
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371NGL3
5487.01000000
PA
USD
5508.49000000
0.000560782790
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
6.00000000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
16842.00000000
NS
337507.39000000
0.034359386298
Long
EC
CORP
SE
N
2
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
264000.00000000
PA
USD
227032.60000000
0.023112681490
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
23497.00000000
NS
1081050.73000000
0.110054596552
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286F2
150000.00000000
PA
USD
144416.02000000
0.014702036061
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
4600.00000000
NS
USD
479136.00000000
0.048777654656
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WMME8
209930.63000000
PA
USD
192441.17000000
0.019591157691
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
872.00000000
NS
USD
472449.60000000
0.048096956670
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132E0K92
3553731.50000000
PA
USD
3619241.91000000
0.368450986782
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.00000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
1120000.00000000
PA
USD
954158.42000000
0.097136533046
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
5624.00000000
NS
668273.76000000
0.068032514110
Long
EC
CORP
GB
N
2
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
1354.00000000
NS
USD
548654.34000000
0.055854855243
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076CC4
112000.00000000
PA
USD
87571.46000000
0.008915068860
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
325000.00000000
PA
USD
328277.95000000
0.033419798295
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DJ5
839000.00000000
PA
USD
824668.05000000
0.083953978304
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
17595.00000000
NS
USD
1937209.50000000
0.197214435958
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co.
260543CV3
232000.00000000
PA
USD
198859.05000000
0.020244519439
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS
31397KTW1
116265.33000000
PA
USD
10636.50000000
0.001082831437
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
0.92000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
228000.00000000
PA
USD
175902.29000000
0.017907444138
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority, Interest Only STRIPS
88059ENP5
1000000.00000000
PA
USD
829687.44000000
0.084464969071
Long
DBT
USGA
US
N
2
2028-07-15
None
0.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044DG3
80000.00000000
PA
USD
66259.22000000
0.006745411221
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co.
609935AA9
220000.00000000
PA
USD
224374.95000000
0.022842123790
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.85000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
4473.00000000
NS
USD
1819616.40000000
0.185243063275
Long
EC
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AQ8
435000.00000000
PA
USD
438415.27000000
0.044632147523
Long
DBT
CORP
FR
N
2
2035-01-10
Fixed
6.25000000
N
N
N
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
1024.00000000
NS
USD
175831.04000000
0.017900190649
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CJ2
201000.00000000
PA
USD
162130.32000000
0.016505411320
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash, Inc.
25809K105
4096.00000000
NS
USD
445562.88000000
0.045359798237
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
000000000
12800.00000000
NS
684751.07000000
0.069709959631
Long
EC
CORP
JP
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
842000.00000000
PA
USD
511004.18000000
0.052021942454
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
First Citizens BancShares Inc/NC
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc.
31946M103
349.00000000
NS
USD
587579.89000000
0.059817607020
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128P7RY1
40908.71000000
PA
USD
39147.55000000
0.003985352122
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
34678.00000000
NS
651746.16000000
0.066349948899
Long
EC
CORP
SE
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DC6
186000.00000000
PA
USD
163053.36000000
0.016599379893
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.63000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAS1
67000.00000000
PA
USD
66838.50000000
0.006804383871
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVLF0
9694328.40000000
PA
USD
8101650.68000000
0.824775260079
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBD2
397000.00000000
PA
USD
400622.85000000
0.040784752188
Long
DBT
US
N
2
2029-06-01
Fixed
5.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
412000.00000000
PA
USD
331195.27000000
0.033716791273
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
1273.00000000
NS
USD
859122.24000000
0.087461530609
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
11270000.00000000
PA
USD
11104471.88000000
1.130472547462
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
17579.00000000
NS
2745701.42000000
0.279521629878
Long
EC
CORP
GB
N
2
N
N
N
Kimco Realty Corp
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
24587.00000000
NS
USD
478463.02000000
0.048709143030
Long
EC
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
197241.00000000
NS
756222.52000000
0.076985993379
Long
EC
CORP
NL
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EG0
205000.00000000
PA
USD
205712.38000000
0.020942211460
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
5.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
31398FRR4
4247.49000000
PA
USD
3672.32000000
0.000373854514
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
None
0.00000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1909.00000000
NS
USD
849218.65000000
0.086453311872
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CU3
129000.00000000
PA
USD
76625.60000000
0.007800743535
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
715000.00000000
PA
USD
681688.28000000
0.069398157318
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308KP1
361000.00000000
PA
USD
389278.81000000
0.039629890801
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.95000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
210000.00000000
PA
USD
196379.02000000
0.019992044052
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HZ9
388000.00000000
PA
USD
379613.04000000
0.038645882939
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.20000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAE6
515000.00000000
PA
USD
527451.17000000
0.053696301296
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128UNDW9
2033.15000000
PA
USD
2051.28000000
0.000208827196
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XHRT6
2885259.27000000
PA
USD
2590425.56000000
0.263714025617
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
500000.00000000
PA
USD
319533.46000000
0.032529579833
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
13346.00000000
NS
USD
5887721.36000000
0.599389816689
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds, Principal Only STRIPS
9128334Z0
170000.00000000
PA
USD
106022.32000000
0.010793428401
Long
DBT
UST
US
N
2
2035-02-15
None
0.00000000
N
N
N
N
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
1229000.00000000
PA
USD
1157072.82000000
0.117793900742
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
3.05000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
2806.00000000
NS
380744.52000000
0.038761071405
Long
EC
CORP
FR
N
2
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
000000000
102000.00000000
NS
3954726.83000000
0.402604478838
Long
EC
CORP
JP
N
2
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
3035.00000000
NS
USD
467086.50000000
0.047550975070
Long
EC
CORP
US
N
1
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
78000.00000000
PA
USD
67897.17000000
0.006912160034
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
1179.00000000
NS
USD
1892919.87000000
0.192705602815
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EDC1
899404.41000000
PA
USD
738649.87000000
0.075197038566
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
77197.00000000
NS
USD
3070124.69000000
0.312549008799
Long
EC
CORP
US
N
1
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CY6
366000.00000000
PA
USD
364109.69000000
0.037067589819
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.20000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
51644.00000000
NS
1168242.00000000
0.118930960793
Long
EC
CORP
GB
N
2
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAM3
236000.00000000
PA
USD
221843.39000000
0.022584402476
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DP2
576000.00000000
PA
USD
384290.24000000
0.039122037614
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADC8
195000.00000000
PA
USD
194069.53000000
0.019756930211
Long
DBT
CORP
US
N
2
2029-06-24
Fixed
5.30000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBT7
409000.00000000
PA
USD
331356.61000000
0.033733216227
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LJ4
548600.00000000
PA
USD
541849.19000000
0.055162068109
Long
STIV
UST
US
N
2
2024-09-24
None
0.00000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
188000.00000000
PA
USD
155232.80000000
0.015803220608
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111GK3
317000.00000000
PA
USD
317937.18000000
0.032367073165
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308GZ4
323000.00000000
PA
USD
257030.35000000
0.026166553230
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
910000.00000000
PA
USD
725163.73000000
0.073824104202
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TS7
1710000.00000000
PA
USD
1549487.11000000
0.157742993942
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.88000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAJ0
181000.00000000
PA
USD
150277.64000000
0.015298768672
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AT3
100000.00000000
PA
USD
99259.51000000
0.010104951621
Long
DBT
US
N
2
2034-06-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Interest Only STRIPS
31394VX47
107219.03000000
PA
USD
9160.25000000
0.000932544227
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
1.25000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076DE9
250000.00000000
PA
USD
247955.18000000
0.025242670432
Long
DBT
CORP
US
N
2
2034-06-25
Fixed
4.95000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
20434.00000000
NS
404193.82000000
0.041148288932
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128P7SE4
79694.27000000
PA
USD
76258.88000000
0.007763410207
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
2669.00000000
NS
USD
528141.72000000
0.053766601607
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAL4
167000.00000000
PA
USD
161662.89000000
0.016457825375
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.55000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PBA4
98000.00000000
PA
USD
97318.14000000
0.009907313632
Long
DBT
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AS5
125000.00000000
PA
USD
124623.77000000
0.012687118511
Long
DBT
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDL2
91000.00000000
PA
USD
56544.15000000
0.005756384453
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBP2
223000.00000000
PA
USD
222424.02000000
0.022643512561
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.45000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
27369.00000000
NS
688218.60000000
0.070062965835
Long
EC
CORP
DE
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308KR7
294000.00000000
PA
USD
292688.95000000
0.029796718519
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WQB7
4977971.46000000
PA
USD
4349193.18000000
0.442762478642
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CL4
429000.00000000
PA
USD
405120.98000000
0.041242676935
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
4009.00000000
NS
USD
542818.60000000
0.055260757304
Long
EC
CORP
US
N
1
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAK3
429000.00000000
PA
USD
432549.04000000
0.044034945599
Long
DBT
US
N
2
2030-07-01
Fixed
5.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
796.00000000
NS
USD
274015.04000000
0.027895651739
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CCF0
310000.00000000
PA
USD
302729.73000000
0.030818903660
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179XDF0
931948.29000000
PA
USD
910286.28000000
0.092670201788
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DTCE8
2572556.73000000
PA
USD
2593807.51000000
0.264058319490
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
450000.00000000
PA
USD
427062.83000000
0.043476430988
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3L5
509000.00000000
PA
USD
513544.63000000
0.052280568800
Long
DBT
CORP
US
N
2
2028-04-22
Fixed
5.71000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076CD2
98000.00000000
PA
USD
70020.12000000
0.007128283477
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QMZD9
1951470.03000000
PA
USD
1618232.05000000
0.164741459811
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
969457CK4
657000.00000000
PA
USD
659354.60000000
0.067124513655
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3F8
630000.00000000
PA
USD
630851.21000000
0.064222772784
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XGJR1
274812.91000000
PA
USD
234679.12000000
0.023891122917
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Labcorp Holdings Inc
N/A
Labcorp Holdings, Inc.
504922105
2255.00000000
NS
USD
458915.05000000
0.046719094005
Long
EC
CORP
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
72000.00000000
PA
USD
66786.11000000
0.006799050393
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
155000.00000000
PA
USD
144315.02000000
0.014691753922
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.63000000
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAN0
205000.00000000
PA
USD
125281.28000000
0.012754055238
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAW5
840000.00000000
PA
USD
763758.81000000
0.077753213022
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
7611.00000000
NS
500391.38000000
0.050941523756
Long
EC
CORP
GB
N
2
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CD4
150000.00000000
PA
USD
142501.67000000
0.014507148799
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.35000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
4369.00000000
NS
USD
184939.77000000
0.018827489967
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060BK1
500000.00000000
PA
USD
497481.85000000
0.050645323826
Long
DBT
CORP
JP
N
2
2034-07-05
Fixed
5.30000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
400000.00000000
PA
USD
443455.60000000
0.045145270053
Long
DBT
CORP
ES
N
2
2033-05-21
Fixed
9.63000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
200000.00000000
PA
USD
165757.20000000
0.016874639890
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
11008700.00000000
PA
USD
10932155.19000000
1.112930129451
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS, Principal Only STRIPS
38375PCK5
4859.25000000
PA
USD
4430.90000000
0.000451080507
Long
ABS-MBS
USGA
US
N
2
2038-01-20
None
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
140000.00000000
PA
USD
138648.97000000
0.014114930994
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBL4
145000.00000000
PA
USD
140063.17000000
0.014258901306
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.60000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DL1
98000.00000000
PA
USD
97238.63000000
0.009899219247
Long
DBT
CORP
US
N
2
2032-01-29
Fixed
5.63000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAX5
430000.00000000
PA
USD
427117.06000000
0.043481951784
Long
DBT
US
N
2
2034-07-01
Fixed
5.63000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAC2
405000.00000000
PA
USD
390006.23000000
0.039703944601
Long
DBT
CORP
IT
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
5176.00000000
NS
USD
336129.44000000
0.034219106358
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
25959.00000000
NS
USD
453244.14000000
0.046141776313
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DX3
161000.00000000
PA
USD
116582.23000000
0.011868462720
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175CE2
147000.00000000
PA
USD
98183.01000000
0.009995360304
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS, Interest Only STRIPS
38375GBA8
384.83000000
PA
USD
22.44000000
0.000002284467
Long
ABS-MBS
USGA
US
N
2
2031-04-20
Fixed
7.50000000
N
N
N
N
N
N
SART 2018 1
N/A
SART
000000000
35927.59000000
PA
USD
35859.33000000
0.003650600278
Long
ABS-O
CORP
US
N
2
2025-06-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
130000.00000000
PA
USD
121158.98000000
0.012334391247
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.38000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558CA9
207000.00000000
PA
USD
207815.61000000
0.021156327340
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
5.55000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
46000.00000000
PA
USD
32130.95000000
0.003271038667
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
178000.00000000
PA
USD
159342.51000000
0.016221602895
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
200000.00000000
PA
USD
195785.82000000
0.019931654299
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BWP3
3496.15000000
PA
USD
3454.93000000
0.000351723482
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
5.50000000
N
Y
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
1341.00000000
NS
USD
469993.68000000
0.047846935762
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
25000.00000000
PA
USD
15125.00000000
0.001539775818
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp.
31428XCE4
140000.00000000
PA
USD
103214.27000000
0.010507559477
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
837000.00000000
PA
USD
692678.32000000
0.070516980316
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418AS33
179554.55000000
PA
USD
164595.15000000
0.016756339295
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
18501.00000000
NS
1835536.96000000
0.186863829775
Long
EC
CORP
FR
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CU0
161000.00000000
PA
USD
164852.57000000
0.016782545516
Long
DBT
CORP
US
N
2
2064-03-15
Fixed
5.95000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
2476.00000000
NS
USD
742403.84000000
0.075579205325
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GE7
162000.00000000
PA
USD
118807.50000000
0.012095002683
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAF6
299000.00000000
PA
USD
279417.48000000
0.028445638282
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AQ8
1105000.00000000
PA
USD
973705.12000000
0.099126452782
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AU5
250000.00000000
PA
USD
232086.27000000
0.023627162076
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.27000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co.
260543CG6
170000.00000000
PA
USD
140666.67000000
0.014320339634
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.38000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
10848.00000000
NS
USD
197216.64000000
0.020077316583
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
593000.00000000
PA
USD
512107.22000000
0.052134235632
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AQ4
321000.00000000
PA
USD
320665.95000000
0.032644871120
Long
DBT
CORP
US
N
2
2034-04-05
Fixed
5.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30307MAS7
1441000.00000000
PA
USD
1312002.98000000
0.133566311582
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
3.79000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
383000.00000000
PA
USD
326349.56000000
0.033223481714
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEE8
104000.00000000
PA
USD
77049.20000000
0.007843867438
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BW4
210000.00000000
PA
USD
211574.15000000
0.021538959341
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.68000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVL52
10280800.62000000
PA
USD
8590393.75000000
0.874530946740
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
331000.00000000
PA
USD
201674.86000000
0.020531178358
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
573.00000000
NS
USD
295857.09000000
0.030119245816
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAE6
495000.00000000
PA
USD
494082.47000000
0.050299255520
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HX4
266000.00000000
PA
USD
266502.14000000
0.027130813276
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.88000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397E74
200000.00000000
PA
USD
200046.41000000
0.020365396676
Long
DBT
CORP
US
N
2
2027-05-17
Fixed
5.85000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CX6
915000.00000000
PA
USD
967065.66000000
0.098450533446
Long
DBT
CORP
GB
N
2
2030-02-08
Fixed
7.02000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31300LUY9
15413.23000000
PA
USD
15863.36000000
0.001614943347
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Floating
6.42000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-1.00000000
NC
USD
50.43000000
0.000005133943
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE U.S. MSCI Emerging Markets EM Index Futures
MESU4 Index
2024-09-20
-54460.43000000
USD
50.43000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148YAA6
273000.00000000
PA
USD
232780.98000000
0.023697885888
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.02000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DH9
348000.00000000
PA
USD
344196.17000000
0.035040326575
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
5.13000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BU2
540000.00000000
PA
USD
527738.68000000
0.053725570780
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Corpay Inc
549300DG6RR0NQSFLN74
Corpay, Inc.
