0001752724-21-033043.txt : 20210223
0001752724-21-033043.hdr.sgml : 20210223
20210223102152
ACCESSION NUMBER: 0001752724-21-033043
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210223
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: 21663493
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
C000182232
C000182233
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
2020-12-31
N
807700564.20
50070444.85
757630119.35
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1841262.04000000
USD
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPG0
302876.74000000
PA
USD
327762.92000000
0.043261601093
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLU7
98803.71000000
PA
USD
107276.79000000
0.014159520227
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NH81
54577.95000000
PA
USD
60998.03000000
0.008051162228
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAH4
2500000.00000000
PA
USD
2484765.63000000
0.327965529159
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
550000.00000000
PA
USD
772513.67000000
0.101964487718
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQR9
242523.71000000
PA
USD
263301.52000000
0.034753306828
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GQ4
246526.91000000
PA
USD
264173.93000000
0.034868456685
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
3128MJ3U2
118062.79000000
PA
USD
128481.82000000
0.016958383348
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M7CZ7
57501.94000000
PA
USD
66853.20000000
0.008823989212
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
840000.00000000
PA
USD
998834.33000000
0.131836671284
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
4350000.00000000
PA
USD
3946265.63000000
0.520869686831
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WQS1
232336.58000000
PA
USD
251558.70000000
0.033203365808
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
1900000.00000000
PA
USD
2053410.16000000
0.271030692623
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KQU33
3536194.25000000
PA
USD
3791586.23000000
0.500453471049
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KH4G8
5793093.29000000
PA
USD
6167878.16000000
0.814101499197
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
235000.00000000
PA
USD
294622.07000000
0.038887322781
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAD5
2400000.00000000
PA
USD
2745585.60000000
0.362391294891
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9Z62
94625.53000000
PA
USD
109893.17000000
0.014504857607
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
5.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
720000.00000000
PA
USD
796334.86000000
0.105108659180
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
360000.00000000
PA
USD
408214.18000000
0.053880405434
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617GFX93
62797.17000000
PA
USD
65987.53000000
0.008709728971
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
3.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BF2
430000.00000000
PA
USD
491814.93000000
0.064914912625
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5M8
275647.98000000
PA
USD
291772.11000000
0.038511155054
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTF7
73900.70000000
PA
USD
80140.17000000
0.010577743407
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGY4
37999.22000000
PA
USD
40996.49000000
0.005411148389
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
750000.00000000
PA
USD
943423.83000000
0.124523010094
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGB9
26069.78000000
PA
USD
28362.85000000
0.003743627566
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHZP0
92100.81000000
PA
USD
99593.81000000
0.013145439635
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
3128MJY46
173809.87000000
PA
USD
191794.42000000
0.025315046894
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAB3
500000.00000000
PA
USD
547232.14000000
0.072229459471
Long
DBT
CORP
US
N
2
2024-02-25
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5K9
132073.66000000
PA
USD
140715.03000000
0.018573051203
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3M0
308732.32000000
PA
USD
323369.41000000
0.042681699386
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y0KF6
302499.15000000
PA
USD
320272.57000000
0.042272945837
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAP3
300000.00000000
PA
USD
339430.02000000
0.044801547791
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAG6
11500000.00000000
PA
USD
11500898.38000000
1.518009657518
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFP0
10329491.90000000
PA
USD
10805637.58000000
1.426241816952
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
920000.00000000
PA
USD
1232800.00000000
0.162717923761
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QE1
750000.00000000
PA
USD
1169208.98000000
0.154324511412
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.63000000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
150000.00000000
PA
USD
217030.21000000
0.028645932158
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
120000.00000000
PA
USD
130847.51000000
0.017270632021
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
950000.00000000
PA
USD
1192371.67000000
0.157381767111
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHYT3
444148.06000000
PA
USD
485582.02000000
0.064092227539
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
31418CYG3
78376.91000000
PA
USD
83232.44000000
0.010985893759
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BB7
665000.00000000
PA
USD
680809.26000000
0.089860374160
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
3000000.00000000
PA
USD
2997890.64000000
0.395693170510
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335CC28
151789.05000000
PA
USD
168321.06000000
0.022216785698
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 II Pool
36179TNS0
108371.61000000
PA
USD
116894.81000000
0.015429007772
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285D8
2875000.00000000
PA
USD
3088491.20000000
0.407651586324
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXE8
306407.96000000
PA
USD
320096.89000000
0.042249757741
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
41140.56000000
PA
USD
44428.84000000
0.005864186080
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
360000.00000000
PA
USD
416988.45000000
0.055038525970
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMM1
600000.00000000
PA
USD
614928.99000000
0.081164802493
Long
DBT
CORP
SE
N
2
2022-03-09
Fixed
2.38000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BE7
776000.00000000
PA
USD
873022.74000000
0.115230733005
Long
DBT
NUSS
JP
N
2
2027-06-01
Fixed
2.88000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
360000.00000000
PA
USD
444738.94000000
0.058701327817
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
207201.56000000
PA
USD
220805.01000000
0.029144170005
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
1400000.00000000
PA
USD
2039436.43000000
0.269186292613
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
NORTHROP GRUMMAN SYSTEMS
549300KYOZYCZII5OX23
Northrop Grumman Systems Corp
666807AW2
360000.00000000
PA
USD
553038.07000000
0.072995787241
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EC3
1690000.00000000
PA
USD
2139822.13000000
0.282436254228
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
605000.00000000
PA
USD
675954.39000000
0.089219577302
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
5000.00000000
PA
USD
5038.91000000
0.000665088394
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBE0
305000.00000000
PA
USD
346266.29000000
0.045703870682
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.75000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
115000.00000000
PA
USD
131958.01000000
0.017417207504
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 II Pool
36179TG41
483049.86000000
PA
USD
521397.07000000
0.068819474923
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCY9
39964.23000000
PA
USD
43040.70000000
0.005680964747
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
3140Q8SL0
279985.57000000
PA
USD
298379.54000000
0.039383273233
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
1650000.00000000
PA
USD
1784062.65000000
0.235479372379
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
305000.00000000
PA
USD
322983.93000000
0.042630819677
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYD9
37182.24000000
PA
USD
39459.40000000
0.005208267067
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36197JAZ8
45133.77000000
PA
USD
51090.90000000
0.006743514901
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
158600.01000000
PA
USD
168399.47000000
0.022227135075
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZM5
57528.63000000
PA
USD
60848.77000000
0.008031461322
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DQ3
925000.00000000
PA
USD
1240643.91000000
0.163753245589
Long
DBT
CORP
US
N
2
2044-04-22
Fixed
4.30000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EP0
360000.00000000
PA
USD
399318.78000000
0.052706296885
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
600000.00000000
PA
USD
647203.13000000
0.085424683294
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NLA5
36925.77000000
PA
USD
38817.47000000
0.005123538387
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
36179UPA4
73660.86000000
PA
USD
78964.13000000
0.010422517265
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
1245000.00000000
PA
USD
1676045.02000000
0.221222068288
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HEAR3
553182.16000000
PA
USD
590523.78000000
0.077943545922
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMJK1
37443.83000000
PA
USD
39243.87000000
0.005179819148
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAY5
305000.00000000
PA
USD
338114.17000000
0.044627868053
Long
DBT
US
N
2
2026-10-15
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
1150000.00000000
PA
USD
1145193.36000000
0.151154677031
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
360000.00000000
PA
USD
420839.86000000
0.055546875612
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4W7
506254.85000000
PA
USD
539866.43000000
0.071257255514
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
3128MJ4C1
68209.40000000
PA
USD
74069.42000000
0.009776461905
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
3128MJY38
21449.62000000
PA
USD
23619.57000000
0.003117559531
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GX8
2000000.00000000
PA
USD
2066810.30000000
0.272799384186
Long
DBT
NUSS
XX
N
2
2022-08-15
Fixed
2.25000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457BT4
425000.00000000
PA
USD
557554.84000000
0.073591958101
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4N2
230021.70000000
PA
USD
245955.65000000
0.032463816276
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECH2
360000.00000000
PA
USD
410888.86000000
0.054233437861
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
171.00000000
NC
USD
-180907.40000000
-0.02387806336
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
29795969.90000000
USD
-180907.40000000
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
360000.00000000
PA
USD
529212.05000000
0.069850978265
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7V36
213736.17000000
PA
USD
230498.72000000
0.030423647913
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAK4
435000.00000000
PA
USD
569840.36000000
0.075213530381
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUEF3
116714.29000000
PA
USD
123853.49000000
0.016347487624
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
140000.00000000
PA
USD
178866.41000000
0.023608672019
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
115000.00000000
PA
USD
149714.01000000
0.019760831331
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DP5
115000.00000000
PA
USD
125336.98000000
0.016543294253
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A9SR7
3553097.92000000
PA
USD
3826897.12000000
0.505114174088
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
59359329.37000000
PA
USD
59359329.37000000
7.834869265879
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-01-04
60546600.00000000
USD
60546600.00000000
USD
UST
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284B3
150000.00000000
PA
USD
150650.74000000
0.019884470819
Long
DBT
UST
US
N
2
2021-03-15
Fixed
2.38000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
950000.00000000
PA
USD
1100290.00000000
0.145227858805
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
950000.00000000
PA
USD
1099874.10000000
0.145172963944
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJXN3
188672.75000000
PA
USD
198361.05000000
0.026181779859
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
91282CAJ0
1950000.00000000
PA
USD
1943677.73000000
0.256547051174
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
1700000.00000000
PA
USD
1695683.60000000
0.223814174844
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJX4
866074.40000000
PA
USD
930643.81000000
0.122836168498
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
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
4554651.20000000
0.601170819859
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9R95
175858.75000000
PA
USD
191332.62000000
0.025254093668
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAP4
715000.00000000
PA
USD
748587.25000000
0.098806426893
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36197CRP7
14703.65000000
PA
USD
16319.33000000
0.002153996994
Long
ABS-MBS
USGA
US
N
2
2047-02-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUW5
281402.53000000
PA
USD
304994.28000000
0.040256356262
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
31329NU48
3516662.96000000
PA
USD
3727720.73000000
0.492023829939
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AQ4
360000.00000000
PA
USD
492487.71000000
0.065003713213
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.35000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
175000.00000000
PA
USD
183555.75000000
0.024227620485
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUC7
108152.26000000
PA
USD
117226.40000000
0.015472774511
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
250000.00000000
PA
USD
343784.09000000
0.045376243792
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BY5
430000.00000000
PA
USD
473758.55000000
0.062531641483
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.13000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AS6
100000.00000000
PA
USD
110902.65000000
0.014638099405
Long
DBT
CORP
US
N
2
2025-07-30
Fixed
3.10000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CX6
650000.00000000
PA
USD
685887.25000000
0.090530620745
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
5425000.00000000
PA
USD
5753042.97000000
0.759347183152
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
9128286X3
5645000.00000000
PA
USD
6162531.85000000
0.813395836914
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.13000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DH3
255000.00000000
PA
USD
271751.09000000
0.035868570039
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36196THR8
43202.35000000
PA
USD
48116.45000000
0.006350915673
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XZ8
275000.00000000
PA
USD
304938.48000000
0.040248991191
Long
DBT
UST
US
N
2
2025-06-30
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JJGQ6
126306.74000000
PA
USD
134884.80000000
0.017803516063
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
2550000.00000000
PA
USD
2566542.39000000
0.338759286946
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.78000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
360000.00000000
PA
USD
569582.84000000
0.075179540180
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7T47
142956.48000000
PA
USD
149207.46000000
0.019693971529
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BD8
100000.00000000
PA
USD
109347.88000000
0.014432884491
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BW6
800000.00000000
PA
USD
1055200.00000000
0.139276405867
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BW3
10000.00000000
PA
USD
10203.89000000
0.001346816835
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
2900000.00000000
PA
USD
3892796.88000000
0.513812318250
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV82
1674016.49000000
PA
USD
1774823.17000000
0.234259848529
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
425000.00000000
PA
USD
611841.87000000
0.080757331892
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
31329PBU6
4379751.79000000
PA
USD
4633169.00000000
0.611534425792
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAK1
415000.00000000
PA
USD
435842.37000000
0.057527064839
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4K3
509296.14000000
PA
USD
533886.06000000
0.070467903316
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAR1
1230000.00000000
PA
USD
1351990.15000000
0.178449894674
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADP6
1620000.00000000
PA
USD
1777350.60000000
0.234593445350
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5L7
455734.26000000
PA
USD
488630.09000000
0.064494543910
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
800000.00000000
PA
USD
1116132.61000000
0.147318933275
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JGSV8
104398.10000000
PA
USD
110742.03000000
0.014616899087
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLS6
123688.33000000
PA
USD
139771.48000000
0.018448511540
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
31418DFQ0
1542041.49000000
PA
USD
1617054.31000000
0.213435853287
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWV1
23346.93000000
PA
USD
24520.20000000
0.003236434161
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
4080000.00000000
PA
USD
4475773.95000000
0.590759769930
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJX96
321731.72000000
PA
USD
348736.39000000
0.046029900487
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
2125000.00000000
PA
USD
2401582.03000000
0.316986081817
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4DY2
51486.21000000
PA
USD
57458.29000000
0.007583950074
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
5.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
150000.00000000
PA
USD
201426.90000000
0.026586443022
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
7300000.00000000
PA
USD
7301140.63000000
0.963681411750
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
912828ZS2
1050000.00000000
PA
USD
1046308.60000000
0.138102825280
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TT96
578494.04000000
PA
USD
606006.16000000
0.079987073444
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
265514.73000000
PA
USD
285892.63000000
0.037735119380
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8FG1
154519.05000000
PA
USD
161849.58000000
0.021362611631
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YA2
9275000.00000000
PA
USD
9481513.63000000
1.251469996749
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJ4N8
143820.18000000
PA
USD
153602.55000000
0.020274081781
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BM5
5000.00000000
PA
USD
5096.41000000
0.000672677850
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZ29
77523.39000000
PA
USD
81399.43000000
0.010743953800
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFS6
2209579.85000000
PA
USD
2359261.98000000
0.311400236044
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AN7
430000.00000000
PA
USD
511990.07000000
0.067577840020
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMX65
167096.10000000
PA
USD
174630.60000000
0.023049585218
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
1740000.00000000
PA
USD
2013311.65000000
0.265738069089
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
835000.00000000
PA
USD
1009427.04000000
0.133234808677
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AW9
360000.00000000
PA
USD
422936.07000000
0.055823555478
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.90000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
715000.00000000
PA
USD
1103507.83000000
0.145652581888
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV92
267488.64000000
PA
USD
280897.20000000
0.037075769933
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012411
3500000.00000000
PA
USD
3601171.88000000
0.475320580323
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJE5
18068.10000000
PA
USD
19445.83000000
0.002566665382
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
500816.53000000
PA
USD
539145.83000000
0.071162143139
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
50000.00000000
PA
USD
53253.25000000
0.007028924621
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874AZ0
575000.00000000
PA
USD
832279.40000000
0.109852998018
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BM0
500000.00000000
PA
USD
515883.16000000
0.068091691027
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAR2
4000000.00000000
PA
USD
4000625.00000000
0.528044608816
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q87H2
121968.14000000
PA
USD
135394.60000000
0.017870804834
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAR7
490000.00000000
PA
USD
745756.17000000
0.098432751147
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRD8
44087.20000000
PA
USD
47349.51000000
0.006249686857
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NJ0
140000.00000000
PA
USD
146217.06000000
0.019299267052
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
1175000.00000000
PA
USD
1537420.53000000
0.202924948564
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAY4
150000.00000000
PA
USD
171349.17000000
0.022616467537
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
17990.79000000
PA
USD
19178.11000000
0.002531328878
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y0M80
664073.57000000
PA
USD
721033.62000000
0.095169608702
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAG8
680000.00000000
PA
USD
769984.69000000
0.101630686311
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKH6
133598.38000000
PA
USD
143906.60000000
0.018994308215
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AR9
925000.00000000
PA
USD
1102874.73000000
0.145569018685
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
250000.00000000
PA
USD
292860.87000000
0.038654861062
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3A6
444154.20000000
PA
USD
470886.30000000
0.062152531687
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
3140GYKE8
207327.16000000
PA
USD
221574.17000000
0.029245691841
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPN91
214916.85000000
PA
USD
233962.60000000
0.030880847266
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEHN7
128017.94000000
PA
USD
134566.26000000
0.017761471800
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2R7
106119.00000000
PA
USD
115807.91000000
0.015285547266
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022614
7000000.00000000
PA
USD
7410156.25000000
0.978070441069
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
1600000.00000000
PA
USD
2065750.00000000
0.272659434629
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWY0
170247.99000000
PA
USD
177750.06000000
0.023461324393
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAQ5
430000.00000000
PA
USD
475132.32000000
0.062712966111
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JU6
270000.00000000
PA
USD
361386.98000000
0.047699658549
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXV2
184467.11000000
PA
USD
198427.73000000
0.026190580988
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
16000.00000000
PA
USD
18252.41000000
0.002409145245
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F2BJ8
49209.25000000
PA
USD
52455.17000000
0.006923585620
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-224.00000000
NC
USD
-41843.22000000
-0.00552290872
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
-49456906.67000000
USD
-41843.22000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8KD6
238616.57000000
PA
USD
252749.15000000
0.033360493932
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
91282CAD3
975000.00000000
PA
USD
962203.13000000
0.127001699830
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CU77
4109247.00000000
PA
USD
4354244.13000000
0.574718984738
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAC0
305000.00000000
PA
USD
336854.67000000
0.044461625983
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132D53T7
823623.58000000
PA
USD
858845.59000000
0.113359483482
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307SAD5
57839.99000000
PA
USD
61316.16000000
0.008093152375
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
100000.00000000
PA
USD
105296.88000000
0.013898190859
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AU2
705000.00000000
PA
USD
770513.61000000
0.101700498742
Long
DBT
CORP
AU
N
2
2023-09-30
Fixed
3.85000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
1685000.00000000
PA
USD
1705933.43000000
0.225167055325
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.88000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
360000.00000000
PA
USD
429037.95000000
0.056628945846
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
2475000.00000000
PA
USD
2819856.43000000
0.372194341008
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKQJ7
33389.03000000
PA
USD
36189.41000000
0.004776659358
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55X3
221761.57000000
PA
USD
244226.38000000
0.032235569014
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDB2
125000.00000000
PA
USD
163365.47000000
0.021562694754
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ47
1474552.64000000
PA
USD
1563779.29000000
0.206404055232
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AQ3
430000.00000000
PA
USD
471545.80000000
0.062239579440
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GF5
6557538.44000000
PA
USD
6988399.54000000
0.922402549940
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AD5
115000.00000000
PA
USD
140259.87000000
0.018512974394
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
1385000.00000000
PA
USD
1468390.85000000
0.193813684606
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS91
364557.29000000
PA
USD
392486.21000000
0.051804462359
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
785000.00000000
PA
USD
830743.41000000
0.109650261886
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
4300000.00000000
PA
USD
4347266.33000000
0.573797981227
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBQ0
2315000.00000000
PA
USD
2620895.81000000
0.345933423587
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
300000.00000000
PA
USD
300421.88000000
0.039652842769
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.38000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AQ4
360000.00000000
PA
USD
416351.39000000
0.054954440084
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBX8
430000.00000000
PA
USD
467114.89000000
0.061654741287
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
36179TUD5
61533.84000000
PA
USD
68085.46000000
0.008986635861
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
325000.00000000
PA
USD
445887.07000000
0.058852870102
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CAZ8
200000.00000000
PA
USD
219683.52000000
0.028996143947
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLC43
274876.68000000
PA
USD
298273.36000000
0.039369258478
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1250000.00000000
PA
USD
1451809.95000000
0.191625162849
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
4035000.00000000
PA
USD
4276784.79000000
0.564495085500
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
335000.00000000
PA
USD
344730.75000000
0.045501193946
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
44.00000000
NC
USD
-74305.27000000
-0.00980759187
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
9471055.27000000
USD
-74305.27000000
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CW6
850000.00000000
PA
USD
917668.50000000
0.121123550471
Long
DBT
NUSS
KR
N
2
2024-02-19
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
435000.00000000
PA
USD
489768.93000000
0.064644860003
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
1530000.00000000
PA
USD
2001569.38000000
0.264188200664
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAA1
10000.00000000
PA
USD
10045.06000000
0.001325852780
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAD6
300000.00000000
PA
USD
326473.23000000
0.043091374228
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.85000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
430000.00000000
PA
USD
478536.61000000
0.063162300148
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ98
91062.22000000
PA
USD
97206.83000000
0.012830380883
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286C9
12450000.00000000
PA
USD
12781189.42000000
1.686995948757
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EADB2
500000.00000000
PA
USD
511560.00000000
0.067521074853
Long
DBT
USGSE
US
N
2
2022-01-13
Fixed
2.38000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FJ1
195000.00000000
PA
USD
204032.54000000
0.026930362823
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AV2
360000.00000000
PA
USD
399570.94000000
0.052739579617
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
685000.00000000
PA
USD
1062947.65000000
0.140299022287
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJKY3
167031.44000000
PA
USD
175614.87000000
0.023179499536
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.00000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BX5
491000.00000000
PA
USD
598673.59000000
0.079019243653
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BU6
360000.00000000
PA
USD
398593.17000000
0.052610523238
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS54
45693.50000000
PA
USD
49213.77000000
0.006495751520
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
91282CAE1
550000.00000000
PA
USD
536250.00000000
0.070779921006
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
2040000.00000000
PA
USD
2348586.96000000
0.309991234510
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
305000.00000000
PA
USD
343717.49000000
0.045367453223
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BE7
5000.00000000
PA
USD
5048.16000000
0.000666309307
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABG7
360000.00000000
PA
USD
402248.55000000
0.053092998776
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
575000.00000000
PA
USD
795435.28000000
0.104989923141
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAH2
368000.00000000
PA
USD
530742.85000000
0.070053029366
Long
DBT
CORP
GB
N
2
2036-09-30
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3H1
354845.48000000
PA
USD
371823.66000000
0.049077201460
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZJ6
214613.45000000
PA
USD
233544.00000000
0.030825596030
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287C8
2000000.00000000
PA
USD
2050000.00000000
0.270580583802
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
800000.00000000
PA
USD
936963.12000000
0.123670257566
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CL5
335000.00000000
PA
USD
379561.95000000
0.050098582448
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.80000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BF9
94000.00000000
PA
USD
110192.42000000
0.014544355772
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
2060000.00000000
PA
USD
2435204.65000000
0.321423949207
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBD7
425000.00000000
PA
USD
470486.79000000
0.062099800150
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
2300000.00000000
PA
USD
2476003.91000000
0.326809065104
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.88000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
250000.00000000
PA
USD
273181.05000000
