0001752724-24-035908.txt : 20240223
0001752724-24-035908.hdr.sgml : 20240223
20240223124100
ACCESSION NUMBER: 0001752724-24-035908
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240223
DATE AS OF CHANGE: 20240223
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MoA Funds Corp
CENTRAL INDEX KEY: 0000795259
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05084
FILM NUMBER: 24668894
BUSINESS ADDRESS:
STREET 1: 320 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10022
BUSINESS PHONE: (212)224-1600
MAIL ADDRESS:
STREET 1: 320 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10022
FORMER COMPANY:
FORMER CONFORMED NAME: MUTUAL OF AMERICA INVESTMENT CORP
DATE OF NAME CHANGE: 19920703
0000795259
S000009395
MoA Core Bond Fund
C000025739
MoA Core Bond Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000795259
XXXXXXXX
S000009395
C000025739
MoA Funds Corp
811-05084
0000795259
2549004TRCWJFA4VU540
320 Park Ave
NULL
NY
10022
212-224-1600
MoA Core Bond Fund
S000009395
25490015SZU4U4H18722
2023-12-31
2023-12-31
N
2084143406.07
25117137.87
2059026268.20
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
49200.75000000
USD
N
UMBS P#CB0869 3.5% 06/01/51
N/A
FANNIE MAE POOL UMBS P#CB0869 3.50000000
3140QK6F0
7131457.03000000
NS
USD
6564337.61000000
0.318807861336
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA II P#MA8198 3% 08/20/52
N/A
GINNIE MAE II POOL P#MA8198 3.00000000
36179XDB9
3578823.60000000
NS
USD
3245629.54000000
0.157629341117
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
3.00000000
N
N
N
N
N
N
ALLEGHANY CORP 3.625% 05/15/30
549300DCJE6AYX159479
ALLEGHANY CORP REGD 3.62500000
017175AE0
4660000.00000000
NS
USD
4413493.46000000
0.214348574768
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
UMBS P#636445 7% 04/01/32
N/A
FANNIE MAE POOL UMBS P#636445 7.00000000
31389VBN6
122.84000000
NS
USD
129.93000000
0.000006310264
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
UMBS P#ZI8476 4% 12/01/33
N/A
FREDDIE MAC POOL UMBS P#ZI8476 4.00000000
3131WMMZ6
440150.28000000
NS
USD
426803.17000000
0.020728398495
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY V/R 07/20/29
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD V/R 5.44900000
61747YFF7
5455000.00000000
NS
USD
5563457.56000000
0.270198474197
Long
DBT
CORP
US
N
2
2029-07-20
Variable
5.44900000
N
N
N
N
N
N
APPLE INC 2.05% 09/11/26
HWUPKR0MPOU8FGXBT394
APPLE INC REGD 2.05000000
037833DN7
5750000.00000000
NS
USD
5424110.59000000
0.263430859225
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
FHS 359 350 3.5% 10/15/47
N/A
FREDDIE MAC STRIPS SER 359 CL 350 3.50000000
3132J0SJ7
423725.91000000
NS
USD
388603.64000000
0.018873175442
Long
ABS-CBDO
CORP
US
N
2
2047-10-15
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#ZA1085 5% 10/01/40
N/A
FREDDIE MAC POOL UMBS P#ZA1085 5.00000000
31329JF28
245279.16000000
NS
USD
250331.36000000
0.012157754559
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
5.00000000
N
N
N
N
N
N
FHLB D/N 01/02/24
N/A
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000
313384RG6
7800000.00000000
PA
USD
7798873.33000000
0.378765120700
Long
STIV
USGA
US
N
2
2024-01-02
Fixed
0.00000000
N
N
N
N
N
N
GNMA P#772047 4% 08/15/41
N/A
GINNIE MAE I POOL P#772047 4.00000000
36176PP83
0.00000000
NS
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
N/A
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
HOST HOTELS & RESO 4% 06/15/25
N/A
HOST HOTELS & RESORTS LP REGD SER E 4.00000000
44107TAV8
4357000.00000000
NS
USD
4255959.17000000
0.206697662663
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#741897 5% 10/01/33
N/A
FANNIE MAE POOL UMBS P#741897 5.00000000
31402YGE8
2888.10000000
NS
USD
2912.84000000
0.000141466869
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#255160 5.5% 03/01/24
N/A
FANNIE MAE POOL UMBS P#255160 5.50000000
31371LMH9
791.54000000
NS
USD
787.72000000
0.000038256918
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#ZL8594 4% 10/01/44
N/A
FREDDIE MAC POOL UMBS P#ZL8594 4.00000000
3131XQRP3
705402.06000000
NS
USD
682170.67000000
0.033130741483
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
REALTY INCOME C 4.85% 03/15/30
549300CUWDAUZSH43859
REALTY INCOME CORP REGD 4.85000000
756109BR4
1780000.00000000
NS
USD
1792681.95000000
0.087064549767
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.85000000
N
N
N
N
N
N
UMBS P#MA1284 3% 12/01/42
N/A
FANNIE MAE POOL UMBS P#MA1284 3.00000000
31418ANA2
0.00300000
NS
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHR 2551 QK 5.5% 01/15/33
N/A
FREDDIE MAC REMICS SER 2551 CL QK 5.50000000
31393JBX5
54859.74000000
NS
USD
55740.23000000
0.002707116021
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
SHERWIN-WILLIAM 4.25% 08/08/25
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO REGD 4.25000000
824348BR6
500000.00000000
NS
USD
494492.30000000
0.024015832514
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.25000000
N
N
N
N
N
N
US TREAS NTS 4.125% 07/31/28
N/A
UNITED STATES TREASURY NOTE 4.12500000
91282CHQ7
17000000.00000000
NS
USD
17191250.00000000
0.834921354113
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
APTARGROUP INC 3.6% 03/15/32
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC REGD 3.60000000
038336AA1
4430000.00000000
NS
USD
3997574.72000000
0.194148796532
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.60000000
N
N
N
N
N
N
UMBS P#AE9773 4% 11/01/40
N/A
FANNIE MAE POOL UMBS P#AE9773 4.00000000
31419L2F9
6728.66000000
NS
USD
6538.24000000
0.000317540387
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#AL5233 4% 01/01/41
N/A
FANNIE MAE POOL UMBS P#AL5233 4.00000000
3138EMY70
24451.98000000
NS
USD
23790.94000000
0.001155446162
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SER V/R 10/20/34
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES REGD V/R 6.87500000
693475BU8
3635000.00000000
NS
USD
4044616.23000000
0.196433444898
Long
DBT
CORP
US
N
2
2034-10-20
Variable
6.87500000
N
N
N
N
N
N
UMBS P#BQ5946 2.5% 11/01/50
N/A
FANNIE MAE POOL UMBS P#BQ5946 2.50000000
3140KRTC3
1514059.31000000
NS
USD
1315202.44000000
0.063874971403
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GRO V/R 02/24/28
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD V/R 2.64000000
38141GZK3
500000.00000000
NS
USD
463457.78000000
0.022508589965
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
UMBS P#BJ4338 3% 12/01/47
N/A
FANNIE MAE POOL UMBS P#BJ4338 3.00000000
3140H5ZC8
153357.68000000
NS
USD
138448.67000000
0.006723987553
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#489858 4% 11/15/41
N/A
GINNIE MAE I POOL P#489858 4.00000000
36210EE70
274163.17000000
NS
USD
267593.55000000
0.012996121231
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#ZL8609 4% 10/01/44
N/A
FREDDIE MAC POOL UMBS P#ZL8609 4.00000000
3131XQR65
309248.57000000
NS
USD
299065.00000000
0.014524584004
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FM7011 3.5% 11/01/47
N/A
FANNIE MAE POOL UMBS P#FM7011 3.50000000
3140XAYH9
5295045.67000000
NS
USD
4937233.17000000
0.239784855892
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA1865 4.5% 04/01/44
N/A
FANNIE MAE POOL UMBS P#MA1865 4.50000000
31418BCB0
805269.21000000
NS
USD
798712.15000000
0.038790770294
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
FHR 4487 TA 3% 09/15/43
N/A
FREDDIE MAC REMICS SER 4487 CL TA 3.00000000
3137BK2H2
144007.30000000
NS
USD
139989.78000000
0.006798834097
Long
ABS-CBDO
CORP
US
N
2
2043-09-15
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BK1990 3.5% 04/01/48
N/A
FANNIE MAE POOL UMBS P#BK1990 3.50000000
3140HFF87
159337.52000000
NS
USD
149502.34000000
0.007260827232
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#255874 4.5% 08/01/35
N/A
FANNIE MAE POOL UMBS P#255874 4.50000000
31371MFP7
1979.32000000
NS
USD
1967.56000000
0.000095557790
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#786188 6.5% 07/01/34
N/A
FANNIE MAE POOL UMBS P#786188 6.50000000
31405DND5
684.76000000
NS
USD
723.81000000
0.000035153024
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.50000000
N
N
N
N
N
N
ALEXANDRIA REAL 4.75% 04/15/35
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE E REGD 4.75000000
015271BA6
6545000.00000000
NS
USD
6365415.61000000
0.309146886968
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
UMBS P#SD0574 2.5% 04/01/51
N/A
FREDDIE MAC POOL UMBS P#SD0574 2.50000000
3132DMT70
6152828.78000000
NS
USD
5265793.05000000
0.255741907295
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BM7136 V/R 02/01/53
N/A
FANNIE MAE POOL UMBS P#BM7136 V/R 4.58100000
3140JB4W3
9068933.73000000
NS
USD
8840097.33000000
0.429333878179
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Variable
4.58100000
N
N
N
N
N
N
FNR 2007-6 PA 5.5% 02/25/37
N/A
FANNIE MAE REMICS SER 2007-6 CL PA 5.50000000
31396PRK9
5021.64000000
NS
USD
5121.41000000
0.000248729706
Long
ABS-CBDO
CORP
US
N
2
2037-02-25
Fixed
5.50000000
N
N
N
N
N
N
GNMA II P#MA4423 2% 04/20/32
N/A
GINNIE MAE II POOL P#MA4423 2.00000000
36179S4G9
463834.73000000
NS
USD
432075.31000000
0.020984448652
Long
ABS-MBS
USGSE
US
N
2
2032-04-20
Fixed
2.00000000
N
N
N
N
N
N
GNMA P#778383 3.5% 07/15/42
N/A
GINNIE MAE I POOL P#778383 3.50000000
36176WRC7
862825.34000000
NS
USD
819406.23000000
0.039795812353
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA1546 3.5% 08/01/43
N/A
FANNIE MAE POOL UMBS P#MA1546 3.50000000
31418AWG9
1620133.13000000
NS
USD
1522863.25000000
0.073960360463
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#QA6906 3% 02/01/50
N/A
FREDDIE MAC POOL UMBS P#QA6906 3.00000000
3133A1U75
1953919.40000000
NS
USD
1750200.79000000
0.085001382305
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA IN 3.75% 04/15/27
N/A
T-MOBILE USA INC REGD SER WI 3.75000000
87264ABD6
6105000.00000000
NS
USD
5923944.38000000
0.287706109994
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
UMBS P#ZL9378 3.5% 04/01/45
N/A
FREDDIE MAC POOL UMBS P#ZL9378 3.50000000
3131XRM35
791184.00000000
NS
USD
744964.69000000
0.036180436427
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#QC1038 3% 04/01/51
N/A
FREDDIE MAC POOL UMBS P#QC1038 3.00000000
3133AKEK2
1203669.65000000
NS
USD
1074638.72000000
0.052191598358
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
FIFTH THIRD BANC 4.3% 01/16/24
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP REGD 4.30000000
316773CP3
4895000.00000000
NS
USD
4895806.00000000
0.237772877190
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
US TREAS BDS 3.625% 02/15/53
N/A
UNITED STATES TREASURY BOND 3.62500000
912810TN8
23570000.00000000
NS
USD
21864857.81000000
1.061902810453
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
UMBS P#931104 5% 05/01/39
N/A
FANNIE MAE POOL UMBS P#931104 5.00000000
31412PNV9
158236.92000000
NS
USD
161040.39000000
0.007821191622
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#BP1357 3.5% 03/01/50
N/A
FANNIE MAE POOL UMBS P#BP1357 3.50000000
3140K8QK0
2495848.12000000
NS
USD
2327327.41000000
0.113030486591
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#QN2424 2.5% 06/01/35
N/A
FREDDIE MAC POOL UMBS P#QN2424 2.50000000
3133G8VR9
1775490.38000000
NS
USD
1639670.80000000
0.079633311401
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BT7243 V/R 09/01/51
N/A
FANNIE MAE POOL UMBS P#BT7243 V/R 1.80500000
3140LWBM8
10642458.38000000
NS
USD
9197237.65000000
0.446678985695
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Variable
1.80500000
N
N
N
N
N
N
FGLMC P#Q12965 3% 11/01/42
N/A
FREDDIE MAC GOLD POOL P#Q12965 3.00000000
3132HPJJ4
17119.81000000
NS
USD
15617.11000000
0.000758470653
Long
ABS-MBS
USGA
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#CB0573 2.5% 05/01/46
N/A
FANNIE MAE POOL UMBS P#CB0573 2.50000000
3140QKT73
7820756.51000000
NS
USD
6690367.90000000
0.324928729823
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
2.50000000
N
N
N
N
N
N
US TREAS NTS 3.125% 11/15/28
N/A
UNITED STATES TREASURY NOTE 3.12500000
9128285M8
3915000.00000000
NS
USD
3786539.06000000
0.183899502326
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
UMBS P#BC3490 3.5% 02/01/46
N/A
FANNIE MAE POOL UMBS P#BC3490 3.50000000
3140EX2Y8
502551.54000000
NS
USD
470682.50000000
0.022859470385
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#SD3440 5.5% 07/01/53
N/A
FREDDIE MAC POOL UMBS P#SD3440 5.50000000
3132DQZD1
37135031.58000000
NS
USD
37356871.80000000
1.814297970693
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#254766 5% 06/01/33
N/A
FANNIE MAE POOL UMBS P#254766 5.00000000
31371K6B2
2663.64000000
NS
USD
2686.46000000
0.000130472351
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#BQ1905 2% 10/01/50
N/A
FANNIE MAE POOL UMBS P#BQ1905 2.00000000
3140KMDK3
3385872.53000000
NS
USD
2815456.68000000
0.136737288080
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
US TREAS BDS 2.875% 05/15/49
N/A
UNITED STATES TREASURY BOND 2.87500000
912810SH2
7500000.00000000
NS
USD
5987109.38000000
0.290773822192
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
UMBS P#QE4080 5% 06/01/52
N/A
FREDDIE MAC POOL UMBS P#QE4080 5.00000000
3133BDQ99
6219921.61000000
NS
USD
6157598.31000000
0.299053897713
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
FNS 411 A3 3% 08/25/42
N/A
FANNIE MAE INTEREST STRIP SER 411 CL A3 3.00000000
31395QCY4
450312.28000000
NS
USD
410487.60000000
0.019936005982
Long
ABS-CBDO
CORP
US
N
2
2042-08-25
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#757380 3% 07/15/46
N/A
GINNIE MAE I POOL P#757380 3.00000000
36230SFV1
2165509.65000000
NS
USD
1988804.58000000
0.096589568123
Long
ABS-MBS
USGSE
US
N
2
2046-07-15
Fixed
3.00000000
N
N
N
N
N
N
US TREAS BDS 1.125% 08/15/40
N/A
UNITED STATES TREASURY BOND 1.12500000
912810SQ2
61750000.00000000
NS
USD
39558593.75000000
1.921228221366
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
UMBS P#254383 7.5% 06/01/32
N/A
FANNIE MAE POOL UMBS P#254383 7.50000000
31371KRC7
17491.70000000
NS
USD
19017.66000000
0.000923623962
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.50000000
N
N
N
N
N
N
CITIGROUP INC V/R 03/17/33
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 3.78500000
172967NN7
10865000.00000000
NS
USD
9787160.60000000
0.475329564812
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
ORACLE CORP 2.8% 04/01/27
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 2.80000000
68389XBU8
3410000.00000000
NS
USD
3218696.44000000
0.156321290782
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
FGLMC P#Q14428 3.5% 01/01/43
N/A
FREDDIE MAC GOLD POOL P#Q14428 3.50000000
3132HQ4M1
19712.18000000
NS
USD
18607.53000000
0.000903705323
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#QC0569 2.5% 04/01/51
N/A
FREDDIE MAC POOL UMBS P#QC0569 2.50000000
3133AJT29
4690382.65000000
NS
USD
4055300.01000000
0.196952320260
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
US TREAS NTS 1.5% 11/30/28
N/A
UNITED STATES TREASURY NOTE 1.50000000
91282CDL2
11000000.00000000
NS
USD
9845000.00000000
0.478138630480
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
UMBS P#AT0293 3% 03/01/43
N/A
FANNIE MAE POOL UMBS P#AT0293 3.00000000
3138WMKF7
11132.91000000
NS
USD
10166.42000000
0.000493748921
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#256490 5.5% 11/01/26
N/A
FANNIE MAE POOL UMBS P#256490 5.50000000
31371M2X4
9564.14000000
NS
USD
9547.49000000
0.000463689567
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA P#AC7671 3.5% 11/15/42
N/A
GINNIE MAE I POOL P#AC7671 3.50000000
36179HQY0
167362.90000000
NS
USD
157894.80000000
0.007668420866
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA1010 3.5% 03/01/32
N/A
FANNIE MAE POOL UMBS P#MA1010 3.50000000
31418ADQ8
245747.78000000
NS
USD
236847.19000000
0.011502873647
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA II P#BT1891 2.5% 12/20/50
N/A
GINNIE MAE II POOL P#BT1891 2.50000000
3617MQC46
4733831.34000000
NS
USD
4100824.55000000
0.199163294482
Long
ABS-MBS
USGSE
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
DISCOVERY COMMU 3.95% 06/15/25
N/A
DISCOVERY COMMUNICATIONS REGD SER WI 3.95000000
25470DBE8
500000.00000000
NS
USD
489019.80000000
0.023750051543
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
UMBS P#FM9913 2% 07/01/36
N/A
FANNIE MAE POOL UMBS P#FM9913 2.00000000
3140XEAP9
23558856.89000000
NS
USD
21182775.37000000
1.028776354005
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.00000000
N
N
N
N
N
N
UMBS P#AR3381 3.5% 12/01/42
N/A
FANNIE MAE POOL UMBS P#AR3381 3.50000000
3138W0XK0
733708.64000000
NS
USD
689983.09000000
0.033510164520
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#790913 6% 09/01/34
N/A
FANNIE MAE POOL UMBS P#790913 6.00000000
31405JVE1
698.71000000
NS
USD
729.97000000
0.000035452194
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#BX0633 6% 11/01/52
N/A
FANNIE MAE POOL UMBS P#BX0633 6.00000000
3140N4V38
5227977.52000000
NS
USD
5372509.56000000
0.260924770265
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
SIGNET UK FINANC 4.7% 06/15/24
N/A
SIGNET UK FINANCE PLC REGD 4.70000000
82671AAA1
4945000.00000000
NS
USD
4882434.52000000
0.237123469253
Long
DBT
CORP
GB
N
2
2024-06-15
Fixed
4.70000000
N
N
N
N
N
N
UMBS P#MA2164 3.5% 02/01/35
N/A
FANNIE MAE POOL UMBS P#MA2164 3.50000000
31418BMN3
526719.46000000
NS
USD
506426.87000000
0.024595454551
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
FGLMC P#Q29186 4% 10/01/44
N/A
FREDDIE MAC GOLD POOL P#Q29186 4.00000000
3132M92T0
13197.95000000
NS
USD
12778.15000000
0.000620591888
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#J20528 2.5% 09/01/27
N/A
FREDDIE MAC GOLD POOL P#J20528 2.50000000
31306XSR5
43492.33000000
NS
USD
42042.74000000
0.002041874873
Long
ABS-MBS
USGA
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BN4542 4.5% 02/01/49
N/A
FANNIE MAE POOL UMBS P#BN4542 4.50000000
3140JMBL5
353982.54000000
NS
USD
348955.12000000
0.016947579804
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#254310 6% 05/01/32
N/A
FANNIE MAE POOL UMBS P#254310 6.00000000
31371KN31
46708.01000000
NS
USD
48662.27000000
0.002363363243
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#ZM1754 3% 09/01/46
N/A
FREDDIE MAC POOL UMBS P#ZM1754 3.00000000
3131XU5P8
2090249.80000000
NS
USD
1874036.12000000
0.091015648947
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BU3685 2% 11/01/51
N/A
FANNIE MAE POOL UMBS P#BU3685 2.00000000
3140M5CX1
3217073.06000000
NS
USD
2642934.32000000
0.128358455684
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
US TREAS NTS 3.75% 05/31/30
N/A
UNITED STATES TREASURY NOTE 3.75000000
91282CHF1
5500000.00000000
NS
USD
5459609.38000000
0.265154916395
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.75000000
N
N
N
N
N
N
UMBS P#795013 6% 10/01/34
N/A
FANNIE MAE POOL UMBS P#795013 6.00000000
31405PGW4
4633.88000000
NS
USD
4841.18000000
0.000235119875
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#ZS6248 4% 05/01/26
N/A
FREDDIE MAC POOL UMBS P#ZS6248 4.00000000
3132A65H2
24782.08000000
NS
USD
24401.68000000
0.001185107755
Long
ABS-MBS
USGA
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA II P#AO3451 3% 02/20/47
N/A
GINNIE MAE II POOL P#AO3451 3.00000000
3617A3ZQ6
1107839.28000000
NS
USD
1008984.69000000
0.049003002321
Long
ABS-MBS
USGSE
US
N
2
2047-02-20
Fixed
3.00000000
N
N
N
N
N
N
KEYSIGHT TECHNO 4.55% 10/30/24
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES REGD 4.55000000
49338LAB9
4895000.00000000
NS
USD
4845761.39000000
0.235342378328
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
4.55000000
N
N
N
N
N
N
SYSCO CORPORATI 3.75% 10/01/25
5RGWIFLMGH3YS7KWI652
SYSCO CORPORATION REGD 3.75000000
871829AZ0
3550000.00000000
NS
USD
3471214.32000000
0.168585237284
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
EXPEDIA GROUP I 6.25% 05/01/25
N/A
EXPEDIA GROUP INC REGD 144A P/P 6.25000000
30212PAS4
4326000.00000000
NS
USD
4363068.97000000
0.211899626410
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
UMBS P#644475 6.5% 05/01/32
N/A
FANNIE MAE POOL UMBS P#644475 6.50000000
31390E6L1
64677.09000000
NS
USD
67893.15000000
0.003297342586
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
6.50000000
N
N
N
N
N
N
US TREAS NTS 2.375% 05/15/29
N/A
UNITED STATES TREASURY NOTE 2.37500000
9128286T2
2000000.00000000
NS
USD
1856718.76000000
0.090174602853
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
TELEDYNE TECHNO 2.75% 04/01/31
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES IN REGD 2.75000000
879360AE5
5800000.00000000
NS
USD
5055820.97000000
0.245544267602
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
UMBS P#ZA2375 3.5% 04/01/35
N/A
FREDDIE MAC POOL UMBS P#ZA2375 3.50000000
31329KT87
346562.86000000
NS
USD
332011.97000000
0.016124707835
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#QE4310 4% 06/01/52
N/A
FREDDIE MAC POOL UMBS P#QE4310 4.00000000
3133BDYF6
4919256.18000000
NS
USD
4699047.30000000
0.228216967047
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
AID-SRI LANKA 6.585% 09/15/28
N/A
AID-SRI LANKA REGD 6.58500000
85227SAG1
1524009.55000000
NS
USD
1566370.95000000
0.076073383530
Long
DBT
USGA
LK
N
3
2028-09-15
Fixed
6.58500000
N
N
N
N
N
N
FGLMC P#C01832 4.5% 03/01/34
N/A
FREDDIE MAC GOLD POOL P#C01832 4.50000000
31292JA91
2905.05000000
NS
USD
2886.73000000
0.000140198794
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA P#748591 4.5% 09/15/30
N/A
GINNIE MAE I POOL P#748591 4.50000000
3620C4UQ1
149297.29000000
NS
USD
145948.98000000
0.007088252454
Long
ABS-MBS
USGSE
US
N
2
2030-09-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC 5.75% 07/17/25
N/A
FEDERAL HOME LOAN MORTGAGE CORP MTN 5.75000000
3134GYW73
9425000.00000000
NS
USD
9419842.45000000
0.457490154228
Long
ABS-MBS
USGA
US
N
2
2025-07-17
Fixed
5.75000000
N
N
N
N
N
N
UMBS P#ZM6448 4.5% 05/01/48
N/A
FREDDIE MAC POOL UMBS P#ZM6448 4.50000000
3131Y1EV8
424919.88000000
NS
USD
418884.97000000
0.020343838078
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#BP6345 3% 06/01/50
N/A
FANNIE MAE POOL UMBS P#BP6345 3.00000000
3140KEBP2
4103130.50000000
NS
USD
3668272.32000000
0.178155683424
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BW6232 5% 09/01/52
N/A
FANNIE MAE POOL UMBS P#BW6232 5.00000000
3140MX4S0
12949498.00000000
NS
USD
12818677.12000000
0.622560154669
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#AB8986 3.5% 04/01/43
N/A
FANNIE MAE POOL UMBS P#AB8986 3.50000000
31417F6Y9
104664.66000000
NS
USD
99380.45000000
0.004826575140
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 2.25% 11/15/27
N/A
UNITED STATES TREASURY NOTE 2.25000000
9128283F5
39090000.00000000
NS
USD
36775139.06000000
1.786045162607
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
UMBS P#545082 7.5% 06/01/31
N/A
FANNIE MAE POOL UMBS P#545082 7.50000000
31385HRB0
65.49000000
NS
USD
69.44000000
0.000003372467
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.50000000
N
N
N
N
N
N
BROADCOM INC 3.15% 11/15/25
549300WV6GIDOZJTV909
BROADCOM INC REGD 3.15000000
11135FBB6
500000.00000000
NS
USD
484271.01000000
0.023519418740
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
UMBS P#BM3286 4.5% 11/01/47
N/A
FANNIE MAE POOL UMBS P#BM3286 4.50000000
3140J7UL7
846416.58000000
NS
USD
835767.71000000
0.040590434561
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA II P#CG9061 3% 10/20/51
N/A
GINNIE MAE II POOL P#CG9061 3.00000000
3617WPB63
6194423.65000000
NS
USD
5570528.05000000
0.270541864182
Long
ABS-MBS
USGSE
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#733970 4.5% 10/15/40
N/A
GINNIE MAE I POOL P#733970 4.50000000
3620AMMT6
412738.28000000
NS
USD
412920.90000000
0.020054183201
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#FM3635 3% 03/01/50
N/A
FANNIE MAE POOL UMBS P#FM3635 3.00000000
3140X7BD0
8506786.62000000
NS
USD
7551382.18000000
0.366745305614
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#AB3087 4% 05/01/41
N/A
FANNIE MAE POOL UMBS P#AB3087 4.00000000
31416YND6
184643.97000000
NS
USD
180056.69000000
0.008744749534
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#MA4587 2.5% 04/01/42
N/A
FANNIE MAE POOL UMBS P#MA4587 2.50000000
31418ECZ1
11928668.15000000
NS
USD
10549982.98000000
0.512377289349
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#FS2523 5% 06/01/52
N/A
FANNIE MAE POOL UMBS P#FS2523 5.00000000
3140XHYV3
14053494.04000000
NS
USD
13911520.16000000
0.675635875794
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#BR7093 2.5% 03/01/51
N/A
FANNIE MAE POOL UMBS P#BR7093 2.50000000
3140L53B0
6621115.64000000
NS
USD
5742284.83000000
0.278883514925
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANI 5.4% 03/02/26
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC REGD 5.40000000
969457CH1
7630000.00000000
NS
USD
7709483.16000000
0.374423739952
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
UMBS P#RA3750 2.5% 10/01/50
N/A
FREDDIE MAC POOL UMBS P#RA3750 2.50000000
3133KKEX3
3796901.98000000
NS
USD
3254908.38000000
0.158079983255
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#AE5471 4.5% 10/01/40
N/A
FANNIE MAE POOL UMBS P#AE5471 4.50000000
31419GCH5
175884.26000000
NS
USD
175284.25000000
0.008512968129
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#AW1023 4.5% 03/01/44
N/A
FANNIE MAE POOL UMBS P#AW1023 4.50000000
3138XQD57
393851.89000000
NS
USD
391166.73000000
0.018997656127
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#109476 3.75% 08/01/28
N/A
FANNIE MAE POOL UMBS P#109476 3.75000000
313637Q52
5000000.00000000
NS
USD
4805559.25000000
0.233389895224
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.75000000
N
N
N
N
N
N
BEST BUY CO INC 1.95% 10/01/30
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC REGD 1.95000000
08652BAB5
1625000.00000000
NS
USD
1351818.15000000
0.065653273631
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.95000000
N
N
N
N
N
N
UMBS P#254868 5% 09/01/33
N/A
FANNIE MAE POOL UMBS P#254868 5.00000000
31371LCD9
2112.91000000
NS
USD
2131.01000000
0.000103496008
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA II P#AL5503 3.5% 03/20/45
N/A
GINNIE MAE II POOL P#AL5503 3.50000000
36184CDG7
776693.61000000
NS
USD
734028.46000000
0.035649300416
Long
ABS-MBS
USGSE
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS 6.05% 10/10/25
N/A
GENERAL MOTORS FINL CO REGD 6.05000000
37045XDZ6
6425000.00000000
NS
USD
6507637.19000000
0.316054112106
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
UMBS P#ZA3221 3% 11/01/46
N/A
FREDDIE MAC POOL UMBS P#ZA3221 3.00000000
31329LSJ2
258872.43400000
NS
USD
229798.02000000
0.011160519103
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#905844 6% 01/01/37
N/A
FANNIE MAE POOL UMBS P#905844 6.00000000
31411ELZ8
34269.99000000
NS
USD
35985.30000000
0.001747685328
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#MA4550 3.5% 02/01/52
N/A
FANNIE MAE POOL UMBS P#MA4550 3.50000000
31418EBU3
6941408.11000000
NS
USD
6381054.61000000
0.309906420746
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA2655 4% 06/01/36
N/A
FANNIE MAE POOL UMBS P#MA2655 4.00000000
31418B5R3
276785.27000000
NS
USD
270661.65000000
0.013145128558
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FM6846 2.5% 04/01/51
N/A
FANNIE MAE POOL UMBS P#FM6846 2.50000000
3140XATC6
9710985.04000000
NS
USD
8338161.83000000
0.404956554405
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#SD0252 3% 04/01/43
N/A
FREDDIE MAC POOL UMBS P#SD0252 3.00000000
3132DMH57
3012267.56000000
NS
USD
2744795.43000000
0.133305508161
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#995676 4.5% 05/01/39
N/A
FANNIE MAE POOL UMBS P#995676 4.50000000
31416CCM6
293883.56000000
NS
USD
294069.95000000
0.014281991179
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#QE7023 4% 08/01/52
N/A
FREDDIE MAC POOL UMBS P#QE7023 4.00000000
3133BGYU6
4713285.12000000
NS
USD
4501201.95000000
0.218608281959
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
BRUNSWICK CORP 2.4% 08/18/31
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP REGD 2.40000000
117043AT6
7055000.00000000
NS
USD
5700400.42000000
0.276849329609
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
UMBS P#SD0254 3.5% 01/01/44
N/A
FREDDIE MAC POOL UMBS P#SD0254 3.50000000
3132DMH73
8324391.21000000
NS
USD
7848831.14000000
0.381191403976
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AY4598 3% 02/01/45
N/A
FANNIE MAE POOL UMBS P#AY4598 3.00000000
3138YJDC7
878926.10000000
NS
USD
798288.84000000
0.038770211547
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#AS2670 3.5% 10/01/43
N/A
FANNIE MAE POOL UMBS P#AS2670 3.50000000
3138WB6G5
204491.79000000
NS
USD
191819.77000000
0.009316042877
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 2.875% 05/15/32
N/A
UNITED STATES TREASURY NOTE 2.87500000
91282CEP2
67545000.00000000
NS
USD
62711310.94000000
3.045678042506
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
FHMS KBX1 A1 2.92% 09/25/24
N/A
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A1 2.92000000
3137F4CY6
10215976.94000000
NS
USD
10027088.33000000
0.486982049955
Long
ABS-CBDO
CORP
US
N
2
2024-09-25
Fixed
2.92000000
N
N
N
N
N
N
UMBS P#ZM3236 4% 05/01/47
N/A
FREDDIE MAC POOL UMBS P#ZM3236 4.00000000
3131XWSZ7
341204.55400000
NS
USD
328835.52000000
0.015970438312
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#ZL8610 4% 10/01/44
N/A
FREDDIE MAC POOL UMBS P#ZL8610 4.00000000
3131XQR73
395938.59000000
NS
USD
382898.93000000
0.018596116810
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS 6.125% 10/01/25
54930070NSV60J38I987
GENERAL MOTORS CO REGD 6.12500000
37045VAV2
500000.00000000
NS
USD
506698.84000000
0.024608663222
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
UMBS P#RA1992 2.5% 01/01/50
N/A
FREDDIE MAC POOL UMBS P#RA1992 2.50000000
3133KHF92
1132326.70000000
NS
USD
976749.94000000
0.047437468627
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#RE0013 3.5% 09/01/50
N/A
FREDDIE MAC POOL UMBS P#RE0013 3.50000000
3133LWAN2
2351309.30000000
NS
USD
2189292.80000000
0.106326608543
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA1348 2.5% 02/01/33
N/A
FANNIE MAE POOL UMBS P#MA1348 2.50000000
31418AQA9
497298.32000000
NS
USD
463959.16000000
0.022532940310
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZM5690 4% 02/01/48
N/A
FREDDIE MAC POOL UMBS P#ZM5690 4.00000000
3131Y0KB7
303625.69000000
NS
USD
292617.06000000
0.014211429184
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#MA1490 3% 07/01/33
N/A
FANNIE MAE POOL UMBS P#MA1490 3.00000000
31418AUQ9
687046.88000000
NS
USD
651861.11000000
0.031658707810
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
LOWE'S COS INC 4.5% 04/15/30
WAFCR4OKGSC504WU3E95
LOWE'S COS INC REGD 4.50000000
548661DU8
5050000.00000000
NS
USD
5030244.45000000
0.244302101808
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#770444 5% 04/01/34
N/A
FANNIE MAE POOL UMBS P#770444 5.00000000
31404J5D3
527.14000000
NS
USD
532.37000000
0.000025855425
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#QD0339 2.5% 11/01/51
N/A
FREDDIE MAC POOL UMBS P#QD0339 2.50000000
3133AWLU6
2855619.20000000
NS
USD
2450302.23000000
0.119002961149
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZM0183 3.5% 09/01/45
N/A
FREDDIE MAC POOL UMBS P#ZM0183 3.50000000
3131XTFY1
452533.42000000
NS
USD
425624.67000000
0.020671162703
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BR7095 2.5% 04/01/51
N/A
FANNIE MAE POOL UMBS P#BR7095 2.50000000
3140L53D6
3653179.25000000
NS
USD
3152592.50000000
0.153110844125
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BJ9930 4% 04/01/48
N/A
FANNIE MAE POOL UMBS P#BJ9930 4.00000000
3140HCA89
215733.76000000
NS
USD
207413.83000000
0.010073394069
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
US TREAS NTS 2.875% 05/15/28
N/A
UNITED STATES TREASURY NOTE 2.87500000
9128284N7
40165000.00000000
NS
USD
38548986.53000000
1.872194984850
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
UMBS P#BF0125 4% 07/01/56
N/A
FANNIE MAE POOL UMBS P#BF0125 4.00000000
3140FXD74
2605549.65500000
NS
USD
2506992.42000000
0.121756213542
Long
ABS-MBS
USGSE
US
N
2
2056-07-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#BT7969 5% 10/01/52
N/A
FANNIE MAE POOL UMBS P#BT7969 5.00000000
3140LW2B2
2133599.25000000
NS
USD
2112044.80000000
0.102574932268
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#SD3621 6% 09/01/53
N/A
FREDDIE MAC POOL UMBS P#SD3621 6.00000000
3132E0AW2
3041897.13000000
NS
USD
3112469.48000000
0.151162203613
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS G 3.85% 01/26/27
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD 3.85000000
38141GWB6
4930000.00000000
NS
USD
4797509.21000000
0.232998931781
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
UMBS P#797806 5% 04/01/35
N/A
FANNIE MAE POOL UMBS P#797806 5.00000000
31405SKT0
1884.79000000
NS
USD
1905.84000000
0.000092560256
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
US TREAS NTS 4% 12/15/25
N/A
UNITED STATES TREASURY NOTE 4.00000000
91282CGA3
10700000.00000000
NS
USD
10644828.13000000
0.516983600180
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#AS4793 3.5% 04/01/45
N/A
FANNIE MAE POOL UMBS P#AS4793 3.50000000
3138WEKF5
762875.44000000
NS
USD
718309.86000000
0.034885900733
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA P#761473 4.29% 04/15/41
N/A
GINNIE MAE I POOL P#761473 4.29000000
36176BXA0
7819.02000000
NS
USD
7729.41000000
0.000375391519
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Fixed
4.29000000
N
N
N
N
N
N
UMBS P#MA1561 3% 09/01/33
N/A
FANNIE MAE POOL UMBS P#MA1561 3.00000000
31418AWX2
823211.03000000
NS
USD
780722.61000000
0.037917078672
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#AP3585 3.5% 08/01/42
N/A
FANNIE MAE POOL UMBS P#AP3585 3.50000000
3138M66X0
21604.19000000
NS
USD
20371.04000000
0.000989353089
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AA6022 4.5% 05/01/39
N/A
FANNIE MAE POOL UMBS P#AA6022 4.50000000
31416PVQ7
224646.46000000
NS
USD
225221.35000000
0.010938245591
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#918930 6% 05/01/37
N/A
FANNIE MAE POOL UMBS P#918930 6.00000000
31411Y4P5
6924.73000000
NS
USD
7287.61000000
0.000353934775
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA II P#AN0946 3.5% 05/20/45
N/A
GINNIE MAE II POOL P#AN0946 3.50000000
36185GBP9
956361.50000000
NS
USD
903826.87000000
0.043895839696
Long
ABS-MBS
USGSE
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#ZT1113 3.5% 06/01/43
N/A
FREDDIE MAC POOL UMBS P#ZT1113 3.50000000
3132ADGW2
637340.99000000
NS
USD
600587.84000000
0.029168537054
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BT5071 2.5% 06/01/51
N/A
FANNIE MAE POOL UMBS P#BT5071 2.50000000
3140LTT53
1782559.60000000
NS
USD
1526892.62000000
0.074156053450
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
AMGEN INC 5.25% 03/02/33
62QBXGPJ34PQ72Z12S66
AMGEN INC REGD 5.25000000
031162DR8
2800000.00000000
NS
USD
2873443.02000000
0.139553490131
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
WARNERMEDIA HO 4.279% 03/15/32
N/A
WARNERMEDIA HOLDINGS INC REGD SER WI 4.27900000
55903VBC6
5845000.00000000
NS
USD
5354416.29000000
0.260046040824
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
UMBS P#FM0051 4.5% 12/01/39
N/A
FANNIE MAE POOL UMBS P#FM0051 4.50000000
3140X3BV9
1306876.27000000
NS
USD
1298269.42000000
0.063052591414
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
FHR 4745 VD 4% 01/15/40
N/A
FREDDIE MAC REMICS SER 4745 CL VD 4.00000000
3137FDCW0
1546190.65000000
NS
USD
1523702.92000000
0.074001140419
Long
ABS-CBDO
CORP
US
N
2
2040-01-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#AS8238 3.5% 10/01/46
N/A
FANNIE MAE POOL UMBS P#AS8238 3.50000000
3138WJEL8
171587.91000000
NS
USD
160480.19000000
0.007793984587
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#749373 5% 11/01/33
N/A
FANNIE MAE POOL UMBS P#749373 5.00000000
31403HQ29
4063.80000000
NS
USD
4098.62000000
0.000199056226
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC 2.75% 06/01/31
549300Z40J86GGSTL398
AT&T INC REGD SER * 2.75000000
00206RJY9
10048000.00000000
NS
USD
8816240.00000000
0.428175207677
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
UMBS P#257247 5.5% 06/01/48
N/A
FANNIE MAE POOL UMBS P#257247 5.50000000
31371NWG6
25590.73000000
NS
USD
26324.43000000
0.001278489274
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 09/14/33
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 5.71700000
46647PDK9
11590000.00000000
NS
USD
12014315.70000000
0.583495018278
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
GOLDMAN SACHS GR 2.6% 02/07/30
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD 2.60000000
38141GXG4
9000000.00000000
NS
USD
7913399.31000000
0.384327263435
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
UMBS P#898171 6.5% 09/01/36
N/A
FANNIE MAE POOL UMBS P#898171 6.50000000
31410U2C5
7766.92000000
NS
USD
8255.26000000
0.000400930290
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA P#738107 4% 03/15/41
N/A
GINNIE MAE I POOL P#738107 4.00000000
3620ASAG4
177693.17000000
NS
USD
173435.20000000
0.008423165973
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#G04693 5.5% 07/01/32
N/A
FREDDIE MAC GOLD POOL P#G04693 5.50000000
3128M6RN0
1611.95000000
NS
USD
1648.79000000
0.000080076200
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
5.50000000
N
N
N
N
N
N
ARROW ELECTRONICS 4% 04/01/25
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC REGD 4.00000000
042735BE9
980000.00000000
NS
USD
961806.02000000
0.046711692553
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#K36017 5% 09/01/47
N/A
FREDDIE MAC GOLD POOL P#K36017 5.00000000
31302VVJ7
363304.39000000
NS
USD
364610.59000000
0.017707913474
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#QA5615 3% 12/01/49
N/A
FREDDIE MAC POOL UMBS P#QA5615 3.00000000
3133A0GY4
1370156.30000000
NS
USD
1227289.80000000
0.059605349332
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
AUTOZONE INC 3.25% 04/15/25
GA3JGKJ41LJKXDN23E90
AUTOZONE INC REGD 3.25000000
053332AR3
7363000.00000000
NS
USD
7190348.99000000
0.349211134459
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
UMBS P#BO7843 3% 03/01/50
N/A
FANNIE MAE POOL UMBS P#BO7843 3.00000000
3140K3WD0
1345297.76000000
NS
USD
1203970.52000000
0.058472810113
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BE7137 4% 02/01/47
N/A
FANNIE MAE POOL UMBS P#BE7137 4.00000000
3140FS4X8
1241178.96000000
NS
USD
1203091.89000000
0.058430138001
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#MA2550 3% 03/01/36
N/A
FANNIE MAE POOL UMBS P#MA2550 3.00000000
31418BZQ2
779752.10000000
NS
USD
730968.02000000
0.035500665109
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#745870 5% 10/01/36
N/A
FANNIE MAE POOL UMBS P#745870 5.00000000
31403DT33
1491.42000000
NS
USD
1508.13000000
0.000073244815
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#966857 6% 12/01/37
N/A
FANNIE MAE POOL UMBS P#966857 6.00000000
31414HTN7
17575.88000000
NS
USD
18498.61000000
0.000898415444
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#FM7310 2.5% 05/01/51
N/A
FANNIE MAE POOL UMBS P#FM7310 2.50000000
3140XBDQ0
1621480.34000000
NS
USD
1401662.27000000
0.068074035365
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BU1408 3.5% 01/01/52
N/A
FANNIE MAE POOL UMBS P#BU1408 3.50000000
3140M2R61
3054547.20000000
NS
USD
2807965.21000000
0.136373452508
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BP6546 3% 08/01/50
N/A
FANNIE MAE POOL UMBS P#BP6546 3.00000000
3140KEHY7
2483909.65000000
NS
USD
2218351.52000000
0.107737893112
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER 5.55% 02/15/28
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP REGD 5.55000000
29273VAP5
1775000.00000000
NS
USD
1816109.92000000
0.088202367694
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.55000000
N
N
N
N
N
N
UMBS P#QE0105 5% 04/01/52
N/A
FREDDIE MAC POOL UMBS P#QE0105 5.00000000
3133B9DJ0
3839148.27000000
NS
USD
3810197.25000000
0.185048501267
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
5.00000000
N
N
N
N
N
N
WI TREASURY 3.125% 08/31/2027
N/A
UNITED STATES TREASURY NOTE 3.12500000
91282CFH9
3075000.00000000
NS
USD
2990437.50000000
0.145235519632
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
UMBS P#ZN5898 3% 05/01/49
N/A
FREDDIE MAC POOL UMBS P#ZN5898 3.00000000
3131YCRT5
2080004.85000000
NS
USD
1863140.38000000
0.090486479399
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BR6500 2.5% 03/01/51
N/A
FANNIE MAE POOL UMBS P#BR6500 2.50000000
3140L5GJ9
6157668.45000000
NS
USD
5324422.48000000
0.258589342070
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZN0188 3% 09/01/46
N/A
FREDDIE MAC POOL UMBS P#ZN0188 3.00000000
3131Y6F53
965216.56000000
NS
USD
872184.94000000
0.042359097281
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BV5046 5.5% 06/01/52
N/A
FANNIE MAE POOL UMBS P#BV5046 5.50000000
3140MJTC9
1103320.02000000
NS
USD
1112368.38000000
0.054024001402
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.50000000
N
N
N
N
N
N
ABBVIE INC 4.25% 11/14/28
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD 4.25000000
00287YBF5
8830000.00000000
NS
USD
8791056.61000000
0.426952134888
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
FGLMC P#J19599 3% 06/01/27
N/A
FREDDIE MAC GOLD POOL P#J19599 3.00000000
3128Q0UY1
5517.09000000
NS
USD
5359.59000000
0.000260297310
Long
ABS-MBS
USGA
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
FGLMC P#A97415 4% 03/01/41
N/A
FREDDIE MAC GOLD POOL P#A97415 4.00000000
312946GY6
6576.34000000
NS
USD
6397.48000000
0.000310704146
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#BQ6015 2.5% 12/01/50
N/A
FANNIE MAE POOL UMBS P#BQ6015 2.50000000
3140KRVH9
1674781.97000000
NS
USD
1449908.06000000
0.070417171572
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA II P#CG9023 2.5% 10/20/51
N/A
GINNIE MAE II POOL P#CG9023 2.50000000
3617WPAY3
4382962.74000000
NS
USD
3812224.77000000
0.185146971113
Long
ABS-MBS
USGSE
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
FIFTH THIRD BANK V/R 10/27/25
N/A
FIFTH THIRD BANK REGD V/R 5.85200000
31677QBT5
2400000.00000000
NS
USD
2395287.50000000
0.116331080229
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.85200000
N
N
N
N
N
N
FHR 4408 PB 3% 04/15/44
N/A
FREDDIE MAC REMICS SER 4408 CL PB 3.00000000
3137BFCY5
212230.66000000
NS
USD
197728.87000000
0.009603028045
Long
ABS-CBDO
CORP
US
N
2
2044-04-15
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#ZS3332 4% 07/01/41
N/A
FREDDIE MAC POOL UMBS P#ZS3332 4.00000000
3132A3VZ0
313018.40000000
NS
USD
305019.66000000
0.014813781869
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#BW3331 4% 07/01/52
N/A
FANNIE MAE POOL UMBS P#BW3331 4.00000000
3140MUVZ0
4702043.66000000
NS
USD
4498931.64000000
0.218498020616
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FM6124 2.5% 01/01/51
N/A
FANNIE MAE POOL UMBS P#FM6124 2.50000000
3140X9YW9
9342549.74000000
NS
USD
8085805.64000000
0.392700460643
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
FHR 4732 QL 3% 04/15/45
N/A
FREDDIE MAC REMICS SER 4732 CL QL 3.00000000
3137FBNG7
77470.98400000
NS
USD
75747.05000000
0.003678780167
Long
ABS-CBDO
CORP
US
N
2
2045-04-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC P#1G1677 V/R 04/01/37
N/A
FREDDIE MAC NON GOLD POOL P#1G1677 V/R 4.90800000
3128QJ2J4
29866.29000000
NS
USD
29813.33000000
0.001447933446
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Variable
4.90800000
N
N
N
N
N
N
CITIGROUP INC V/R 03/20/30
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 3.98000000
172967ME8
4460000.00000000
NS
USD
4232043.96000000
0.205536181124
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000000
N
N
N
N
N
N
GNMA II P#AB2158 4% 08/20/42
N/A
GINNIE MAE II POOL P#AB2158 4.00000000
36178MMF5
244279.82000000
NS
USD
238582.77000000
0.011587164947
Long
ABS-MBS
USGSE
US
N
2
2042-08-20
Fixed
4.00000000
N
N
N
N
N
N
SYNCHRONY FINANC 3.7% 08/04/26
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL REGD 3.70000000
87165BAL7
2745000.00000000
NS
USD
2579016.47000000
0.125254180086
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
GNMA II P#763145 4.5% 04/20/31
N/A
GINNIE MAE II POOL P#763145 4.50000000
36176DTA1
5373.76000000
NS
USD
5252.78000000
0.000255109907
Long
ABS-MBS
USGSE
US
N
2
2031-04-20
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#ZS7645 3% 02/01/32
N/A
FREDDIE MAC POOL UMBS P#ZS7645 3.00000000
3132A8P60
1451717.46000000
NS
USD
1386358.02000000
0.067330759272
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA II P#BY1522 3.5% 12/20/50
N/A
GINNIE MAE II POOL P#BY1522 3.50000000
3617QHVP4
334459.19000000
NS
USD
310872.62000000
0.015098040505
Long
ABS-MBS
USGSE
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC P#8D6008 V/R 10/01/51
N/A
FREDDIE MAC NON GOLD POOL P#8D6008 V/R 1.93200000
3142BUU97
11917715.84000000
NS
USD
10407449.38000000
0.505454910446
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Variable
1.93200000
N
N
N
N
N
N
UMBS P#CA0713 4.5% 11/01/47
N/A
FANNIE MAE POOL UMBS P#CA0713 4.50000000
3140Q7YK7
1015449.57000000
NS
USD
1009948.77000000
0.049049824453
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
FGLMC P#J20061 3% 08/01/27
N/A
FREDDIE MAC GOLD POOL P#J20061 3.00000000
31306XB69
6840.04000000
NS
USD
6645.14000000
0.000322732162
Long
ABS-MBS
USGA
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
US TREAS BDS 2.75% 08/15/47
N/A
UNITED STATES TREASURY BOND 2.75000000
912810RY6
9790000.00000000
NS
USD
7657615.63000000
0.371904707980
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
FGLMC P#G30284 5% 02/01/26
N/A
FREDDIE MAC GOLD POOL P#G30284 5.00000000
3128CUJ56
228.54000000
NS
USD
226.81000000
0.000011015400
Long
ABS-MBS
USGA
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#BX8575 5.5% 04/01/53
N/A
FANNIE MAE POOL UMBS P#BX8575 5.50000000
3140NDQ59
2783222.76000000
NS
USD
2803102.21000000
0.136137272908
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY 3.55% 05/01/27
N/A
NEXTERA ENERGY CAPITAL REGD 3.55000000
65339KAT7
4777000.00000000
NS
USD
4607004.82000000
0.223746772498
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
US TREAS NTS 4.375% 11/30/28
N/A
UNITED STATES TREASURY NOTE 4.37500000
91282CJN2
6000000.00000000
NS
USD
6146250.00000000
0.298502748358
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
UMBS P#QF4438 6.5% 12/01/52
N/A
FREDDIE MAC POOL UMBS P#QF4438 6.50000000
3133BR4X9
5389463.65000000
NS
USD
5592054.77000000
0.271587344773
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
6.50000000
N
N
N
N
N
N
CAPITAL ONE FINAN V/R 05/10/28
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD V/R 4.92700000
14040HCS2
3165000.00000000
NS
USD
3113698.42000000
0.151221889107
Long
DBT
CORP
US
N
2
2028-05-10
Variable
4.92700000
N
N
N
N
N
N
APPLIED MATERIAL 3.9% 10/01/25
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC REGD 3.90000000
038222AJ4
6435000.00000000
NS
USD
6348656.07000000
0.308332932320
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
FGLMC P#Q13271 4% 11/01/42
N/A
FREDDIE MAC GOLD POOL P#Q13271 4.00000000
3132HPT46
5515.19000000
NS
USD
5357.85000000
0.000260212804
Long
ABS-MBS
USGA
US
N
2
2042-11-01
Fixed
4.00000000
N
N
N
N
N
N
BOSTON PROPERTI 3.25% 01/30/31
N/A
BOSTON PROPERTIES LP REGD 3.25000000
10112RBD5
6488000.00000000
NS
USD
5580862.83000000
0.271043789785
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
UMBS P#RB5023 3.5% 11/01/39
N/A
FREDDIE MAC POOL UMBS P#RB5023 3.50000000
3133KYSL4
1961668.00000000
NS
USD
1876550.17000000
0.091137747923
Long
ABS-MBS
USGA
US
N
2
2039-11-01
Fixed
3.50000000
N
N
N
N
N
N
BUNGE LTD FINAN 2.75% 05/14/31
N/A
BUNGE LTD FINANCE CORP REGD 2.75000000
120568BC3
4150000.00000000
NS
USD
3615768.09000000
0.175605729069
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
REALTY INCOME C 5.05% 01/13/26
549300CUWDAUZSH43859
REALTY INCOME CORP REGD 5.05000000
756109BQ6
6521000.00000000
NS
USD
6522894.42000000
0.316795104595
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
5.05000000
N
N
N
N
N
N
UMBS P#AB1725 3.5% 10/01/40
N/A
FANNIE MAE POOL UMBS P#AB1725 3.50000000
31416W4K5
30527.95000000
NS
USD
28980.34000000
0.001407477915
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BQ7555 2.5% 10/01/50
N/A
FANNIE MAE POOL UMBS P#BQ7555 2.50000000
3140KTMD4
1630970.03000000
NS
USD
1409066.62000000
0.068433639811
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZS3092 3.5% 01/01/41
N/A
FREDDIE MAC POOL UMBS P#ZS3092 3.50000000
3132A3NH9
346917.60000000
NS
USD
327292.18000000
0.015895483464
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AD4927 5% 06/01/40
N/A
FANNIE MAE POOL UMBS P#AD4927 5.00000000
31418SPM5
2907.38000000
NS
USD
2967.27000000
0.000144110351
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#BR3255 2% 02/01/51
N/A
FANNIE MAE POOL UMBS P#BR3255 2.00000000
3140L1TM7
8449623.15000000
NS
USD
6899098.21000000
0.335066060911
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
UMBS P#790874 6.5% 09/01/34
N/A
FANNIE MAE POOL UMBS P#790874 6.50000000
31405JT79
345.74000000
NS
USD
365.45000000
0.000017748680
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA II P#BZ0238 2.5% 03/20/51
N/A
GINNIE MAE II POOL P#BZ0238 2.50000000
3617QUHP1
1931493.89000000
NS
USD
1669413.39000000
0.081077809243
Long
ABS-MBS
USGSE
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA P#694386 4% 04/15/24
N/A
GINNIE MAE I POOL P#694386 4.00000000
36296LNB2
3604.95000000
NS
USD
3588.01000000
0.000174257611
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#Q17285 3.5% 04/01/43
N/A
FREDDIE MAC GOLD POOL P#Q17285 3.50000000
3132J8RF9
20886.05000000
NS
USD
19665.39000000
0.000955082035
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#696231 6% 04/01/33
N/A
FANNIE MAE POOL UMBS P#696231 6.00000000
31400SPQ6
93896.42000000
NS
USD
97863.42000000
0.004752898081
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
AFLAC INC 1.125% 03/15/26
549300N0B7DOGLXWPP39
AFLAC INC REGD 1.12500000
001055BK7
4380000.00000000
NS
USD
4044976.08000000
0.196450921606
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
UMBS P#SD0253 3% 04/01/43
N/A
FREDDIE MAC POOL UMBS P#SD0253 3.00000000
3132DMH65
4993237.86000000
NS
USD
4548988.49000000
0.220929113933
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
ELEVANCE HEALT 2.875% 09/15/29
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC REGD 2.87500000
036752AL7
7245000.00000000
NS
USD
6649454.70000000
0.322941712920
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
UMBS P#BX0639 5% 11/01/52
N/A
FANNIE MAE POOL UMBS P#BX0639 5.00000000
3140N4V95
3294125.70000000
NS
USD
3291012.09000000
0.159833419360
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#ZL9867 3.5% 07/01/45
N/A
FREDDIE MAC POOL UMBS P#ZL9867 3.50000000
3131XR6C3
908606.01000000
NS
USD
861247.27000000
0.041827891333
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#924096 6.5% 05/01/37
N/A
FANNIE MAE POOL UMBS P#924096 6.50000000
31412FUV3
74363.71000000
NS
USD
79184.74000000
0.003845737241
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.50000000
N
N
N
N
N
N
UMBS P#AB3658 3.5% 10/01/41
N/A
FANNIE MAE POOL UMBS P#AB3658 3.50000000
31417AB40
479718.59000000
NS
USD
455571.82000000
0.022125595337
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.50000000
N
N
N
N
N
N
FNR 2016-24 TA 3% 04/25/42
N/A
FANNIE MAE REMICS SER 2016-24 CL TA 3.00000000
3136ASJA5
60742.83100000
NS
USD
59809.04000000
0.002904724476
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#FS1857 2.5% 05/01/52
N/A
FANNIE MAE POOL UMBS P#FS1857 2.50000000
3140XHB30
1943906.10000000
NS
USD
1662293.30000000
0.080732010352
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#AU4279 3% 09/01/43
N/A
FANNIE MAE POOL UMBS P#AU4279 3.00000000
3138X3XH0
130231.59000000
NS
USD
118903.34000000
0.005774736429
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA II P#745364 4.5% 06/20/30
N/A
GINNIE MAE II POOL P#745364 4.50000000
3620C1B96
12566.30000000
NS
USD
12284.47000000
0.000596615506
Long
ABS-MBS
USGSE
US
N
2
2030-06-20
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#FM4999 2.5% 12/01/50
N/A
FANNIE MAE POOL UMBS P#FM4999 2.50000000
3140X8RV1
2272933.20000000
NS
USD
1972369.65000000
0.095791378694
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
QUALCOMM INC 4.25% 05/20/32
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC REGD 4.25000000
747525BQ5
1785000.00000000
NS
USD
1774843.81000000
0.086198211135
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
UMBS P#ZM6488 4.5% 05/01/48
N/A
FREDDIE MAC POOL UMBS P#ZM6488 4.50000000
3131Y1F54
849200.95300000
NS
USD
837140.21000000
0.040657092283
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#257126 6% 03/01/28
N/A
FANNIE MAE POOL UMBS P#257126 6.00000000
31371NSP1
26155.29000000
NS
USD
26465.99000000
0.001285364369
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA P#773245 4% 12/15/41
N/A
GINNIE MAE I POOL P#773245 4.00000000
36176QZJ6
0.00000000
NS
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
N/A
2041-12-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FS5999 6% 09/01/53
N/A
FANNIE MAE POOL UMBS P#FS5999 6.00000000
3140XMUZ7
11357927.47000000
NS
USD
11686382.72000000
0.567568413307
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA II P#MA8942 2.5% 06/20/53
N/A
GINNIE MAE II POOL P#MA8942 2.50000000
36179X5B8
8018725.33000000
NS
USD
7030676.04000000
0.341456354811
Long
ABS-MBS
USGSE
US
N
2
2053-06-20
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BR9465 2.5% 05/01/51
N/A
FANNIE MAE POOL UMBS P#BR9465 2.50000000
3140L8QT0
2477995.58000000
NS
USD
2141858.53000000
0.104022885141
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#AL6731 3.5% 04/01/45
N/A
FANNIE MAE POOL UMBS P#AL6731 3.50000000
3138EPPR9
1418354.10000000
NS
USD
1342558.58000000
0.065203567372
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#QB9110 2.5% 02/01/51
N/A
FREDDIE MAC POOL UMBS P#QB9110 2.50000000
3133AGDP1
1036633.49000000
NS
USD
899712.24000000
0.043696005917
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
THERMO FISHER SCIE 2% 10/15/31
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC REGD 2.00000000
883556CL4
10046000.00000000
NS
USD
8480582.85000000
0.411873465675
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
US TREAS NTS 2.25% 08/15/27
N/A
UNITED STATES TREASURY NOTE 2.25000000
9128282R0
25900000.00000000
NS
USD
24435031.25000000
1.186727514232
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
UMBS P#CA6544 2.5% 07/01/35
N/A
FANNIE MAE POOL UMBS P#CA6544 2.50000000
3140QEHW5
2326265.30000000
NS
USD
2148229.75000000
0.104332313928
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
BOSTON PROPERTIE 6.5% 01/15/34
N/A
BOSTON PROPERTIES LP REGD 6.50000000
10112RBH6
3435000.00000000
NS
USD
3631026.69000000
0.176346788094
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
N
VERISK ANALYTICS I 4% 06/15/25
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC REGD 4.00000000
92345YAD8
5895000.00000000
NS
USD
5798887.80000000
0.281632531335
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#BP3077 4% 03/01/50
N/A
FANNIE MAE POOL UMBS P#BP3077 4.00000000
3140KAM37
3713462.62000000
NS
USD
3550850.61000000
0.172452904794
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FM4600 2.5% 10/01/35
N/A
FANNIE MAE POOL UMBS P#FM4600 2.50000000
3140X8DE4
6491054.18000000
NS
USD
5994508.40000000
0.291133167778
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#819453 4% 03/01/35
N/A
FANNIE MAE POOL UMBS P#819453 4.00000000
31406TMA6
128566.48000000
NS
USD
124634.72000000
0.006053090333
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
4.00000000
N
N
N
N
N
N
PROLOGIS LP 1.75% 07/01/30
N/A
PROLOGIS LP REGD 1.75000000
74340XBZ3
3906000.00000000
NS
USD
3274947.34000000
0.159053208333
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
UMBS P#ZK4353 3% 08/01/27
N/A
FREDDIE MAC POOL UMBS P#ZK4353 3.00000000
3131X7ZS0
106889.25000000
NS
USD
103729.34000000
0.005037786142
Long
ABS-MBS
USGA
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#709541 5.5% 01/15/36
N/A
GINNIE MAE I POOL P#709541 5.50000000
36297EHS7
52754.45000000
NS
USD
54033.05000000
0.002624204014
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#ZM0400 3.5% 11/01/45
N/A
FREDDIE MAC POOL UMBS P#ZM0400 3.50000000
3131XTNR7
1862697.19000000
NS
USD
1767539.70000000
0.085843475010
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BV4839 4% 03/01/52
N/A
FANNIE MAE POOL UMBS P#BV4839 4.00000000
3140MJLV5
2027209.97000000
NS
USD
1941523.76000000
0.094293297272
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA P#752194 3% 03/15/46
N/A
GINNIE MAE I POOL P#752194 3.00000000
36230LNK1
3467339.89300000
NS
USD
3184405.30000000
0.154655885123
Long
ABS-MBS
USGSE
US
N
2
2046-03-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#741863 5% 05/15/40
N/A
GINNIE MAE I POOL P#741863 5.00000000
3620AWFC9
39629.58000000
NS
USD
40507.96000000
0.001967335756
Long
ABS-MBS
USGSE
US
N
2
2040-05-15
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#CA5893 3% 05/01/50
N/A
FANNIE MAE POOL UMBS P#CA5893 3.00000000
3140QDRP1
2147472.65000000
NS
USD
1920272.99000000
0.093261218647
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#ZM6514 4% 05/01/48
N/A
FREDDIE MAC POOL UMBS P#ZM6514 4.00000000
3131Y1GX2
136993.94000000
NS
USD
131710.67000000
0.006396745492
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#254223 7.5% 02/01/32
N/A
FANNIE MAE POOL UMBS P#254223 7.50000000
31371KLC3
351.12000000
NS
USD
378.46000000
0.000018380532
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.50000000
N
N
N
N
N
N
FHS 265 30 3% 06/15/42
N/A
FREDDIE MAC STRIPS SER 265 CL 30 3.00000000
3128HXJS5
4338787.35000000
NS
USD
3974434.56000000
0.193024956572
Long
ABS-CBDO
CORP
US
N
2
2042-06-15
Fixed
3.00000000
N
N
N
N
N
N
HEXCEL CORP 0% 08/15/25
S6Q7LW43WUBUHXY2QP69
HEXCEL CORP REGD 4.95000000
428291AM0
3820000.00000000
NS
USD
3785509.07000000
0.183849479167
Long
DBT
CORP
US
N
2
2025-08-15
Variable
4.95000000
N
N
N
N
N
N
US TREAS NTS 4.625% 02/28/2025
N/A
UNITED STATES TREASURY BOND 4.62500000
91282CGN5
1500000.00000000
NS
USD
1498828.13000000
0.072793055297
Long
DBT
UST
US
N
2
2025-02-28
Fixed
4.62500000
N
N
N
N
N
N
GNMA P#627039 3% 01/15/46
N/A
GINNIE MAE I POOL P#627039 3.00000000
36291FS41
880962.32000000
NS
USD
809722.64000000
0.039325512865
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO 4.875% 05/01/25
RVHJWBXLJ1RFUBSY1F30
BOEING CO REGD 4.87500000
097023CT0
4870000.00000000
NS
USD
4848559.29000000
0.235478262947
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
US TREAS NTS 2.875% 08/15/28
N/A
UNITED STATES TREASURY NOTE 2.87500000
9128284V9
55450000.00000000
NS
USD
53110703.13000000
2.579408721017
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
FHS 299 300 3% 01/15/43
N/A
FREDDIE MAC STRIPS SER 299 CL 300 3.00000000
3132HTJV9
715512.27000000
NS
USD
641796.82000000
0.031169919000
Long
ABS-CBDO
CORP
US
N
2
2043-01-15
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#MA1459 3% 06/01/33
N/A
FANNIE MAE POOL UMBS P#MA1459 3.00000000
31418ATR9
516756.53000000
NS
USD
490286.08000000
0.023811550516
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#AA0172 3.7% 05/15/42
N/A
GINNIE MAE I POOL P#AA0172 3.70000000
36177WFM7
380818.50000000
NS
USD
366840.82000000
0.017816228266
Long
ABS-MBS
USGSE
US
N
2
2042-05-15
Fixed
3.70000000
N
N
N
N
N
N
KEMPER CORP 4.35% 02/15/25
549300FNI1JKTRY2PV09
KEMPER CORP REGD 4.35000000
488401AB6
1960000.00000000
NS
USD
1918529.03000000
0.093176520359
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.35000000
N
N
N
N
N
N
BLOCK FINANCIAL 5.25% 10/01/25
N/A
BLOCK FINANCIAL LLC REGD 5.25000000
093662AG9
2985000.00000000
NS
USD
2966557.86000000
0.144075765609
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
OLD REPUBLIC I 3.875% 08/26/26
549300IV6O2YY2A1KH37
OLD REPUBLIC INTL CORP REGD 3.87500000
680223AK0
4895000.00000000
NS
USD
4716455.02000000
0.229062401623
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
UMBS P#ZS9328 4% 01/01/38
N/A
FREDDIE MAC POOL UMBS P#ZS9328 4.00000000
3132AALH5
1071313.17000000
NS
USD
1054772.06000000
0.051226741314
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#MA1166 3.5% 09/01/32
N/A
FANNIE MAE POOL UMBS P#MA1166 3.50000000
31418AJL3
14821.51000000
NS
USD
14262.22000000
0.000692668190
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AS6582 3.5% 02/01/46
N/A
FANNIE MAE POOL UMBS P#AS6582 3.50000000
3138WGJ47
1656526.80000000
NS
USD
1542302.37000000
0.074904453324
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA0406 4.5% 05/01/30
N/A
FANNIE MAE POOL UMBS P#MA0406 4.50000000
31417YNY9
69188.18000000
NS
USD
68514.18000000
0.003327503930
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA II P#710627 5% 06/20/40
N/A
GINNIE MAE II POOL P#710627 5.00000000
36297FPL0
23194.92000000
NS
USD
23601.32000000
0.001146236955
Long
ABS-MBS
USGSE
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA I 3.375% 04/15/29
N/A
T-MOBILE USA INC REGD 3.37500000
87264ABV6
4580000.00000000
NS
USD
4262047.56000000
0.206993355345
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
PNC FINANCIAL SER V/R 06/12/26
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES REGD V/R 5.81200000
693475BQ7
5020000.00000000
NS
USD
5057201.26000000
0.245611303658
Long
DBT
CORP
US
N
2
2026-06-12
Variable
5.81200000
N
N
N
N
N
N
UMBS P#ZA1314 3% 03/01/43
N/A
FREDDIE MAC POOL UMBS P#ZA1314 3.00000000
31329JN78
737700.74000000
NS
USD
673479.68000000
0.032708649248
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#ZA2406 3.5% 02/01/36
N/A
FREDDIE MAC POOL UMBS P#ZA2406 3.50000000
31329KU77
344845.68000000
NS
USD
329975.80000000
0.016025817887
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 3.875% 08/15/33
N/A
UNITED STATES TREASURY NOTE 3.87500000
91282CHT1
18100000.00000000
NS
USD
18114140.63000000
0.879743056694
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
UMBS P#FS1826 3.5% 05/01/52
N/A
FANNIE MAE POOL UMBS P#FS1826 3.50000000
3140XHA49
4536826.80000000
NS
USD
4201559.29000000
0.204055642945
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AS8747 3.5% 01/01/47
N/A
FANNIE MAE POOL UMBS P#AS8747 3.50000000
3138WJWH7
311429.86000000
NS
USD
291269.48000000
0.014145981743
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#779379 4.5% 06/01/34
N/A
FANNIE MAE POOL UMBS P#779379 4.50000000
31404U2L3
1733.74000000
NS
USD
1722.32000000
0.000083647305
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
4.50000000
N
N
N
N
N
N
MASTERCARD INC 3.3% 03/26/27
AR5L2ODV9HN37376R084
MASTERCARD INC REGD 3.30000000
57636QAR5
2300000.00000000
NS
USD
2232297.68000000
0.108415211329
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
3.30000000
N
N
N
N
N
N
UMBS P#QA3570 2.5% 10/01/49
N/A
FREDDIE MAC POOL UMBS P#QA3570 2.50000000
31339S6F7
1800961.62000000
NS
USD
1553517.33000000
0.075449126317
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
2.50000000
N
N
N
N
N
N
US TREAS BDS 2.25% 08/15/46
N/A
UNITED STATES TREASURY BOND 2.25000000
912810RT7
29985000.00000000
NS
USD
21406478.91000000
1.039640884655
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
EQUINIX INC 1.45% 05/15/26
549300EVUN2BTLJ3GT74
EQUINIX INC REGD 1.45000000
29444UBQ8
7345000.00000000
NS
USD
6788753.09000000
0.329706968524
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
FGLMC P#G31059 4% 01/01/38
N/A
FREDDIE MAC GOLD POOL P#G31059 4.00000000
3132J4MH9
304658.12000000
NS
USD
300334.73000000
0.014586250532
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
KEMPER CORP 3.8% 02/23/32
549300FNI1JKTRY2PV09
KEMPER CORP REGD 3.80000000
488401AD2
4500000.00000000
NS
USD
3807164.03000000
0.184901187944
Long
DBT
CORP
US
N
2
2032-02-23
Fixed
3.80000000
N
N
N
N
N
N
UMBS P#FM4356 2.5% 09/01/35
N/A
FANNIE MAE POOL UMBS P#FM4356 2.50000000
3140X7ZW2
3024179.90000000
NS
USD
2792839.39000000
0.135638842162
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BM3078 3.5% 09/01/47
N/A
FANNIE MAE POOL UMBS P#BM3078 3.50000000
3140J7M44
1244192.27000000
NS
USD
1169593.15000000
0.056803216552
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
FIFTH THIRD BANCO V/R 11/01/27
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP REGD V/R 1.70700000
316773DD9
1000000.00000000
NS
USD
901793.19000000
0.043797070679
Long
DBT
CORP
US
N
2
2027-11-01
Variable
1.70700000
N
N
N
N
N
N
UMBS P#BQ2612 2.5% 10/01/50
N/A
FANNIE MAE POOL UMBS P#BQ2612 2.50000000
3140KM3W8
820820.24000000
NS
USD
713013.54000000
0.034628676234
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BJ2997 3% 03/01/48
N/A
FANNIE MAE POOL UMBS P#BJ2997 3.00000000
3140H4KK9
352871.35000000
NS
USD
316285.38000000
0.015360920105
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#255047 5.5% 01/01/24
N/A
FANNIE MAE POOL UMBS P#255047 5.50000000
31371LHY8
34.23000000
NS
USD
34.23000000
0.000001662436
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
5.50000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS 6% 12/07/33
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.00000000
303901BM3
5010000.00000000
NS
USD
5151748.38000000
0.250203140171
Long
DBT
CORP
CA
Y
2
2033-12-07
Fixed
6.00000000
N
N
N
N
N
N
GNMA P#589405 6.5% 05/15/32
N/A
GINNIE MAE I POOL P#589405 6.50000000
36201PYA7
6868.76000000
NS
USD
7037.83000000
0.000341803798
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
UMBS P#SD1320 3% 06/01/52
N/A
FREDDIE MAC POOL UMBS P#SD1320 3.00000000
3132DNPD9
6641623.98000000
NS
USD
5912712.79000000
0.287160629338
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#FS1889 2.5% 05/01/42
N/A
FANNIE MAE POOL UMBS P#FS1889 2.50000000
3140XHC39
4893017.67000000
NS
USD
4348520.27000000
0.211193044846
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
2.50000000
N
N
N
N
N
N
US BANCORP 1.45% 05/12/25
N1GZ7BBF3NP8GI976H15
US BANCORP REGD 1.45000000
91159HHZ6
1000000.00000000
NS
USD
952923.99000000
0.046280322146
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
US TREASURYS ZCP 08/15/29
N/A
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000
912833XP0
3280000.00000000
NS
USD
2636043.77000000
0.128023804781
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.00000000
N
N
N
N
N
N
SPRINT LLC 7.625% 03/01/26
N/A
SPRINT LLC REGD 7.62500000
85207UAK1
4400000.00000000
NS
USD
4595380.64000000
0.223182225062
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
UMBS P#SD3279 5.5% 07/01/53
N/A
FREDDIE MAC POOL UMBS P#SD3279 5.50000000
3132DQUC8
2299979.50000000
NS
USD
2326149.68000000
0.112973288195
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#AB4808 3.5% 04/01/42
N/A
FANNIE MAE POOL UMBS P#AB4808 3.50000000
31417BKW6
853427.75000000
NS
USD
810518.15000000
0.039364148117
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#ZT1514 4% 02/01/45
N/A
FREDDIE MAC POOL UMBS P#ZT1514 4.00000000
3132ADVF2
1927967.75000000
NS
USD
1879619.62000000
0.091286820815
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
HUMANA INC 3.85% 10/01/24
529900YLDW34GJAO4J06
HUMANA INC REGD 3.85000000
444859BD3
2935000.00000000
NS
USD
2897652.59000000
0.140729267749
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
GNMA II P#5302 3.5% 02/20/42
N/A
GINNIE MAE II POOL P#5302 3.50000000
36202F3K0
313661.83000000
NS
USD
295165.10000000
0.014335178941
Long
ABS-MBS
USGSE
US
N
2
2042-02-20
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 06/01/34
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 5.35000000
46647PDR4
4625000.00000000
NS
USD
4695078.56000000
0.228024218656
Long
DBT
CORP
US
N
2
2034-06-01
Variable
5.35000000
N
N
N
N
N
N
FNW 2005-W1 1A1 6% 10/25/44
N/A
FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A1 6.00000000
31394CB35
221500.35000000
NS
USD
224058.81000000
0.010881784922
Long
ABS-CBDO
CORP
US
N
2
2044-10-25
Fixed
6.00000000
N
N
N
N
N
N
FGLMC P#A70283 5.5% 06/01/37
N/A
FREDDIE MAC GOLD POOL P#A70283 5.50000000
3128L3J49
10092.89000000
NS
USD
10437.53000000
0.000506915825
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
5.50000000
N
N
N
N
N
N
US TREAS NTS 1.625% 08/15/29
N/A
UNITED STATES TREASURY NOTE 1.62500000
912828YB0
47705000.00000000
NS
USD
42513354.54000000
2.064731042851
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
UMBS P#SC0081 2.5% 10/01/40
N/A
FREDDIE MAC POOL UMBS P#SC0081 2.50000000
3132D9CS1
3019595.30000000
NS
USD
2708134.22000000
0.131524996151
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#QF3678 6.5% 12/01/52
N/A
FREDDIE MAC POOL UMBS P#QF3678 6.50000000
3133BRCP7
1854694.49000000
NS
USD
1918450.08000000
0.093172686022
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
6.50000000
N
N
N
N
N
N
UMBS P#AL3024 3.5% 01/01/43
N/A
FANNIE MAE POOL UMBS P#AL3024 3.50000000
3138EKLE3
395764.08000000
NS
USD
372941.79000000
0.018112531916
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AR8153 3% 12/01/42
N/A
FANNIE MAE POOL UMBS P#AR8153 3.00000000
3138W6BX3
507082.88000000
NS
USD
459639.43000000
0.022323145512
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BS1924 2.34% 05/01/36
N/A
FANNIE MAE POOL UMBS P#BS1924 2.34000000
3140LCD65
9375000.00000000
NS
USD
7589865.94000000
0.368614332765
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.34000000
N
N
N
N
N
N
UMBS P#BS4995 2.77% 03/01/32
N/A
FANNIE MAE POOL UMBS P#BS4995 2.77000000
3140LFRR7
5122000.00000000
NS
USD
4430661.38000000
0.215182363062
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.77000000
N
N
N
N
N
N
US TREAS BDS 4% 11/15/52
N/A
UNITED STATES TREASURY BOND 4.00000000
912810TL2
30665000.00000000
NS
USD
30387098.44000000
1.475799454786
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#ZK4476 2.5% 09/01/27
N/A
FREDDIE MAC POOL UMBS P#ZK4476 2.50000000
3131X76M5
237230.88000000
NS
USD
229073.43000000
0.011125328197
Long
ABS-MBS
USGA
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BS4697 2.16% 02/01/32
N/A
FANNIE MAE POOL UMBS P#BS4697 2.16000000
3140LFGF5
5000000.00000000
NS
USD
4131700.60000000
0.200662840674
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.16000000
N
N
N
N
N
N
PIONEER NATURAL 5.1% 03/29/26
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE REGD 5.10000000
723787AV9
6320000.00000000
NS
USD
6366143.39000000
0.309182232801
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
UMBS P#QB0200 2.5% 06/01/50
N/A
FREDDIE MAC POOL UMBS P#QB0200 2.50000000
3133A6GH8
3940327.28000000
NS
USD
3381769.30000000
0.164241192656
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COM V/R 03/24/28
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R MTN 3.52600000
95000U2V4
6200000.00000000
NS
USD
5920226.24000000
0.287525532404
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
FRESB 2019-SB58 V/R 10/25/28
N/A
FRESB 2019-SB58 MORTGAGE TRUST SER 2019-SB58 CL A10F V/R 3.61000000
30308MAG2
614472.86300000
NS
USD
589298.03000000
0.028620228848
Long
ABS-CBDO
CORP
US
N
2
2028-10-25
Variable
3.61000000
N
N
N
N
N
N
UMBS P#RE0010 2.5% 01/01/50
N/A
FREDDIE MAC POOL UMBS P#RE0010 2.50000000
3133LWAK8
1035151.87000000
NS
USD
905618.16000000
0.043982836644
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#AZ9162 4% 09/01/45
N/A
FANNIE MAE POOL UMBS P#AZ9162 4.00000000
3140E2FC0
202337.14000000
NS
USD
196130.48000000
0.009525399604
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COM V/R 03/02/33
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R MTN 3.35000000
95000U2U6
9115000.00000000
NS
USD
7959816.49000000
0.386581590188
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000000
N
N
N
N
N
N
HORMEL FOODS COR 1.8% 06/11/30
MSD54751OJP1FS2ND863
HORMEL FOODS CORP REGD 1.80000000
440452AF7
3600000.00000000
NS
USD
3064637.56000000
0.148839167684
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
US BANCORP V/R 06/12/29
N1GZ7BBF3NP8GI976H15
US BANCORP REGD V/R 5.77500000
91159HJM3
1500000.00000000
NS
USD
1540892.03000000
0.074835957840
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.77500000
N
N
N
N
N
N
EXPEDIA GROUP INC 5% 02/15/26
N/A
EXPEDIA GROUP INC REGD SER WI 5.00000000
30212PAM7
5170000.00000000
NS
USD
5171441.71000000
0.251159579159
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#MA4130 3% 09/01/40
N/A
FANNIE MAE POOL UMBS P#MA4130 3.00000000
31418DSU7
849819.22000000
NS
USD
777204.73000000
0.037746227039
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
3.00000000
N
N
N
N
N
N
US TREAS NTS 1.5% 02/15/30
N/A
UNITED STATES TREASURY NOTE 1.50000000
912828Z94
5800000.00000000
NS
USD
5060500.00000000
0.245771512396
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
UMBS P#AT5999 2.5% 05/01/43
N/A
FANNIE MAE POOL UMBS P#AT5999 2.50000000
3138WTUZ7
889634.14000000
NS
USD
769725.35000000
0.037382978638
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#FM4663 2% 10/01/50
N/A
FANNIE MAE POOL UMBS P#FM4663 2.00000000
3140X8FD4
3848032.18000000
NS
USD
3188389.23000000
0.154849371241
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
UMBS P#ZL3373 3.5% 07/01/42
N/A
FREDDIE MAC POOL UMBS P#ZL3373 3.50000000
3131XJXA5
892218.71000000
NS
USD
847914.91000000
0.041180383324
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#SD0532 2% 02/01/51
N/A
FREDDIE MAC POOL UMBS P#SD0532 2.00000000
3132DMSV8
3677102.18000000
NS
USD
3048605.29000000
0.148060534102
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY V/R 01/22/31
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000
6174468L6
10000000.00000000
NS
USD
8768240.00000000
0.425844008666
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69900000
N
N
N
N
N
N
UMBS P#BE2909 3.5% 12/01/46
N/A
FANNIE MAE POOL UMBS P#BE2909 3.50000000
3140FNGT5
273478.56000000
NS
USD
255872.51000000
0.012426869630
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 3.875% 11/30/29
N/A
UNITED STATES TREASURY NOTE 3.87500000
91282CFY2
35925000.00000000
NS
USD
35913773.44000000
1.744211523410
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
UMBS P#ZA2566 4% 05/01/25
N/A
FREDDIE MAC POOL UMBS P#ZA2566 4.00000000
31329KZ72
4949.28000000
NS
USD
4881.33000000
0.000237069826
Long
ABS-MBS
USGA
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#SD0607 2.5% 05/01/51
N/A
FREDDIE MAC POOL UMBS P#SD0607 2.50000000
3132DMU86
5891184.32000000
NS
USD
5091078.13000000
0.247256589613
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#710124 6% 05/01/33
N/A
FANNIE MAE POOL UMBS P#710124 6.00000000
31401J4H8
2297.78000000
NS
USD
2394.86000000
0.000116310317
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
CVS HEALTH CORP 3.75% 04/01/30
549300EJG376EN5NQE29
CVS HEALTH CORP REGD 3.75000000
126650DJ6
9660000.00000000
NS
USD
9102118.19000000
0.442059352548
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
UMBS P#BO1304 3.5% 07/01/34
N/A
FANNIE MAE POOL UMBS P#BO1304 3.50000000
3140JVNW8
423038.55100000
NS
USD
410947.61000000
0.019958347124
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC V/R 05/09/27
213800LBQA1Y9L22JB70
BARCLAYS PLC REGD V/R 5.82900000
06738ECF0
3000000.00000000
NS
USD
3026509.17000000
0.146987399662
Long
DBT
CORP
GB
N
2
2027-05-09
Variable
5.82900000
N
N
N
N
N
N
TAPESTRY INC 7.05% 11/27/25
549300LJNVY5SW3VTN33
TAPESTRY INC REGD 7.05000000
876030AB3
1770000.00000000
NS
USD
1811548.86000000
0.087980852307
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05000000
N
N
N
N
N
N
UMBS P#AU0612 3.5% 08/01/38
N/A
FANNIE MAE POOL UMBS P#AU0612 3.50000000
3138WZVE9
16675.04000000
NS
USD
15682.98000000
0.000761669738
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#ZA3131 3% 11/01/42
N/A
FREDDIE MAC POOL UMBS P#ZA3131 3.00000000
31329LPQ9
424722.86100000
NS
USD
381756.84000000
0.018540649330
Long
ABS-MBS
USGA
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#AB1113 4.5% 05/01/40
N/A
FANNIE MAE POOL UMBS P#AB1113 4.50000000
31416WGX4
188147.03000000
NS
USD
188230.28000000
0.009141713386
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM CRP / 3.875% 01/15/27
N/A
BROADCOM CRP / CAYMN FI REGD SER WI 3.87500000
11134LAH2
6470000.00000000
NS
USD
6316615.19000000
0.306776814242
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
GNMA P#778191 4% 01/15/42
N/A
GINNIE MAE I POOL P#778191 4.00000000
36176WKC4
23983.15000000
NS
USD
23385.52000000
0.001135756272
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#MA1994 3.5% 08/01/44
N/A
FANNIE MAE POOL UMBS P#MA1994 3.50000000
31418BGC4
1147813.16000000
NS
USD
1055871.42000000
0.051280133542
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 2.375% 05/15/27
N/A
UNITED STATES TREASURY NOTE 2.37500000
912828X88
39395000.00000000
NS
USD
37437560.94000000
1.818216771596
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
UMBS P#BD3736 3.5% 08/01/46
N/A
FANNIE MAE POOL UMBS P#BD3736 3.50000000
3140FBEJ5
672951.71000000
NS
USD
633399.77000000
0.030762102445
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO 2.196% 02/04/26
RVHJWBXLJ1RFUBSY1F30
BOEING CO REGD 2.19600000
097023DG7
500000.00000000
NS
USD
472599.60000000
0.022952577502
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
GNMA II P#3567 4.5% 06/20/34
N/A
GINNIE MAE II POOL P#3567 4.50000000
36202D6C0
88299.42000000
NS
USD
88893.52000000
0.004317260123
Long
ABS-MBS
USGSE
US
N
2
2034-06-20
Fixed
4.50000000
N
N
N
N
N
N
FHR 2175 TH 6% 07/15/29
N/A
FREDDIE MAC REMICS SER 2175 CL TH 6.00000000
3133TLK56
26177.69000000
NS
USD
26480.39000000
0.001286063728
Long
ABS-CBDO
CORP
US
N
2
2029-07-15
Fixed
6.00000000
N
N
N
N
N
N
UMBS P#FM5839 4.5% 05/01/50
N/A
FANNIE MAE POOL UMBS P#FM5839 4.50000000
3140X9PZ2
8439354.04000000
NS
USD
8303170.55000000
0.403257145294
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
FGLMC P#Q34741 3.5% 07/01/45
N/A
FREDDIE MAC GOLD POOL P#Q34741 3.50000000
3132QRHT0
30286.87000000
NS
USD
28741.76000000
0.001395890885
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO 3.25% 07/01/26
549300FC3G3YU2FBZD92
SOUTHERN CO REGD 3.25000000
842587CV7
50000.00000000
NS
USD
48239.07000000
0.002342809839
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
FGLMC P#G60602 3.5% 11/01/43
N/A
FREDDIE MAC GOLD POOL P#G60602 3.50000000
31335AU30
17169.71000000
NS
USD
16207.54000000
0.000787145858
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
3.50000000
N
N
N
N
N
N
WHIRLPOOL CORP 3.7% 05/01/25
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP REGD 3.70000000
963320AT3
1960000.00000000
NS
USD
1918002.02000000
0.093150925251
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.70000000
N
N
N
N
N
N
NNN REIT INC 4% 11/15/25
5493008JKH5SOTI0JS97
NNN REIT INC REGD 4.00000000
637417AH9
500000.00000000
NS
USD
489754.01000000
0.023785709661
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FM7010 4% 04/01/49
N/A
FANNIE MAE POOL UMBS P#FM7010 4.00000000
3140XAYG1
6005177.19000000
NS
USD
5773583.27000000
0.280403575183
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#G18714 4% 11/01/33
N/A
FREDDIE MAC GOLD POOL P#G18714 4.00000000
3128MMYL1
12334.10000000
NS
USD
12154.86000000
0.000590320783
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
4.00000000
N
N
N
N
N
N
CITIZENS FINANC 3.75% 07/01/24
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP REGD 3.75000000
174610AL9
5000000.00000000
NS
USD
4897472.15000000
0.237853796507
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.75000000
N
N
N
N
N
N
GNMA P#781287 7% 05/15/31
N/A
GINNIE MAE I POOL P#781287 7.00000000
36225BNC8
160.72000000
NS
USD
167.92000000
0.000008155311
Long
ABS-MBS
USGSE
US
N
2
2031-05-15
Fixed
7.00000000
N
N
N
N
N
N
FGLMC P#G06738 4% 07/01/41
N/A
FREDDIE MAC GOLD POOL P#G06738 4.00000000
3128M8ZB3
10447.30000000
NS
USD
10192.83000000
0.000495031566
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
PAYPAL HOLDINGS 2.65% 10/01/26
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC REGD 2.65000000
70450YAD5
8380000.00000000
NS
USD
7963395.67000000
0.386755418956
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
ORACLE CORP 4.9% 02/06/33
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 4.90000000
68389XCP8
4580000.00000000
NS
USD
4565137.26000000
0.221713405530
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
UMBS P#767867 5.5% 03/01/33
N/A
FANNIE MAE POOL UMBS P#767867 5.50000000
31404GCC3
76921.54000000
NS
USD
78627.73000000
0.003818685133
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#RA7119 4% 04/01/52
N/A
FREDDIE MAC POOL UMBS P#RA7119 4.00000000
3133KN4C4
3812227.02000000
NS
USD
3628083.19000000
0.176203832172
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA I P#756319 4.25% 04/20/41
N/A
GINNIE MAE II POOL P#756319 4.25000000
36230RAU0
320559.16000000
NS
USD
317148.01000000
0.015402815150
Long
ABS-MBS
USGSE
US
N
2
2041-04-20
Fixed
4.25000000
N
N
N
N
N
N
UMBS P#ZS9113 3.5% 02/01/35
N/A
FREDDIE MAC POOL UMBS P#ZS9113 3.50000000
3132AADS0
728479.10000000
NS
USD
700452.45000000
0.034018626222
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#FS0142 2.5% 12/01/51
N/A
FANNIE MAE POOL UMBS P#FS0142 2.50000000
3140XFEQ0
13008515.56000000
NS
USD
11105712.25000000
0.539367196112
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#SD2237 5% 12/01/52
N/A
FREDDIE MAC POOL UMBS P#SD2237 5.00000000
3132DPPW2
18389430.81000000
NS
USD
18336036.73000000
0.890519806045
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUN 4.125% 03/16/27
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS REGD 4.12500000
92343VDY7
5570000.00000000
NS
USD
5494266.83000000
0.266838112502
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
UMBS P#BJ2013 4% 11/01/47
N/A
FANNIE MAE POOL UMBS P#BJ2013 4.00000000
3140H3GX8
510460.06000000
NS
USD
491947.97000000
0.023892262939
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#FM0054 4% 01/01/44
N/A
FANNIE MAE POOL UMBS P#FM0054 4.00000000
3140X3BY3
4064614.44000000
NS
USD
3943910.27000000
0.191542494183
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#832715 5% 09/01/35
N/A
FANNIE MAE POOL UMBS P#832715 5.00000000
31407KDU0
1224.55000000
NS
USD
1238.27000000
0.000060138620
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#AB7706 3.5% 01/01/43
N/A
FANNIE MAE POOL UMBS P#AB7706 3.50000000
31417ER45
83277.71000000
NS
USD
79090.58000000
0.003841164205
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BR3321 2% 03/01/51
N/A
FANNIE MAE POOL UMBS P#BR3321 2.00000000
3140L1VP7
6055834.76000000
NS
USD
5051481.11000000
0.245333495158
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
UMBS P#BS5348 3.03% 04/01/34
N/A
FANNIE MAE POOL UMBS P#BS5348 3.03000000
3140LF5J9
8697328.70000000
NS
USD
7586589.81000000
0.368455222119
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
3.03000000
N
N
N
N
N
N
VOYA FINANCIAL 3.65% 06/15/26
549300T065Z4KJ686G75
VOYA FINANCIAL INC REGD 3.65000000
929089AB6
4970000.00000000
NS
USD
4807025.45000000
0.233461103641
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
US TREAS NTS 3.625% 03/31/30
N/A
UNITED STATES TREASURY NOTE 3.62500000
91282CGS4
45720000.00000000
NS
USD
45080634.60000000
2.189415224867
Long
DBT
UST
US
N
2
2030-03-31
Fixed
3.62500000
N
N
N
N
N
N
UMBS P#BP7707 2.5% 07/01/35
N/A
FANNIE MAE POOL UMBS P#BP7707 2.50000000
3140KFR56
846176.92000000
NS
USD
781446.97000000
0.037952258408
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
VMWARE LLC 1.4% 08/15/26
549300BUDHS3LRWBE814
VMWARE LLC REGD 1.40000000
928563AJ4
6860000.00000000
NS
USD
6273477.96000000
0.304681783660
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
GNMA II P#BU4790 4% 09/20/50
N/A
GINNIE MAE II POOL P#BU4790 4.00000000
3617N6KB4
0.00000000
NS
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
N/A
2050-09-20
Fixed
4.00000000
N
N
N
N
N
N
FHR 4384 LB 3.5% 08/15/43
N/A
FREDDIE MAC REMICS SER 4384 CL LB 3.50000000
3137BDKG0
1161376.54000000
NS
USD
1111041.26000000
0.053959547634
Long
ABS-CBDO
CORP
US
N
2
2043-08-15
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA C V/R 02/04/33
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R MTN 2.97200000
06051GKK4
26230000.00000000
NS
USD
22319046.93000000
1.083961252690
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
FGLMC P#Q25017 4.5% 02/01/44
N/A
FREDDIE MAC GOLD POOL P#Q25017 4.50000000
3132M5G22
66016.19000000
NS
USD
65641.51000000
0.003187987983
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
FFCB 6.22% 06/06/33
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP 6.22000000
3133EPLS2
10200000.00000000
NS
USD
10193366.02000000
0.495057599673
Long
DBT
USGA
US
N
2
2033-06-06
Fixed
6.22000000
N
N
N
N
N
N
UMBS P#ZM5133 3.5% 12/01/47
N/A
FREDDIE MAC POOL UMBS P#ZM5133 3.50000000
3131XYV22
426317.36000000
NS
USD
397508.98000000
0.019305677938
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#MA2212 3% 03/01/45
N/A
FANNIE MAE POOL UMBS P#MA2212 3.00000000
31418BN69
228400.36000000
NS
USD
203141.61000000
0.009865906673
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#AB2959 4.5% 07/01/40
N/A
FANNIE MAE POOL UMBS P#AB2959 4.50000000
31416YJD1
915468.00000000
NS
USD
916023.44000000
0.044488186194
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA II P#AE5214 4.5% 10/20/43
N/A
GINNIE MAE II POOL P#AE5214 4.50000000
36180XYK3
11332.16000000
NS
USD
11281.37000000
0.000547898303
Long
ABS-MBS
USGSE
US
N
2
2043-10-20
Fixed
4.50000000
N
N
N
N
N
N
KIMCO REALTY OP 6.4% 03/01/34
549300EA7I6T15IBYS12
KIMCO REALTY OP LLC REGD 6.40000000
49447BAA1
5800000.00000000
NS
USD
6375524.26000000
0.309637830195
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.40000000
N
N
N
N
N
N
UMBS P#FM0052 5% 08/01/37
N/A
FANNIE MAE POOL UMBS P#FM0052 5.00000000
3140X3BW7
1376923.52000000
NS
USD
1390589.71000000
0.067536278263
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#AB2372 3.5% 03/01/41
N/A
FANNIE MAE POOL UMBS P#AB2372 3.50000000
31416XT67
526531.94000000
NS
USD
501389.91000000
0.024350826298
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#BV8104 2.5% 04/01/52
N/A
FANNIE MAE POOL UMBS P#BV8104 2.50000000
3140MNAE6
5304135.74000000
NS
USD
4545864.08000000
0.220777371819
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM INC 1.2% 06/03/27
ZXTILKJKG63JELOEG630
AMAZON.COM INC REGD 1.20000000
023135BR6
4100000.00000000
NS
USD
3702454.78000000
0.179815810860
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 09/22/27
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000
46647PCP9
6245000.00000000
NS
USD
5657135.86000000
0.274748115037
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.47000000
N
N
N
N
N
N
UMBS P#ZL0804 3% 07/01/42
N/A
FREDDIE MAC POOL UMBS P#ZL0804 3.00000000
3131XF3M0
183870.13000000
NS
USD
167519.98000000
0.008135883576
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#MA4631 2.5% 06/01/42
N/A
FANNIE MAE POOL UMBS P#MA4631 2.50000000
31418EED8
8560966.46000000
NS
USD
7570382.60000000
0.367668092288
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
2.50000000
N
N
N
N
N
N
FGLMC P#Q33765 4% 06/01/45
N/A
FREDDIE MAC GOLD POOL P#Q33765 4.00000000
3132QQFF4
27869.01000000
NS
USD
27013.96000000
0.001311977434
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#Q08224 3.5% 05/01/42
N/A
FREDDIE MAC GOLD POOL P#Q08224 3.50000000
3132GTPH4
23930.54000000
NS
USD
22589.21000000
0.001097082166
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
INTEL CORP 5.2% 02/10/33
KNX4USFCNGPY45LOCE31
INTEL CORP REGD 5.20000000
458140CG3
4670000.00000000
NS
USD
4885660.37000000
0.237280137968
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
BAXTER INTERNA 2.539% 02/01/32
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC REGD 2.53900000
071813CS6
2697000.00000000
NS
USD
2266557.83000000
0.110079111908
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
UMBS P#ZS8795 5% 02/01/26
N/A
FREDDIE MAC POOL UMBS P#ZS8795 5.00000000
3132A9XY8
5477.85000000
NS
USD
5430.32000000
0.000263732429
Long
ABS-MBS
USGA
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
KEY BANK NA 4.15% 08/08/25
N/A
KEY BANK NA REGD SER BKNT 4.15000000
49327M3E2
9108000.00000000
NS
USD
8840234.27000000
0.429340528896
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
UMBS P#BP4234 2.5% 06/01/35
N/A
FANNIE MAE POOL UMBS P#BP4234 2.50000000
3140KBV43
2769631.99000000
NS
USD
2557763.62000000
0.124222000442
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
2.50000000
N
N
N
N
N
N
M&T BANK CORPORATI 4% 07/15/24
549300WYXDDBYRASEG81
M&T BANK CORPORATION REGD 4.00000000
71270QEB8
2000000.00000000
NS
USD
1976278.56000000
0.095981221343
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA P#552577 7% 05/15/32
N/A
GINNIE MAE I POOL P#552577 7.00000000
36213E2J4
740.36000000
NS
USD
743.63000000
0.000036115615
Long
ABS-MBS
USGSE
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
UMBS P#FS0508 3% 01/01/52
N/A
FANNIE MAE POOL UMBS P#FS0508 3.00000000
3140XFR60
10204751.61000000
NS
USD
9084583.17000000
0.441207735438
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#781340 6.5% 10/15/31
N/A
GINNIE MAE I POOL P#781340 6.50000000
36225BPZ5
157.14000000
NS
USD
163.32000000
0.000007931904
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
UMBS P#MA2900 3% 01/01/47
N/A
FANNIE MAE POOL UMBS P#MA2900 3.00000000
31418CGJ7
285126.50000000
NS
USD
253103.45000000
0.012292385673
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
MERCK & CO INC 2.15% 12/10/31
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC REGD 2.15000000
58933YBE4
6450000.00000000
NS
USD
5513758.89000000
0.267784776481
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
UMBS P#255110 5% 03/01/34
N/A
FANNIE MAE POOL UMBS P#255110 5.00000000
31371LKX6
738.75000000
NS
USD
745.08000000
0.000036186036
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
US TREAS BDS 1.375% 11/15/40
N/A
UNITED STATES TREASURY BOND 1.37500000
912810ST6
22500000.00000000
NS
USD
14983593.75000000
0.727702894392
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
UMBS P#MA1314 2.5% 01/01/33
N/A
FANNIE MAE POOL UMBS P#MA1314 2.50000000
31418AN87
158460.07000000
NS
USD
147818.52000000
0.007179049742
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
NNN REIT INC 3.6% 12/15/26
5493008JKH5SOTI0JS97
NNN REIT INC REGD 3.60000000
637417AJ5
3145000.00000000
NS
USD
3015438.42000000
0.146449730465
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
GNMA II P#MA8720 2.5% 03/20/53
N/A
GINNIE MAE II POOL P#MA8720 2.50000000
36179XVM5
6532454.11000000
NS
USD
5730571.20000000
0.278314623203
Long
ABS-MBS
USGSE
US
N
2
2053-03-20
Fixed
2.50000000
N
N
N
N
N
N
PNC FINANCIAL SER V/R 01/26/27
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES REGD V/R 4.75800000
693475BL8
1000000.00000000
NS
USD
992377.87000000
0.048196464772
Long
DBT
CORP
US
N
2
2027-01-26
Variable
4.75800000
N
N
N
N
N
N
UMBS P#ZK2134 4% 02/01/25
N/A
FREDDIE MAC POOL UMBS P#ZK2134 4.00000000
3131X5LP5
8039.81600000
NS
USD
7937.19000000
0.000385482697
Long
ABS-MBS
USGA
US
N
2
2025-02-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#945869 6% 08/01/37
N/A
FANNIE MAE POOL UMBS P#945869 6.00000000
31413HJN9
35758.33000000
NS
USD
37635.63000000
0.001827836321
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
US TREAS BDS 4.125% 08/15/53
N/A
UNITED STATES TREASURY BOND 4.12500000
912810TT5
16315000.00000000
NS
USD
16569921.88000000
0.804745531220
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
HARMAN INTL IND 4.15% 05/15/25
N/A
HARMAN INTL IND REGD 4.15000000
413086AH2
4970000.00000000
NS
USD
4894195.12000000
0.237694642151
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
AUTOZONE INC 3.75% 04/18/29
GA3JGKJ41LJKXDN23E90
AUTOZONE INC REGD 3.75000000
053332AW2
1795000.00000000
NS
USD
1716482.64000000
0.083363804848
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.75000000
N
N
N
N
N
N
UMBS P#QA7315 3.5% 02/01/50
N/A
FREDDIE MAC POOL UMBS P#QA7315 3.50000000
3133A2DU1
1219385.55000000
NS
USD
1137477.26000000
0.055243455489
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA II P#BX3874 2% 09/20/50
N/A
GINNIE MAE II POOL P#BX3874 2.00000000
3617Q8JT0
1762278.49000000
NS
USD
1440213.46000000
0.069946337365
Long
ABS-MBS
USGSE
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
US TREAS BDS 2.875% 05/15/43
N/A
UNITED STATES TREASURY BOND 2.87500000
912810RB6
200000.00000000
NS
USD
164781.25000000
0.008002872646
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
UMBS P#FM0055 4% 05/01/43
N/A
FANNIE MAE POOL UMBS P#FM0055 4.00000000
3140X3BZ0
2076405.75000000
NS
USD
2017643.92000000
0.097990198141
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#Q17499 3% 04/01/43
N/A
FREDDIE MAC GOLD POOL P#Q17499 3.00000000
3132J8X54
15623.97000000
NS
USD
14285.07000000
0.000693777938
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#BM3280 4.5% 11/01/47
N/A
FANNIE MAE POOL UMBS P#BM3280 4.50000000
3140J7UE3
1189938.11000000
NS
USD
1183492.08000000
0.057478240966
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC P#841555 V/R 04/01/53
N/A
FREDDIE MAC NON GOLD POOL P#841555 V/R 4.42700000
31288QWQ9
7266750.66000000
NS
USD
7011165.45000000
0.340508790892
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Variable
4.42700000
N
N
N
N
N
N
WELLS FARGO & COM V/R 02/11/31
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R MTN 2.57200000
95000U2J1
1000000.00000000
NS
USD
866301.67000000
0.042073366589
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57200000
N
N
N
N
N
N
WARNERMEDIA HO 6.412% 03/15/26
N/A
WARNERMEDIA HOLDINGS INC REGD 6.41200000
55903VBG7
3420000.00000000
NS
USD
3422807.48000000
0.166234279419
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
UMBS P#782046 4.5% 05/01/34
N/A
FANNIE MAE POOL UMBS P#782046 4.50000000
31404XZK3
2032.84000000
NS
USD
2019.45000000
0.000098077913
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA II P#MA8197 2.5% 08/20/52
N/A
GINNIE MAE II POOL P#MA8197 2.50000000
36179XDA1
4864345.36000000
NS
USD
4266729.74000000
0.207220753124
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#MA0616 4% 01/01/31
N/A
FANNIE MAE POOL UMBS P#MA0616 4.00000000
31417YVJ3
87988.93000000
NS
USD
86172.91000000
0.004185129220
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#WN1233 4.25% 12/01/29
N/A
FREDDIE MAC POOL UMBS P#WN1233 4.25000000
3132XFLP1
3250000.00000000
NS
USD
3173816.00000000
0.154141598337
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
4.25000000
N
N
N
N
N
N
FGLMC P#A78947 5.5% 05/01/33
N/A
FREDDIE MAC GOLD POOL P#A78947 5.50000000
3128LC5G7
612.43000000
NS
USD
626.73000000
0.000030438174
Long
ABS-MBS
USGA
US
N
2
2033-05-01
Fixed
5.50000000
N
N
N
N
N
N
GNR 2014-130 VA 3% 07/16/36
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-130 CL VA 3.00000000
38378XQL8
1227551.85000000
NS
USD
1096125.30000000
0.053235129484
Long
ABS-CBDO
CORP
US
N
2
2036-07-16
Fixed
3.00000000
N
N
N
N
N
N
GNMA II P#759449 4% 01/20/41
N/A
GINNIE MAE II POOL P#759449 4.00000000
36230UQA0
0.00000000
NS
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
N/A
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO 2.75% 02/01/26
RVHJWBXLJ1RFUBSY1F30
BOEING CO REGD 2.75000000
097023DA0
4901000.00000000
NS
USD
4692979.80000000
0.227922288922
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
GNMA P#501012 6.5% 04/15/31
N/A
GINNIE MAE I POOL P#501012 6.50000000
36210SR91
4707.50000000
NS
USD
4857.24000000
0.000235899855
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
6.50000000
N
N
N
N
N
N
EAGLE MATERIALS 2.5% 07/01/31
529900KRXRGXL61SG039
EAGLE MATERIALS REGD 2.50000000
26969PAB4
5700000.00000000
NS
USD
4846932.59000000
0.235399259584
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
US TREAS NTS 5% 09/30/25
N/A
UNITED STATES TREASURY NOTE 5.00000000
91282CJB8
7000000.00000000
NS
USD
7072187.50000000
0.343472427196
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUN 4.016% 12/03/29
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS REGD SER WI 4.01600000
92343VEU4
5450000.00000000
NS
USD
5274148.83000000
0.256147719504
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
UMBS P#AB4027 3.5% 12/01/41
N/A
FANNIE MAE POOL UMBS P#AB4027 3.50000000
31417APM5
366567.76000000
NS
USD
348116.47000000
0.016906849386
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
FRESB 2016-SB24 V/R 10/25/26
N/A
FRESB 2016-SB24 MORTGAGE TRUST SER 2016-SB24 CL A10F V/R 2.37000000
30295NAG5
706793.07000000
NS
USD
666247.67000000
0.032357414778
Long
ABS-CBDO
CORP
US
N
2
2026-10-25
Variable
2.37000000
N
N
N
N
N
N
UMBS P#BA2906 4% 11/01/45
N/A
FANNIE MAE POOL UMBS P#BA2906 4.00000000
3140E7GQ7
385577.13000000
NS
USD
374187.71000000
0.018173042072
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#ZK4713 2.5% 12/01/27
N/A
FREDDIE MAC POOL UMBS P#ZK4713 2.50000000
3131X8GW0
339998.67000000
NS
USD
327148.50000000
0.015888505409
Long
ABS-MBS
USGA
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#QC2440 2.5% 02/01/51
N/A
FREDDIE MAC POOL UMBS P#QC2440 2.50000000
3133ALV96
604476.19000000
NS
USD
523066.53000000
0.025403587029
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
US TREAS BDS 1.125% 05/15/40
N/A
UNITED STATES TREASURY BOND 1.12500000
912810SR0
71625000.00000000
NS
USD
46332421.88000000
2.250210334640
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
GNR 2009-42 DZ 5% 06/20/39
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL DZ 5.00000000
38374UWE7
402008.74000000
NS
USD
403638.37000000
0.019603361852
Long
ABS-CBDO
CORP
US
N
2
2039-06-20
Fixed
5.00000000
N
N
N
N
N
N
MERCURY GENERAL 4.4% 03/15/27
5493001Q9EXPCEL4W527
MERCURY GENERAL CORP REGD 4.40000000
589400AB6
3330000.00000000
NS
USD
3189072.74000000
0.154882567029
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
UMBS P#SD3174 5.5% 06/01/53
N/A
FREDDIE MAC POOL UMBS P#SD3174 5.50000000
3132DQQ33
4883325.25000000
NS
USD
4918204.89000000
0.238860716152
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURYS ZCP 08/15/35
N/A
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000
9128335A4
9790000.00000000
NS
USD
6118367.60000000
0.297148593706
Long
DBT
UST
US
N
2
2035-08-15
Fixed
0.00000000
N
N
N
N
N
N
UMBS P#771019 5% 04/01/34
N/A
FANNIE MAE POOL UMBS P#771019 5.00000000
31404KSG8
1553.19000000
NS
USD
1568.57000000
0.000076180184
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#BR7700 2.5% 04/01/51
N/A
FANNIE MAE POOL UMBS P#BR7700 2.50000000
3140L6RW6
4274985.78000000
NS
USD
3703842.59000000
0.179883212137
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
NATIONAL FUEL GA 5.2% 07/15/25
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO REGD 5.20000000
636180BM2
1960000.00000000
NS
USD
1950781.85000000
0.094742931653
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
FHLMC 4.875% 07/24/26
N/A
FEDERAL HOME LOAN MORTGAGE CORP MTN 4.87500000
3134GYX56
6300000.00000000
NS
USD
6279289.25000000
0.304964018525
Long
ABS-MBS
USGA
US
N
2
2026-07-24
Fixed
4.87500000
N
N
N
N
N
N
HEALTHPEAK OP LL 3.4% 02/01/25
N/A
HEALTHPEAK OP LLC REGD 3.40000000
40414LAM1
4170000.00000000
NS
USD
4074670.59000000
0.197893084363
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
UMBS P#RB5157 2.5% 05/01/42
N/A
FREDDIE MAC POOL UMBS P#RB5157 2.50000000
3133KYWS4
13167850.52000000
NS
USD
11644207.10000000
0.565520084898
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZS9776 3.5% 08/01/46
N/A
FREDDIE MAC POOL UMBS P#ZS9776 3.50000000
3132AA2H6
787668.92000000
NS
USD
740441.97000000
0.035960783086
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#ZL5591 3% 04/01/43
N/A
FREDDIE MAC POOL UMBS P#ZL5591 3.00000000
3131XMF83
980702.16000000
NS
USD
895326.44000000
0.043483002321
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORP 3.4% 04/01/30
51M0QTTNCGUN7KFCFZ59
COMCAST CORP REGD 3.40000000
20030NDG3
9395000.00000000
NS
USD
8798473.78000000
0.427312361958
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
UMBS P#MA2046 3.5% 10/01/34
N/A
FANNIE MAE POOL UMBS P#MA2046 3.50000000
31418BHY5
632393.78000000
NS
USD
608419.22000000
0.029548880915
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC V/R 03/31/31
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 4.41200000
172967MP3
1000000.00000000
NS
USD
958171.20000000
0.046535161537
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200000
N
N
N
N
N
N
UMBS P#BN9103 2.5% 03/01/51
N/A
FANNIE MAE POOL UMBS P#BN9103 2.50000000
3140JSDH9
1573445.38000000
NS
USD
1353236.55000000
0.065722160561
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZS9128 3.5% 02/01/35
N/A
FREDDIE MAC POOL UMBS P#ZS9128 3.50000000
3132AAD92
378615.90000000
NS
USD
364276.10000000
0.017691668417
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#AR6384 3% 02/01/43
N/A
FANNIE MAE POOL UMBS P#AR6384 3.00000000
3138W4CW9
12911.97000000
NS
USD
11762.48000000
0.000571264202
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#255857 5.5% 08/01/25
N/A
FANNIE MAE POOL UMBS P#255857 5.50000000
31371ME60
303.05000000
NS
USD
301.29000000
0.000014632644
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#256182 6% 03/01/36
N/A
FANNIE MAE POOL UMBS P#256182 6.00000000
31371MRB5
8920.01000000
NS
USD
9365.75000000
0.000454863065
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.00000000
N
N
N
N
N
N
DEVON ENERGY CO 5.85% 12/15/25
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION REGD 5.85000000
25179MAV5
2450000.00000000
NS
USD
2478315.73000000
0.120363482888
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
UMBS P#AL9264 4% 10/01/36
N/A
FANNIE MAE POOL UMBS P#AL9264 4.00000000
3138ERJJ0
296360.85000000
NS
USD
289804.13000000
0.014074814609
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
4.00000000
N
N
N
N
N
N
FGLMC P#Q03324 4.5% 09/01/41
N/A
FREDDIE MAC GOLD POOL P#Q03324 4.50000000
3132GJLD9
5859.87000000
NS
USD
5838.06000000
0.000283534993
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
TARGA RESOURCES 5.5% 03/01/30
N/A
TARGA RESOURCES PARTNERS REGD 5.50000000
87612BBQ4
3100000.00000000
NS
USD
3100986.48000000
0.150604512817
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#QC0195 2.5% 04/01/51
N/A
FREDDIE MAC POOL UMBS P#QC0195 2.50000000
3133AJGC1
1990899.37000000
NS
USD
1721494.01000000
0.083607190281
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#BD8027 3% 09/01/46
N/A
FANNIE MAE POOL UMBS P#BD8027 3.00000000
3140FF4M0
1547976.46000000
NS
USD
1398737.12000000
0.067931970640
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA P#737329 4.5% 09/15/40
N/A
GINNIE MAE I POOL P#737329 4.50000000
3620AREA5
387714.69000000
NS
USD
387886.24000000
0.018838333730
Long
ABS-MBS
USGSE
US
N
2
2040-09-15
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#899614 6.5% 07/01/37
N/A
FANNIE MAE POOL UMBS P#899614 6.50000000
31410WN79
4141.93000000
NS
USD
4410.06000000
0.000214181823
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.50000000
N
N
N
N
N
N
UMBS P#AS4992 3.5% 05/01/45
N/A
FANNIE MAE POOL UMBS P#AS4992 3.50000000
3138WERN1
1059772.64000000
NS
USD
996755.96000000
0.048409093919
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
TRUIST FINANCIAL V/R 01/26/29
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP REGD V/R MTN 4.87300000
89788MAL6
7855000.00000000
NS
USD
7765335.10000000
0.377136281354
Long
DBT
CORP
US
N
2
2029-01-26
Variable
4.87300000
N
N
N
N
N
N
TREASURY SE 2.625% 02/15/29
N/A
TREASURY N/B REGD 2.62500000
9128286B1
50655000.00000000
NS
USD
47754210.02000000
2.319261816011
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
US TREASURYS ZCP 08/15/37
N/A
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000
912833Z52
9790000.00000000
NS
USD
5605539.89000000
0.272242271823
Long
DBT
UST
US
N
2
2037-08-15
Fixed
0.00000000
N
N
N
N
N
N
MCDONALD'S CORP 3.5% 07/01/27
UE2136O97NLB5BYP9H04
MCDONALD'S CORP REGD MTN 3.50000000
58013MFP4
3230000.00000000
NS
USD
3143212.81000000
0.152655304040
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#636709 8% 04/01/32
N/A
FANNIE MAE POOL UMBS P#636709 8.00000000
31389VKW6
14033.32000000
NS
USD
14726.28000000
0.000715206028
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
8.00000000
N
N
N
N
N
N
UMBS P#CB7448 6.5% 11/01/53
N/A
FANNIE MAE POOL UMBS P#CB7448 6.50000000
3140QTH28
7129038.09000000
NS
USD
7328341.97000000
0.355912990678
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.50000000
N
N
N
N
N
N
UMBS P#BO8464 2.5% 05/01/35
N/A
FANNIE MAE POOL UMBS P#BO8464 2.50000000
3140K4MN7
378614.63000000
NS
USD
349651.77000000
0.016981413758
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#ZK4240 3% 06/01/27
N/A
FREDDIE MAC POOL UMBS P#ZK4240 3.00000000
3131X7V96
144311.12000000
NS
USD
140037.39000000
0.006801146355
Long
ABS-MBS
USGA
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#QA9446 2.5% 05/01/50
N/A
FREDDIE MAC POOL UMBS P#QA9446 2.50000000
3133A4P75
3456515.40000000
NS
USD
2982525.97000000
0.144851283155
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#FM0053 5.5% 05/01/38
N/A
FANNIE MAE POOL UMBS P#FM0053 5.50000000
3140X3BX5
1429873.61000000
NS
USD
1472930.18000000
0.071535278726
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS P#BS5506 3.1% 06/01/29
N/A
FANNIE MAE POOL UMBS P#BS5506 3.10000000
3140LGDL3
9800000.00000000
NS
USD
9070008.88000000
0.440499911054
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.10000000
N
N
N
N
N
N
UMBS P#AB1613 4% 10/01/40
N/A
FANNIE MAE POOL UMBS P#AB1613 4.00000000
31416WYK2
344688.32000000
NS
USD
336290.73000000
0.016332512857
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#QC2027 2.5% 05/01/51
N/A
FREDDIE MAC POOL UMBS P#QC2027 2.50000000
3133ALHC5
7852462.20000000
NS
USD
6785986.72000000
0.329572615211
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
UMBS P#QA4404 3% 11/01/49
N/A
FREDDIE MAC POOL UMBS P#QA4404 3.00000000
31339U3M0
1718016.31000000
NS
USD
1538893.32000000
0.074738887199
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#WN2386 4.23% 05/01/30
N/A
FREDDIE MAC POOL UMBS P#WN2386 4.23000000
3132XGUL8
7361000.00000000
NS
USD
7149148.80000000
0.347210179414
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
4.23000000
N
N
N
N
N
N
UMBS P#QC8520 2.5% 10/01/51
N/A
FREDDIE MAC POOL UMBS P#QC8520 2.50000000
3133ATPD7
2994869.47000000
NS
USD
2561609.58000000
0.124408785820
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA P#576498 6.5% 12/15/31
N/A
GINNIE MAE I POOL P#576498 6.50000000
36200YNP8
4856.08000000
NS
USD
4894.37000000
0.000237703135
Long
ABS-MBS
USGSE
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
SHERWIN-WILLIAM 3.95% 01/15/26
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO REGD 3.95000000
824348BF2
4895000.00000000
NS
USD
4800739.09000000
0.233155796219
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
N
US BANCORP V/R 02/01/29
N1GZ7BBF3NP8GI976H15
US BANCORP REGD V/R 4.65300000
91159HJK7
7920000.00000000
NS
USD
7795935.18000000
0.378622424609
Long
DBT
CORP
US
N
2
2029-02-01
Variable
4.65300000
N
N
N
N
N
N
UMBS P#MA1544 3.5% 08/01/43
N/A
FANNIE MAE POOL UMBS P#MA1544 3.50000000
31418AWE4
887437.00200000
NS
USD
830522.11000000
0.040335673363
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
US TREAS NTS 4.5% 11/15/33
N/A
UNITED STATES TREASURY NOTE 4.50000000
91282CJJ1
11000000.00000000
NS
USD
11572343.75000000
0.562029923013
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
UMBS P#AL8958 3.5% 10/01/45
N/A
FANNIE MAE POOL UMBS P#AL8958 3.50000000
3138ET5U6
1213565.24000000
NS
USD
1143921.11000000
0.055556411672
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
LENNOX INTERNATI 1.7% 08/01/27
S7DWAC87RDMPBF77GJ92
LENNOX INTERNATIONAL INC REGD 1.70000000
526107AF4
4935000.00000000
NS
USD
4439947.75000000
0.215633370907
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.70000000
N
N
N
N
N
N
UMBS P#SD0149 3% 11/01/49
N/A
FREDDIE MAC POOL UMBS P#SD0149 3.00000000
3132DMEW1
1763989.32000000
NS
USD
1580073.11000000
0.076738851485
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURYS ZCP 08/15/33
N/A
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000
9128334W7
9790000.00000000
NS
USD
6668290.21000000
0.323856490467
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.00000000
N
N
N
N
N
N
UMBS P#821738 5% 06/01/35
N/A
FANNIE MAE POOL UMBS P#821738 5.00000000
31406V4X1
792.59000000
NS
USD
801.47000000
0.000038924709
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS P#QB6172 3% 11/01/50
N/A
FREDDIE MAC POOL UMBS P#QB6172 3.00000000
3133AC2D9
3613892.65000000
NS
USD
3224168.12000000
0.156587031928
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
3.00000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS 4% 09/01/24
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC REGD 4.00000000
620076BF5
980000.00000000
NS
USD
967866.90000000
0.047006049167
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS P#QC7908 2.5% 09/01/51
N/A
FREDDIE MAC POOL UMBS P#QC7908 2.50000000
3133ASYD9
4137369.10000000
NS
USD
3558700.40000000
0.172834142767
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
FNR 2005-101 B 5% 11/25/35
N/A
FANNIE MAE REMICS SER 2005-101 CL B 5.00000000
31394UVF6
195102.39000000
NS
USD
197251.90000000
0.009579863212
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
5.00000000
N
N
N
N
N
N
2024-01-30
MoA Funds Corp
Richard Fabietti
Richard Fabietti
Assistant Treasurer