219948106
1151.00000000
NS
USD
306637.91000000
0.031216769515
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBG1
420000.00000000
PA
USD
421765.55000000
0.042937150086
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.40000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
707000.00000000
PA
USD
600797.77000000
0.061163231615
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QQEM3
1298255.64000000
PA
USD
1311719.24000000
0.133537425896
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
25340.00000000
NS
USD
662641.00000000
0.067459080217
Long
EC
CORP
GB
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
33594.00000000
NS
USD
667512.78000000
0.067955043790
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAT7
321000.00000000
PA
USD
337546.37000000
0.034363354593
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
6.40000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology, Inc.
573874AP9
485000.00000000
PA
USD
495480.04000000
0.050441532842
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
610000.00000000
PA
USD
497945.13000000
0.050692487287
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAP5
375000.00000000
PA
USD
361722.25000000
0.036824540405
Long
DBT
US
N
2
2029-01-26
Fixed
4.40000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BZ5
578000.00000000
PA
USD
583272.97000000
0.059379148093
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABV6
526000.00000000
PA
USD
485919.22000000
0.049468209243
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AY3
260000.00000000
PA
USD
163302.09000000
0.016624701443
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
200000.00000000
PA
USD
155236.82000000
0.015803629858
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
AMER AIRLINE 21-1B PTT
N/A
American Airlines Pass-Through Trust
02376LAA3
39790.00000000
PA
USD
36758.63000000
0.003742152039
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CW2
466000.00000000
PA
USD
295234.53000000
0.030055867116
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
EQUINIX EU 2 FINANCING C
254900FSZR46BPMCKI50
Equinix Europe 2 Financing Corp. LLC
29390XAA2
415000.00000000
PA
USD
415481.09000000
0.042297370943
Long
DBT
US
N
2
2034-06-15
Fixed
5.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBC6
892000.00000000
PA
USD
779665.74000000
0.079372591942
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
91000.00000000
PA
USD
91601.74000000
0.009325364906
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179W2T4
6794498.43000000
PA
USD
5512603.44000000
0.561201552069
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.00000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
415000.00000000
PA
USD
379237.45000000
0.038607646615
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.87000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
23636ABH3
200000.00000000
PA
USD
200676.38000000
0.020429529739
Long
DBT
CORP
DK
N
2
2030-03-01
Fixed
5.71000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EF1
232000.00000000
PA
USD
231667.95000000
0.023584575694
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38373MA91
14946.14000000
PA
USD
15897.64000000
0.001618433166
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Floating
4.19000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAS4
285000.00000000
PA
USD
305257.06000000
0.031076194345
Long
DBT
CORP
FR
N
2
2034-10-19
Fixed
7.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
13297.00000000
NS
USD
1002061.92000000
0.102013270298
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
250000.00000000
PA
USD
247578.13000000
0.025204285475
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BG7
338000.00000000
PA
USD
320034.80000000
0.032580617929
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp.
596278101
1114.00000000
NS
USD
136587.54000000
0.013905070494
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEF4
2291000.00000000
PA
USD
2171885.89000000
0.221105280953
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
48000.00000000
PA
USD
46660.78000000
0.004750224180
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
250000.00000000
PA
USD
250153.04000000
0.025466419964
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
5.98000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
217000.00000000
PA
USD
172077.82000000
0.017518100242
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
300.00000000
PA
USD
185.47000000
0.000018881469
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PFC1
110000.00000000
PA
USD
107462.10000000
0.010940002843
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132G7CD5
53176.73000000
PA
USD
50717.47000000
0.005163208852
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBA8
165000.00000000
PA
USD
163061.96000000
0.016600255402
Long
DBT
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128ME4Y4
405364.75000000
PA
USD
391376.36000000
0.039843428439
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
23061.00000000
NS
854646.22000000
0.087005856734
Long
EC
CORP
IT
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFQ3
455000.00000000
PA
USD
462976.54000000
0.047132567333
Long
DBT
CORP
US
N
2
2030-04-18
Fixed
5.66000000
N
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
4894.00000000
NS
587232.21000000
0.059782212028
Long
EC
CORP
DK
N
2
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1903.00000000
NS
USD
711017.89000000
0.072384010161
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
270000.00000000
PA
USD
256147.18000000
0.026076643556
Long
DBT
CORP
FI
N
2
2033-09-13
Fixed
4.63000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
3955.00000000
NS
USD
902768.30000000
0.091904846164
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
293791AP4
228000.00000000
PA
USD
250530.61000000
0.025504857859
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
6.65000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
13506.00000000
NS
USD
995257.14000000
0.101320520831
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAH4
544000.00000000
PA
USD
517156.02000000
0.052648220436
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality, Inc.
03784Y200
15393.00000000
NS
USD
223814.22000000
0.022785039592
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
40000.00000000
PA
USD
35076.56000000
0.003570911662
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAA5
395000.00000000
PA
USD
337232.88000000
0.034331440257
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAU8
382000.00000000
PA
USD
369037.29000000
0.037569236055
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.00000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BD9
320000.00000000
PA
USD
324649.85000000
0.033050445525
Long
DBT
CORP
AU
N
2
2030-09-08
Fixed
5.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGT1
155000.00000000
PA
USD
125566.37000000
0.012783078358
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
MASSACHUSETTS ELECTRIC
549300XN8GZY5U5O1B96
Massachusetts Electric Co.
575634AU4
332000.00000000
PA
USD
263964.90000000
0.026872513719
Long
DBT
CORP
US
N
2
2030-11-24
Fixed
1.73000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AS9
116000.00000000
PA
USD
94245.08000000
0.009594465799
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDM8
350000.00000000
PA
USD
328293.60000000
0.033421391518
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.35000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAC7
219000.00000000
PA
USD
225225.95000000
0.022928758449
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAF0
250000.00000000
PA
USD
203824.75000000
0.020750044383
Long
DBT
CORP
FR
N
2
2032-10-19
Fixed
3.12000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
2233.00000000
NS
620576.71000000
0.063176794162
Long
EC
CORP
DE
N
2
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
348000.00000000
PA
USD
344502.77000000
0.035071539485
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
89000.00000000
PA
USD
60752.21000000
0.006184779100
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake, Inc.
833445109
2057.00000000
NS
USD
277880.13000000
0.028289130887
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBQ3
91000.00000000
PA
USD
48625.52000000
0.004950241313
Long
DBT
US
N
2
2050-10-15
Fixed
2.13000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
16018.00000000
NS
USD
8076595.96000000
0.822224605401
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
30.00000000
NC
USD
34809.01000000
0.003543674173
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU4 Comdty
2024-09-19
3725503.49000000
USD
34809.01000000
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp.
000000000
5200.00000000
NS
604549.69000000
0.061545189677
Long
EC
CORP
JP
N
2
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189WAS9
450000.00000000
PA
USD
446494.56000000
0.045454646391
Long
DBT
CORP
US
N
2
2034-07-01
Fixed
5.40000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAQ6
360000.00000000
PA
USD
356872.18000000
0.036330786984
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
7.13000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
128000.00000000
PA
USD
106122.54000000
0.010803631134
Long
DBT
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DN2
134000.00000000
PA
USD
137876.25000000
0.014036265502
Long
DBT
CORP
US
N
2
2064-05-01
Fixed
7.01000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
8602.00000000
NS
USD
1250042.64000000
0.127258540788
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FBH8
207000.00000000
PA
USD
207143.11000000
0.021087864581
Long
DBT
CORP
US
N
2
2063-09-15
Fixed
5.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175CR3
180000.00000000
PA
USD
180562.47000000
0.018381866120
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
6.55000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EXT1
475000.00000000
PA
USD
473966.74000000
0.048251406619
Long
DBT
CORP
US
N
2
2029-06-11
Fixed
4.85000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBE7
570000.00000000
PA
USD
556605.01000000
0.056664260163
Long
DBT
CORP
NL
N
2
2034-06-26
Fixed
5.50000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
300000.00000000
PA
USD
230712.96000000
0.023487354503
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
3337.00000000
NS
USD
431073.66000000
0.043884746958
Long
EC
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CS6
1787000.00000000
PA
USD
1468382.65000000
0.149486287410
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.54000000
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
230000.00000000
PA
USD
204816.38000000
0.020850995649
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
28558.00000000
NS
840735.82000000
0.085589731276
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
3136AHNE6
165660.65000000
PA
USD
123780.28000000
0.012601248395
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
151000.00000000
PA
USD
110129.04000000
0.011211506296
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.88000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
7984.00000000
NS
USD
329260.16000000
0.033519790574
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
000000000
35420.00000000
NS
1008471.90000000
0.102665827799
Long
EC
CORP
AU
N
2
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513ECX7
285000.00000000
PA
USD
312419.84000000
0.031805389416
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.40000000
N
N
N
N
N
N
NEWMONT / NEWCREST FIN
N/A
Newmont Corp./Newcrest Finance Pty. Ltd.
65163LAE9
250000.00000000
PA
USD
204511.22000000
0.020819929336
Long
DBT
CORP
US
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAJ3
362000.00000000
PA
USD
324637.11000000
0.033049148551
Long
DBT
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
3559.00000000
NS
USD
502530.80000000
0.051159323900
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
9456.00000000
NS
USD
369256.80000000
0.037591582911
Long
EC
CORP
US
N
1
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
5985.00000000
NS
USD
600834.15000000
0.061166935221
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
6361.00000000
NS
USD
394191.17000000
0.040129985554
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co.
824348BJ4
151000.00000000
PA
USD
136188.35000000
0.013864431611
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
2542.00000000
NS
USD
201021.36000000
0.020464649862
Long
EC
CORP
US
N
1
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919AK7
283000.00000000
PA
USD
245134.23000000
0.024955488244
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.38000000
N
N
N
N
N
N
KKR & Co Inc
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
4688.00000000
NS
USD
493365.12000000
0.050226226880
Long
EC
CORP
US
N
1
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650AN0
16733.90000000
PA
USD
16707.04000000
0.001700832806
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.20000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
223.00000000
NC
USD
-33031.70000000
-0.00336273804
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Australian Dollar Currency Futures
ADU4 Curncy
2024-09-16
14936121.70000000
USD
-33031.70000000
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878744AB7
127000.00000000
PA
USD
113958.01000000
0.011601308307
Long
DBT
CORP
CA
N
2
2042-03-01
Fixed
5.20000000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAM8
311000.00000000
PA
USD
257632.40000000
0.026227843942
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
PERNOD RIC INTL FIN LLC
5493009254WI1A8WXT48
Pernod Ricard International Finance LLC
71427QAB4
270000.00000000
PA
USD
215601.76000000
0.021948983571
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179YW75
1219274.29000000
PA
USD
1238000.45000000
0.126032605385
Long
ABS-MBS
USGA
US
N
2
2054-05-20
Fixed
6.50000000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788C105
1609.00000000
NS
USD
616552.71000000
0.062767137442
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
55000.00000000
PA
USD
39534.26000000
0.004024720499
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEG4
227000.00000000
PA
USD
183699.06000000
0.018701181521
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
1.85000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AF4
241000.00000000
PA
USD
232767.15000000
0.023696477947
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
4912.00000000
NS
USD
608105.60000000
0.061907193262
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EM5
315000.00000000
PA
USD
306607.01000000
0.031213623791
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-210.00000000
NC
USD
-106317.69000000
-0.01082349806
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVU4 Comdty
2024-09-30
-22275088.56000000
USD
-106317.69000000
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BT2
127000.00000000
PA
USD
78151.55000000
0.007956090372
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XEV4
138000.00000000
PA
USD
138372.01000000
0.014086735536
Long
DBT
CORP
US
N
2
2034-04-04
Fixed
5.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGR4
172000.00000000
PA
USD
163771.19000000
0.016672457399
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
1686600.00000000
PA
USD
1081795.78000000
0.110130445145
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
350000.00000000
PA
USD
332928.37000000
0.033893226676
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CU4
71000.00000000
PA
USD
54630.82000000
0.005561601030
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp.
03027XCG3
406000.00000000
PA
USD
404392.24000000
0.041168488755
Long
DBT
US
N
2
2029-02-15
Fixed
5.20000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955WAA2
510740.99000000
PA
USD
483285.39000000
0.049200076499
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
3.23000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
830000.00000000
PA
USD
612287.11000000
0.062332885030
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
3234.00000000
NS
USD
583575.30000000
0.059409926303
Long
EC
CORP
US
N
1
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
3240.00000000
NS
USD
729972.00000000
0.074313602243
Long
EC
CORP
US
N
1
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp.
000000000
11400.00000000
NS
447950.77000000
0.045602893462
Long
EC
CORP
JP
N
2
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
94000.00000000
PA
USD
55713.85000000
0.005671857123
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
233000.00000000
PA
USD
209777.50000000
0.021356054334
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
763900.00000000
PA
USD
578445.37000000
0.058887682193
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31396NGH3
1511.55000000
PA
USD
1296.78000000
0.000132016561
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WVV7
7158412.21000000
PA
USD
6249120.70000000
0.636181483772
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DG2
147000.00000000
PA
USD
133511.57000000
0.013591926413
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31300LLL7
8000.14000000
PA
USD
8129.68000000
0.000827628739
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Floating
6.36000000
N
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines Pass-Through Trust
90932EAA1
408528.37000000
PA
USD
372401.80000000
0.037911754478
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31398LZP6
6601.56000000
PA
USD
5554.12000000
0.000565428077
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEF5
193000.00000000
PA
USD
133321.22000000
0.013572548143
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
000000000
6734.00000000
NS
648627.53000000
0.066032461887
Long
EC
CORP
FR
N
2
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
300000.00000000
PA
USD
303948.99000000
0.030943028424
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
6.34000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
2009.00000000
NS
399540.88000000
0.040674604007
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKQ3
1700000.00000000
PA
USD
1704250.00000000
0.173498376134
Long
DBT
UST
US
N
2
2034-05-15
Fixed
4.38000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
2287.00000000
NS
USD
775315.87000000
0.078929760561
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CC1
286000.00000000
PA
USD
235210.16000000
0.023945184574
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.38000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
348000.00000000
PA
USD
235982.25000000
0.024023785930
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CF2
161000.00000000
PA
USD
145872.11000000
0.014850270915
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XFZR5
931289.25000000
PA
USD
799892.25000000
0.081431718619
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DQYY6
5550406.09000000
PA
USD
5646482.12000000
0.574830851514
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology, Inc.
573874AQ7
729000.00000000
PA
USD
754309.64000000
0.076791255768
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.95000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
103000.00000000
PA
USD
94527.43000000
0.009623209978
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JQ1
222559.00000000
PA
USD
183913.56000000
0.018723018341
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DW5
290000.00000000
PA
USD
213779.10000000
0.021763430659
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
30037DAA3
149000.00000000
PA
USD
126830.02000000
0.012911722174
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL
46590XAQ9
47000.00000000
PA
USD
35144.17000000
0.003577794587
Long
DBT
CORP
LU
N
2
2052-02-02
Fixed
4.38000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
21970.00000000
NS
2314761.55000000
0.235650503191
Long
EC
CORP
FR
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
11597.00000000
NS
USD
417839.91000000
0.042537506744
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDX4
62000.00000000
PA
USD
61579.14000000
0.006268963352
Long
DBT
CORP
US
N
2
2064-03-15
Fixed
5.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
054989AC2
410000.00000000
PA
USD
433967.40000000
0.044179339413
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
7.08000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
70000.00000000
PA
USD
66176.59000000
0.006736999209
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHQ5
602000.00000000
PA
USD
570506.53000000
0.058079481607
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
604000.00000000
PA
USD
675601.60000000
0.068778512843
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-235.00000000
NC
USD
-133029.46000000
-0.01354284599
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU4 Comdty
2024-09-19
-26546814.29000000
USD
-133029.46000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
285000.00000000
PA
USD
289399.01000000
0.029461791573
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-136.00000000
NC
USD
105408.48000000
0.010730937427
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE U.S. mini MSCI EAFE Index Futures
MFSU4 Index
2024-09-20
-16039168.48000000
USD
105408.48000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA79
517000.00000000
PA
USD
531736.57000000
0.054132569415
Long
DBT
CORP
US
N
2
2029-05-10
Fixed
7.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
480000.00000000
PA
USD
447505.08000000
0.045557520722
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAF1
35000.00000000
PA
USD
32931.93000000
0.003352581122
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
14061.00000000
NS
USD
1862520.06000000
0.189610800016
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS
3137ABB59
24740.65000000
PA
USD
24532.29000000
0.002497469548
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JJ0
119000.00000000
PA
USD
88846.30000000
0.009044851855
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAC0
68000.00000000
PA
USD
62913.88000000
0.006404844369
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.40000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
46124HAG1
204000.00000000
PA
USD
205216.76000000
0.020891755678
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.20000000
N
N
N
N
N
N
IBM INTERNAT CAPITAL
2549007KTXQQBYZO7485
IBM International Capital Pte. Ltd.
449276AD6
295000.00000000
PA
USD
289275.62000000
0.029449230057
Long
DBT
CORP
SG
N
2
2031-02-05
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CS2
370000.00000000
PA
USD
336306.02000000
0.034237082795
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co. LLC
19828TAB2
418000.00000000
PA
USD
427944.21000000
0.043566158434
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.04000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
529000.00000000
PA
USD
428905.76000000
0.043664047454
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XB4Y3
3308981.54000000
PA
USD
2849276.08000000
0.290065878268
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CW0
58000.00000000
PA
USD
56103.36000000
0.005711510550
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828U24
245000.00000000
PA
USD
230577.54000000
0.023473568292
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
214000.00000000
PA
USD
197904.56000000
0.020147349150
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
AMER AIRLN 15-1 A PTT
N/A
American Airlines Pass-Through Trust
023770AA8
155079.36000000
PA
USD
146416.67000000
0.014905708953
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.38000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AH3
326000.00000000
PA
USD
302708.55000000
0.030816747464
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS, Principal Only STRIPS
3136AGZH8
170678.70000000
PA
USD
126209.05000000
0.012848505341
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
LEHMAN BROTHERS HOLDINGS
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings, Inc.
52522L590
899000.00000000
PA
USD
33.35000000
0.000003395142
Long
DBT
CORP
US
N
2
2009-01-27
None
0.00000000
Y
N
N
N
N
Coeur Mining Inc
Coeur Mining, Inc.
USD
XXXX
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WLQ9
7940389.05000000
PA
USD
6942950.81000000
0.706815720180
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190AM6
123000.00000000
PA
USD
125543.39000000
0.012780738917
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451BE7
245000.00000000
PA
USD
245581.33000000
0.025001004526
Long
DBT
CORP
AU
N
2
2033-09-08
Fixed
5.25000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co.
13648TAF4
254000.00000000
PA
USD
220905.71000000
0.022488943502
Long
DBT
CORP
CA
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS B
N/A
JetBlue Pass-Through Trust
477165AA2
162529.74000000
PA
USD
166072.84000000
0.016906773102
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AG5
232000.00000000
PA
USD
139126.00000000
0.014163494251
Long
DBT
CORP
US
N
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co.
74456QCD6
155000.00000000
PA
USD
97886.04000000
0.009965127760
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
COOF Securitization Trust
N/A
COOF Securitization Trust Ltd., Interest Only STRIPS
12631UAA3
43917.90000000
PA
USD
3006.56000000
0.000306077909
Long
ABS-O
USGA
US
N
2
2040-06-25
Variable
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YX2
130000.00000000
PA
USD
121331.64000000
0.012351968615
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QEXU1
3113430.67000000
PA
USD
2598607.78000000
0.264547003104
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
9360.00000000
NS
USD
909698.40000000
0.092610353629
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703DBF7
125000.00000000
PA
USD
91815.69000000
0.009347145734
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
567000.00000000
PA
USD
524204.85000000
0.053365815013
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
530000.00000000
PA
USD
471078.90000000
0.047957414804
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
134000.00000000
PA
USD
137651.95000000
0.014013431008
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83000000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
6621.00000000
NS
USD
332771.46000000
0.033877252711
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv, Inc.
292505AG9
62000.00000000
PA
USD
63899.14000000
0.006505147147
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
6140.00000000
NS
USD
557757.60000000
0.056781597697
Long
EC
CORP
US
N
1
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAJ6
695000.00000000
PA
USD
709090.55000000
0.072187800473
Long
DBT
CORP
GB
N
2
2027-10-18
Fixed
6.56000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31396HVT3
3375.41000000
PA
USD
2870.70000000
0.000292246905
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X8QJ9
1364322.56000000
PA
USD
1185685.04000000
0.120706720872
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDF5
34110000.00000000
PA
USD
30094080.30000000
3.063678488083
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.38000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
117686.00000000
NS
545798.36000000
0.055564106883
Long
EC
CORP
ES
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
321000.00000000
PA
USD
320381.32000000
0.032615894829
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.17000000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
183000.00000000
PA
USD
202435.60000000
0.020608624246
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
50191.00000000
NS
597454.32000000
0.060822857171
Long
EC
CORP
FI
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419ADA2
178.44000000
PA
USD
178.47000000
0.000018168845
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.50000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAB0
395000.00000000
PA
USD
402533.09000000
0.040979221038
Long
DBT
CORP
ES
N
2
2027-09-13
Fixed
6.68000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBN7
129000.00000000
PA
USD
127545.79000000
0.012984589964
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.70000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAQ7
166000.00000000
PA
USD
165826.27000000
0.016881671448
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.25000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BY9
78000.00000000
PA
USD
53348.46000000
0.005431052474
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
Natera Inc
N/A
Natera, Inc.
632307104
5332.00000000
NS
USD
577402.28000000
0.058781492126
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LW9
250000.00000000
PA
USD
239789.03000000
0.024411328924
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.08000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CY9
205000.00000000
PA
USD
197026.75000000
0.020057985143
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-216.00000000
NC
-218701.45000000
-0.02226454242
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXU4 Comdty
2024-09-06
-28225707.52000000
EUR
-218701.45000000
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
34008.00000000
NS
1070223.45000000
0.108952343069
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
411000.00000000
PA
USD
409347.21000000
0.041672921349
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.95000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CE2
250000.00000000
PA
USD
248970.23000000
0.025346005932
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.95000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AM2
276000.00000000
PA
USD
251943.60000000
0.025648704989
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177JAR3
37000.00000000
PA
USD
35135.56000000
0.003576918060
Long
DBT
CORP
US
N
2
2063-03-22
Fixed
5.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBX7
770000.00000000
PA
USD
759956.23000000
0.077366097602
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
126000.00000000
PA
USD
120714.96000000
0.012289188519
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418ELY4
3398594.04000000
PA
USD
3357693.22000000
0.341824451358
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
21077.00000000
NS
815090.20000000
0.082978920993
Long
EC
CORP
FR
N
2
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix, Inc.
000000000
10282.00000000
NS
1766576.83000000
0.179843456841
Long
EC
CORP
KR
N
2
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAR4
211000.00000000
PA
USD
212638.68000000
0.021647332071
Long
DBT
CORP
KY
N
2
2033-06-12
Fixed
6.13000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513EAC5
107000.00000000
PA
USD
70676.33000000
0.007195087860
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.13000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
846.00000000
NS
USD
900863.10000000
0.091710890403
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38377UD88
289339.55000000
PA
USD
285814.15000000
0.029096840781
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
5.00000000
N
Y
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PG0
1035000.00000000
PA
USD
1027616.00000000
0.104614761502
Long
DBT
CORP
US
N
2
2035-02-13
Fixed
5.83000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BH0
325000.00000000
PA
USD
325391.97000000
0.033125995835
Long
DBT
CORP
CH
N
2
2035-02-08
Fixed
5.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
541000.00000000
PA
USD
482188.36000000
0.049088395159
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BS1
365000.00000000
PA
USD
252552.67000000
0.025710710361
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AS4
171000.00000000
PA
USD
168865.83000000
0.017191108868
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.40000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BM9
91000.00000000
PA
USD
73230.90000000
0.007455151669
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BV5
761000.00000000
PA
USD
465036.54000000
0.047342282255
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
546.00000000
NS
USD
1618398.60000000
0.164758415161
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31397PGA2
6380.08000000
PA
USD
5530.33000000
0.000563006175
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
None
0.00000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AF7
172000.00000000
PA
USD
167552.96000000
0.017057454291
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.75000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp.
126408HT3
361000.00000000
PA
USD
214287.34000000
0.021815171199
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG
000000000
6904.00000000
NS
3452924.23000000
0.351519288144
Long
EC
CORP
DE
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYM0
456000.00000000
PA
USD
421104.48000000
0.042869850939
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.95000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
2134.00000000
NS
USD
685611.52000000
0.069797556332
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CP8
63000.00000000
PA
USD
48198.46000000
0.004906765170
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QEY22
4616624.25000000
PA
USD
3864409.73000000
0.393409894601
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Interest Only STRIPS
3136BBSN3
1783890.72000000
PA
USD
100189.19000000
0.010199596169
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
2.10000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AN9
500000.00000000
PA
USD
499880.61000000
0.050889525654
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.60000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
591000.00000000
PA
USD
523366.87000000
0.053280505834
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AQ1
236000.00000000
PA
USD
249074.24000000
0.025356594500
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAS2
223000.00000000
PA
USD
220368.60000000
0.022434263899
Long
DBT
CORP
KY
N
2
2054-06-28
Fixed
6.40000000
N
N
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp.
000000000
38500.00000000
NS
634846.79000000
0.064629536253
Long
EC
CORP
JP
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
16948.00000000
NS
USD
1631414.48000000
0.166083475477
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAT7
125000.00000000
PA
USD
121946.37000000
0.012414550195
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
9290.00000000
NS
USD
503146.40000000
0.051221994049
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
568.00000000
NS
USD
247619.60000000
0.025208507260
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
300000.00000000
PA
USD
302633.70000000
0.030809127483
Long
DBT
CORP
FR
N
2
2029-08-16
Fixed
7.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AQ1
754000.00000000
PA
USD
750823.78000000
0.076436383507
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
54000.00000000
PA
USD
51977.05000000
0.005291438328
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano, Inc.
000000000
3300.00000000
NS
509593.51000000
0.051878331508
Long
EC
CORP
JP
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
627.00000000
NS
USD
366193.08000000
0.037279685921
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECF0
643000.00000000
PA
USD
644024.74000000
0.065563882400
Long
DBT
CORP
GB
N
2
2027-05-09
Fixed
5.83000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
125000.00000000
PA
USD
120923.57000000
0.012310425718
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XER3
223000.00000000
PA
USD
223757.00000000
0.022779214404
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
5.75000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAG3
1230000.00000000
PA
USD
1064073.00000000
0.108326206594
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.72000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
386000.00000000
PA
USD
315528.80000000
0.032121891989
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
25759.00000000
NS
USD
516210.36000000
0.052551949070
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
433000.00000000
PA
USD
414698.82000000
0.042217733228
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XGKQ1
2597717.44000000
PA
USD
2256785.16000000
0.229748311893
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073EAU9
79000.00000000
PA
USD
77726.18000000
0.007912786277
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.13000000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849AR7
473000.00000000
PA
USD
482529.54000000
0.049123128430
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BR95
5013.07000000
PA
USD
4656.40000000
0.000474037165
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Fixed
1.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BK84
1076.61000000
PA
USD
970.90000000
0.000098840882
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Fixed
1.65000000
N
Y
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFS3
310000.00000000
PA
USD
304990.12000000
0.031049018956
Long
DBT
CORP
US
N
2
2034-01-08
Fixed
5.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
52000.00000000
PA
USD
50147.50000000
0.005105183991
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CX7
120000.00000000
PA
USD
97941.97000000
0.009970821622
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QZ4
2500000.00000000
PA
USD
2033300.78000000
0.206996851121
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AG0
335000.00000000
PA
USD
315019.60000000
0.032070053718
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
916.00000000
NS
USD
545074.96000000
0.055490462333
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QEY55
979987.72000000
PA
USD
820518.19000000
0.083531508613
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
295000.00000000
PA
USD
285542.68000000
0.029069204223
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
52037.00000000
NS
USD
10960032.94000000
1.115768178068
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
1097.00000000
NS
USD
186599.70000000
0.018996476419
Long
EC
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
7988.00000000
NS
378462.24000000
0.038528727632
Long
EC
CORP
AT
N
2
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAG8
895000.00000000
PA
USD
887240.06000000
0.090324019158
Long
DBT
CORP
GB
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co. LLC
19828TAA4
125000.00000000
PA
USD
127796.39000000
0.013010101886
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.93000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBY0
486000.00000000
PA
USD
492856.66000000
0.050174463944
Long
DBT
CORP
US
N
2
2031-02-20
Fixed
5.83000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
688000.00000000
PA
USD
571598.92000000
0.058190690579
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
AMER AIRLINE 16-1 A PTT
N/A
American Airlines Pass-Through Trust
02376WAA9
194858.46000000
PA
USD
182604.71000000
0.018589773014
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.10000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EC8
125000.00000000
PA
USD
136511.83000000
0.013897362962
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
6.40000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAY8
302000.00000000
PA
USD
230356.39000000
0.023451054479
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
3.00000000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
12827.00000000
NS
484918.98000000
0.049366381450
Long
EC
CORP
FR
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
000000000
71000.00000000
NS
2114143.92000000
0.215226954399
Long
EC
CORP
TW
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31397FVL3
4183.28000000
PA
USD
3518.68000000
0.000358213446
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
None
0.00000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432AX8
254000.00000000
PA
USD
256664.26000000
0.026129284038
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.75000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp.
92338CAE3
343000.00000000
PA
USD
343002.26000000
0.034918782526
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp. Nacional del Cobre de Chile
21987BBK3
627000.00000000
PA
USD
647549.57000000
0.065922721937
Long
DBT
CORP
CL
N
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
3731.00000000
NS
USD
3921392.93000000
0.399210975819
Long
EC
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AN8
590000.00000000
PA
USD
593283.06000000
0.060398208888
Long
DBT
CORP
GB
N
2
2035-03-01
Fixed
5.78000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BC8
241000.00000000
PA
USD
216248.22000000
0.022014795371
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
Northern Natural Gas Co
5493007M02M6CT9EXE41
Northern Natural Gas Co.
665501AL6
70000.00000000
PA
USD
56397.47000000
0.005741451936
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DM3Q6
900798.32000000
PA
USD
751852.53000000
0.076541113714
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150BC7
256000.00000000
PA
USD
261496.41000000
0.026621213143
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.21000000
N
N
N
N
N
N
LFT CRE LLC
N/A
LFT CRE Ltd.
50203JAG3
1420000.00000000
PA
USD
1382104.32000000
0.140702863528
Long
ABS-CBDO
CORP
KY
N
2
2039-06-15
Floating
7.39000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co.
845437BN1
85000.00000000
PA
USD
63571.36000000
0.006471778042
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust, Interest Only STRIPS
48249GAA2
45466.62000000
PA
USD
2005.58000000
0.000204174782
Long
ABS-O
USGA
US
N
2
2040-04-25
Variable
3.30000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GY3
196000.00000000
PA
USD
122238.45000000
0.012444284920
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAX8
350000.00000000
PA
USD
330191.74000000
0.033614628548
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.34000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDY5
161000.00000000
PA
USD
116121.08000000
0.011821516100
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
16188.00000000
NS
USD
2813636.28000000
0.286437626881
Long
EC
CORP
TW
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAS1
297000.00000000
PA
USD
298351.05000000
0.030373139324
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
IAC Inc
549300TO56L57RP6P031
IAC, Inc.
44891N208
8898.00000000
NS
USD
416871.30000000
0.042438898992
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8Q8
160000.00000000
PA
USD
164220.05000000
0.016718152855
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Interest Only STRIPS
3136BDXR4
2937874.95000000
PA
USD
217422.72000000
0.022134363417
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.03000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
94973VAY3
118000.00000000
PA
USD
104262.58000000
0.010614280957
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QTKY4
3192561.40000000
PA
USD
3266998.78000000
0.332591452641
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
603000.00000000
PA
USD
574461.16000000
0.058482076228
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAN7
460000.00000000
PA
USD
471168.95000000
0.047966582197
Long
DBT
CORP
DE
N
2
2027-07-13
Fixed
7.15000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440CA0
217000.00000000
PA
USD
141394.92000000
0.014394477930
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
4818.00000000
NS
USD
687094.98000000
0.069948577544
Long
EC
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
7359.00000000
NS
USD
1118935.95000000
0.113911439239
Long
EC
US
N
1
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196CG5
550000.00000000
PA
USD
566406.64000000
0.057662099030
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
5.49000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CW3
404000.00000000
PA
USD
365772.95000000
0.037236915275
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196CL4
200000.00000000
PA
USD
198738.47000000
0.020232243990
Long
DBT
CORP
US
N
2
2034-03-08
Fixed
4.99000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CX8
174000.00000000
PA
USD
163240.44000000
0.016618425265
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.25000000
N
N
N
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
722.00000000
NS
USD
338950.12000000
0.034506261059
Long
EC
CORP
US
N
1
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc.
09031WAE3
640000.00000000
PA
USD
624604.35000000
0.063586821447
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.38000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
419000.00000000
PA
USD
354494.11000000
0.036088691467
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UDT3
150000.00000000
PA
USD
153418.45000000
0.015618513682
Long
DBT
CORP
US
N
2
2055-02-01
Fixed
6.88000000
N
N
N
N
N
N
UNIVERSITY OF MIAMI
5493008ZSVWUNRYQE312
University of Miami
914453AA3
328000.00000000
PA
USD
265468.26000000
0.027025560818
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen Trust
38218AAA3
757.29000000
PA
USD
733.92000000
0.000074715521
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
4813.00000000
NS
USD
175626.37000000
0.017879354555
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
1100000.00000000
PA
USD
858128.91000000
0.087360406277
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
elf Beauty Inc
549300U2K9TCON25C029
elf Beauty, Inc.
26856L103
2277.00000000
NS
USD
479809.44000000
0.048846213110
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
576000.00000000
PA
USD
502707.28000000
0.051177290157
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419AN52
72211.16000000
PA
USD
70257.57000000
0.007152456685
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
1663.00000000
NS
USD
292987.34000000
0.029827095624
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
874000.00000000
PA
USD
963509.60000000
0.098088514590
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
116.00000000
NS
USD
162120.44000000
0.016504405502
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YQ7
900000.00000000
PA
USD
840515.63000000
0.085567315194
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.63000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308KJ5
100000.00000000
PA
USD
101772.01000000
0.010360732563
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DM4
277000.00000000
PA
USD
285577.62000000
0.029072761232
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
6.86000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBE7
87000.00000000
PA
USD
78959.20000000
0.008038311856
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GYA6
754000.00000000
PA
USD
703551.00000000
0.071623855671
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
250000.00000000
PA
USD
239543.75000000
0.024386358596
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XGV89
3052913.22000000
PA
USD
2629241.31000000
0.267665599384
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
292.00000000
NC
USD
82834.53000000
0.008432833470
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU4 Comdty
2024-09-30
59549040.47000000
USD
82834.53000000
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos., Inc.
89417E109
3974.00000000
NS
USD
808073.16000000
0.082264562744
Long
EC
CORP
US
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
000000000
155000.00000000
NS
1051984.56000000
0.107095562786
Long
EC
CORP
HK
N
2
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co.
500754106
11656.00000000
NS
USD
375556.32000000
0.038232895213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XHXF9
3201290.36000000
PA
USD
2658155.69000000
0.270609180418
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EF2
410000.00000000
PA
USD
411493.75000000
0.041891446333
Long
DBT
CORP
GB
N
2
2028-05-17
Fixed
5.60000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAC8
245000.00000000
PA
USD
259202.63000000
0.026387698632
Long
DBT
CORP
ES
N
2
2034-09-13
Fixed
6.84000000
N
N
N
N
N
N
AIR CANADA 2015-2AA PTT
N/A
Air Canada Pass-Through Trust
009088AA3
668281.42000000
PA
USD
627901.99000000
0.063922532279
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RLV2
346000.00000000
PA
USD
233543.54000000
0.023775517058
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
21011.00000000
NS
USD
596502.29000000
0.060725937318
Long
EC
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CV9
305000.00000000
PA
USD
302187.09000000
0.030763661084
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.00000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2H6
430000.00000000
PA
USD
432405.71000000
0.044020354124
Long
DBT
CORP
US
N
2
2029-04-12
Fixed
5.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MBD6
255000.00000000
PA
USD
258803.89000000
0.026347105561
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.10000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ALDV3
4510000.00000000
PA
USD
3416182.35000000
0.347778841311
Long
DBT
USGSE
US
N
2
2036-02-22
Fixed
2.09000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
1288000.00000000
PA
USD
1217711.53000000
0.123967125160
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3K7
366000.00000000
PA
USD
365877.18000000
0.037247526240
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJL4
225000.00000000
PA
USD
184170.78000000
0.018749204202
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc.
637417AK2
55000.00000000
PA
USD
52167.62000000
0.005310838994
Long
DBT
US
N
2
2027-10-15
Fixed
3.50000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
270000.00000000
PA
USD
267557.37000000
0.027238239235
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.44000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132H3XT5
74656.03000000
PA
USD
67789.32000000
0.006901180542
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
267.00000000
NS
USD
1057720.50000000
0.107679500750
Long
EC
CORP
US
N
1
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAP3
200000.00000000
PA
USD
197474.44000000
0.020103561489
Long
DBT
CORP
IT
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BN2
457000.00000000
PA
USD
463440.72000000
0.047179822417
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.55000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271V100
17362.00000000
NS
USD
579890.80000000
0.059034831823
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
309000.00000000
PA
USD
299876.47000000
0.030528432205
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
3551.00000000
NS
USD
439613.80000000
0.044754161904
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
9048.00000000
NS
1912798.07000000
0.194729270364
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
86000.00000000
PA
USD
71209.51000000
0.007249367375
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAR6
210000.00000000
PA
USD
211049.38000000
0.021485535991
Long
DBT
CORP
US
N
2
2054-11-30
Fixed
6.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS
31395VG60
1480.31000000
PA
USD
1472.45000000
0.000149900357
Long
ABS-MBS
USGSE
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd.
803014AB5
320000.00000000
PA
USD
338724.80000000
0.034483322726
Long
DBT
CORP
AU
N
2
2033-09-19
Fixed
6.88000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBN4
103000.00000000
PA
USD
98441.33000000
0.010021658148
Long
DBT
CORP
US
N
2
2063-05-17
Fixed
5.15000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
8426EPAG3
133000.00000000
PA
USD
136526.32000000
0.013898838092
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PL9
265000.00000000
PA
USD
263500.17000000
0.026825202644
Long
DBT
CORP
US
N
2
2035-06-11
Fixed
5.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
175000.00000000
PA
USD
176834.53000000
0.018002349302
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
19510550.74000000
PA
USD
19510550.74000000
1.986239619118
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2024-07-01
20068300.00000000
USD
19901070.76000000
USD
UST
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
8340.00000000
NS
USD
536512.20000000
0.054618744595
Long
EC
CORP
IN
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
796050888
441.00000000
NS
USD
652680.00000000
0.066445016949
Long
EC
CORP
KR
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEJ6
245000.00000000
PA
USD
246128.42000000
0.025056700126
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.30000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
203000.00000000
PA
USD
163380.15000000
0.016632648213
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.93000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBZ9
730000.00000000
PA
USD
754588.02000000
0.076819595787
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.63000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AV8
546000.00000000
PA
USD
555435.29000000
0.056545178737
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076CG5
452000.00000000
PA
USD
261009.37000000
0.026571630835
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.38000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
2118.00000000
NS
USD
1917594.84000000
0.195217597667
Long
EC
CORP
US
N
1
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
29286DAA3
240000.00000000
PA
USD
239262.36000000
0.024357712149
Long
DBT
CORP
FR
N
2
2029-04-10
Fixed
5.25000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
000000000
39700.00000000
NS
1481748.40000000
0.150846965668
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVLE3
1533838.77000000
PA
USD
1283916.63000000
0.130707026784
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
6769.00000000
NS
712429.94000000
0.072527761595
Long
EC
CORP
GB
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
178000.00000000
PA
USD
156341.87000000
0.015916127661
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.25000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687VAE6
196000.00000000
PA
USD
197185.92000000
0.020074189183
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.31000000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
6961.00000000
NS
USD
446200.10000000
0.045424669374
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
9400.00000000
PA
USD
8928.90000000
0.000908992020
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
477000.00000000
PA
USD
446194.93000000
0.045424143050
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co.
927804GD0
497000.00000000
PA
USD
280132.67000000
0.028518447027
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
57862.00000000
NS
USD
11181831.50000000
1.138348016700
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EGT1
3976632.01000000
PA
USD
3859529.03000000
0.392913022942
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVLC7
784087.71000000
PA
USD
654439.78000000
0.066624168465
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKK6
12230000.00000000
PA
USD
12248153.97000000
1.246903226899
Long
DBT
UST
US
N
2
2026-04-30
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38375BR61
611.10000000
PA
USD
609.07000000
0.000062005372
Long
ABS-MBS
USGA
US
N
2
2062-04-20
Floating
5.99000000
N
Y
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association REMICS
38376RN28
199719.24000000
PA
USD
200126.35000000
0.020373534837
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Floating
6.44000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
935000.00000000
PA
USD
884672.88000000
0.090062671609
Long
DBT
CORP
FR
N
2
2026-10-06
Fixed
1.65000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAG3
201000.00000000
PA
USD
214877.87000000
0.021875289137
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
11752.00000000
NS
431756.21000000
0.043954232842
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKN0
6090000.00000000
PA
USD
6194671.88000000
0.630638410953
Long
DBT
UST
US
N
2
2031-04-30
Fixed
4.63000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines Pass-Through Trust
90932QAA4
135226.48000000
PA
USD
130484.47000000
0.013283757462
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
Liberty Media Corp-Liberty Live
N/A
Liberty Media Corp.-Liberty Live
531229722
3281.00000000
NS
USD
125563.87000000
0.012782823849
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
700000.00000000
PA
USD
645689.37000000
0.065733347327
Long
DBT
CORP
FR
N
2
2027-06-09
Fixed
1.79000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
208000.00000000
PA
USD
198114.95000000
0.020168767559
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BZ1
161000.00000000
PA
USD
144210.97000000
0.014681161282
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAU0
124000.00000000
PA
USD
125293.31000000
0.012755279932
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
68000.00000000
PA
USD
52841.08000000
0.005379399485
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAS2
424000.00000000
PA
USD
357614.29000000
0.036406336275
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
7741.00000000
NS
USD
204130.17000000
0.020781137165
Long
EC
CORP
GB
N
1
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAH1
300000.00000000
PA
USD
299869.89000000
0.030527762339
Long
DBT
CORP
GB
N
2
2027-05-17
Fixed
5.42000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCD5
294000.00000000
PA
USD
265954.81000000
0.027075093243
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
14060.00000000
NS
USD
1050844.40000000
0.106979490667
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association REMICS
3136BKYQ9
4228400.50000000
PA
USD
3669526.89000000
0.373570166699
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179XQX7
2948787.04000000
PA
USD
2932300.78000000
0.298518071684
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
5.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp.
3133EMSR4
2660000.00000000
PA
USD
2056741.58000000
0.209383203320
Long
DBT
USGSE
US
N
2
2036-03-10
Fixed
2.35000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Interest Only STRIPS
3136BBTD4
2432230.40000000
PA
USD
164198.66000000
0.016715975281
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
2.06000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBK6
213000.00000000
PA
USD
205362.26000000
0.020906568067
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.20000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAR8
339000.00000000
PA
USD
346665.72000000
0.035291735063
Long
DBT
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
3930.00000000
NS
USD
446408.70000000
0.045445905555
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBL4
175000.00000000
PA
USD
176474.21000000
0.017965667516
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
5.50000000
N
N
N
N
N
N
PEPSICO SINGAPORE FIN
254900DOMTCMUFROFJ76
Pepsico Singapore Financing I Pte. Ltd.
713466AD2
384000.00000000
PA
USD
375332.34000000
0.038210093296
Long
DBT
CORP
SG
N
2
2034-02-16
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS
31398W2B9
10736.85000000
PA
USD
8596.55000000
0.000875157673
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
13769.00000000
NS
USD
571826.57000000
0.058213866114
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEN0
266000.00000000
PA
USD
208776.54000000
0.021254153243
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
150000.00000000
PA
USD
148804.95000000
0.015148843881
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
1378000.00000000
PA
USD
1116895.50000000
0.113703714573
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
2519.00000000
NS
USD
583274.45000000
0.059379298762
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
216000.00000000
PA
USD
218276.40000000
0.022221270910
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AM5
355000.00000000
PA
USD
359414.49000000
0.036589602684
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bonds
80413TAV1
200000.00000000
PA
USD
159695.60000000
0.016257548643
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
10039.00000000
NS
USD
1389899.55000000
0.141496444133
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFX7
412000.00000000
PA
USD
335075.71000000
0.034111833103
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
16640.00000000
NS
USD
1226368.00000000
0.124848382891
Long
EC
CORP
US
N
1
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFP9
545000.00000000
PA
USD
538520.78000000
0.054823224787
Long
DBT
CORP
US
N
2
2033-03-28
Fixed
5.15000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDV8
160000.00000000
PA
USD
158760.93000000
0.016162396097
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.35000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136BBHB1
272489.95000000
PA
USD
242579.33000000
0.024695390839
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
1.59000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
70000.00000000
PA
USD
49103.55000000
0.004998906373
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
806.00000000
NS
USD
252721.30000000
0.025727877462
Long
EC
CORP
IE
N
1
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
Confluent, Inc.
20717M103
10370.00000000
NS
USD
306226.10000000
0.031174845873
Long
EC
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
400000.00000000
PA
USD
425726.40000000
0.043340377924
Long
DBT
CORP
ES
N
2
2029-03-19
Fixed
9.38000000
N
N
N
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co.
887389104
3204.00000000
NS
USD
256736.52000000
0.026136640348
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
200000.00000000
PA
USD
215188.00000000
0.021906861413
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKP5
12990000.00000000
PA
USD
13147300.85000000
1.338439400339
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.63000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAQ5
330000.00000000
PA
USD
353279.19000000
0.035965008529
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.95000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
9326.00000000
NS
USD
1066707.88000000
0.108594446231
Long
EC
CORP
US
N
1
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAM0
234000.00000000
PA
USD
184623.90000000
0.018795333340
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.13000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
18308.00000000
NS
1770508.59000000
0.180243723219
Long
EC
CORP
NL
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179XDE3
9499702.23000000
PA
USD
9065520.71000000
0.922900467654
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
2024-07-30
TRANSAMERICA SERIES TRUST
Vincent Toner
Vincent Toner
Treasurer