0.036057311215
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2Q9
119313.69000000
PA
USD
129231.22000000
0.017057297050
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZT0
37113.20000000
PA
USD
40806.54000000
0.005386076788
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AL8
425000.00000000
PA
USD
595477.36000000
0.078597371565
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7GT8
449630.50000000
PA
USD
476409.32000000
0.062881518016
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5N6
280309.82000000
PA
USD
298984.63000000
0.039463139382
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBC9
830000.00000000
PA
USD
910875.85000000
0.120226985007
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.20000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
575000.00000000
PA
USD
659976.86000000
0.087110694670
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAC4
115000.00000000
PA
USD
153980.82000000
0.020324009839
Long
DBT
CORP
US
N
2
2038-05-25
Fixed
4.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQZK1
242302.40000000
PA
USD
266028.42000000
0.035113231800
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AT1
835000.00000000
PA
USD
889684.58000000
0.117429938076
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.46000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNQ4
432598.75000000
PA
USD
457203.72000000
0.060346560719
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
1255000.00000000
PA
USD
1447435.49000000
0.191047775561
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZY9
13300000.00000000
PA
USD
13293765.63000000
1.754651153706
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
580000.00000000
PA
USD
601320.70000000
0.079368637101
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
57.00000000
NC
USD
10029.87000000
0.001323847843
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
7181321.72000000
USD
10029.87000000
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HG9
400000.00000000
PA
USD
411082.29000000
0.054258968789
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
1.88000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
270000.00000000
PA
USD
292960.01000000
0.038667946603
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
425000.00000000
PA
USD
442014.16000000
0.058341682664
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNVR0
111364.84000000
PA
USD
123965.42000000
0.016362261324
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
3100000.00000000
PA
USD
3249066.41000000
0.428845993185
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYN4
395820.85000000
PA
USD
424863.71000000
0.056077985701
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
300000.00000000
PA
USD
410921.45000000
0.054237739433
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDK4
1050000.00000000
PA
USD
1193949.31000000
0.157590000648
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
500000.00000000
PA
USD
617478.52000000
0.081501316305
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
1500000.00000000
PA
USD
1494316.41000000
0.197235612977
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617ANBZ8
229661.13000000
PA
USD
255691.06000000
0.033748798189
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.50000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAW8
335000.00000000
PA
USD
345244.84000000
0.045569048957
Long
DBT
CORP
AU
N
2
2022-05-22
Fixed
2.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CZ8
643000.00000000
PA
USD
746699.76000000
0.098557296090
Long
DBT
US
N
2
2046-11-30
Fixed
4.25000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BX7
305000.00000000
PA
USD
313825.86000000
0.041422041176
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQZ3
74499.93000000
PA
USD
85168.06000000
0.011241377266
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FCRM2
101795.24000000
PA
USD
108333.26000000
0.014298964261
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BQZ2
189609.70000000
PA
USD
200961.38000000
0.026524998791
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0W33
725000.00000000
PA
USD
740427.38000000
0.097729401338
Long
DBT
USGSE
US
N
2
2022-09-06
Fixed
1.38000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AH3
685000.00000000
PA
USD
728540.90000000
0.096160498558
Long
DBT
CORP
US
N
2
2023-06-24
Fixed
3.19000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
665000.00000000
PA
USD
820214.63000000
0.108260562648
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 II Pool
36179T7L3
306919.57000000
PA
USD
332611.72000000
0.043901596769
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216BZ2
490000.00000000
PA
USD
531714.95000000
0.070181337359
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.25000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AZ9
680000.00000000
PA
USD
817400.64000000
0.107889142620
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617H2CP8
175614.39000000
PA
USD
183484.23000000
0.024218180522
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESC63
180127.52000000
PA
USD
196273.97000000
0.025906305067
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
2435000.00000000
PA
USD
2750439.86000000
0.363032011235
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAX1
430000.00000000
PA
USD
442459.24000000
0.058400429008
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESAD0
89476.43000000
PA
USD
104941.59000000
0.013851295945
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
75936.66000000
PA
USD
82343.10000000
0.010868509302
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
1290000.00000000
PA
USD
1697005.07000000
0.223988596368
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AH1
100000.00000000
PA
USD
141794.18000000
0.018715488782
Long
DBT
CORP
IE
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BV2
580000.00000000
PA
USD
768431.91000000
0.101425734058
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
494553.49000000
PA
USD
534060.91000000
0.070490981860
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCA8
249736.40000000
PA
USD
265815.37000000
0.035085111218
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYD6
109323.32000000
PA
USD
118499.11000000
0.015640760177
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FL3
590000.00000000
PA
USD
741572.98000000
0.097880609688
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
680000.00000000
PA
USD
760983.00000000
0.100442548489
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
305000.00000000
PA
USD
314050.98000000
0.041451754883
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
475000.00000000
PA
USD
543596.68000000
0.071749613184
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQA5
166568.63000000
PA
USD
176740.33000000
0.023328049596
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
3132XSE22
416610.40000000
PA
USD
448424.83000000
0.059187830386
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GWNQ2
14091.47000000
PA
USD
15359.38000000
0.002027292686
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAT6
1275000.00000000
PA
USD
1420825.70000000
0.187535535310
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.83000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAT5
425000.00000000
PA
USD
563554.84000000
0.074383901274
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617G1UT3
51722.85000000
PA
USD
57476.06000000
0.007586295546
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJVG0
217443.58000000
PA
USD
227293.26000000
0.030000557553
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
429030.23000000
PA
USD
458982.09000000
0.060581288715
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
45483.83000000
PA
USD
48297.88000000
0.006374862715
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
950000.00000000
PA
USD
1012023.11000000
0.133577465329
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAR5
1165000.00000000
PA
USD
1431693.54000000
0.188969987258
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184NEP2
39728.42000000
PA
USD
42591.74000000
0.005621706280
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2M8
63911.24000000
PA
USD
68163.76000000
0.008996970719
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
2.50000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2018-1
05586CAC8
22536.51000000
PA
USD
22571.75000000
0.002979257215
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
3140HMPL2
299226.26000000
PA
USD
334627.69000000
0.044167685715
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LDNF7
80653.06000000
PA
USD
92972.27000000
0.012271459070
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
650000.00000000
PA
USD
758777.53000000
0.100151447338
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2T6
100236.72000000
PA
USD
107480.96000000
0.014186468733
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYA5
59118.00000000
PA
USD
61751.55000000
0.008150619731
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3D0
554157.77000000
PA
USD
580695.34000000
0.076646284930
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
1275000.00000000
PA
USD
1378905.93000000
0.182002522706
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
912828ZL7
2025000.00000000
PA
USD
2032356.44000000
0.268251800990
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAC6
585000.00000000
PA
USD
818509.26000000
0.108035469960
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7NN1
374455.00000000
PA
USD
405635.56000000
0.053540052017
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2G4
40659.08000000
PA
USD
43149.79000000
0.005695363594
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAV5
5000.00000000
PA
USD
5024.17000000
0.000663142854
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
2.05000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
950000.00000000
PA
USD
1132083.19000000
0.149424258762
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JNAD2
2258644.80000000
PA
USD
2450689.21000000
0.323467764468
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WLUH7
152472.28000000
PA
USD
169912.26000000
0.022426809027
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
5.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DF2
360000.00000000
PA
USD
398589.04000000
0.052609978117
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.85000000
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
311673.66000000
0.041137971160
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.92000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
950000.00000000
PA
USD
956792.58000000
0.126287558475
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXW0
97597.18000000
PA
USD
105622.28000000
0.013941140578
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y1W95
295728.87000000
PA
USD
312125.89000000
0.041197661237
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36194W4J5
51879.11000000
PA
USD
57247.67000000
0.007556150229
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFJM3
37445.01000000
PA
USD
39728.76000000
0.005243820036
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300ZJL46M82UL2Z22
Wells Fargo Commercial Mortgage Trust 2015-SG1
94989QAV2
298974.99000000
PA
USD
332213.56000000
0.043849043420
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KT9
130338.42000000
PA
USD
143904.92000000
0.018994086471
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2018-3
02007JAC1
38372.78000000
PA
USD
38763.73000000
0.005116445216
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
3.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GL1
1300000.00000000
PA
USD
1396876.00000000
0.184374401746
Long
DBT
NUSS
XX
N
2
2023-09-27
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
1656000.00000000
PA
USD
1650378.31000000
0.217834305665
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJWV8
280321.44000000
PA
USD
300064.89000000
0.039605723470
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4V9
293754.85000000
PA
USD
310715.39000000
0.041011488596
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAU7
300000.00000000
PA
USD
329270.25000000
0.043460554377
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ80
398285.78000000
PA
USD
420711.01000000
0.055529868633
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y20
4465000.00000000
PA
USD
4524300.78000000
0.597164851878
Long
DBT
UST
US
N
2
2021-07-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHMS8
43925.97000000
PA
USD
48181.61000000
0.006359516176
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H6BR9
289638.68000000
PA
USD
309966.71000000
0.040912669927
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BB9
500000.00000000
PA
USD
534029.31000000
0.070486810959
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CH1
305000.00000000
PA
USD
416248.22000000
0.054940822621
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
2000000.00000000
PA
USD
1997812.50000000
0.263692328086
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EM4D0
836358.71000000
PA
USD
889933.33000000
0.117462770720
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36196PSJ2
245677.35000000
PA
USD
272160.13000000
0.035922559445
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
3000000.00000000
PA
USD
3000351.57000000
0.396017989962
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.13000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06J7
2000000.00000000
PA
USD
2001610.30000000
0.264193601716
Long
DBT
USGSE
US
N
2
2025-12-10
Fixed
0.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAK7
2250000.00000000
PA
USD
2248417.98000000
0.296769877883
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.13000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
2075000.00000000
PA
USD
2368495.66000000
0.312618994349
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAD4
300000.00000000
PA
USD
341612.88000000
0.045089664636
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.47000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
655000.00000000
PA
USD
926647.14000000
0.122308645912
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AD6
360000.00000000
PA
USD
439727.84000000
0.058039910078
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKRH0
114885.81000000
PA
USD
123600.55000000
0.016314101940
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HF4
3580000.00000000
PA
USD
3662769.60000000
0.483450895952
Long
DBT
CORP
DE
N
2
2022-03-07
Fixed
2.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
1100000.00000000
PA
USD
1096777.34000000
0.144764220955
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAU5
25000.00000000
PA
USD
29152.72000000
0.003847882925
Long
DBT
CORP
LU
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGR4
82343.55000000
PA
USD
89511.48000000
0.011814667568
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAX9
800000.00000000
PA
USD
921940.40000000
0.121687400811
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.67000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
2875000.00000000
PA
USD
3029980.47000000
0.399928724137
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EL3
940000.00000000
PA
USD
1306071.03000000
0.172389005748
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05574LFY9
720000.00000000
PA
USD
765190.89000000
0.100997950115
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BL5
360000.00000000
PA
USD
550089.84000000
0.072606648805
Long
DBT
CORP
CA
N
2
2034-08-01
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAW1
3000000.00000000
PA
USD
3008437.50000000
0.397085256138
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
44346.19000000
PA
USD
47036.33000000
0.006208350064
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
3000000.00000000
PA
USD
2996484.36000000
0.395507554870
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.13000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
574000.00000000
PA
USD
814376.09000000
0.107489930666
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
2510000.00000000
PA
USD
2948563.67000000
0.389182477662
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5LM9
43625.41000000
PA
USD
46739.56000000
0.006169179234
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.50000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
245000.00000000
PA
USD
311389.57000000
0.041100473971
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
700000.00000000
PA
USD
696992.18000000
0.091996366326
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
1275000.00000000
PA
USD
1282812.56000000
0.169319107996
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287F1
4273600.00000000
PA
USD
4313998.85000000
0.569406988954
Long
DBT
UST
US
N
2
2021-07-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GUMA2
499013.92000000
PA
USD
529284.30000000
0.069860514581
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
49235.61000000
PA
USD
54315.13000000
0.007169082724
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.50000000
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
580435.65000000
0.076612008310
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
3.91000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAT8
100000.00000000
PA
USD
104054.28000000
0.013734179429
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.57000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DB1
835000.00000000
PA
USD
915423.68000000
0.120827255493
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2M1
96737.26000000
PA
USD
102624.22000000
0.013545425053
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
815000.00000000
PA
USD
1065676.17000000
0.140659161084
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
835000.00000000
PA
USD
867077.68000000
0.114446041393
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZG2
321597.77000000
PA
USD
339704.76000000
0.044837810868
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYC1
140432.96000000
PA
USD
147240.27000000
0.019434321080
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
425000.00000000
PA
USD
546270.48000000
0.072102529459
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAZ3
425000.00000000
PA
USD
483366.77000000
0.063799835520
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YPL5
29973.26000000
PA
USD
34811.50000000
0.004594788289
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284S6
1700000.00000000
PA
USD
1806515.63000000
0.238442953079
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PRP8
56333.37000000
PA
USD
59761.32000000
0.007887928221
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAC5
200000.00000000
PA
USD
205769.46000000
0.027159619812
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WCJ4
680000.00000000
PA
USD
1002643.84000000
0.132339490523
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WGTZ0
48115.53000000
PA
USD
53082.37000000
0.007006370080
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3Y4
132598.84000000
PA
USD
142178.58000000
0.018766225941
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JG7
375000.00000000
PA
USD
425542.29000000
0.056167551834
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285L0
375000.00000000
PA
USD
383906.25000000
0.050671988902
Long
DBT
UST
US
N
2
2021-11-15
Fixed
2.88000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HDA4
685000.00000000
PA
USD
751881.74000000
0.099241268370
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJRJ2
581039.51000000
PA
USD
621042.17000000
0.081971684353
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
2251000.00000000
PA
USD
2307585.93000000
0.304579486884
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSF3
489588.67000000
PA
USD
512322.38000000
0.067621701792
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
825000.00000000
PA
USD
1079711.19000000
0.142511650794
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDK8
490000.00000000
PA
USD
515547.80000000
0.068047426683
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYX6
112920.36000000
PA
USD
118513.00000000
0.015642593525
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ADXY9
349351.69000000
PA
USD
378633.84000000
0.049976080719
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
9500000.00000000
PA
USD
9497402.32000000
1.253567153342
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
688643.44000000
PA
USD
733903.44000000
0.096868303048
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022618
12800000.00000000
PA
USD
13492999.94000000
1.780948195615
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJV0
108144.09000000
PA
USD
120456.70000000
0.015899143516
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
500000.00000000
PA
USD
609972.62000000
0.080510608596
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
500000.00000000
PA
USD
500390.63000000
0.066046823802
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.38000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
430000.00000000
PA
USD
554236.47000000
0.073153964691
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
1930000.00000000
PA
USD
2311480.56000000
0.305093541157
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EN9
25000.00000000
PA
USD
26966.56000000
0.003559330511
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AY6
305000.00000000
PA
USD
311322.78000000
0.041091658323
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.15000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2018-3
36255JAD6
388291.42000000
PA
USD
393606.43000000
0.051952320789
Long
ABS-O
CORP
US
N
2
2023-05-16
Fixed
3.02000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
1915000.00000000
PA
USD
2171648.05000000
0.286636974235
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAU7
150000.00000000
PA
USD
186767.89000000
0.024651592542
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.95000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBA8
1381000.00000000
PA
USD
1563656.71000000
0.206387875833
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BB4
430000.00000000
PA
USD
558772.38000000
0.073752661850
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
1040000.00000000
PA
USD
1086188.68000000
0.143366618123
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CG1
555000.00000000
PA
USD
585974.77000000
0.077343119687
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CG7
115000.00000000
PA
USD
137882.41000000
0.018199172192
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXM0
410805.07000000
PA
USD
429095.94000000
0.056636599976
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZG5
555000.00000000
PA
USD
570195.05000000
0.075260346102
Long
DBT
CORP
CA
N
2
2022-02-01
Fixed
2.75000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAN9
305000.00000000
PA
USD
323965.35000000
0.042760357821
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
4.40000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AS5
680000.00000000
PA
USD
767533.47000000
0.101307148488
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
36179SNV5
42229.00000000
PA
USD
45538.03000000
0.006010588654
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BG7
305000.00000000
PA
USD
393981.70000000
0.052001852874
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFT4
1022810.60000000
PA
USD
1109557.17000000
0.146451037473
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
82.00000000
NC
USD
-24785.75000000
-0.00327148424
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
12846254.50000000
USD
-24785.75000000
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
1100000.00000000
PA
USD
1208079.68000000
0.159455075655
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132D54U3
1670731.97000000
PA
USD
1741642.51000000
0.229880315673
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282S8
700000.00000000
PA
USD
717390.63000000
0.094688768526
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H22H0
119669.71000000
PA
USD
128027.77000000
0.016898453048
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617A6P31
29624.93000000
PA
USD
30919.47000000
0.004081077191
Long
ABS-MBS
USGA
US
N
2
2045-10-15
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
430000.00000000
PA
USD
540001.71000000
0.071275111193
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAR7
800000.00000000
PA
USD
933725.60000000
0.123242935589
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.97000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
335000.00000000
PA
USD
360791.87000000
0.047621109666
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3L2
87218.22000000
PA
USD
94989.60000000
0.012537727523
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8GQ8
96090.97000000
PA
USD
105360.12000000
0.013906537941
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
2050000.00000000
PA
USD
2193019.52000000
0.289457805859
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
650000.00000000
PA
USD
838966.02000000
0.110735568527
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
930000.00000000
PA
USD
1009267.88000000
0.133213801065
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2018-3 Owner Trust
43815HAC1
361038.07000000
PA
USD
365314.57000000
0.048218063230
Long
ABS-O
CORP
US
N
2
2022-08-22
Fixed
2.95000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAL7
39000.00000000
PA
USD
40580.25000000
0.005356208651
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CN6
1190000.00000000
PA
USD
1213975.04000000
0.160233207338
Long
DBT
NUSS
XX
N
2
2022-04-14
Fixed
1.75000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAK2
113000.00000000
PA
USD
119921.23000000
0.015828466548
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
575000.00000000
PA
USD
753002.93000000
0.099389254831
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
6205000.00000000
PA
USD
7127993.75000000
0.940827663519
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.13000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
715000.00000000
PA
USD
811154.78000000
0.107064748256
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
500000.00000000
PA
USD
644941.16000000
0.085126124678
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GR2
356372.86000000
PA
USD
379708.92000000
0.050117981096
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER2Y5
142989.52000000
PA
USD
151773.02000000
0.020032601149
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
4.00000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BR2
490000.00000000
PA
USD
546238.00000000
0.072098242407
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
8300000.00000000
PA
USD
8871597.68000000
1.170966868055
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ65
165114.87000000
PA
USD
178671.92000000
0.023583001181
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
3138WJM96
1199293.32000000
PA
USD
1265555.20000000
0.167041299926
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
687000.00000000
PA
USD
745079.77000000
0.098343472754
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E2F55
85854.77000000
PA
USD
91927.01000000
0.012133494650
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AM6
150000.00000000
PA
USD
195890.49000000
0.025855689339
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.13000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
2155000.00000000
PA
USD
2508766.72000000
0.331133445717
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JG6L4
173118.92000000
PA
USD
184803.58000000
0.024392322226
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
375000.00000000
PA
USD
405694.69000000
0.053547856617
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
779547.55000000
PA
USD
830697.80000000
0.109644241798
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058FY4
2000000.00000000
PA
USD
2038243.16000000
0.269028792275
Long
DBT
NUSS
XX
N
2
2022-01-26
Fixed
2.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
840000.00000000
PA
USD
958441.98000000
0.126505263653
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
1520000.00000000
PA
USD
1945615.20000000
0.256802778863
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
1250000.00000000
PA
USD
1382825.00000000
0.182519802827
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2Y5
46102.80000000
PA
USD
50311.94000000
0.006640699559
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283X6
3000000.00000000
PA
USD
3007184.52000000
0.396919874645
Long
DBT
UST
US
N
2
2021-02-15
Fixed
2.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
250000.00000000
PA
USD
278794.61000000
0.036798247968
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZH0
94111.82000000
PA
USD
100388.33000000
0.013250308750
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CLH5
406759.67000000
PA
USD
438353.16000000
0.057858465338
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
375000.00000000
PA
USD
441002.86000000
0.058208200642
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV69
425694.09000000
PA
USD
456867.20000000
0.060302143266
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJE0
805361.99000000
PA
USD
867074.21000000
0.114445583386
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
150000.00000000
PA
USD
160248.05000000
0.021151224840
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.13000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EJ8
120000.00000000
PA
USD
153505.27000000
0.020261241743
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
2075000.00000000
PA
USD
2362154.69000000
0.311782046366
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
150000.00000000
PA
USD
212408.20000000
0.028035870614
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36189MSK5
69853.84000000
PA
USD
75646.27000000
0.009984591170
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.00000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
500000.00000000
PA
USD
745797.99000000
0.098438270991
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8FK2
162451.29000000
PA
USD
172894.16000000
0.022820391584
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284T4
925000.00000000
PA
USD
935333.99000000
0.123455227836
Long
DBT
UST
US
N
2
2021-06-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAC5
8000000.00000000
PA
USD
8001250.00000000
1.056089217633
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.13000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532AAZ2
300000.00000000
PA
USD
321668.97000000
0.042457257411
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZH6
850000.00000000
PA
USD
852091.80000000
0.112468047169
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFG29
69033.27000000
PA
USD
75141.93000000
0.009918023067
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYT8
53974.54000000
PA
USD
58240.57000000
0.007687203625
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5G1
103449.61000000
PA
USD
109226.37000000
0.014416846322
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFB9
335000.00000000
PA
USD
343139.36000000
0.045291145538
Long
DBT
CORP
US
N
2
2022-02-17
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYT1
731357.75000000
PA
USD
769128.76000000
0.101517711658
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LV82
686747.00000000
PA
USD
744213.27000000
0.098229102961
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DG5
720000.00000000
PA
USD
738745.10000000
0.097507356311
Long
DBT
CORP
AU
N
2
2022-01-11
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJJJ1
1989396.72000000
PA
USD
2124127.94000000
0.280364769793
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CY2
25000.00000000
PA
USD
26233.74000000
0.003462605211
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBC5
685000.00000000
PA
USD
762291.13000000
0.100615209259
Long
DBT
CORP
US
N
2
2026-02-28
Fixed
2.95000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
745000.00000000
PA
USD
822657.91000000
0.108583052467
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YUGJ4
43262.27000000
PA
USD
46992.47000000
0.006202560959
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVCH7
374341.87000000
PA
USD
412054.40000000
0.054387278102
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
665000.00000000
PA
USD
790496.99000000
0.104338115633
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAE2
300000.00000000
PA
USD
336083.73000000
0.044359869204
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284U1
1900000.00000000
PA
USD
2016968.75000000
0.266220771651
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T45
300000.00000000
PA
USD
306630.00000000
0.040472255810
Long
DBT
USGSE
US
N
2
2022-04-05
Fixed
1.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
1900000.00000000
PA
USD
2788472.66000000
0.368051980614
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XUSH9
200298.49000000
PA
USD
212237.15000000
0.028013293634
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
3140JACX4
788390.57000000
PA
USD
832296.89000000
0.109855306533
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
845000.00000000
PA
USD
1114607.81000000
0.147117674117
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
360000.00000000
PA
USD
406391.72000000
0.053639857975
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
650000.00000000
PA
USD
687083.29000000
0.090688486697
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
300000.00000000
PA
USD
376476.56000000
0.049691340191
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAJ4
270000.00000000
PA
USD
373079.78000000
0.049242997403
Long
DBT
CORP
GB
N
2
2045-08-17
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZF4
310051.75000000
PA
USD
332521.93000000
0.043889745339
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWZ2
105242.26000000
PA
USD
110527.48000000
0.014588580519
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UD82
255405.08000000
PA
USD
272031.97000000
0.035905643539
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAF5
360000.00000000
PA
USD
484870.96000000
0.063998374353
Long
DBT
CORP
CA
N
2
2036-12-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGC93
204172.73000000
PA
USD
218572.56000000
0.028849507750
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
111216.86000000
PA
USD
118523.97000000
0.015644041462
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXP4
112753.35000000
PA
USD
122166.08000000
0.016124765486
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
3128MMXS7
150318.26000000
PA
USD
157798.54000000
0.020827912720
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZG8
5000000.00000000
PA
USD
5015820.30000000
0.662040773181
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.38000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
500000.00000000
PA
USD
717627.78000000
0.094720070080
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
2500000.00000000
PA
USD
2863039.53000000
0.377894101208
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAT2
360000.00000000
PA
USD
448634.53000000
0.059215508800
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAS5
435000.00000000
PA
USD
450052.87000000
0.059402716247
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.63000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B6 Mortgage Trust
08162CAC4
900000.00000000
PA
USD
1048370.49000000
0.138374975231
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
950000.00000000
PA
USD
1149738.89000000
0.151754643939
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRG9
639112.99000000
PA
USD
679492.38000000
0.089686558473
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7D38
97678.15000000
PA
USD
103885.64000000
0.013711920546
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CLK8
131266.18000000
PA
USD
137799.22000000
0.018188191900
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020612
14800000.00000000
PA
USD
15374078.09000000
2.029232695129
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
28000.00000000
PA
USD
31402.64000000
0.004144851055
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409GGY6
89014.62000000
PA
USD
104621.09000000
0.013808992980
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AT1
225000.00000000
PA
USD
307255.34000000
0.040554794767
Long
DBT
US
N
2
2047-03-15
Fixed
4.65000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAC5
650000.00000000
PA
USD
716749.75000000
0.094604178436
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAF8
14000000.00000000
PA
USD
13992343.68000000
1.846856839852
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.13000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
1640000.00000000
PA
USD
2075258.23000000
0.273914430933
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282U3
650000.00000000
PA
USD
689203.13000000
0.090968285499
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZN3
500000.00000000
PA
USD
498750.00000000
0.065830276181
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020414
3700000.00000000
PA
USD
3868234.38000000
0.510570300890
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Fixed
2.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BA9
225000.00000000
PA
USD
273385.30000000
0.036084270281
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.94000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
2135000.00000000
PA
USD
2415818.19000000
0.318865120102
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
270000.00000000
PA
USD
305582.60000000
0.040334008930
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJL82
210379.81000000
PA
USD
228819.73000000
0.030202037136
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
36179RS83
562377.74000000
PA
USD
598731.73000000
0.079026917582
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GXBY6
123340.89000000
PA
USD
129573.75000000
0.017102507766
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
1400000.00000000
PA
USD
1485750.00000000
0.196104927992
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
1360000.00000000
PA
USD
1696558.19000000
0.223929612441
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
490000.00000000
PA
USD
507064.48000000
0.066927708792
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSDM1
76141.20000000
PA
USD
83613.68000000
0.011036213828
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CF6
265000.00000000
PA
USD
368058.49000000
0.048580234681
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
5450000.00000000
PA
USD
5464050.75000000
0.721202947249
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEYC2
260849.11000000
PA
USD
272632.27000000
0.035984877453
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAN1
9000000.00000000
PA
USD
9000351.54000000
1.187961158107
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617KDG92
252053.05000000
PA
USD
267178.26000000
0.035264999790
Long
ABS-MBS
USGA
US
N
2
2049-07-15
Fixed
4.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FH5
850000.00000000
PA
USD
1052997.85000000
0.138985742924
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
585000.00000000
PA
USD
732316.36000000
0.096658823520
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBQ4
190559.29000000
PA
USD
205999.54000000
0.027189988193
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
3140FUP36
15084.28000000
PA
USD
16471.09000000
0.002174027877
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
6650000.00000000
PA
USD
7014191.37000000
0.925806827217
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRC0
617437.22000000
PA
USD
655427.50000000
0.086510222239
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
97.00000000
NC
USD
12843.94000000
0.001695278430
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
13380734.19000000
USD
12843.94000000
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
305000.00000000
PA
USD
374375.38000000
0.049414004332
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
3416028.11000000
PA
USD
3666314.72000000
0.483918818215
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GL5
44317.06000000
PA
USD
47628.19000000
0.006286469978
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAY5
825000.00000000
PA
USD
1066817.71000000
0.140809833552
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WENC9
726375.09000000
PA
USD
797469.10000000
0.105258368118
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
3400000.00000000
PA
USD
3479421.89000000
0.459250734776
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286S4
200000.00000000
PA
USD
220851.56000000
0.029150314165
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
96243.62000000
PA
USD
106885.12000000
0.014107823497
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BZ2
555000.00000000
PA
USD
576958.91000000
0.076153111559
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCZ3
425000.00000000
PA
USD
564536.95000000
0.074513530492
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RW3
3700000.00000000
PA
USD
4072211.08000000
0.537493293362
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307TD57
275801.92000000
PA
USD
288340.08000000
0.038058159600
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8DT5
139998.75000000
PA
USD
149006.35000000
0.019667426913
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
7700000.00000000
PA
USD
7211531.25000000
0.951853822309
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BPZ3
48617.55000000
PA
USD
50993.05000000
0.006730599628
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
225000.00000000
PA
USD
259204.91000000
0.034212593108
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Y1
900000.00000000
PA
USD
921164.06000000
0.121584931284
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XC4
463845.84000000
PA
USD
487212.32000000
0.064307411698
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y2GD2
357413.74000000
PA
USD
396967.91000000
0.052396004311
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
36179SQW0
520677.77000000
PA
USD
561533.81000000
0.074117144455
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEU9
1800000.00000000
PA
USD
1800949.95000000
0.237708336034
Long
DBT
USGSE
US
N
2
2025-07-21
Fixed
0.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWY9
70785.00000000
PA
USD
76709.20000000
0.010124887862
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XXNS4
563817.97000000
PA
USD
597536.03000000
0.078869096507
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3E8
44607.20000000
PA
USD
47294.16000000
0.006242381182
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
2185000.00000000
PA
USD
2426590.29000000
0.320286935276
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.38000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159JG2
1220000.00000000
PA
USD
1255777.74000000
0.165750767812
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
2.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBL8
940000.00000000
PA
USD
968740.05000000
0.127864511356
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJW20
225297.05000000
PA
USD
235476.91000000
0.031080721843
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
360000.00000000
PA
USD
452699.74000000
0.059752078017
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
400000.00000000
PA
USD
593001.58000000
0.078270592054
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
4000000.00000000
PA
USD
4111406.24000000
0.542666683252
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WKQ84
49733.38000000
PA
USD
52197.22000000
0.006889538663
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
6000000.00000000
PA
USD
6000703.14000000
0.792035979924
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.13000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DB3
425000.00000000
PA
USD
475327.68000000
0.062738751781
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
7300000.00000000
PA
USD
7434593.75000000
0.981295959613
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
36179SSR9
34490.22000000
PA
USD
37547.00000000
0.004955848380
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
4.00000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
360000.00000000
PA
USD
500517.59000000
0.066063581319
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
65242.22000000
PA
USD
69652.99000000
0.009193534974
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HNJ5
3540000.00000000
PA
USD
4197953.50000000
0.554090101856
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
31307T7M7
48331.02000000
PA
USD
50755.08000000
0.006699189842
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
2200000.00000000
PA
USD
2630924.25000000
0.347257082685
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZQ6
258205.53000000
PA
USD
271148.54000000
0.035789039146
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
800000.00000000
PA
USD
797375.00000000
0.105245947809
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EH7
2430000.00000000
PA
USD
2657249.78000000
0.350731803307
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCV2
825000.00000000
PA
USD
924537.72000000
0.122030222451
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
3128MJ3B4
270090.94000000
PA
USD
289743.45000000
0.038243391148
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
912828ZQ6
525000.00000000
PA
USD
513269.53000000
0.067746716622
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
912828YQ7
900000.00000000
PA
USD
959835.94000000
0.126689253170
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9SE4
350792.18000000
PA
USD
374775.73000000
0.049466846740
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAC6
680000.00000000
PA
USD
711562.48000000
0.093919507926
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERRV4
226674.90000000
PA
USD
245442.07000000
0.032396028580
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132D53W0
820488.31000000
PA
USD
855488.13000000
0.112916330561
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
1950000.00000000
PA
USD
2559832.04000000
0.337873584302
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
590000.00000000
PA
USD
673222.63000000
0.088859010855
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BH4
1250000.00000000
PA
USD
1658278.68000000
0.218877079678
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ADZ8
18108.67000000
PA
USD
19180.55000000
0.002531650934
Long
ABS-MBS
USGSE
US
N
2
2022-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
589771.28000000
PA
USD
633915.52000000
0.083670844625
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
300000.00000000
PA
USD
333796.88000000
0.044058026664
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFJ6
1247829.75000000
PA
USD
1308489.19000000
0.172708179965
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
3140H9B44
180716.62000000
PA
USD
201391.10000000
0.026581717761
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
98313.21000000
PA
USD
105800.44000000
0.013964656010
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
1850000.00000000
PA
USD
1846458.99000000
0.243715098283
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3F5
88061.91000000
PA
USD
94633.78000000
0.012490762653
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
3128MJ4M9
247490.72000000
PA
USD
268866.78000000
0.035487868437
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
825000.00000000
PA
USD
1080484.85000000
0.142613766586
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFY0
97822.42000000
PA
USD
109195.75000000
0.014412804772
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
31418CUC6
290237.09000000
PA
USD
315536.15000000
0.041647783257
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
2156.34000000
0.000284616456
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8GH0
794235.25000000
PA
USD
860163.53000000
0.113533439079
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CX4
255000.00000000
PA
USD
268655.23000000
0.035459945841
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
680000.00000000
PA
USD
774356.80000000
0.102207763422
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
115000.00000000
PA
USD
142126.70000000
0.018759378273
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
435000.00000000
PA
USD
517193.65000000
0.068264663295
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHEZ4
318966.34000000
PA
USD
334893.01000000
0.044202705442
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
2400000.00000000
PA
USD
2543812.51000000
0.335759158068
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFE9
194887.07000000
PA
USD
208328.86000000
0.027497436371
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
950000.00000000
PA
USD
998282.77000000
0.131763870588
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DAJ2
942957.29000000
PA
USD
1000482.84000000
0.132054258990
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
675000.00000000
PA
USD
764578.68000000
0.100917144193
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKH8
139150.14000000
PA
USD
161610.11000000
0.021331003859
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294MCQ2
32891.01000000
PA
USD
34909.25000000
0.004607690363
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
590000.00000000
PA
USD
627500.18000000
0.082824080507
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJM2
995000.00000000
PA
USD
1037859.02000000
0.136987560749
Long
DBT
CORP
US
N
2
2051-10-24
Fixed
2.83000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWB5
182505.02000000
PA
USD
191690.14000000
0.025301282922
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CX33
230880.36000000
PA
USD
241091.71000000
0.031821822264
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EH2
1300000.00000000
PA
USD
1372510.02000000
0.181158323164
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
3128MJ4S6
246083.48000000
PA
USD
267110.27000000
0.035256025754
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
3138WKLS2
195503.92000000
PA
USD
205386.65000000
0.027109092518
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.00000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
555000.00000000
PA
USD
697524.03000000
0.092066565489
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020618
6000000.00000000
PA
USD
6274453.14000000
0.828168387152
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
2.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
231000.00000000
PA
USD
265098.22000000
0.034990454211
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBE8
430000.00000000
PA
USD
485479.39000000
0.064078681351
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLUD8
155189.42000000
PA
USD
165899.70000000
0.021897189111
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0JC9
222515.03000000
PA
USD
237533.58000000
0.031352182804
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294UAJ2
148995.31000000
PA
USD
156566.01000000
0.020665230433
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
3128MMXT5
126732.30000000
PA
USD
134713.52000000
0.017780908725
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7DV6
150716.08000000
PA
USD
158268.79000000
0.020889981266
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132M9GP3
154356.02000000
PA
USD
168793.70000000
0.022279169701
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284W7
3700000.00000000
PA
USD
3760414.04000000
0.496339037210
Long
DBT
UST
US
N
2
2021-08-15
Fixed
2.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
575000.00000000
PA
USD
725747.93000000
0.095791852972
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y3B1
4658.05000000
PA
USD
4933.77000000
0.000651210910
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BR0
405000.00000000
PA
USD
420749.56000000
0.055534956868
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.90000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAN1
305000.00000000
PA
USD
357881.17000000
0.047236924834
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8E80
92499.99000000
PA
USD
97159.07000000
0.012824077015
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WMNN0
84995.97000000
PA
USD
91435.02000000
0.012068556630
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
450000.00000000
PA
USD
562899.47000000
0.074297398641
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
360000.00000000
PA
USD
481572.95000000
0.063563068270
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
305000.00000000
PA
USD
316913.96000000
0.041829641127
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123BL4
435000.00000000
PA
USD
600523.02000000
0.079263350896
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JPM93
1528824.85000000
PA
USD
1615073.75000000
0.213174438126
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ73
142158.02000000
PA
USD
155469.08000000
0.020520446063
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBC8
2930000.00000000
PA
USD
3217903.97000000
0.424732846254
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 Note/Bond
912828ZM5
3000000.00000000
PA
USD
3000703.14000000
0.396064393872
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
4675000.00000000
PA
USD
4988005.84000000
0.658369527900
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXSG9
88859.34000000
PA
USD
94900.48000000
0.012525964527
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
76376.99000000
PA
USD
82059.89000000
0.010831128264
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZ94
218140.15000000
PA
USD
234564.74000000
0.030960324043
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
825000.00000000
PA
USD
938575.52000000
0.123883079094
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285U0
150000.00000000
PA
USD
160998.05000000
0.021250217736
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4HV4
122654.16000000
PA
USD
133876.93000000
0.017670486769
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUJD1
57346.58000000
PA
USD
63677.90000000
0.008404879686
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUB8
133663.73000000
PA
USD
143109.38000000
0.018889082725
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
2021-01-21
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer