0001752724-23-147911.txt : 20230628
0001752724-23-147911.hdr.sgml : 20230628
20230628121832
ACCESSION NUMBER: 0001752724-23-147911
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230428
FILED AS OF DATE: 20230628
DATE AS OF CHANGE: 20230628
PERIOD START: 20230430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WILMINGTON FUNDS
CENTRAL INDEX KEY: 0000830744
IRS NUMBER: 232515567
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05514
FILM NUMBER: 231050757
BUSINESS ADDRESS:
STREET 1: 1100 NORTH MARKET STREET
STREET 2: 9TH FLOOR
CITY: WILMINGTON
STATE: DE
ZIP: 19890
BUSINESS PHONE: 716-842-4487
MAIL ADDRESS:
STREET 1: 1100 NORTH MARKET STREET
STREET 2: 9TH FLOOR
CITY: WILMINGTON
STATE: DE
ZIP: 19890
FORMER COMPANY:
FORMER CONFORMED NAME: MTB GROUP OF FUNDS
DATE OF NAME CHANGE: 20090729
FORMER COMPANY:
FORMER CONFORMED NAME: MTB FUNDS
DATE OF NAME CHANGE: 20071228
FORMER COMPANY:
FORMER CONFORMED NAME: MTB GROUP OF FUNDS
DATE OF NAME CHANGE: 20030822
0000830744
S000005533
Wilmington Broad Market Bond Fund
C000015051
Class A Shares
WABMX
C000015053
Class I Shares
WIBMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000830744
XXXXXXXX
S000005533
C000015053
C000015051
Wilmington Funds
811-05514
0000830744
549300NMSZ1AKT3BZF47
1100 North Market Street
9th floor
Wilmington
19890
716-842-4487
Wilmington Broad Market Bond Fund
S000005533
54930057YSVN0ADT0U52
2023-04-30
2023-04-28
N
569191043.65
18009558.76
551181484.89
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNV41
5881066.77000000
PA
USD
5483114.04000000
0.994792856856
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
1000000.00000000
PA
USD
913595.50000000
0.165752211394
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BG7
335000.00000000
PA
USD
350094.43000000
0.063517088218
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.10000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2D8
50000.00000000
PA
USD
49620.13000000
0.009002503052
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJHL5
72055.38000000
PA
USD
72443.93000000
0.013143389606
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F7K8
52909.11000000
PA
USD
50978.70000000
0.009248986295
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AV0
100000.00000000
PA
USD
90770.30000000
0.016468314427
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDK9
3000000.00000000
PA
USD
2687665.50000000
0.487618973728
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.50000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
1850000.00000000
PA
USD
1521812.78000000
0.276100127039
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419CYS6
120942.93000000
PA
USD
116950.93000000
0.021218225431
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.00000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
575000.00000000
PA
USD
563526.16000000
0.102239675215
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HYW9
21257.97000000
PA
USD
21477.56000000
0.003896640324
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
1800000.00000000
PA
USD
1636237.80000000
0.296860080546
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KNKM9
2024515.99000000
PA
USD
1763348.95000000
0.319921658898
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
6100000.00000000
PA
USD
5935062.16000000
1.076789101721
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NBG9
9229.63000000
PA
USD
9231.03000000
0.001674771423
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZB9
250000.00000000
PA
USD
228159.62000000
0.041394645185
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
1345000.00000000
PA
USD
1116678.18000000
0.202597186337
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
1423000.00000000
PA
USD
1014455.99000000
0.184051173308
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416W7J5
241326.29000000
PA
USD
229843.72000000
0.041700188830
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
1000000.00000000
PA
USD
901591.00000000
0.163574253619
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
390000.00000000
PA
USD
387003.10000000
0.070213370842
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EB2
110000.00000000
PA
USD
100456.90000000
0.018225739208
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9YV8
335664.15000000
PA
USD
335020.20000000
0.060782194101
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FC7
675000.00000000
PA
USD
607058.89000000
0.110137750748
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
460000.00000000
PA
USD
419529.89000000
0.076114655789
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y63L6
446399.26000000
PA
USD
438751.15000000
0.079601939112
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
1098000.00000000
PA
USD
958344.30000000
0.173870916616
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
15000000.00000000
PA
USD
14740752.45000000
2.674391802718
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
1875000.00000000
PA
USD
1784015.63000000
0.323671182524
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJU99
222811.35000000
PA
USD
223533.95000000
0.040555417068
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8G73
383764.80000000
PA
USD
377164.68000000
0.068428401595
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V98
30000.00000000
PA
USD
28569.91000000
0.005183394359
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELFB4
72796.54000000
PA
USD
73201.82000000
0.013280892411
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5AD5
456695.36000000
PA
USD
417005.36000000
0.075656634236
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
1880000.00000000
PA
USD
1599219.37000000
0.290143884335
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCA8
290000.00000000
PA
USD
255362.98000000
0.046330108503
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
835000.00000000
PA
USD
743646.41000000
0.134918612178
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
650000.00000000
PA
USD
590727.80000000
0.107174826476
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HSBC SECURITIES USA INC
000000000
3253982.00000000
PA
USD
3253982.00000000
0.590364895992
Long
RA
CORP
US
N
2
Repurchase
Y
4.80000000
2023-05-01
5582246.89339446
USD
2366179.59140153
USD
AMBS
1293685.62374000
USD
952882.05152705
USD
ADAS
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210VGN5
7388.79000000
PA
USD
7488.44000000
0.001358616028
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKL2
1670000.00000000
PA
USD
1645161.26000000
0.298479050022
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6T99
19525.34000000
PA
USD
19938.51000000
0.003617412875
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
2900000.00000000
PA
USD
3024196.85000000
0.548675333425
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
250000.00000000
PA
USD
235972.25000000
0.042812078502
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941YL5
245904.30000000
PA
USD
235843.71000000
0.042788757689
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
2750000.00000000
PA
USD
2462796.88000000
0.446821409556
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
1.12200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGP0
10000000.00000000
PA
USD
10222770.20000000
1.854701306238
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390NRM6
43819.98000000
PA
USD
46671.98000000
0.008467624780
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
1000000.00000000
PA
USD
839777.50000000
0.152359526403
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
Healthpeak OP LLC
42250PAB9
2350000.00000000
PA
USD
2031152.00000000
0.368508749963
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AL2
100000.00000000
PA
USD
91366.05000000
0.016576400424
Long
DBT
CORP
IE
N
2
2044-07-02
Fixed
4.62500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CR9
2740000.00000000
PA
USD
2761336.38000000
0.500984966966
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.68500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
730000.00000000
PA
USD
701849.15000000
0.127335400270
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
2500000.00000000
PA
USD
1608291.43000000
0.291789814079
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HMV3
7376.82000000
PA
USD
7468.78000000
0.001355049145
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AG35
39487.80000000
PA
USD
39003.36000000
0.007076318974
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK SECURITIES INC.
9J6MBOOO7BECTDTUZW19
DEUTSCHE BANK SEC INC
000000000
3199947.00000000
PA
USD
3199947.00000000
0.580561409938
Long
RA
CORP
US
N
2
Repurchase
Y
4.81000000
2023-05-01
239644.40339526
USD
237176.20118982
USD
7417457.76803525
USD
3026769.73995302
USD
AMBS
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KQ2
1674910.87000000
PA
USD
1541058.39000000
0.279591828144
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
1000000.00000000
PA
USD
927932.00000000
0.168353260303
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
1000000.00000000
PA
USD
940537.00000000
0.170640165858
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AX4
1405000.00000000
PA
USD
1182722.68000000
0.214579537307
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGW96
3889576.37000000
PA
USD
3231460.40000000
0.586278837113
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7G26
216331.66000000
PA
USD
218498.83000000
0.039641903073
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHMS8
44266.62000000
PA
USD
44563.54000000
0.008085093788
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5NU0
5846.37000000
PA
USD
6073.97000000
0.001101990935
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENEK1
119605.20000000
PA
USD
120322.74000000
0.021829967678
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6WT7
3607617.38000000
PA
USD
3125872.46000000
0.567122181294
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
1250000.00000000
PA
USD
1244813.75000000
0.225844623617
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GQ74
3208.46000000
PA
USD
3332.72000000
0.000604650208
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSN40
357222.23000000
PA
USD
355899.11000000
0.064570222287
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRW4
1332444.40000000
PA
USD
1110419.23000000
0.201461634768
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEH8
250000.00000000
PA
USD
198581.00000000
0.036028242138
Long
DBT
CORP
US
Y
2
2030-11-19
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296NNF0
4505.13000000
PA
USD
4408.26000000
0.000799783759
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
6000000.00000000
PA
USD
5305549.14000000
0.962577533071
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
250000.00000000
PA
USD
229231.63000000
0.041589138293
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAG7
745000.00000000
PA
USD
730613.31000000
0.132554037105
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.62500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBW9
1000000.00000000
PA
USD
926898.00000000
0.168165663290
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFS2
445407.12000000
PA
USD
406659.44000000
0.073779590053
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXUP3
4965.08000000
PA
USD
5273.18000000
0.000956704850
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
1100000.00000000
PA
USD
804188.55000000
0.145902678527
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
140000.00000000
PA
USD
132641.25000000
0.024064895798
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
1315000.00000000
PA
USD
928958.08000000
0.168539420402
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
945000.00000000
PA
USD
905292.77000000
0.164245859996
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
5000000.00000000
PA
USD
4846296.45000000
0.879256031426
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406GAA9
775000.00000000
PA
USD
713093.00000000
0.129375354497
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
3.00000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAU6
1480000.00000000
PA
USD
1401987.72000000
0.254360452670
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KLV1
11294.40000000
PA
USD
11424.76000000
0.002072776447
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0FC4
287534.42000000
PA
USD
280266.56000000
0.050848326310
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QF4F3
4045527.81000000
PA
USD
3532737.98000000
0.640939160121
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CL1
100000.00000000
PA
USD
82640.90000000
0.014993410022
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.95700000
N
N
N
N
N
N
NYU LANGONE HOSPITALS
N/A
NYU Langone Hospitals
62954RAA4
1000000.00000000
PA
USD
734925.00000000
0.133336300319
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BBTU3
3885714.38000000
PA
USD
3613040.01000000
0.655508232596
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ4C7
115680.12000000
PA
USD
108929.23000000
0.019762860869
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CP5
1775000.00000000
PA
USD
1739607.39000000
0.315614264573
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDR7
15477.17000000
PA
USD
16064.96000000
0.002914640720
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
550000.00000000
PA
USD
453817.50000000
0.082335403572
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KP7H0
5631910.43000000
PA
USD
4683852.14000000
0.849784012780
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JHY23
299540.37000000
PA
USD
296703.52000000
0.053830458412
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BV2
750000.00000000
PA
USD
733571.63000000
0.133090760504
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C3Z4
10106.85000000
PA
USD
10240.84000000
0.001857979681
Long
ABS-MBS
USGA
US
N
2
2028-07-20
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
500000.00000000
PA
USD
446727.39000000
0.081049055936
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAM5
1005000.00000000
PA
USD
849721.47000000
0.154163645422
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QP5H3
278938.89000000
PA
USD
261205.84000000
0.047390169510
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFFZ7
1366024.56000000
PA
USD
1232301.56000000
0.223574556435
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
2106000.00000000
PA
USD
2048034.65000000
0.371571742909
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
2310000.00000000
PA
USD
1863612.14000000
0.338112253602
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CC8
1000000.00000000
PA
USD
741612.50000000
0.134549603049
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRT2
27481.96000000
PA
USD
26571.57000000
0.004820838639
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
250000.00000000
PA
USD
216525.13000000
0.039283817750
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7NR3
194104.11000000
PA
USD
199860.27000000
0.036260338106
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
2000000.00000000
PA
USD
1749875.60000000
0.317477209951
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
340000.00000000
PA
USD
323323.68000000
0.058660112660
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCQH9
16628.07000000
PA
USD
16258.89000000
0.002949825138
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBF9
500000.00000000
PA
USD
454557.00000000
0.082469569907
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
4.95000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECH2
1600000.00000000
PA
USD
1552200.80000000
0.281613378270
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BR6
100000.00000000
PA
USD
89270.20000000
0.016196153616
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
4400000.00000000
PA
USD
4525369.20000000
0.821030699335
Long
DBT
CORP
US
N
2
2033-10-21
Fixed
5.85000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AB9
1650000.00000000
PA
USD
1601987.48000000
0.290646098230
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400FRT6
51245.43000000
PA
USD
55082.77000000
0.009993581335
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEBT0
937689.94000000
PA
USD
788212.79000000
0.143004221224
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAD82
2350751.12000000
PA
USD
1982206.31000000
0.359628609512
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AP0
1700000.00000000
PA
USD
1668744.65000000
0.302757747810
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
1195000.00000000
PA
USD
1162045.50000000
0.210828108682
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
1695000.00000000
PA
USD
1478894.77000000
0.268313579200
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEU9
9250000.00000000
PA
USD
8538587.13000000
1.549142589886
Long
DBT
USGSE
US
N
2
2025-07-21
Fixed
0.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKYZ5
6383810.30000000
PA
USD
5571124.05000000
1.010760376160
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
280000.00000000
PA
USD
223358.72000000
0.040523625361
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
300000.00000000
PA
USD
283753.95000000
0.051481038057
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKZN2
1260084.24000000
PA
USD
1095527.07000000
0.198759773329
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BP6
1765000.00000000
PA
USD
1528475.88000000
0.277309002914
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942NM3
243887.27000000
PA
USD
245248.63000000
0.044495077705
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAD6
1700000.00000000
PA
USD
1688774.90000000
0.306391804931
Long
DBT
CORP
GB
N
2
2023-11-27
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
1900000.00000000
PA
USD
1834651.34000000
0.332857940677
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
350000.00000000
PA
USD
342910.74000000
0.062213762508
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EULG2
341871.18000000
PA
USD
323851.36000000
0.058755848822
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
16507514.43000000
NS
USD
16507514.43000000
2.994932682344
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X83F2
1836240.02000000
PA
USD
1671365.26000000
0.303233201008
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYB0
79157.91000000
PA
USD
72279.24000000
0.013113510156
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAQ7
860000.00000000
PA
USD
809193.35000000
0.146810691611
Long
DBT
CORP
NL
Y
2
2024-09-24
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NNY7
10717.53000000
PA
USD
10971.45000000
0.001990533118
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
6.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AB5
2570000.00000000
PA
USD
2567805.22000000
0.465872909448
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
1515000.00000000
PA
USD
1195020.64000000
0.216810737073
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFP3
400000.00000000
PA
USD
487485.80000000
0.088443790904
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
7.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
881000.00000000
PA
USD
859767.13000000
0.155986213900
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
3140000.00000000
PA
USD
3049982.48000000
0.553353580193
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PAN3
176.71000000
PA
USD
176.25000000
0.000031976763
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
1354503.51000000
PA
USD
1294854.40000000
0.234923420959
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEV63
101258.46000000
PA
USD
98426.75000000
0.017857412249
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AE0
200000.00000000
PA
USD
201941.80000000
0.036637986858
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A78
1000000.00000000
PA
USD
984352.50000000
0.178589543913
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DH7
40000.00000000
PA
USD
34702.54000000
0.006296027887
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAP9
56000.00000000
PA
USD
51748.68000000
0.009388682569
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBC0
175000.00000000
PA
USD
171326.49000000
0.031083498756
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.20000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAA5
1000000.00000000
PA
USD
931310.00000000
0.168966125592
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
3.80000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBM0
5000000.00000000
PA
USD
5053760.00000000
0.916895820803
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.10200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLW6
1442200.20000000
PA
USD
1258255.18000000
0.228283281368
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVX55
1077492.16000000
PA
USD
1020588.56000000
0.185163795950
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWWE5
883639.63000000
PA
USD
834769.14000000
0.151450867433
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWPY9
862332.93000000
PA
USD
837708.67000000
0.151984181792
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAC23
341921.82000000
PA
USD
324145.40000000
0.058809196042
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
150000.00000000
PA
USD
144751.58000000
0.026262054145
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
406867.09000000
PA
USD
383137.54000000
0.069512048300
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
5000000.00000000
PA
USD
4486476.65000000
0.813974484446
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
650000.00000000
PA
USD
560380.60000000
0.101668981154
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
2000000.00000000
PA
USD
1890451.00000000
0.342981586251
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
1425000.00000000
PA
USD
1127025.38000000
0.204474462748
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389WYU3
33973.76000000
PA
USD
36245.30000000
0.006575928436
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJR4
1448416.32000000
PA
USD
1312614.59000000
0.238145624623
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WH5N1
744202.12000000
PA
USD
679508.06000000
0.123282091040
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP LLC
95040QAF1
1000000.00000000
PA
USD
889872.50000000
0.161448184381
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
1150839.49000000
PA
USD
996984.33000000
0.180881317194
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
3000000.00000000
PA
USD
2993217.00000000
0.543054707397
Long
DBT
CORP
US
N
2
2024-01-25
Floating
5.25628000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FM5
500000.00000000
PA
USD
585091.83000000
0.106152301200
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
780000.00000000
PA
USD
762545.55000000
0.138347453770
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QTW85
138160.35000000
PA
USD
134661.47000000
0.024431421172
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BOFA SECURITIES INC
000000000
3253982.00000000
PA
USD
3253982.00000000
0.590364895992
Long
RA
CORP
US
N
2
Repurchase
Y
4.82000000
2023-05-01
9235963.72036647
USD
3319061.64057961
USD
AMBS
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
1000000.00000000
PA
USD
937004.00000000
0.169999179160
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEGE2
807556.65000000
PA
USD
727013.56000000
0.131900940058
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDE9
1350000.00000000
PA
USD
1281846.60000000
0.232563436026
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNE0
352627.10000000
PA
USD
341634.23000000
0.061982167283
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BA6
2050000.00000000
PA
USD
1992158.23000000
0.361434170887
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
3.30000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAB4
1000000.00000000
PA
USD
1078249.50000000
0.195625130661
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394DGG9
6143.79000000
PA
USD
6159.88000000
0.001117577452
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371M3Y1
5936.55000000
PA
USD
6410.89000000
0.001163117807
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PD83
285.25000000
PA
USD
284.11000000
0.000051545635
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMJ8
2125000.00000000
PA
USD
2046573.69000000
0.371306683207
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1000000.00000000
PA
USD
884033.00000000
0.160388732973
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QE3Q3
1505656.19000000
PA
USD
1251579.07000000
0.227072045108
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC35
2240430.55000000
PA
USD
2021175.34000000
0.366698700048
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAEQ8
33085.34000000
PA
USD
33201.53000000
0.006023701976
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
1000000.00000000
PA
USD
906503.00000000
0.164465430144
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
6960000.00000000
PA
USD
6823242.96000000
1.237930363600
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A4J6
17486.56000000
PA
USD
17771.89000000
0.003224326376
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBG9
1540000.00000000
PA
USD
1505271.46000000
0.273099061065
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
1185000.00000000
PA
USD
897529.07000000
0.162837303974
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AF7
272000.00000000
PA
USD
271065.27000000
0.049178950569
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEXM9
2366754.72000000
PA
USD
1967682.46000000
0.356993569984
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9BZ4
244924.15000000
PA
USD
246284.92000000
0.044683090189
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFSY6
1437031.19000000
PA
USD
1246218.80000000
0.226099539655
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GTR25
431251.92000000
PA
USD
418244.04000000
0.075881366022
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
175000.00000000
PA
USD
156914.98000000
0.028468840899
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KDL2
4077.64000000
PA
USD
4302.60000000
0.000780614029
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207BA42
2643.57000000
PA
USD
2676.36000000
0.000485567834
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2SE3
2306945.78000000
PA
USD
2080086.48000000
0.377386856602
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPAC8
258962.28000000
PA
USD
260406.18000000
0.047245088439
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
1000000.00000000
PA
USD
931619.00000000
0.169022186981
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AR8
3050000.00000000
PA
USD
2751183.88000000
0.499143014673
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Q3
200000.00000000
PA
USD
199447.10000000
0.036185377315
Long
DBT
USGSE
US
N
2
2023-05-22
Fixed
0.25000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4W2
2817906.64000000
PA
USD
2454151.10000000
0.445252819130
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
1000000.00000000
PA
USD
974580.00000000
0.176816534429
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCD6
2500000.00000000
PA
USD
2128335.00000000
0.386140510584
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJGB0
9945.52000000
PA
USD
10458.95000000
0.001897551040
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
5000000.00000000
PA
USD
4413901.25000000
0.800807242442
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGCU1
1901844.25000000
PA
USD
1715422.91000000
0.311226511961
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129413N5
325413.20000000
PA
USD
327225.49000000
0.059368011983
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48123UAB0
1000000.00000000
PA
USD
832326.00000000
0.151007612341
Long
DBT
CORP
US
N
2
2047-05-15
Floating
5.86357000
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC
000000000
3253982.00000000
PA
USD
3253982.00000000
0.590364895992
Long
RA
CORP
US
N
2
Repurchase
Y
4.81000000
2023-05-01
2056.85914842
USD
1956.22960093
USD
ADAS
4888146.40160637
USD
2346296.32635834
USD
AMBS
1031908.92410951
USD
970809.08412635
USD
UST
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CM0
250000.00000000
PA
USD
212370.75000000
0.038530095045
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BF5
1380000.00000000
PA
USD
1258405.44000000
0.228310542806
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.62500000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448AY9
1570000.00000000
PA
USD
1486456.38000000
0.269685470348
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GA7
1417335.27000000
PA
USD
1292746.30000000
0.234540951653
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7FZ6
105809.37000000
PA
USD
106397.60000000
0.019303551174
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUHX0
218348.56000000
PA
USD
199372.38000000
0.036171820981
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBF5
1235000.00000000
PA
USD
1226549.51000000
0.222530970945
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
3300000.00000000
PA
USD
1925811.16000000
0.349396925113
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
1120000.00000000
PA
USD
932816.64000000
0.169239472945
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
2000000.00000000
PA
USD
1755472.98000000
0.318492733904
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
1150000.00000000
PA
USD
936428.33000000
0.169894736247
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
NEW JERSEY ST TRANSPRTN TRUST
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
6461366S5
2500000.00000000
PA
USD
2196745.50000000
0.398552121256
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13100000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
1250000.00000000
PA
USD
1100601.25000000
0.199680373918
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRR5
1009737.06000000
PA
USD
908979.96000000
0.164914821146
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
845000.00000000
PA
USD
795902.54000000
0.144399360613
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAQ4
2040000.00000000
PA
USD
1827780.84000000
0.331611436542
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.20000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
1950000.00000000
PA
USD
1771435.58000000
0.321388803608
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
365000.00000000
PA
USD
362599.24000000
0.065785816457
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
1940000.00000000
PA
USD
1606988.33000000
0.291553394671
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1V98
137625.46000000
PA
USD
133099.41000000
0.024148019055
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CF7
200000.00000000
PA
USD
172426.80000000
0.031283126289
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.37500000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
1035000.00000000
PA
USD
1033105.43000000
0.187434712217
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MMBP2
6676343.50000000
PA
USD
6398961.39000000
1.160953617895
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAV2
833746.07000000
PA
USD
790588.31000000
0.143435208125
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
1280000.00000000
PA
USD
1333578.88000000
0.241949143169
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CP5
220000.00000000
PA
USD
208211.63000000
0.037775512368
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DT4
910000.00000000
PA
USD
928135.39000000
0.168390161034
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
5.12500000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
1490000.00000000
PA
USD
1434756.02000000
0.260305554401
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
4655000.00000000
PA
USD
4481652.92000000
0.813099322611
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
125000.00000000
PA
USD
118888.06000000
0.021569675916
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CZ6
3050000.00000000
PA
USD
2967753.70000000
0.538434940461
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
1245000.00000000
PA
USD
1174968.75000000
0.213172753840
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAM2
1000000.00000000
PA
USD
941855.50000000
0.170879379264
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBM1
369621.00000000
PA
USD
352027.19000000
0.063867745860
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU4Q9
324736.88000000
PA
USD
296513.64000000
0.053796008779
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
1125000.00000000
PA
USD
1116439.31000000
0.202553848524
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
2000000.00000000
PA
USD
1629713.00000000
0.295676296224
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJJJ1
594043.93000000
PA
USD
574526.73000000
0.104235491530
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKT5
2645000.00000000
PA
USD
2454839.05000000
0.445377632829
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
250000.00000000
PA
USD
238046.88000000
0.043188475397
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
1030540.84000000
PA
USD
858816.29000000
0.155813704477
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
450000.00000000
PA
USD
396791.56000000
0.071989275924
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PCA9
1424.17000000
PA
USD
1425.24000000
0.000258579077
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
3000000.00000000
PA
USD
1806098.88000000
0.327677712243
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
1000000.00000000
PA
USD
891853.50000000
0.161807594131
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGWU4
148572.93000000
PA
USD
149371.88000000
0.027100307991
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
665000.00000000
PA
USD
646894.71000000
0.117365101646
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
1100000.00000000
PA
USD
1004167.45000000
0.182184539489
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
RBC DOMINION SECURITIES INC
000000000
3253982.00000000
PA
USD
3253982.00000000
0.590364895992
Long
RA
CORP
US
N
2
Repurchase
Y
4.81000000
2023-05-01
4482915.76537617
USD
2430216.65641392
USD
AMBS
966560.61578566
USD
888845.01953201
USD
UST
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAD5
2464685.13000000
PA
USD
1940552.56000000
0.352071434400
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBFK9
643174.90000000
PA
USD
622031.81000000
0.112854264348
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
1000000.00000000
PA
USD
996155.00000000
0.180730853141
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
1000000.00000000
PA
USD
865463.50000000
0.157019697454
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NEZ4
11387.27000000
PA
USD
11662.69000000
0.002115943717
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
6.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CH1
225000.00000000
PA
USD
223126.76000000
0.040481541219
Long
DBT
CORP
US
N
2
2023-08-19
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133G8DD0
739225.88000000
PA
USD
705845.94000000
0.128060531666
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DR5
200000.00000000
PA
USD
190657.20000000
0.034590639422
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
1000000.00000000
PA
USD
960975.50000000
0.174348291142
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DAA9
21273.76000000
PA
USD
22042.98000000
0.003999223595
Long
ABS-MBS
USGA
US
N
2
2029-01-20
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
6000000.00000000
PA
USD
5751384.00000000
1.043464658677
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
13255000.00000000
PA
USD
9335645.09000000
1.693751576554
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AU6
1425000.00000000
PA
USD
1155803.96000000
0.209695715782
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
290000.00000000
PA
USD
285388.23000000
0.051777542937
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.62500000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BN5
1480000.00000000
PA
USD
1208192.08000000
0.219200410957
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.20000000
N
N
N
N
N
COUNTRYWIDE HOME LOANS
N/A
CHL MORTGAGE PASS-THROUGH TRUST 2004-8
000000000
4600.07000000
PA
USD
4582.57000000
0.000831408551
Long
ABS-MBS
CORP
US
N
2
2023-06-01
Fixed
4.50000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP LLC
42217KBF2
3000000.00000000
PA
USD
2929515.00000000
0.531497352561
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
418000.00000000
PA
USD
398484.42000000
0.072296408882
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
2235000.00000000
PA
USD
1863401.32000000
0.338074004857
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MEU3
750000.00000000
PA
USD
852333.75000000
0.154637587322
Long
DBT
USGSE
US
N
2
2029-05-15
Fixed
6.25000000
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
1065000.00000000
PA
USD
1029537.63000000
0.186787411809
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CJW4
1153.46000000
PA
USD
1171.07000000
0.000212465409
Long
ABS-MBS
USGA
US
N
2
2025-09-20
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
1500000.00000000
PA
USD
995930.25000000
0.180690077098
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHPD8
178468.04000000
PA
USD
179461.25000000
0.032559375617
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
1420000.00000000
PA
USD
1352645.14000000
0.245408305083
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
6750000.00000000
PA
USD
6519560.81000000
1.182833783195
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
765000.00000000
PA
USD
668742.65000000
0.121328939438
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QW1
500000.00000000
PA
USD
446487.12000000
0.081005464123
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9MP4
717525.13000000
PA
USD
704376.66000000
0.127793962480
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGT1
1000000.00000000
PA
USD
838376.50000000
0.152105345150
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DM9
145000.00000000
PA
USD
127438.91000000
0.023121043339
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QG4P9
2674138.31000000
PA
USD
2231895.63000000
0.404929354701
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0JJ4
437083.02000000
PA
USD
399095.76000000
0.072407323348
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BS3
2745000.00000000
PA
USD
2757200.15000000
0.500234537187
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYE4
137326.28000000
PA
USD
137139.62000000
0.024881028075
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAF7
1000000.00000000
PA
USD
968054.50000000
0.175632623108
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAV0
2000000.00000000
PA
USD
1998208.00000000
0.362531771254
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
150000.00000000
PA
USD
137551.73000000
0.024955796551
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
150000.00000000
PA
USD
135975.08000000
0.024669747393
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
2500000.00000000
PA
USD
2425941.25000000
0.440134749897
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATQ1
155874.64000000
PA
USD
143428.07000000
0.026021931783
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
230000.00000000
PA
USD
220355.18000000
0.039978697768
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
250000.00000000
PA
USD
232497.24000000
0.042181612839
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
250000.00000000
PA
USD
247908.38000000
0.044977632013
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
50000.00000000
PA
USD
44674.40000000
0.008105206946
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
950000.00000000
PA
USD
935531.50000000
0.169732025774
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
275000.00000000
PA
USD
262417.38000000
0.047609977329
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
505000.00000000
PA
USD
492954.74000000
0.089436012187
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LH24
57201.99000000
PA
USD
53470.91000000
0.009701144081
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
5000000.00000000
PA
USD
4009577.50000000
0.727451412995
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
2900000.00000000
PA
USD
2720410.95000000
0.493559929819
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
775000.00000000
PA
USD
708722.39000000
0.128582401519
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
2800000.00000000
PA
USD
2694548.67000000
0.488867776561
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1115000.00000000
PA
USD
912668.20000000
0.165583972796
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
2080000.00000000
PA
USD
1980608.24000000
0.359338674156
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAA4
1485000.00000000
PA
USD
1061721.54000000
0.192626488571
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448AU7
640000.00000000
PA
USD
582066.24000000
0.105603373109
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AQ4
1870000.00000000
PA
USD
1830897.37000000
0.332176863735
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AU2
4880000.00000000
PA
USD
4770561.12000000
0.865515488233
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
1000000.00000000
PA
USD
970097.00000000
0.176003190708
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAG0
2330000.00000000
PA
USD
2241167.59000000
0.406611551991
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.20000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
750000.00000000
PA
USD
655497.38000000
0.118925870692
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JA6N0
317020.47000000
PA
USD
301947.34000000
0.054781836523
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SA67
157368.63000000
PA
USD
144794.56000000
0.026269851939
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
2000000.00000000
PA
USD
1616367.88000000
0.293255111848
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5FL4
513309.30000000
PA
USD
468189.79000000
0.084942945805
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAJ3
1215000.00000000
PA
USD
1172119.61000000
0.212655838799
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J94U2
544474.27000000
PA
USD
515515.04000000
0.093529092346
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
3.50000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CF5
1000000.00000000
PA
USD
922478.00000000
0.167363749561
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
1500000.00000000
PA
USD
1458681.75000000
0.264646362402
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA38
1076722.54000000
PA
USD
990542.14000000
0.179712520676
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBM6
3000000.00000000
PA
USD
2985111.00000000
0.541584048418
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
5.32967800
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E9AZ3
505353.82000000
PA
USD
496175.53000000
0.090020355110
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
10000000.00000000
PA
USD
8768870.50000000
1.590922543733
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CC3
2000000.00000000
PA
USD
1695572.00000000
0.307624992218
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
1095000.00000000
PA
USD
1032793.05000000
0.187378037599
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
780000.00000000
PA
USD
691608.84000000
0.125477516745
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHJG8
140055.03000000
PA
USD
131818.15000000
0.023915562045
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FA1
450000.00000000
PA
USD
498619.39000000
0.090463740831
Long
DBT
UST
US
N
2
2027-08-15
Fixed
6.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
715000.00000000
PA
USD
658759.89000000
0.119517782810
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAF6
670000.00000000
PA
USD
649780.07000000
0.117888588026
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2004-A Trust
05948XS93
24511.74000000
PA
USD
24347.06000000
0.004417249248
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
4.17531700
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
866000.00000000
PA
USD
858657.62000000
0.155784917225
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390CTA4
19761.15000000
PA
USD
21083.69000000
0.003825181102
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJDB3
12404.51000000
PA
USD
13405.88000000
0.002432207969
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LEX9
105328.66000000
PA
USD
99874.90000000
0.018120147852
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
4325000.00000000
PA
USD
4132807.81000000
0.749808896578
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LL83
25566.97000000
PA
USD
25704.46000000
0.004663520220
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BV2
425000.00000000
PA
USD
398366.74000000
0.072275058382
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
985000.00000000
PA
USD
746898.55000000
0.135508642883
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ABF4
1817755.10000000
PA
USD
1723310.49000000
0.312657543339
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292L5D3
36864.74000000
PA
USD
33923.68000000
0.006154720528
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LYA7
1171784.41000000
PA
USD
1097342.35000000
0.199089116757
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y14T9
297312.15000000
PA
USD
278788.93000000
0.050580242196
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
1000000.00000000
PA
USD
855033.00000000
0.155127308053
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BLL0
10412.92000000
PA
USD
10762.89000000
0.001952694401
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EZA2
710242.58000000
PA
USD
653525.45000000
0.118568106497
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
3000000.00000000
PA
USD
2460000.00000000
0.446313975965
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHS64
2478605.65000000
PA
USD
2149284.27000000
0.389941304074
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
1010000.00000000
PA
USD
976214.49000000
0.177113077409
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
130444.55000000
PA
USD
119105.66000000
0.021609154745
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WL0
2369166.27000000
PA
USD
2227222.08000000
0.404081439790
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXRR3
53189.35000000
PA
USD
53903.36000000
0.009779602812
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DN8
1000000.00000000
PA
USD
820643.50000000
0.148888074526
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8W45
945978.90000000
PA
USD
858347.99000000
0.155728741536
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
2135000.00000000
PA
USD
1712724.29000000
0.310736905529
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388RN78
5511.57000000
PA
USD
5695.34000000
0.001033296682
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Floating
3.46500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FA1
2565000.00000000
PA
USD
2527506.11000000
0.458561504565
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSH6
999564.27000000
PA
USD
832995.21000000
0.151129026071
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QC5P7
1095283.32000000
PA
USD
1029879.86000000
0.186849502066
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDG8
100000.00000000
PA
USD
96231.60000000
0.017459149597
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BLC4
1960.10000000
PA
USD
1958.99000000
0.000355416510
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.00000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP LLC
95040QAG9
250000.00000000
PA
USD
245706.25000000
0.044578102990
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AG3
373000.00000000
PA
USD
366749.27000000
0.066538749949
Long
DBT
CORP
IE
N
2
2024-07-02
Variable
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
7000000.00000000
PA
USD
6624821.91000000
1.201931140942
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJM2
250000.00000000
PA
USD
166684.88000000
0.030241378669
Long
DBT
CORP
US
N
2
2051-10-24
Fixed
2.83100000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
150000.00000000
PA
USD
148876.20000000
0.027010377540
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD6S5
287417.50000000
PA
USD
272054.50000000
0.049358425030
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7NF2
881588.48000000
PA
USD
766031.72000000
0.138979944174
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
1980000.00000000
PA
USD
1912205.79000000
0.346928523983
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.87800000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AT9
1715000.00000000
PA
USD
1602826.14000000
0.290798255010
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QC3Q7
1242148.50000000
PA
USD
1116224.73000000
0.202514917608
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NORTH AMERICA LLC
233851EB6
3000000.00000000
PA
USD
2891850.00000000
0.524663850161
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AQ8
2894000.00000000
PA
USD
2697105.26000000
0.489331614710
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
890000.00000000
PA
USD
813270.88000000
0.147550471540
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31375BKF3
1569.76000000
PA
USD
1511.22000000
0.000274178295
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
8000000.00000000
PA
USD
7545373.52000000
1.368945388560
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
5470000.00000000
PA
USD
5142259.37000000
0.932952123931
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
310000.00000000
PA
USD
296954.74000000
0.053876036866
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
300000.00000000
PA
USD
256666.53000000
0.046566609553
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31378LZU9
276.41000000
PA
USD
282.73000000
0.000051295264
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
6.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCB2
275000.00000000
PA
USD
269572.46000000
0.048908112371
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FMDD5
1778686.11000000
PA
USD
1624311.22000000
0.294696259676
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSY7
193811.43000000
PA
USD
178330.04000000
0.032354141945
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XD6H4
6418586.37000000
PA
USD
5600955.19000000
1.016172593518
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAH4
1000000.00000000
PA
USD
976459.50000000
0.177157529192
Long
DBT
CORP
US
N
2
2024-03-24
Fixed
3.02400000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
1500000.00000000
PA
USD
1199443.50000000
0.217613169687
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CF4
150000.00000000
PA
USD
143962.58000000
0.026118907101
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
6637000.00000000
PA
USD
5954180.26000000
1.080257668885
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294UAK9
183208.39000000
PA
USD
176473.07000000
0.032017234765
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203N6N3
104.21000000
PA
USD
103.99000000
0.000018866744
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
2000000.00000000
PA
USD
1831366.00000000
0.332261886548
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AW5
100000.00000000
PA
USD
92119.70000000
0.016713133972
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYGZ6
573590.59000000
PA
USD
540107.52000000
0.097990867764
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
1000000.00000000
PA
USD
626250.00000000
0.113619564003
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AM96
21689.63000000
PA
USD
21766.11000000
0.003948991502
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
1385000.00000000
PA
USD
1331871.40000000
0.241639357727
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
1125000.00000000
PA
USD
972840.94000000
0.176501019477
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
4180000.00000000
PA
USD
3952571.43000000
0.717108890330
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945ZL5
246962.48000000
PA
USD
248335.21000000
0.045055071116
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E2TX9
407810.57000000
PA
USD
386303.89000000
0.070086514258
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
1170000.00000000
PA
USD
1103977.49000000
0.200292919893
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296TKN3
12047.00000000
PA
USD
12187.24000000
0.002211112008
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA7A4
2581772.37000000
PA
USD
2270769.62000000
0.411982202278
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GNE9
83152.88000000
PA
USD
85992.89000000
0.015601556358
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
150000.00000000
PA
USD
141541.65000000
0.025679681535
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
IndyMac INDA Mortgage Loan Tru
N/A
IndyMac INDA Mortgage Loan Trust 2005-AR1
45660LZK8
15002.44000000
PA
USD
14655.88000000
0.002658993526
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
4.25951800
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FG8
12500000.00000000
PA
USD
13571511.63000000
2.462258258313
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448AZ6
1500000.00000000
PA
USD
1438975.50000000
0.261071088098
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.85000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
800000.00000000
PA
USD
780000.00000000
0.141514187501
Long
DBT
CORP
US
N
2
2027-07-15
Variable
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3XH0
343015.34000000
PA
USD
315608.40000000
0.057260341403
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
1000000.00000000
PA
USD
841068.50000000
0.152593750526
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
Healthpeak OP LLC
40414LAQ2
110000.00000000
PA
USD
104505.67000000
0.018960301255
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FP8
600000.00000000
PA
USD
678312.58000000
0.123065196962
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAT7
563000.00000000
PA
USD
513029.81000000
0.093078200930
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.90000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
665000.00000000
PA
USD
663359.45000000
0.120352273830
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1900000.00000000
PA
USD
1812115.50000000
0.328769298257
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
500000.00000000
PA
USD
446451.75000000
0.080999046999
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
305000.00000000
PA
USD
250187.99000000
0.045391218112
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M92M3
607960.00000000
PA
USD
591532.46000000
0.107320814689
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
2023-06-27
Wilmington Funds
John C. McDonnell
John C. McDonnell
Chief Operations Officer