0001752724-20-166882.txt : 20200824
0001752724-20-166882.hdr.sgml : 20200824
20200824142017
ACCESSION NUMBER: 0001752724-20-166882
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200824
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST
CENTRAL INDEX KEY: 0000887340
IRS NUMBER: 133186036
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03833-01
FILM NUMBER: 201126838
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000057212
MainStay VP Indexed Bond Portfolio
C000182232
Initial Class
C000182233
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000057212
C000182233
C000182232
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP Indexed Bond Portfolio
S000057212
549300R9H825LXJSNU29
2020-12-31
2020-06-30
N
851112579.97
57875302.80
793237277.17
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
293263.45000000
USD
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CAZ8
200000.00000000
PA
USD
217424.22000000
0.027409733034
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285U0
150000.00000000
PA
USD
162679.69000000
0.020508326409
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.63000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AH3
535000.00000000
PA
USD
573249.83000000
0.072267131979
Long
DBT
CORP
US
N
2
2023-06-24
Fixed
3.19000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300ZJL46M82UL2Z22
Wells Fargo Commercial Mortgage Trust 2015-SG1
94989QAV2
300000.00000000
PA
USD
325849.20000000
0.041078402311
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WQS1
273591.60000000
PA
USD
291782.46000000
0.036783755428
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
285000.00000000
PA
USD
397188.90000000
0.050071890395
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123BL4
335000.00000000
PA
USD
453340.01000000
0.057150618490
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.30000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KB6
810000.00000000
PA
USD
815654.22000000
0.102826007233
Long
DBT
CORP
US
N
2
2020-10-26
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
280110.04000000
PA
USD
298098.07000000
0.037579937123
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
iShares Short-Term Corporate Bond ETF
549300T14S5IX7V5T008
iShares Short-Term Corporate Bond ETF
464288646
54601.00000000
NS
USD
2987220.71000000
0.376586022363
Long
EC
RF
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
975000.00000000
PA
USD
1117431.09000000
0.140869714795
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
iShares Long-Term Corporate Bond ETF
5493002XJCHL78PKW767
iShares Long-Term Corporate Bond ETF
464289511
297696.00000000
NS
USD
20850627.84000000
2.628548662562
Long
EC
RF
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBC8
2280000.00000000
PA
USD
2491258.53000000
0.314062210854
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796UB3
39000000.00000000
PA
USD
38999927.07000000
4.916552485926
Long
STIV
UST
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617H2CP8
177671.87000000
PA
USD
187890.42000000
0.023686534333
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYD9
53540.52000000
PA
USD
56254.34000000
0.007091741855
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
15450000.00000000
PA
USD
15482589.92000000
1.951823289903
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284B3
150000.00000000
PA
USD
152314.45000000
0.019201625337
Long
DBT
UST
US
N
2
2021-03-15
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
428526.57000000
PA
USD
458671.22000000
0.057822701126
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y0M80
675296.58000000
PA
USD
727443.53000000
0.091705666253
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEK1
400000.00000000
PA
USD
402573.16000000
0.050750660815
Long
DBT
USGSE
US
N
2
2020-11-17
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3A6
658585.13000000
PA
USD
695691.68000000
0.087702847561
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJX96
415850.83000000
PA
USD
448317.44000000
0.056517444767
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55X3
260526.85000000
PA
USD
285956.86000000
0.036049347178
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
3100000.00000000
PA
USD
3267714.84000000
0.411946706748
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216BZ2
390000.00000000
PA
USD
423755.50000000
0.053421026998
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.25000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAT5
325000.00000000
PA
USD
412622.29000000
0.052017511263
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4C1
99816.66000000
PA
USD
107284.94000000
0.013524949354
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
730000.00000000
PA
USD
788924.18000000
0.099456266454
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJY46
208959.83000000
PA
USD
227599.41000000
0.028692475322
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
300000.00000000
PA
USD
344751.06000000
0.043461278223
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3M0
454084.19000000
PA
USD
478698.61000000
0.060347467747
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEA0
600000.00000000
PA
USD
610046.62000000
0.076905944483
Long
DBT
CORP
US
N
2
2021-04-21
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GR2
552954.23000000
PA
USD
586326.83000000
0.073915692930
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYT1
999334.76000000
PA
USD
1058852.89000000
0.133485013939
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
500000.00000000
PA
USD
517792.93000000
0.065275919942
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKLS2
278778.41000000
PA
USD
293058.03000000
0.036944561032
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
8000000.00000000
PA
USD
8275000.00000000
1.043193535926
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.63000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BM9
660000.00000000
PA
USD
726838.42000000
0.091629382647
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XW5
1925000.00000000
PA
USD
1985607.43000000
0.250316959016
Long
DBT
UST
US
N
2
2022-06-30
Fixed
1.75000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
230000.00000000
PA
USD
235341.03000000
0.029668427943
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9SE4
564774.24000000
PA
USD
598329.94000000
0.075428873203
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZH6
850000.00000000
PA
USD
851792.97000000
0.107381863474
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZQ6
333297.42000000
PA
USD
352297.22000000
0.044412590045
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
665534.97000000
PA
USD
708265.50000000
0.089287974781
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
1285000.00000000
PA
USD
1480456.54000000
0.186634766495
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLUD8
168646.17000000
PA
USD
178391.41000000
0.022489035139
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBC5
535000.00000000
PA
USD
602860.57000000
0.076000030173
Long
DBT
CORP
US
N
2
2026-02-28
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERRV4
280484.79000000
PA
USD
301542.89000000
0.038014210713
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y79
1425000.00000000
PA
USD
1609303.71000000
0.202877973125
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
69060.61000000
PA
USD
73088.20000000
0.009213913932
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
1650000.00000000
PA
USD
1775927.08000000
0.223883462251
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BL5
285000.00000000
PA
USD
422848.62000000
0.053306700551
Long
DBT
CORP
CA
N
2
2034-08-01
Fixed
6.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
225000.00000000
PA
USD
258643.52000000
0.032606072286
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
117709.13000000
PA
USD
130162.80000000
0.016409062426
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
2200000.00000000
PA
USD
2621796.45000000
0.330518563040
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
430000.00000000
PA
USD
525321.99000000
0.066225076042
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYD6
142572.08000000
PA
USD
153911.95000000
0.019403015267
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJE0
1037195.79000000
PA
USD
1110576.86000000
0.140005631601
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
670000.00000000
PA
USD
839551.15000000
0.105838590061
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBC9
655000.00000000
PA
USD
709675.18000000
0.089465687055
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617G1UT3
55414.21000000
PA
USD
60664.86000000
0.007647757076
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8GQ8
110994.05000000
PA
USD
120450.19000000
0.015184635602
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
4.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532AAZ2
300000.00000000
PA
USD
318471.99000000
0.040148389286
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.22000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BH0
205000.00000000
PA
USD
217674.04000000
0.027441226763
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER2Y5
175485.59000000
PA
USD
185622.88000000
0.023400675351
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
4.00000000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
125000.00000000
PA
USD
168031.85000000
0.021183050120
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFJ6
1877090.80000000
PA
USD
1972239.84000000
0.248631764638
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XC4
614602.62000000
PA
USD
647744.08000000
0.081658300566
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
285000.00000000
PA
USD
343035.99000000
0.043245066750
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4W7
820112.91000000
PA
USD
868306.33000000
0.109463631499
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2T6
141100.05000000
PA
USD
150147.54000000
0.018928452346
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKH8
163641.44000000
PA
USD
187210.94000000
0.023600875222
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
NSTAR ELEC CO
N/A
NSTAR ELEC CO
67021JG14
20000000.00000000
PA
USD
20000000.00000000
2.521313681998
Long
STIV
CORP
US
N
2
2020-07-01
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8GH0
920815.86000000
PA
USD
994852.59000000
0.125416772336
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
1085000.00000000
PA
USD
1157995.15000000
0.145983450769
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WMNN0
120893.48000000
PA
USD
129313.14000000
0.016301949457
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACX4
1264954.75000000
PA
USD
1329184.40000000
0.167564540680
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884AAZ6
300000.00000000
PA
USD
314302.67000000
0.039622781107
Long
DBT
US
N
2
2021-12-15
Fixed
4.63000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
745000.00000000
PA
USD
831218.63000000
0.104788145227
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.38000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAB9
120000.00000000
PA
USD
121535.62000000
0.015321471077
Long
DBT
CORP
US
N
2
2021-05-03
Fixed
2.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
12700000.00000000
PA
USD
13455550.69000000
1.696283202676
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.00000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBE0
230000.00000000
PA
USD
264002.97000000
0.033281715017
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZH0
151390.11000000
PA
USD
160271.92000000
0.020204789236
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
1455000.00000000
PA
USD
1983629.77000000
0.250067643956
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAT2
285000.00000000
PA
USD
340370.93000000
0.042909094138
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
549300LCO2FLSSVFFR64
RBC CAPITAL MARKETS TRIPARTY A REPO
000000000
4328000.00000000
PA
USD
4328000.00000000
0.545612280784
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-07-01
4241700.00000000
USD
4414619.92000000
USD
UST
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
175000.00000000
PA
USD
180215.00000000
0.022718927260
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAU7
300000.00000000
PA
USD
324406.98000000
0.040896587860
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.86000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWB5
229711.96000000
PA
USD
241760.10000000
0.030477652394
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
3180000.00000000
PA
USD
3374400.05000000
0.425396050730
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BB9
400000.00000000
PA
USD
429663.87000000
0.054165869704
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.63000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CJ7
400000.00000000
PA
USD
400359.60000000
0.050471606859
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWY0
201912.08000000
PA
USD
211709.93000000
0.026689357156
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFY0
123649.32000000
PA
USD
135454.16000000
0.017076121344
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUJD1
57919.22000000
PA
USD
63569.25000000
0.008013900988
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
5.00000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAV5
930000.00000000
PA
USD
941963.76000000
0.118749305801
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYKE8
233249.04000000
PA
USD
247518.86000000
0.031203634413
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZN3
1300000.00000000
PA
USD
1301929.69000000
0.164128657019
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
450000.00000000
PA
USD
536755.11000000
0.067666400136
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
1660000.00000000
PA
USD
1886048.29000000
0.237765967924
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
515000.00000000
PA
USD
619626.30000000
0.078113613395
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUEF3
164554.05000000
PA
USD
174248.25000000
0.021966724839
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WENC9
855347.63000000
PA
USD
938607.51000000
0.118326197849
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9R95
197873.03000000
PA
USD
215245.21000000
0.027135034647
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3U2
162093.47000000
PA
USD
174449.99000000
0.021992157330
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAP3
300000.00000000
PA
USD
332498.49000000
0.041916649604
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.82000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
330000.00000000
PA
USD
410614.75000000
0.051764429360
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294UAJ2
181235.32000000
PA
USD
190648.21000000
0.024034197016
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJY38
26220.16000000
PA
USD
28519.72000000
0.003595358012
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AD6
285000.00000000
PA
USD
337002.73000000
0.042484479700
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HG9
300000.00000000
PA
USD
308793.19000000
0.038928224742
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3L2
114813.93000000
PA
USD
123644.96000000
0.015587386467
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
975000.00000000
PA
USD
1054462.50000000
0.132931536420
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CF6
215000.00000000
PA
USD
299428.94000000
0.037747714160
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YPL5
36310.76000000
PA
USD
41731.07000000
0.005260855887
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
107155.06000000
PA
USD
114570.44000000
0.014443400896
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
1625000.00000000
PA
USD
1804099.70000000
0.227435062864
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
285000.00000000
PA
USD
324124.81000000
0.040861015906
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
750000.00000000
PA
USD
877154.13000000
0.110579035459
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M7CZ7
65785.87000000
PA
USD
75410.45000000
0.009506669967
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAC6
460000.00000000
PA
USD
621697.10000000
0.078374670214
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8KD6
345579.82000000
PA
USD
365579.81000000
0.046087068840
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQ68
59287.16000000
PA
USD
64551.56000000
0.008137736571
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPG0
392966.77000000
PA
USD
421233.66000000
0.053103109513
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BQ2
405000.00000000
PA
USD
425615.08000000
0.053655456223
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ80
641425.16000000
PA
USD
674061.56000000
0.084976031686
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3E8
65633.36000000
PA
USD
69412.35000000
0.008750515387
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
300000.00000000
PA
USD
337839.84000000
0.042590010545
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2G4
62771.03000000
PA
USD
66258.73000000
0.008352952125
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBE8
330000.00000000
PA
USD
369399.97000000
0.046568659924
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFT4
1439654.44000000
PA
USD
1546728.78000000
0.194989421767
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
1875000.00000000
PA
USD
1967384.63000000
0.248019689268
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BB4
330000.00000000
PA
USD
418570.90000000
0.052767426852
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQR9
323755.61000000
PA
USD
348732.96000000
0.043963259170
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
130.00000000
NC
USD
30251.78000000
0.003813711340
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
16316232.66000000
USD
30251.78000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEC9
500000.00000000
PA
USD
500000.00000000
0.063032842049
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307SAD5
60291.23000000
PA
USD
63887.30000000
0.008053996179
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BM5
230000.00000000
PA
USD
237016.39000000
0.029879633348
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
3.15000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
1060000.00000000
PA
USD
1312498.25000000
0.165460989766
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EH7
1905000.00000000
PA
USD
2072875.32000000
0.261318445269
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GL5
64703.50000000
PA
USD
69020.96000000
0.008701174539
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
850000.00000000
PA
USD
932234.70000000
0.117522805197
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
iShares Intermediate-Term Corporate Bond ETF
549300ZJOCMXQZ0RKQ84
iShares Intermediate-Term Corporate Bond ETF
464288638
197918.00000000
NS
USD
11950288.84000000
1.506521337806
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307TD57
323177.72000000
PA
USD
338823.16000000
0.042713973454
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
87.00000000
NC
USD
21596.01000000
0.002722515774
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
12086357.12000000
USD
21596.01000000
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
449000.00000000
PA
USD
604707.66000000
0.076232884838
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UD82
363964.99000000
PA
USD
385886.36000000
0.048647027958
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAX9
800000.00000000
PA
USD
906091.68000000
0.114227067496
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.67000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBC1
570000.00000000
PA
USD
575679.22000000
0.072573394691
Long
DBT
CORP
CA
N
2
2020-12-14
Fixed
2.50000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAX1
330000.00000000
PA
USD
342114.34000000
0.043128878312
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZJ6
306745.94000000
PA
USD
330299.09000000
0.041639380738
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8SL0
313026.24000000
PA
USD
332809.63000000
0.041955873680
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BW6
600000.00000000
PA
USD
771401.65000000
0.097247276723
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYX6
154579.67000000
PA
USD
162915.13000000
0.020538007313
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
373098.13000000
PA
USD
398635.75000000
0.050254288530
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFE9
257318.11000000
PA
USD
273061.49000000
0.034423683538
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBA8
1081000.00000000
PA
USD
1223017.15000000
0.154180493680
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAR7
815000.00000000
PA
USD
1188077.22000000
0.149775767502
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNVR0
139528.21000000
PA
USD
153518.27000000
0.019353385729
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXV2
259543.17000000
PA
USD
277572.20000000
0.034992329280
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AT1
175000.00000000
PA
USD
219199.38000000
0.027633519793
Long
DBT
US
N
2
2047-03-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EM4D0
932376.49000000
PA
USD
997248.23000000
0.125718780332
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
350000.00000000
PA
USD
418231.29000000
0.052724613685
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WKQ84
68561.07000000
PA
USD
72468.87000000
0.009135837672
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
230000.00000000
PA
USD
243048.34000000
0.030640055251
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSDM1
87581.68000000
PA
USD
94833.42000000
0.011955239967
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
665814.55000000
PA
USD
712098.14000000
0.089771139165
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
5600000.00000000
PA
USD
6182750.00000000
0.779432608368
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
4807601.78000000
PA
USD
5116719.42000000
0.645042734029
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283L2
1875000.00000000
PA
USD
1889501.96000000
0.238201357195
Long
DBT
UST
US
N
2
2020-12-15
Fixed
1.88000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AV2
285000.00000000
PA
USD
316370.47000000
0.039883459729
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B6 Mortgage Trust
08162CAC4
900000.00000000
PA
USD
1048334.76000000
0.132159038685
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV82
2475333.02000000
PA
USD
2614450.30000000
0.329592465614
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVCH7
428214.06000000
PA
USD
464882.00000000
0.058605667355
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHMS8
56715.27000000
PA
USD
61433.47000000
0.007744652422
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282S8
700000.00000000
PA
USD
721984.38000000
0.091017454774
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y3B1
12624.66000000
PA
USD
13258.27000000
0.001671412877
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAD6
300000.00000000
PA
USD
320150.67000000
0.040360013228
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.85000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DP5
90000.00000000
PA
USD
98911.54000000
0.012469350955
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXW0
136906.24000000
PA
USD
147754.51000000
0.018626773381
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NH81
64122.76000000
PA
USD
70639.60000000
0.008905229498
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4S6
352864.89000000
PA
USD
379655.03000000
0.047861471078
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAP6
750000.00000000
PA
USD
815011.31000000
0.102744958344
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ98
148794.07000000
PA
USD
157521.55000000
0.019858061961
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EJ8
95000.00000000
PA
USD
117940.45000000
0.014868243512
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GUMA2
716339.28000000
PA
USD
758778.38000000
0.095655915554
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTF7
99225.63000000
PA
USD
107178.05000000
0.013511474193
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132M9GP3
188911.37000000
PA
USD
206498.23000000
0.026032340630
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
250000.00000000
PA
USD
329528.43000000
0.041542226958
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
530000.00000000
PA
USD
571080.30000000
0.071993628695
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AQ3
330000.00000000
PA
USD
361560.79000000
0.045580408335
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.20000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DF2
285000.00000000
PA
USD
314885.01000000
0.039696194198
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
900000.00000000
PA
USD
966691.40000000
0.121866612654
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.63000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FL3
465000.00000000
PA
USD
553241.49000000
0.069744766909
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
768272.15000000
PA
USD
817069.60000000
0.103004438081
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
1038735.51000000
PA
USD
1104012.01000000
0.139178029295
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287F1
4273600.00000000
PA
USD
4346384.75000000
0.547929966870
Long
DBT
UST
US
N
2
2021-07-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGC93
281743.09000000
PA
USD
299498.49000000
0.037756482028
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
5300000.00000000
PA
USD
5772031.25000000
0.727655068177
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJXN3
245615.74000000
PA
USD
259768.76000000
0.032747926437
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
5645000.00000000
PA
USD
6216335.76000000
0.783666620179
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.13000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
330000.00000000
PA
USD
381300.67000000
0.048068929811
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXT5
180280.08000000
PA
USD
189796.22000000
0.023926790313
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Z2
2450000.00000000
PA
USD
2460172.03000000
0.310143269965
Long
DBT
UST
US
N
2
2020-10-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284T4
925000.00000000
PA
USD
946607.43000000
0.119334713237
Long
DBT
UST
US
N
2
2021-06-15
Fixed
2.63000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAC6
530000.00000000
PA
USD
559729.78000000
0.070562717626
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
5425000.00000000
PA
USD
5818312.50000000
0.733489545619
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286S4
200000.00000000
PA
USD
222968.75000000
0.028108708001
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XXNS4
821225.33000000
PA
USD
869204.28000000
0.109576832180
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JNAD2
3090755.15000000
PA
USD
3319766.63000000
0.418508651263
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022671
2500000.00000000
PA
USD
2631640.63000000
0.331759576326
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
3500000.00000000
PA
USD
3502871.09000000
0.441591840274
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAA1
810000.00000000
PA
USD
822348.29000000
0.103669899747
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
285000.00000000
PA
USD
249904.67000000
0.031504403183
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BE7
776000.00000000
PA
USD
876553.42000000
0.110503306542
Long
DBT
NUSS
JP
N
2
2027-06-01
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFS6
3157358.53000000
PA
USD
3344862.21000000
0.421672342723
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPN91
293927.15000000
PA
USD
320011.19000000
0.040342429586
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
2300000.00000000
PA
USD
2371335.93000000
0.298944086246
Long
DBT
UST
US
N
2
2021-09-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
132956.66000000
PA
USD
142869.19000000
0.018010902174
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3F5
122839.83000000
PA
USD
131079.44000000
0.016524619275
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
14650000.00000000
PA
USD
15555896.52000000
1.961064736581
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H22H0
160100.94000000
PA
USD
169846.09000000
0.021411763527
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
970000.00000000
PA
USD
1279595.44000000
0.161313074514
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAS5
335000.00000000
PA
USD
348424.43000000
0.043924364125
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHZP0
114886.68000000
PA
USD
123199.76000000
0.015531262025
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
3000000.00000000
PA
USD
2997656.25000000
0.377901585852
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUC7
143734.79000000
PA
USD
154332.04000000
0.019455974201
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJV0
133740.76000000
PA
USD
146568.99000000
0.018477319992
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYT8
72191.52000000
PA
USD
77558.25000000
0.009777433843
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
4000000.00000000
PA
USD
3992187.52000000
0.503277850763
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWV1
29902.84000000
PA
USD
31449.09000000
0.003964651045
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
455000.00000000
PA
USD
476571.55000000
0.060079318473
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335CC28
214628.86000000
PA
USD
234776.98000000
0.029597320594
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617A6P31
30098.25000000
PA
USD
31821.88000000
0.004011647071
Long
ABS-MBS
USGA
US
N
2
2045-10-15
Fixed
3.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
465000.00000000
PA
USD
532074.84000000
0.067076378696
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAY4
125000.00000000
PA
USD
138500.81000000
0.017460199361
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184CR49
27773.15000000
PA
USD
29333.23000000
0.003697913706
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AD5
90000.00000000
PA
USD
104104.30000000
0.013123979797
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.63000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
460000.00000000
PA
USD
542203.43000000
0.068353246324
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5L7
623036.73000000
PA
USD
664477.75000000
0.083767842122
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3D0
833923.12000000
PA
USD
879127.37000000
0.110827793310
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
1710000.00000000
PA
USD
1897311.66000000
0.239185892368
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LV82
789786.13000000
PA
USD
853286.85000000
0.107570190478
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCY9
53834.85000000
PA
USD
57907.25000000
0.007300117085
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUB8
184515.38000000
PA
USD
195981.61000000
0.024706555735
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESC63
202847.24000000
PA
USD
217028.30000000
0.027359821108
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282J8
460000.00000000
PA
USD
460235.08000000
0.058019850206
Long
DBT
UST
US
N
2
2020-07-15
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ65
233274.92000000
PA
USD
251582.69000000
0.031715943922
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JGSV8
155668.72000000
PA
USD
163628.89000000
0.020627987956
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
2400000.00000000
PA
USD
2562281.26000000
0.323015739898
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXM0
519821.59000000
PA
USD
545653.70000000
0.068788206972
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
335000.00000000
PA
USD
346718.62000000
0.043709320020
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287C8
2000000.00000000
PA
USD
2064296.88000000
0.260236998362
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
535000.00000000
PA
USD
803167.32000000
0.101251837642
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
3850000.00000000
PA
USD
3845337.88000000
0.484765150437
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HF4
3580000.00000000
PA
USD
3692222.08000000
0.465462502364
Long
DBT
CORP
DE
N
2
2022-03-07
Fixed
2.13000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BM0
400000.00000000
PA
USD
414256.72000000
0.052223556799
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS91
473847.40000000
PA
USD
507334.29000000
0.063957444336
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
31329NU48
5302819.90000000
PA
USD
5599954.88000000
0.705962142875
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2018-B
44935QAD2
68069.44000000
PA
USD
68436.70000000
0.008627519403
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
3.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPA4
105016.40000000
PA
USD
111384.53000000
0.014041766972
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AN7
330000.00000000
PA
USD
388515.46000000
0.048978467248
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.88000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BE7
330000.00000000
PA
USD
337619.20000000
0.042562195413
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CW6
850000.00000000
PA
USD
918806.97000000
0.115830029228
Long
DBT
NUSS
KR
N
2
2024-02-19
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLC43
355380.20000000
PA
USD
381973.75000000
0.048153782101
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
665000.00000000
PA
USD
746091.58000000
0.094056545433
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMX65
199414.71000000
PA
USD
209044.47000000
0.026353334117
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AL8
325000.00000000
PA
USD
446730.09000000
0.056317334403
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
65641.05000000
PA
USD
69314.71000000
0.008738206334
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFQ0
2419441.02000000
PA
USD
2549905.48000000
0.321455578726
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
1195000.00000000
PA
USD
1520637.50000000
0.191700206705
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJW20
261917.10000000
PA
USD
274877.94000000
0.034652675550
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HEAR3
885004.09000000
PA
USD
936917.96000000
0.118113203572
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAR1
955000.00000000
PA
USD
1049589.18000000
0.132317178000
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
4755000.00000000
PA
USD
5135447.55000000
0.647403708550
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.13000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
325000.00000000
PA
USD
402813.89000000
0.050781008607
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSF3
679154.88000000
PA
USD
720613.77000000
0.090844667886
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3Y4
214270.74000000
PA
USD
227948.47000000
0.028736479810
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FJ1
145000.00000000
PA
USD
153146.81000000
0.019306557370
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032670
9000000.00000000
PA
USD
9496757.79000000
1.197215267527
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.50000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAT6
1000000.00000000
PA
USD
1086735.15000000
0.137000010120
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.83000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
400000.00000000
PA
USD
473178.73000000
0.059651600298
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAK4
335000.00000000
PA
USD
424730.76000000
0.053543973817
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XA6
1300000.00000000
PA
USD
1264523.00000000
0.159412957055
Long
DBT
CORP
US
N
2
2022-01-09
Fixed
3.22000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
1925000.00000000
PA
USD
2193203.30000000
0.276487674384
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AG8
450000.00000000
PA
USD
462291.48000000
0.058279091679
Long
DBT
CORP
US
N
2
2021-03-07
Fixed
4.38000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
525000.00000000
PA
USD
589996.22000000
0.074378277090
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
651020.30000000
PA
USD
699368.31000000
0.088166344437
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJWV8
388841.86000000
PA
USD
415485.82000000
0.052378504132
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAU5
330000.00000000
PA
USD
356456.48000000
0.044936930003
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ47
2089697.63000000
PA
USD
2207141.65000000
0.278244822012
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36189MSK5
80849.96000000
PA
USD
86374.63000000
0.010888876819
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.00000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AS6
100000.00000000
PA
USD
111155.65000000
0.014012913058
Long
DBT
CORP
US
N
2
2025-07-30
Fixed
3.10000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
335000.00000000
PA
USD
393370.95000000
0.049590577916
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286C9
17450000.00000000
PA
USD
18105738.19000000
2.282512271056
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
975000.00000000
PA
USD
1157033.64000000
0.145862237353
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
579682.49000000
PA
USD
616009.80000000
0.077657696849
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
6310000.00000000
PA
USD
7793835.94000000
0.982535259538
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUD5
82338.26000000
PA
USD
90212.47000000
0.011372696744
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CG1
430000.00000000
PA
USD
456545.63000000
0.057554737168
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJL82
297383.01000000
PA
USD
320076.82000000
0.040350703277
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
53360.03000000
PA
USD
57090.70000000
0.007197178151
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5LM9
53417.65000000
PA
USD
56459.67000000
0.007117626922
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
3050000.00000000
PA
USD
3053097.64000000
0.384890842610
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
1035000.00000000
PA
USD
1352332.61000000
0.170482735610
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
3400000.00000000
PA
USD
3500140.61000000
0.441247620445
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2018-3 Owner Trust
43815HAC1
641717.50000000
PA
USD
652970.66000000
0.082317192950
Long
ABS-O
CORP
US
N
2
2022-08-22
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUW5
357415.69000000
PA
USD
385588.50000000
0.048609478033
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
1400000.00000000
PA
USD
1497125.00000000
0.188736087308
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5G1
174084.71000000
PA
USD
183004.04000000
0.023070529495
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LDNF7
112066.35000000
PA
USD
128097.68000000
0.016148721660
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWY9
93619.89000000
PA
USD
100687.09000000
0.012693186880
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ73
188892.33000000
PA
USD
205808.28000000
0.025945361611
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
90000.00000000
PA
USD
111730.51000000
0.014085383177
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
4675000.00000000
PA
USD
5043521.46000000
0.635814983127
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
285000.00000000
PA
USD
306222.47000000
0.038604145167
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36194W4J5
71257.17000000
PA
USD
78335.90000000
0.009875468823
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2R7
137831.10000000
PA
USD
150579.30000000
0.018982882465
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBQ4
252868.32000000
PA
USD
270751.20000000
0.034132435248
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGR4
114415.38000000
PA
USD
123063.96000000
0.015514142305
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAK1
315000.00000000
PA
USD
332066.64000000
0.041862208138
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
665000.00000000
PA
USD
793064.76000000
0.099978251504
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
660000.00000000
PA
USD
742983.01000000
0.093664661430
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAY6
500000.00000000
PA
USD
575502.60000000
0.072551128970
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
3.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJM96
1600103.16000000
PA
USD
1693288.29000000
0.213465546657
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
31410LRG9
787329.33000000
PA
USD
843088.92000000
0.106284581456
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Variable
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTY8
4000000.00000000
PA
USD
4575771.60000000
0.576847777039
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
2.90000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DG5
570000.00000000
PA
USD
590938.11000000
0.074497017097
Long
DBT
CORP
AU
N
2
2022-01-11
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
103597.83000000
PA
USD
109677.69000000
0.013826593020
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
1100000.00000000
PA
USD
1629248.39000000
0.205392312854
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XZ8
275000.00000000
PA
USD
308451.17000000
0.038885107757
Long
DBT
UST
US
N
2
2025-06-30
Fixed
2.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAQ5
330000.00000000
PA
USD
364079.61000000
0.045897945101
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJ4N8
225203.97000000
PA
USD
238451.74000000
0.030060581727
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
200000.00000000
PA
USD
232694.76000000
0.029334824105
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DAJ2
1208825.69000000
PA
USD
1294828.45000000
0.163233434341
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSR9
43379.23000000
PA
USD
46692.57000000
0.005886330779
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFR8
5241773.02000000
PA
USD
5509154.71000000
0.694515357328
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HNJ5
2765000.00000000
PA
USD
3219945.63000000
0.405924648610
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYN4
532102.26000000
PA
USD
568034.09000000
0.071609606147
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNS0
142478.60000000
PA
USD
152623.80000000
0.019240623756
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PRP8
71407.32000000
PA
USD
75521.03000000
0.009520610310
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNQ4
599126.84000000
PA
USD
635788.80000000
0.080151150015
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JG7
275000.00000000
PA
USD
310768.13000000
0.039177196904
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.45000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAN1
230000.00000000
PA
USD
268267.48000000
0.033819323387
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
1870000.00000000
PA
USD
1942758.43000000
0.244915170518
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJVG0
251670.52000000
PA
USD
264139.05000000
0.033298870035
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H6BR9
413989.45000000
PA
USD
439305.20000000
0.055381310566
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2018-3
36255JAD6
617473.05000000
PA
USD
630806.02000000
0.079522992445
Long
ABS-O
CORP
US
N
2
2023-05-16
Fixed
3.02000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAD4
1345000.00000000
PA
USD
1382345.83000000
0.174266372721
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184NEP2
47954.84000000
PA
USD
50699.03000000
0.006391407900
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2Y5
60443.88000000
PA
USD
65280.94000000
0.008229686359
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXE8
403881.41000000
PA
USD
423939.56000000
0.053444230648
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
2790000.00000000
PA
USD
3836903.92000000
0.483701917500
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BE6
335000.00000000
PA
USD
335797.99000000
0.042332603328
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282W9
950000.00000000
PA
USD
986367.19000000
0.124347054581
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JG6L4
259695.28000000
PA
USD
275094.68000000
0.034679999026
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
1590000.00000000
PA
USD
1766383.07000000
0.222680290102
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZF4
457912.70000000
PA
USD
488996.44000000
0.061645670731
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
4.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
390000.00000000
PA
USD
406892.55000000
0.051295187670
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AW9
285000.00000000
PA
USD
332868.56000000
0.041963302731
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.90000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAK2
88000.00000000
PA
USD
94214.14000000
0.011877170010
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4M9
353803.71000000
PA
USD
380619.01000000
0.047982995877
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUC6
346481.92000000
PA
USD
373257.19000000
0.047054923002
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
61690KAE2
300000.00000000
PA
USD
308449.02000000
0.038884836716
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.92000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307T7M7
61246.39000000
PA
USD
64461.14000000
0.008126337711
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
750000.00000000
PA
USD
717567.23000000
0.090460603737
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCZ3
325000.00000000
PA
USD
417334.25000000
0.052611527724
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
400000.00000000
PA
USD
548709.80000000
0.069173476309
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
650000.00000000
PA
USD
833050.63000000
0.105019097560
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQZ3
91632.26000000
PA
USD
103359.84000000
0.013030128938
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283X6
3000000.00000000
PA
USD
3038671.86000000
0.383072246786
Long
DBT
UST
US
N
2
2021-02-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKQJ7
43200.81000000
PA
USD
46262.56000000
0.005832121274
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CZ8
493000.00000000
PA
USD
533669.07000000
0.067277356392
Long
DBT
US
N
2
2046-11-30
Fixed
4.25000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBQ0
1815000.00000000
PA
USD
2067558.92000000
0.260648229666
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAJ4
270000.00000000
PA
USD
360684.90000000
0.045469988663
Long
DBT
CORP
GB
N
2
2045-08-17
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
1175000.00000000
PA
USD
1601580.08000000
0.201904288426
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
743521.79000000
PA
USD
792444.12000000
0.099900010098
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWG5
675000.00000000
PA
USD
682080.58000000
0.085986954928
Long
DBT
CORP
US
N
2
2020-12-27
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y1W95
426559.28000000
PA
USD
448292.22000000
0.056514265390
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZG5
430000.00000000
PA
USD
446093.59000000
0.056237093595
Long
DBT
CORP
CA
N
2
2022-02-01
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617ANBZ8
259161.21000000
PA
USD
285514.32000000
0.035993558071
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYG3
111797.70000000
PA
USD
117502.99000000
0.014813094818
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BZ2
430000.00000000
PA
USD
448671.91000000
0.056562131270
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QE1
750000.00000000
PA
USD
1216318.36000000
0.153336006136
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GQ4
351918.13000000
PA
USD
374566.58000000
0.047219992148
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBG3
670000.00000000
PA
USD
680743.01000000
0.085818333251
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
2.25000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAU7
125000.00000000
PA
USD
151464.87000000
0.019094522453
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
3500000.00000000
PA
USD
4735117.17000000
0.596935785329
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0JC9
283399.71000000
PA
USD
301058.09000000
0.037953094069
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y46
55000.00000000
PA
USD
55111.18000000
0.006947628608
Long
DBT
UST
US
N
2
2020-07-31
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617KDG92
369436.07000000
PA
USD
391200.26000000
0.049316928396
Long
ABS-MBS
USGA
US
N
2
2049-07-15
Fixed
4.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457BT4
325000.00000000
PA
USD
412468.24000000
0.051998090845
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
610000.00000000
PA
USD
605437.58000000
0.076324902702
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XSE22
588113.20000000
PA
USD
627784.09000000
0.079142030772
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
600000.00000000
PA
USD
654539.06000000
0.082514914369
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CLH5
591683.26000000
PA
USD
630795.70000000
0.079521691447
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3B4
376759.90000000
PA
USD
401146.03000000
0.050570748695
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282U3
650000.00000000
PA
USD
694306.64000000
0.087528241546
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.88000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DQ3
725000.00000000
PA
USD
962499.67000000
0.121338179344
Long
DBT
CORP
US
N
2
2044-04-22
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
1375000.00000000
PA
USD
1653598.64000000
0.208462043778
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YA2
9275000.00000000
PA
USD
9537308.59000000
1.202327331870
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7GT8
466388.01000000
PA
USD
494204.11000000
0.062302179212
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282V1
775000.00000000
PA
USD
776910.78000000
0.097941788965
Long
DBT
UST
US
N
2
2020-09-15
Fixed
1.38000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
565000.00000000
PA
USD
646740.98000000
0.081531844079
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RW3
2900000.00000000
PA
USD
3166806.21000000
0.399225591275
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
22300000.00000000
PA
USD
22286062.50000000
2.809507714956
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
4000000.00000000
PA
USD
4323437.52000000
0.545037108622
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCV2
650000.00000000
PA
USD
725389.53000000
0.091446727338
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWZ2
132702.07000000
PA
USD
139502.48000000
0.017586475574
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEYC2
313601.97000000
PA
USD
329136.07000000
0.041492763826
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1610000.00000000
PA
USD
1838084.29000000
0.231719353452
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CU77
6163187.76000000
PA
USD
6504520.57000000
0.819996835399
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1475000.00000000
PA
USD
1663821.77000000
0.209750829655
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAT8
100000.00000000
PA
USD
103256.20000000
0.013017063490
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEHN7
167251.06000000
PA
USD
176991.91000000
0.022312606214
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
325000.00000000
PA
USD
338045.32000000
0.042615914522
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLU7
132519.68000000
PA
USD
144484.42000000
0.018214527249
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36197CRP7
24404.18000000
PA
USD
26808.54000000
0.003379636934
Long
ABS-MBS
USGA
US
N
2
2047-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
229538.99000000
PA
USD
241264.93000000
0.030415228449
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
1950000.00000000
PA
USD
2201630.15000000
0.277550010994
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
90000.00000000
PA
USD
87581.55000000
0.011041028015
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617GFX93
91596.67000000
PA
USD
96453.76000000
0.012159509238
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
3.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BX5
716000.00000000
PA
USD
842539.93000000
0.106215372656
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BPZ3
61451.03000000
PA
USD
64565.96000000
0.008139551916
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBE0
285000.00000000
PA
USD
320694.94000000
0.040428626998
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
980000.00000000
PA
USD
1043916.56000000
0.131602055279
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BJ6
25000.00000000
PA
USD
26358.70000000
0.003322927547
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EN9
25000.00000000
PA
USD
26965.41000000
0.003399412858
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AZ9
530000.00000000
PA
USD
571895.09000000
0.072096345754
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
325000.00000000
PA
USD
418013.05000000
0.052697101110
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284W7
3700000.00000000
PA
USD
3806230.48000000
0.479835049303
Long
DBT
UST
US
N
2
2021-08-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NLA5
44296.30000000
PA
USD
46871.18000000
0.005908847371
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
918258.35000000
PA
USD
976990.20000000
0.123164937921
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
43.00000000
NC
USD
12212.86000000
0.001539622550
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
6759615.27000000
USD
12212.86000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
200000.00000000
PA
USD
216203.12000000
0.027255794227
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CLK8
169689.96000000
PA
USD
178305.78000000
0.022478240134
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
285000.00000000
PA
USD
331451.74000000
0.041784690349
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
285000.00000000
PA
USD
344019.55000000
0.043369059914
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAC5
200000.00000000
PA
USD
203706.36000000
0.025680381628
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BB7
515000.00000000
PA
USD
531801.94000000
0.067041975371
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
2.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DH3
205000.00000000
PA
USD
219816.03000000
0.027711258198
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBL8
740000.00000000
PA
USD
767953.29000000
0.096812556860
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
148202.51000000
PA
USD
157590.91000000
0.019866805877
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
285000.00000000
PA
USD
322298.71000000
0.040630807360
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BW3
535000.00000000
PA
USD
552071.67000000
0.069597292750
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
2.40000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
225000.00000000
PA
USD
297095.20000000
0.037453509630
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
7900000.00000000
PA
USD
11071726.60000000
1.395764787996
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
6825000.00000000
PA
USD
6806071.27000000
0.858012030685
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
9500000.00000000
PA
USD
9485898.39000000
1.195846269837
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.13000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
750000.00000000
PA
USD
780056.75000000
0.098338387825
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Y1
900000.00000000
PA
USD
927843.75000000
0.116969257081
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
28000.00000000
PA
USD
30243.42000000
0.003812657431
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
750000.00000000
PA
USD
834720.00000000
0.105229547831
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XUSH9
285635.67000000
PA
USD
301662.55000000
0.038029295733
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
150000.00000000
PA
USD
219568.36000000
0.027680035510
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3CP1
5413537.74000000
PA
USD
5727056.12000000
0.721985247646
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
125000.00000000
PA
USD
148666.53000000
0.018741747807
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
400000.00000000
PA
USD
580607.38000000
0.073194666553
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
150000.00000000
PA
USD
161537.11000000
0.020364286279
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV92
358736.91000000
PA
USD
377194.64000000
0.047551300330
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFP4
300000.00000000
PA
USD
300767.91000000
0.037916512329
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.16000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
5.00000000
NC
USD
7646.90000000
0.000964011679
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
1083134.35000000
USD
7646.90000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZM5
73833.50000000
PA
USD
78099.84000000
0.009845709757
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2M8
75055.71000000
PA
USD
79551.22000000
0.010028678970
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGY4
48425.17000000
PA
USD
52060.91000000
0.006563094234
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284S6
1700000.00000000
PA
USD
1826968.75000000
0.230318065297
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCD5
175000.00000000
PA
USD
211427.46000000
0.026653747382
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
4.42000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AH1
75000.00000000
PA
USD
94297.13000000
0.011887632202
Long
DBT
CORP
IE
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
4150000.00000000
PA
USD
4528201.16000000
0.570850776977
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
1900000.00000000
PA
USD
2908484.38000000
0.366660073058
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284U1
1900000.00000000
PA
USD
2038789.07000000
0.257021338845
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.63000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AR9
725000.00000000
PA
USD
850719.07000000
0.107246481536
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
300000.00000000
PA
USD
326474.66000000
0.041157251354
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GWNQ2
22950.57000000
PA
USD
24826.71000000
0.003129796180
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CN6
1190000.00000000
PA
USD
1220849.76000000
0.153907260177
Long
DBT
NUSS
XX
N
2
2022-04-14
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
5950000.00000000
PA
USD
8145224.59000000
1.026833310085
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFB9
335000.00000000
PA
USD
347048.87000000
0.043750953212
Long
DBT
CORP
US
N
2
2022-02-17
Fixed
2.63000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AT1
660000.00000000
PA
USD
705543.02000000
0.088944763478
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.46000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZT0
46351.75000000
PA
USD
50372.25000000
0.006350212155
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
570000.00000000
PA
USD
623473.01000000
0.078598551523
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
500000.00000000
PA
USD
575102.02000000
0.072500629578
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJX4
1182915.41000000
PA
USD
1258276.98000000
0.158625548270
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
537000.00000000
PA
USD
570815.73000000
0.071960275497
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV90
2704469.12000000
PA
USD
2866011.69000000
0.361305724338
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032674
8000000.00000000
PA
USD
8414062.48000000
1.060724542600
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5K9
177118.87000000
PA
USD
188225.23000000
0.023728742384
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GF5
7925123.15000000
PA
USD
8491540.42000000
1.070491852109
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E2F55
117613.16000000
PA
USD
125036.66000000
0.015762832080
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AU2
555000.00000000
PA
USD
611518.81000000
0.077091537122
Long
DBT
CORP
AU
N
2
2023-09-30
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFJM3
48278.29000000
PA
USD
50761.43000000
0.006399274398
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV69
604832.03000000
PA
USD
644221.75000000
0.081214255625
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
195000.00000000
PA
USD
243645.57000000
0.030715345459
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36196THR8
48383.25000000
PA
USD
53550.74000000
0.006750910672
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
4.50000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AS5
530000.00000000
PA
USD
599430.43000000
0.075567607228
Long
DBT
CORP
AU
N
2
2025-06-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4N2
316981.83000000
PA
USD
336893.70000000
0.042470734759
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409GGY6
97666.91000000
PA
USD
111862.31000000
0.014101998635
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y2GD2
360548.56000000
PA
USD
394524.99000000
0.049736062758
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
285000.00000000
PA
USD
445841.89000000
0.056205362863
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAR7
800000.00000000
PA
USD
927509.12000000
0.116927071721
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.97000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
230000.00000000
PA
USD
271773.19000000
0.034261273117
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
815000.00000000
PA
USD
859716.11000000
0.108380699538
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGB9
41524.88000000
PA
USD
44654.52000000
0.005629402611
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
330000.00000000
PA
USD
349172.13000000
0.044018623437
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285B2
775000.00000000
PA
USD
779947.55000000
0.098324621452
Long
DBT
UST
US
N
2
2020-09-30
Fixed
2.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDK4
825000.00000000
PA
USD
925212.61000000
0.116637560617
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAD4
300000.00000000
PA
USD
336037.68000000
0.042362820012
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
815000.00000000
PA
USD
1110246.48000000
0.139963982020
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159JG2
945000.00000000
PA
USD
979218.38000000
0.123445834957
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
2.70000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAC0
230000.00000000
PA
USD
255532.70000000
0.032213904635
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.38000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
465000.00000000
PA
USD
497479.38000000
0.062715078365
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMJK1
97362.95000000
PA
USD
102298.24000000
0.012896297607
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GX8
2000000.00000000
PA
USD
2084696.32000000
0.262808667721
Long
DBT
NUSS
XX
N
2
2022-08-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8E80
128502.70000000
PA
USD
136020.87000000
0.017147564028
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DB3
325000.00000000
PA
USD
364346.25000000
0.045931559255
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
2.90000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
181000.00000000
PA
USD
202305.42000000
0.025503771169
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7NN1
474589.56000000
PA
USD
513335.55000000
0.064713997283
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
94974BGR5
400000.00000000
PA
USD
403705.30000000
0.050893384819
Long
DBT
CORP
US
N
2
2020-12-07
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8FK2
208110.13000000
PA
USD
220818.74000000
0.027837665520
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4V9
488320.49000000
PA
USD
514761.98000000
0.064893821157
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5M8
450083.83000000
PA
USD
475000.32000000
0.059881240288
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLS6
151728.08000000
PA
USD
168916.92000000
0.021294627075
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZG2
529366.37000000
PA
USD
556533.84000000
0.070159819264
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQA5
249600.66000000
PA
USD
262384.35000000
0.033077662579
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZ94
319998.10000000
PA
USD
341297.70000000
0.043025928032
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
750000.00000000
PA
USD
836272.46000000
0.105425259763
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AH4
675000.00000000
PA
USD
679237.56000000
0.085628547667
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4HV4
131817.88000000
PA
USD
141323.50000000
0.017816043706
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
3.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
1205000.00000000
PA
USD
1514692.10000000
0.190950695787
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
2875000.00000000
PA
USD
3049633.80000000
0.384454171251
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
16000.00000000
PA
USD
18227.68000000
0.002297884948
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
95000.00000000
PA
USD
103257.69000000
0.013017251328
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
285000.00000000
PA
USD
403172.08000000
0.050826164075
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AY6
230000.00000000
PA
USD
236641.02000000
0.029832312072
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.15000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874AZ0
450000.00000000
PA
USD
606951.45000000
0.076515749759
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAY5
230000.00000000
PA
USD
248628.90000000
0.031343572365
Long
DBT
US
N
2
2026-10-15
Fixed
2.90000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058FY4
2000000.00000000
PA
USD
2054055.06000000
0.258945856317
Long
DBT
NUSS
XX
N
2
2022-01-26
Fixed
2.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCN7
100000.00000000
PA
USD
124274.98000000
0.015666810370
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GL9
1190000.00000000
PA
USD
1268245.63000000
0.159882252952
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCA8
355671.15000000
PA
USD
377145.16000000
0.047545062600
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
565000.00000000
PA
USD
859167.81000000
0.108311577724
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAF5
285000.00000000
PA
USD
350029.89000000
0.044126757538
Long
DBT
CORP
CA
N
2
2036-12-01
Fixed
5.88000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAN9
230000.00000000
PA
USD
246222.05000000
0.031040151173
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
4.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
335000.00000000
PA
USD
372143.81000000
0.046914563991
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EL3
740000.00000000
PA
USD
1000990.89000000
0.126190601325
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5N6
458971.55000000
PA
USD
486123.73000000
0.061283520579
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7D38
123506.99000000
PA
USD
130353.50000000
0.016433103152
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
1490000.00000000
PA
USD
1649407.59000000
0.207933696192
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AN3
400000.00000000
PA
USD
415632.52000000
0.052396997967
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
3.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAC4
90000.00000000
PA
USD
114620.55000000
0.014449718047
Long
DBT
CORP
US
N
2
2038-05-25
Fixed
4.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
5175000.00000000
PA
USD
5926587.92000000
0.747139360513
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
100000.00000000
PA
USD
106363.28000000
0.013408759656
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36196PSJ2
359494.18000000
PA
USD
396441.16000000
0.049977626040
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBP9
430000.00000000
PA
USD
436569.89000000
0.055036481840
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRC0
911806.34000000
PA
USD
963431.03000000
0.121455591880
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AQ4
285000.00000000
PA
USD
326550.95000000
0.041166868905
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BV5
1780000.00000000
PA
USD
1782282.46000000
0.224684657579
Long
DBT
CORP
JP
N
2
2020-07-23
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJE5
25667.66000000
PA
USD
27391.01000000
0.003453066413
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
515000.00000000
PA
USD
604481.37000000
0.076204357434
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BF2
330000.00000000
PA
USD
372356.52000000
0.046941379422
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
90000.00000000
PA
USD
107807.56000000
0.013590833802
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
54063.23000000
PA
USD
57927.60000000
0.007302682522
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMPL2
380249.47000000
PA
USD
419057.74000000
0.052828800670
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
750000.00000000
PA
USD
794464.49000000
0.100154709424
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8DT5
174386.57000000
PA
USD
185081.67000000
0.023332447342
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BR2
390000.00000000
PA
USD
431378.34000000
0.054382005537
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KH4G8
5976491.40000000
PA
USD
6282544.00000000
0.792013207247
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AQ4
285000.00000000
PA
USD
395621.91000000
0.049874346729
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.35000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-62.00000000
NC
USD
-1970.70000000
-0.00024843764
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
-13689373.11000000
USD
-1970.70000000
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAZ3
325000.00000000
PA
USD
359134.95000000
0.045274593155
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.59000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CL5
335000.00000000
PA
USD
377847.78000000
0.047633638871
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
650000.00000000
PA
USD
818939.90000000
0.103240218730
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022477
7000000.00000000
PA
USD
7328671.91000000
0.923894037878
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
2.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EC3
565000.00000000
PA
USD
692733.10000000
0.087329872150
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADP6
1270000.00000000
PA
USD
1387589.25000000
0.174927388050
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAW8
335000.00000000
PA
USD
347126.51000000
0.043760740952
Long
DBT
CORP
AU
N
2
2022-05-22
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T45
300000.00000000
PA
USD
308854.25000000
0.038935922313
Long
DBT
USGSE
US
N
2
2022-04-05
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJKY3
205912.43000000
PA
USD
216683.58000000
0.027316363745
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.00000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAL7
39000.00000000
PA
USD
41057.98000000
0.005176002336
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDC0
200000.00000000
PA
USD
221903.11000000
0.027974367366
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FCRM2
139294.15000000
PA
USD
147834.63000000
0.018636873764
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAY5
650000.00000000
PA
USD
806457.17000000
0.101666574833
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CX33
288476.80000000
PA
USD
302232.47000000
0.038101143087
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
1500000.00000000
PA
USD
1708712.63000000
0.215410026631
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRD8
62223.01000000
PA
USD
66379.78000000
0.008368212376
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXSG9
126339.89000000
PA
USD
134234.96000000
0.016922422062
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2018-3
02007JAC1
69847.85000000
PA
USD
70930.71000000
0.008941928479
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y0KF6
576905.66000000
PA
USD
609862.37000000
0.076882716880
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36197JAZ8
45545.71000000
PA
USD
51098.53000000
0.006441771140
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8FG1
206260.20000000
PA
USD
217440.64000000
0.027411803032
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0U84
650000.00000000
PA
USD
655803.19000000
0.082674277782
Long
DBT
USGSE
US
N
2
2020-10-30
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KT9
164554.91000000
PA
USD
179392.04000000
0.022615180244
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJRJ2
813931.26000000
PA
USD
863753.98000000
0.108889736382
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQZK1
288412.88000000
PA
USD
316521.52000000
0.039902501951
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BV2
455000.00000000
PA
USD
596544.46000000
0.075203785445
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4K3
715554.64000000
PA
USD
754589.36000000
0.095127823882
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EP0
285000.00000000
PA
USD
318628.12000000
0.040168071921
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
2.70000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
450000.00000000
PA
USD
502851.50000000
0.063392318348
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ADZ8
33200.35000000
PA
USD
34866.63000000
0.004395485563
Long
ABS-MBS
USGSE
US
N
2
2022-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHEZ4
399641.11000000
PA
USD
420544.02000000
0.053016169575
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ADXY9
521987.94000000
PA
USD
560773.76000000
0.070694327679
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H9B44
216694.65000000
PA
USD
237875.94000000
0.029987993107
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
2145000.00000000
PA
USD
2961440.63000000
0.373336038942
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F2BJ8
63851.57000000
PA
USD
67124.13000000
0.008462049368
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
4035000.00000000
PA
USD
4309884.38000000
0.543328522756
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABG7
285000.00000000
PA
USD
316988.35000000
0.039961353194
Long
DBT
US
N
2
2027-08-01
Fixed
3.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC31
450000.00000000
PA
USD
589119.27000000
0.074267723789
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BD2
270000.00000000
PA
USD
291098.96000000
0.036697589533
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
335000.00000000
PA
USD
360695.34000000
0.045471304788
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1950000.00000000
PA
USD
2547416.02000000
0.321141743248
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHYT3
519971.86000000
PA
USD
568434.92000000
0.071660137056
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
106995.02000000
PA
USD
114926.52000000
0.014488290365
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7DV6
156857.93000000
PA
USD
164966.30000000
0.020796589462
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283G3
950000.00000000
PA
USD
955455.08000000
0.120450098286
Long
DBT
UST
US
N
2
2020-11-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYC1
214702.96000000
PA
USD
225638.23000000
0.028445237824
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAE2
300000.00000000
PA
USD
330962.16000000
0.041722971111
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2Q9
158634.09000000
PA
USD
170883.41000000
0.021542533982
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BH4
975000.00000000
PA
USD
1237966.63000000
0.156065110103
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
-4.00000000
NC
USD
1336.47000000
0.000168483004
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU0 Comdty
2020-09-21
-715586.47000000
USD
1336.47000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
125000.00000000
PA
USD
179457.96000000
0.022623490494
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
285000.00000000
PA
USD
378820.83000000
0.047756307085
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAG8
530000.00000000
PA
USD
562849.99000000
0.070956069034
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAP4
565000.00000000
PA
USD
593685.50000000
0.074843368697
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
1000000.00000000
PA
USD
1048947.82000000
0.132236324513
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZG8
5000000.00000000
PA
USD
5017773.45000000
0.632569042632
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.38000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GL1
1300000.00000000
PA
USD
1412641.07000000
0.178085562877
Long
DBT
NUSS
XX
N
2
2023-09-27
Fixed
3.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
625000.00000000
PA
USD
835670.94000000
0.105349428733
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
12025000.00000000
PA
USD
12079488.28000000
1.522808953595
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
1365000.00000000
PA
USD
1574440.14000000
0.198482873323
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BU6
285000.00000000
PA
USD
312359.78000000
0.039377849351
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4DY2
67752.86000000
PA
USD
74490.87000000
0.009390742485
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
4500000.00000000
PA
USD
4691250.00000000
0.591405640533
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EADB2
500000.00000000
PA
USD
516668.54000000
0.065134172948
Long
DBT
USGSE
US
N
2
2022-01-13
Fixed
2.38000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BF9
69000.00000000
PA
USD
65877.52000000
0.008304894625
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMM1
600000.00000000
PA
USD
620299.61000000
0.078198494681
Long
DBT
CORP
SE
N
2
2022-03-09
Fixed
2.38000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BG7
230000.00000000
PA
USD
301810.11000000
0.038047897985
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
703805.96000000
PA
USD
750195.06000000
0.094573853447
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
1665000.00000000
PA
USD
1949076.81000000
0.245711701415
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBP2
122000.00000000
PA
USD
126711.84000000
0.015974014793
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.50000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
50000.00000000
PA
USD
53533.57000000
0.006748746124
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
750000.00000000
PA
USD
885652.04000000
0.111650330297
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESAD0
101368.82000000
PA
USD
116318.01000000
0.014663709503
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
1550000.00000000
PA
USD
2277652.34000000
0.287133800383
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285L0
375000.00000000
PA
USD
388842.77000000
0.049019729807
Long
DBT
UST
US
N
2
2021-11-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285D8
2875000.00000000
PA
USD
3124765.63000000
0.393925716797
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
2125000.00000000
PA
USD
2452382.81000000
0.309161316617
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
2165.95000000
0.000273051968
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BY5
330000.00000000
PA
USD
362692.90000000
0.045723128556
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.13000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GZ0
815000.00000000
PA
USD
894332.30000000
0.112744613212
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.70000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030678
11000000.00000000
PA
USD
11585234.32000000
1.460500490008
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
650000.00000000
PA
USD
714830.85000000
0.090115640120
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJJJ1
3111439.86000000
PA
USD
3293572.13000000
0.415206423700
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AM6
125000.00000000
PA
USD
145876.06000000
0.018389965297
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.13000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BX7
230000.00000000
PA
USD
237885.54000000
0.029989203337
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
250000.00000000
PA
USD
318944.70000000
0.040207981795
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
230000.00000000
PA
USD
262122.54000000
0.033044657323
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXS7
199589.06000000
PA
USD
209884.04000000
0.026459175084
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
925000.00000000
PA
USD
1151484.87000000
0.145162727867
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAU5
25000.00000000
PA
USD
28388.43000000
0.003578806848
Long
DBT
CORP
LU
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAB3
400000.00000000
PA
USD
439793.00000000
0.055442805407
Long
DBT
CORP
US
N
2
2024-02-25
Fixed
3.38000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
1910000.00000000
PA
USD
2127457.38000000
0.268199370003
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HDA4
535000.00000000
PA
USD
585361.03000000
0.073793938692
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
720000.00000000
PA
USD
898920.00000000
0.113322964751
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05574LFY9
570000.00000000
PA
USD
612784.96000000
0.077251155188
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
220000.00000000
PA
USD
250897.69000000
0.031629588928
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2018-1
05586CAC8
176245.80000000
PA
USD
177586.17000000
0.022387522007
Long
ABS-O
CORP
US
N
2
2021-07-20
Fixed
3.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JJGQ6
197596.22000000
PA
USD
209319.35000000
0.026387987053
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
530000.00000000
PA
USD
584523.16000000
0.073688312037
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3H1
528219.26000000
PA
USD
556961.57000000
0.070213741339
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EH2
1300000.00000000
PA
USD
1385319.00000000
0.174641187431
Long
DBT
NUSS
XX
N
2
2023-03-17
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYA5
79114.80000000
PA
USD
82913.40000000
0.010452534492
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CB2
1680000.00000000
PA
USD
1957209.12000000
0.246736906639
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BQZ2
282165.35000000
PA
USD
298426.25000000
0.037621309359
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKH6
190438.82000000
PA
USD
203397.56000000
0.025641452545
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q87H2
165891.09000000
PA
USD
181365.42000000
0.022863955744
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXP4
159561.20000000
PA
USD
171660.32000000
0.021640475673
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WGTZ0
57483.58000000
PA
USD
62611.33000000
0.007893140148
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDK8
390000.00000000
PA
USD
408356.09000000
0.051479689842
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294MCQ2
41433.21000000
PA
USD
43543.25000000
0.005489309599
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y20
4965000.00000000
PA
USD
5090870.50000000
0.641784072246
Long
DBT
UST
US
N
2
2021-07-15
Fixed
2.63000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
1505000.00000000
PA
USD
1789904.24000000
0.225645502488
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TT96
803504.19000000
PA
USD
852553.96000000
0.107477798199
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WLUH7
233057.85000000
PA
USD
255397.89000000
0.032196909720
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9Z62
112252.50000000
PA
USD
128823.01000000
0.016240160883
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
5.00000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BN7
40000.00000000
PA
USD
50687.49000000
0.006389953102
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.80000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NJ0
115000.00000000
PA
USD
120285.83000000
0.015163915446
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUP36
26645.18000000
PA
USD
28851.42000000
0.003637173999
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
230000.00000000
PA
USD
235106.46000000
0.029638856716
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BD8
75000.00000000
PA
USD
82061.90000000
0.010345189562
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
140000.00000000
PA
USD
186178.13000000
0.023470673322
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
300000.00000000
PA
USD
392507.81000000
0.049481765582
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBD7
325000.00000000
PA
USD
363009.39000000
0.045763027085
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GXBY6
191526.09000000
PA
USD
202117.40000000
0.025480068299
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7V36
272749.15000000
PA
USD
294981.56000000
0.037187052158
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS54
62339.05000000
PA
USD
66547.78000000
0.008389391411
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2M1
145099.16000000
PA
USD
153099.42000000
0.019300583117
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7T47
170963.96000000
PA
USD
179241.48000000
0.022596199795
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CG7
90000.00000000
PA
USD
106536.48000000
0.013430594232
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YUGJ4
58086.45000000
PA
USD
62871.69000000
0.007925962610
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAH2
293000.00000000
PA
USD
419121.81000000
0.052836877698
Long
DBT
CORP
GB
N
2
2036-09-30
Fixed
5.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
400000.00000000
PA
USD
458590.14000000
0.057812479720
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZ29
97460.58000000
PA
USD
102886.12000000
0.012970409102
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
1625000.00000000
PA
USD
1681393.06000000
0.211965966349
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BF5
1385000.00000000
PA
USD
1427339.45000000
0.179938524207
Long
DBT
CORP
GB
N
2
2022-01-05
Fixed
2.65000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CH1
230000.00000000
PA
USD
303479.97000000
0.038258410028
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0W33
725000.00000000
PA
USD
743008.23000000
0.093667840806
Long
DBT
USGSE
US
N
2
2022-09-06
Fixed
1.38000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WCJ4
530000.00000000
PA
USD
751452.34000000
0.094732353310
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
230000.00000000
PA
USD
234204.68000000
0.029525173203
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
480000.00000000
PA
USD
535246.85000000
0.067476260307
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
660000.00000000
PA
USD
687064.37000000
0.086615239824
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FH5
1050000.00000000
PA
USD
1264163.89000000
0.159367685607
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFG29
89260.76000000
PA
USD
95977.74000000
0.012099499451
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
1950000.00000000
PA
USD
2415364.03000000
0.304494518792
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKRH0
186626.57000000
PA
USD
198657.59000000
0.025043904984
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAR5
915000.00000000
PA
USD
1091179.64000000
0.137560307792
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
3.88000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JU6
220000.00000000
PA
USD
283187.76000000
0.035700258693
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65000000
N
N
N
N
N
N
NORTHROP GRUMMAN SYSTEMS
549300KYOZYCZII5OX23
Northrop Grumman Systems Corp
666807AW2
285000.00000000
PA
USD
425688.61000000
0.053664725833
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
800000.00000000
PA
USD
913213.12000000
0.115124836701
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99000000
N
N
N
N
N
N
2020-07-17
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer