0001752724-21-043862.txt : 20210226
0001752724-21-043862.hdr.sgml : 20210226
20210226163516
ACCESSION NUMBER: 0001752724-21-043862
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210226
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ELFUN DIVERSIFIED FUND
CENTRAL INDEX KEY: 0000821484
IRS NUMBER: 061205245
STATE OF INCORPORATION: CT
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05324
FILM NUMBER: 21689721
BUSINESS ADDRESS:
STREET 1: 1600 SUMMER STREET
CITY: STAMFORD
STATE: CT
ZIP: 06905
BUSINESS PHONE: 203-326-2373
MAIL ADDRESS:
STREET 1: 1600 SUMMER STREET
CITY: STAMFORD
STATE: CT
ZIP: 06905
0000821484
S000011823
ELFUN DIVERSIFIED FUND
C000032307
Elfun Diversified Fund
eldfx
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000821484
XXXXXXXX
S000011823
C000032307
ELFUN DIVERSIFIED FUND
811-05324
0000821484
3NHY3OPY12MYWX4WVW15
One Iron Street
Boston
02210
617-664-7037
ELFUN DIVERSIFIED FUND
S000011823
3NHY3OPY12MYWX4WVW15
2020-12-31
2020-12-31
N
212807319.24
7579177.00
205228142.24
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
0.00000000
USD
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBE4
122000.00000000
PA
USD
113831.08000000
0.055465629010
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.03000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
1687.00000000
NS
USD
358824.90000000
0.174841956899
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
727.00000000
NS
USD
65815.31000000
0.032069339653
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBL1
20000.00000000
PA
USD
27390.60000000
0.013346415214
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.72000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EM1
54000.00000000
PA
USD
56626.56000000
0.027592005356
Long
DBT
CORP
AU
N
2
2030-02-04
Fixed
2.89000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
12000.00000000
PA
USD
13346.64000000
0.006503318625
Long
DBT
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406MUE4
2720.21000000
PA
USD
3189.37000000
0.001554060746
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
321.00000000
NS
USD
36892.53000000
0.017976350415
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398NDD3
12439.21000000
PA
USD
1410.38000000
0.000687225438
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
5.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAG4
6000.00000000
PA
USD
7235.46000000
0.003525569115
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KGXM5
1571989.34000000
PA
USD
1673498.62000000
0.815433303510
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
15000.00000000
PA
USD
14814.45000000
0.007218527555
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
40000.00000000
PA
USD
40755.60000000
0.019858679981
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
16000.00000000
PA
USD
21959.68000000
0.010700130966
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
73000.00000000
PA
USD
73470.85000000
0.035799598046
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAF7
42000.00000000
PA
USD
42307.86000000
0.020615038239
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407GVZ8
2022.90000000
PA
USD
2355.03000000
0.001147518061
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
135000.00000000
PA
USD
156903.75000000
0.076453330565
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
34000.00000000
PA
USD
40776.54000000
0.019868883260
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
26000.00000000
PA
USD
29769.74000000
0.014505681177
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAR8
62000.00000000
PA
USD
64091.88000000
0.031229576655
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BF5
30000.00000000
PA
USD
34346.40000000
0.016735716469
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294BYM1
509.10000000
PA
USD
556.33000000
0.000271078807
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
15000.00000000
PA
USD
15829.95000000
0.007713342735
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AP6
15000.00000000
PA
USD
16056.15000000
0.007823561537
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
15000.00000000
PA
USD
17732.10000000
0.008640189306
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AH9
23000.00000000
PA
USD
25693.07000000
0.012519272317
Long
DBT
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
85000.00000000
PA
USD
77150.78000000
0.037592690338
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
140000.00000000
PA
USD
155341.20000000
0.075691958375
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
4000.00000000
PA
USD
5165.16000000
0.002516789336
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
41000.00000000
PA
USD
46154.52000000
0.022489371826
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
10128.00000000
NS
USD
453228.00000000
0.220841057689
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
252.00000000
NS
USD
37175.04000000
0.018114006974
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
141.00000000
NS
USD
19207.02000000
0.009358862673
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AV2
19000.00000000
PA
USD
20874.92000000
0.010171567979
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
53000.00000000
PA
USD
60435.90000000
0.029448154302
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
2196.00000000
NS
USD
488675.88000000
0.238113484177
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
623.00000000
NS
USD
236646.55000000
0.115309015331
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
1782.00000000
NS
USD
98901.00000000
0.048190759279
Long
EC
CORP
US
N
1
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BM5
12000.00000000
PA
USD
12743.16000000
0.006209265386
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403ALU7
1132.48000000
PA
USD
1313.17000000
0.000639858640
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
10000.00000000
PA
USD
10231.30000000
0.004985329930
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
25000.00000000
PA
USD
26606.75000000
0.012964474418
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
17000.00000000
PA
USD
18807.44000000
0.009164162280
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
BMW Floorplan Master Owner Trust
N/A
BMW Floorplan Master Owner Trust
05564UAM2
100000.00000000
PA
USD
101013.07000000
0.049219892017
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.15000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
494.00000000
NS
USD
93375.88000000
0.045498574893
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
339.00000000
NS
USD
244602.06000000
0.119185437888
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
14000.00000000
PA
USD
15866.48000000
0.007731142438
Long
DBT
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
134.00000000
NS
USD
51500.22000000
0.025094131554
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BA7
42000.00000000
PA
USD
50937.18000000
0.024819783214
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
1726.00000000
NS
USD
290658.40000000
0.141626970271
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
580.00000000
NS
USD
121974.00000000
0.059433369453
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
632.00000000
NS
USD
20438.88000000
0.009959101991
Long
EC
CORP
US
N
1
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AM9
29000.00000000
PA
USD
32678.36000000
0.015922942946
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
1524.00000000
NS
USD
398084.04000000
0.193971467877
Long
EC
CORP
IE
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7J8
596877.79000000
PA
USD
638753.41000000
0.311240652976
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEG7
20000.00000000
PA
USD
27178.40000000
0.013243018088
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.38000000
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
553.00000000
NS
USD
28955.08000000
0.014108727820
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
824.00000000
NS
USD
48846.72000000
0.023801180221
Long
EC
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
540.00000000
NS
USD
65307.60000000
0.031821951554
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBE5
45000.00000000
PA
USD
44626.93000000
0.021745034337
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
4.35000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
29000.00000000
PA
USD
36476.20000000
0.017773488373
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDJ7
15000.00000000
PA
USD
16496.70000000
0.008038225079
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.10000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
28000.00000000
PA
USD
32571.28000000
0.015870766866
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
41000.00000000
PA
USD
46349.27000000
0.022584266219
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
1212.00000000
NS
USD
100923.24000000
0.049176121217
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
25000.00000000
PA
USD
25803.75000000
0.012573202543
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
17000.00000000
PA
USD
20040.11000000
0.009764796280
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAD3
240062.00000000
PA
USD
273301.41000000
0.133169558042
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
3.67000000
N
N
N
N
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAA6
50000.00000000
PA
USD
54267.00000000
0.026442279995
Long
DBT
CORP
CA
N
2
2075-05-20
Fixed
5.63000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
75000.00000000
PA
USD
73734.00000000
0.035927821201
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
69000.00000000
PA
USD
77931.36000000
0.037973037785
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.56000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CD0
20000.00000000
PA
USD
26324.20000000
0.012826798368
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.56000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GAN5
287000.00000000
PA
USD
287045.37000000
0.139866475848
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.88000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
3033.00000000
NS
USD
126294.12000000
0.061538402395
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
18000.00000000
PA
USD
17349.12000000
0.008453577472
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
48000.00000000
PA
USD
58764.48000000
0.028633733833
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
744.00000000
NS
USD
41210.16000000
0.020080170073
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
4000.00000000
PA
USD
5032.72000000
0.002452256276
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
1910.00000000
NS
USD
103426.50000000
0.050395866215
Long
EC
CORP
US
N
1
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
30000.00000000
PA
USD
33740.10000000
0.016440289149
Long
DBT
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
59000.00000000
PA
USD
63345.35000000
0.030865820500
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
11000.00000000
PA
USD
12198.89000000
0.005944062966
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.63000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
177.00000000
NS
USD
15066.24000000
0.007341215408
Long
EC
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
366.00000000
NS
USD
20444.76000000
0.009961967095
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VXH4
1735.90000000
PA
USD
2004.71000000
0.000976820224
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ESH2
219.24000000
PA
USD
241.99000000
0.000117912678
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBD2
22000.00000000
PA
USD
29286.84000000
0.014270382063
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
25000.00000000
PA
USD
27784.00000000
0.013538104324
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAM2
15000.00000000
PA
USD
17312.25000000
0.008435612100
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
52000.00000000
PA
USD
59262.84000000
0.028876566027
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406D5L6
1894.30000000
PA
USD
2157.99000000
0.001051507837
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
87.00000000
NS
USD
34102.26000000
0.016616756175
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
42000.00000000
PA
USD
50909.88000000
0.024806480945
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DK6
6000.00000000
PA
USD
8076.42000000
0.003935337479
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
44000.00000000
PA
USD
48892.80000000
0.023823633282
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AV2
24000.00000000
PA
USD
24661.68000000
0.012016714535
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.50000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BG4
59000.00000000
PA
USD
56331.43000000
0.027448199542
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.13000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
976.00000000
NS
USD
63069.12000000
0.030731223949
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFF6
24000.00000000
PA
USD
28081.68000000
0.013683152658
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
23000.00000000
PA
USD
26995.79000000
0.013154039063
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797104
587.00000000
NS
USD
21830.53000000
0.010637201000
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
423.00000000
NS
USD
40231.53000000
0.019603320266
Long
EC
CORP
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
200000.00000000
PA
USD
206726.00000000
0.100729850079
Long
DBT
NUSS
CO
N
2
2023-03-15
Fixed
2.63000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBB5
10000.00000000
PA
USD
11033.70000000
0.005376309447
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
357.00000000
NS
USD
35853.51000000
0.017470074819
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
203.00000000
NS
USD
90645.59000000
0.044168206665
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NXX3
14747.76000000
PA
USD
16482.76000000
0.008031432638
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CN6
39000.00000000
PA
USD
43882.41000000
0.021382257579
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
69.00000000
NS
USD
95682.99000000
0.046622743331
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
2887.00000000
NS
USD
54102.38000000
0.026362066824
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
12000.00000000
PA
USD
15651.36000000
0.007626322505
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
20000.00000000
PA
USD
22207.20000000
0.010820738207
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
25000.00000000
PA
USD
28370.50000000
0.013823883844
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
1395.00000000
NS
USD
137937.60000000
0.067211834836
Long
EC
CORP
US
N
1
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FF9
19000.00000000
PA
USD
24171.04000000
0.011777644009
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.13000000
N
N
N
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
192.00000000
NS
USD
31102.08000000
0.015154880641
Long
EC
CORP
US
N
1
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
4000.00000000
PA
USD
5764.48000000
0.002808815563
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406FGM7
2413.36000000
PA
USD
2798.59000000
0.001363648264
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
100.00000000
NS
USD
37250.00000000
0.018150532180
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
435.00000000
NS
USD
66759.45000000
0.032529383773
Long
EC
CORP
US
N
1
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BH0
50000.00000000
PA
USD
65070.50000000
0.031706421590
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
634.00000000
NS
USD
149839.56000000
0.073011214916
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPT9
831466.46000000
PA
USD
914468.40000000
0.445586258306
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
1946.00000000
NS
USD
146339.20000000
0.071305620370
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
3378.00000000
NS
USD
197511.66000000
0.096240046732
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEY6
25000.00000000
PA
USD
28414.75000000
0.013845445215
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201Y4S2
2895.89000000
PA
USD
3385.98000000
0.001649861448
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
1619.00000000
NS
USD
337108.18000000
0.164260211255
Long
EC
CORP
US
N
1
N
N
N
State of California
N/A
CALIFORNIA ST
13063DGE2
50000.00000000
PA
USD
60118.00000000
0.029293253519
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
6000.00000000
PA
USD
6904.20000000
0.003364158504
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
6298.00000000
NS
USD
991179.24000000
0.482964582333
Long
EC
CORP
US
N
1
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
119000.00000000
PA
USD
121324.35000000
0.059116819299
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.38000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
861.00000000
NS
USD
53528.37000000
0.026082373214
Long
EC
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
31000.00000000
PA
USD
37558.67000000
0.018300935529
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
1792.00000000
NS
USD
384527.36000000
0.187365804612
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FL2
16000.00000000
PA
USD
18914.56000000
0.009216357851
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
97000.00000000
PA
USD
107501.22000000
0.052381324913
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
60000.00000000
PA
USD
67050.60000000
0.032671250281
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402WJB5
479.07000000
PA
USD
527.70000000
0.000257128478
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
20000.00000000
PA
USD
20562.80000000
0.010019483573
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
60000.00000000
PA
USD
67858.80000000
0.033065055922
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.63000000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
567.00000000
NS
USD
37558.08000000
0.018300648044
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
10000.00000000
PA
USD
11556.30000000
0.005630952886
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BS0
11000.00000000
PA
USD
14089.13000000
0.006865106240
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.90000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
635.00000000
NS
USD
33521.65000000
0.016333846632
Long
EC
CORP
US
N
1
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVD8
1000.00000000
PA
USD
1093.79000000
0.000532962968
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2268.00000000
NS
USD
795342.24000000
0.387540534801
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AS3
9000.00000000
PA
USD
9952.74000000
0.004849598057
Long
DBT
US
N
2
2027-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391XN39
1242.46000000
PA
USD
1367.98000000
0.000666565503
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.50000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AY3
39000.00000000
PA
USD
42830.58000000
0.020869740149
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
55000.00000000
PA
USD
56490.50000000
0.027525708405
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
305.00000000
NS
USD
61585.60000000
0.030008360124
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
16000.00000000
PA
USD
22215.20000000
0.010824636308
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
481.00000000
NS
USD
21736.39000000
0.010591330098
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
3728.00000000
NS
USD
308641.12000000
0.150389277333
Long
EC
CORP
US
N
1
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769FH2
46000.00000000
PA
USD
47454.98000000
0.023123037358
Long
DBT
CORP
DE
N
2
2022-10-04
Fixed
2.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BP0
11000.00000000
PA
USD
13004.75000000
0.006336728412
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
5000.00000000
PA
USD
6855.55000000
0.003340453178
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
224.00000000
NS
USD
39202.24000000
0.019101785735
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390MHJ6
86.40000000
PA
USD
100.73000000
0.000049081962
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.00000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
174.00000000
NS
USD
40352.34000000
0.019662186462
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
30000.00000000
PA
USD
33222.00000000
0.016187838391
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCP9
105000.00000000
PA
USD
108124.80000000
0.052685172130
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
22000.00000000
PA
USD
22213.40000000
0.010823759235
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
268000.00000000
PA
USD
286813.60000000
0.139753542993
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AP0
48000.00000000
PA
USD
55585.92000000
0.027084940395
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AE5
200000.00000000
PA
USD
199576.00000000
0.097245922426
Long
DBT
CORP
VG
N
2
2025-09-28
Fixed
0.75000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
18000.00000000
PA
USD
18385.74000000
0.008958683638
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
112000.00000000
PA
USD
119207.20000000
0.058085211267
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
2130.00000000
NS
USD
268124.40000000
0.130646994643
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
9000.00000000
PA
USD
10044.99000000
0.004894548033
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PLZ2
1386.41000000
PA
USD
1578.32000000
0.000769056320
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
1469.00000000
NS
USD
39442.65000000
0.019218928539
Long
EP
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
5000.00000000
PA
USD
5960.75000000
0.002904450595
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHA0
17000.00000000
PA
USD
21140.35000000
0.010300902093
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.95000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAW2
5000.00000000
PA
USD
6512.75000000
0.003173419555
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202XD61
4428.69000000
PA
USD
4917.96000000
0.002396338019
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
38000.00000000
PA
USD
48871.04000000
0.023813030448
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
7000.00000000
PA
USD
8008.49000000
0.003902237730
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
418.00000000
NS
USD
22191.62000000
0.010813146656
Long
EC
CORP
IE
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397L3N7
5821.11000000
PA
USD
1052.87000000
0.000513024182
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
5.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MRA3
3528.06000000
PA
USD
4075.68000000
0.001985926469
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
6.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
47000.00000000
PA
USD
55264.01000000
0.026928085688
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AL4
12000.00000000
PA
USD
14134.20000000
0.006887067166
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296MJA8
750.15000000
PA
USD
872.35000000
0.000425063536
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
952.00000000
NS
USD
53854.64000000
0.026241352385
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
723.00000000
NS
USD
94546.71000000
0.046069076574
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
9841.00000000
NS
USD
297001.38000000
0.144717667254
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
477.00000000
NS
USD
44427.78000000
0.021647995988
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296JPF7
2328.14000000
PA
USD
2710.31000000
0.001320632721
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
1011.00000000
NS
USD
18167.67000000
0.008852426281
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
1568.00000000
NS
USD
64852.48000000
0.031600188596
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
273.00000000
NS
USD
39175.50000000
0.019088756333
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCR8
62000.00000000
PA
USD
63964.16000000
0.031167343475
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BK5
9000.00000000
PA
USD
10673.82000000
0.005200953379
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
4709.00000000
NS
USD
363299.35000000
0.177022189079
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
670.00000000
NS
USD
74544.20000000
0.036322601367
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
320000.00000000
PA
USD
385592.44000000
0.187884778272
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Variable
4.41000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
717.00000000
NS
USD
27554.31000000
0.013426184976
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KLJ9
1252.13000000
PA
USD
1439.43000000
0.000701380417
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EU8
37000.00000000
PA
USD
39659.56000000
0.019324620671
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
5000.00000000
PA
USD
6600.60000000
0.003216225576
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
15000.00000000
PA
USD
18474.15000000
0.009001762525
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
1464.00000000
NS
USD
86083.20000000
0.041945124611
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
753.00000000
NS
USD
51896.76000000
0.025287350669
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
776.00000000
NS
USD
72307.68000000
0.035232828797
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
2199.00000000
NS
USD
14667.33000000
0.007146841480
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
25000.00000000
PA
USD
28460.75000000
0.013867859295
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
27000.00000000
PA
USD
30422.52000000
0.014823756463
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
91.00000000
NS
USD
51920.96000000
0.025299142424
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411UL74
436.91000000
PA
USD
447.41000000
0.000218006163
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Floating
3.35000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
5000.00000000
PA
USD
5825.35000000
0.002838475238
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
74000.00000000
PA
USD
83074.62000000
0.040479156071
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
27000.00000000
PA
USD
34467.39000000
0.016794670372
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AR6
13000.00000000
PA
USD
16892.72000000
0.008231190817
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BJ0
5000.00000000
PA
USD
6060.20000000
0.002952908862
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAH4
5000.00000000
PA
USD
5718.75000000
0.002786533044
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
20000.00000000
PA
USD
19856.80000000
0.009675476171
Long
DBT
CORP
US
N
2
2021-04-30
Variable
3.68000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
70000.00000000
PA
USD
73483.90000000
0.035805956823
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
000000000
3350.00000000
NS
USD
73130.50000000
0.035633758217
Long
EC
CORP
CW
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
14000.00000000
PA
USD
16513.84000000
0.008046576760
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
17000.00000000
PA
USD
18499.91000000
0.009014314410
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BR9
143000.00000000
PA
USD
156031.59000000
0.076028359608
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
14000.00000000
PA
USD
16902.90000000
0.008236151151
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
14000.00000000
PA
USD
15930.18000000
0.007762181066
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XBK0
773572.37000000
PA
USD
22074.35000000
0.010756005369
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
0.88000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
4248.00000000
NS
USD
455173.20000000
0.221788880916
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
6000.00000000
PA
USD
7415.40000000
0.003613247149
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBD8
10000.00000000
PA
USD
10858.80000000
0.005291087217
Long
DBT
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
285.00000000
NS
USD
40065.30000000
0.019522322602
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DD8
14000.00000000
PA
USD
16051.98000000
0.007821529652
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AK9
19000.00000000
PA
USD
21795.85000000
0.010620302733
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
182.00000000
NS
USD
25025.00000000
0.012193746786
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457BT4
21000.00000000
PA
USD
27414.87000000
0.013358241077
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PMJ9
1833.33000000
PA
USD
2144.14000000
0.001044759250
Long
ABS-MBS
USGA
US
N
2
2036-07-15
Fixed
6.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
4000.00000000
PA
USD
4642.48000000
0.002262106916
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
14000.00000000
PA
USD
17253.04000000
0.008406761281
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECH2
22000.00000000
PA
USD
25097.16000000
0.012228907656
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
4.00000000
NC
USD
-3346.82000000
-0.00163078024
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
696096.82000000
USD
-3346.82000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
792.00000000
NS
USD
73798.56000000
0.035959278875
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388LP61
84.51000000
PA
USD
90.90000000
0.000044292171
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.50000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
527.00000000
NS
USD
143986.94000000
0.070159452026
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
25000.00000000
PA
USD
26726.00000000
0.013022580484
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297KY30
939.83000000
PA
USD
1043.82000000
0.000508614456
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
7.00000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
918.00000000
NS
USD
45018.72000000
0.021935938954
Long
EC
US
N
1
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
15000.00000000
PA
USD
19735.35000000
0.009616298127
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBF4
10000.00000000
PA
USD
10295.20000000
0.005016466010
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CRL3
4152.20000000
PA
USD
4749.25000000
0.002314131945
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CG1
33000.00000000
PA
USD
49572.93000000
0.024155035200
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
3000.00000000
PA
USD
3468.27000000
0.001689958288
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
87000.00000000
PA
USD
100597.23000000
0.049017268734
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBN0
108000.00000000
PA
USD
120498.84000000
0.058714579143
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
583241.02000000
PA
USD
621460.94000000
0.302814678930
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BN5
5000.00000000
PA
USD
5658.85000000
0.002757346014
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCX0
17000.00000000
PA
USD
22014.32000000
0.010726754995
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAK1
7000.00000000
PA
USD
8300.46000000
0.004044503794
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.40000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
954.00000000
NS
USD
444354.12000000
0.216517147770
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1061.00000000
NS
USD
399763.58000000
0.194789844919
Long
EC
CORP
US
N
1
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
25000.00000000
PA
USD
24917.00000000
0.012141122425
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
325.00000000
NS
USD
43030.00000000
0.020966910059
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
26000.00000000
PA
USD
29449.94000000
0.014349854595
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
2374.00000000
NS
USD
23146.50000000
0.011278423976
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
10000.00000000
PA
USD
12708.50000000
0.006192376864
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405KHN4
68.81000000
PA
USD
78.58000000
0.000038289095
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLD8
24213.78000000
PA
USD
28159.40000000
0.013721022708
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
94.00000000
NS
USD
22004.46000000
0.010721950586
Long
EC
CORP
BM
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CW9
26000.00000000
PA
USD
26345.02000000
0.012836943175
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CR14 Mortgage Trust
12630DBA1
55000.00000000
PA
USD
60026.78000000
0.029248805424
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.53000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
462.00000000
NS
USD
36696.66000000
0.017880910288
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
400.00000000
NS
USD
47956.00000000
0.023367165670
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
18000.00000000
PA
USD
22030.20000000
0.010734492725
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371H4J4
210.66000000
PA
USD
249.33000000
0.000121489186
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406ST37
2609.05000000
PA
USD
3080.23000000
0.001500880905
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292HD68
33.21000000
PA
USD
40.44000000
0.000019704899
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
8.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBL2
29000.00000000
PA
USD
31918.85000000
0.015552862122
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAZ9
287000.00000000
PA
USD
282401.98000000
0.137603925522
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.32000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
5000.00000000
PA
USD
6170.70000000
0.003006751380
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
7000.00000000
PA
USD
9615.55000000
0.004685297978
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAK2
117000.00000000
PA
USD
102220.47000000
0.049808212891
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.42000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
40000.00000000
PA
USD
40782.40000000
0.019871738619
Long
DBT
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390L6T8
340.25000000
PA
USD
377.11000000
0.000183751602
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
1216.00000000
NS
USD
99651.20000000
0.048556303688
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
673.00000000
NS
USD
36967.89000000
0.018013070525
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
991.00000000
NS
USD
21742.54000000
0.010594326763
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
5000.00000000
PA
USD
5725.65000000
0.002789895156
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
34000.00000000
PA
USD
45094.88000000
0.021973048875
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
23000.00000000
PA
USD
25839.81000000
0.012590773233
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
30000.00000000
PA
USD
32175.00000000
0.015677674440
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
19000.00000000
PA
USD
21834.42000000
0.010639096452
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
13000.00000000
PA
USD
18539.82000000
0.009033761061
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
15000.00000000
PA
USD
15511.20000000
0.007558027778
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
8000.00000000
PA
USD
8604.48000000
0.004192641372
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
556000.00000000
PA
USD
635056.25000000
0.309439165149
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
1550.00000000
NS
USD
77887.50000000
0.037951666447
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
135000.00000000
PA
USD
140779.35000000
0.068596513355
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
764.00000000
NS
USD
70310.92000000
0.034259882310
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
1391.00000000
NS
USD
69369.17000000
0.033801002748
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DX2
20000.00000000
PA
USD
20118.80000000
0.009803138975
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAH2
83000.00000000
PA
USD
86173.92000000
0.041989329075
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
5.38000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1367.00000000
NS
USD
238937.93000000
0.116425519128
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
2990.00000000
NS
USD
422995.30000000
0.206109793414
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
5000.00000000
PA
USD
6457.40000000
0.003146449570
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
747.00000000
NS
USD
88512.03000000
0.043128602653
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
228000.00000000
PA
USD
239689.56000000
0.116791760322
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297RLM7
2892.24000000
PA
USD
3359.66000000
0.001637036696
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
14000.00000000
PA
USD
15926.26000000
0.007760270997
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAE8
246000.00000000
PA
USD
272240.24000000
0.132652489579
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.91000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
56000.00000000
PA
USD
66605.84000000
0.032454535363
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAJ2
28000.00000000
PA
USD
30580.48000000
0.014900724465
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.63000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AB4
24000.00000000
PA
USD
31526.40000000
0.015361635912
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.13000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
4000.00000000
PA
USD
4699.48000000
0.002289880885
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
26000.00000000
PA
USD
40886.56000000
0.019922491893
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EB5
14000.00000000
PA
USD
17825.64000000
0.008685767851
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
2612.00000000
NS
USD
196370.16000000
0.095683836464
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
400.00000000
NS
USD
18236.00000000
0.008885720935
Long
EC
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GD9
28000.00000000
PA
USD
28477.68000000
0.013876108651
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.40000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
2931.00000000
NS
USD
58766.55000000
0.028634742466
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
25000.00000000
PA
USD
30231.50000000
0.014730679559
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
FLIR Systems Inc
VOBD35NEPH6WISIRTJ85
FLIR Systems Inc
302445101
373.00000000
NS
USD
16348.59000000
0.007966056614
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
129.00000000
NS
USD
22077.06000000
0.010757325851
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386N6A1
2666.85000000
PA
USD
2737.48000000
0.001333871646
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
5018.00000000
NS
USD
309409.88000000
0.150763865336
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
11000.00000000
PA
USD
12452.11000000
0.006067447604
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
5000.00000000
PA
USD
6052.80000000
0.002949303118
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJH4
126000.00000000
PA
USD
128599.28000000
0.062661620670
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.18000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1261.00000000
NS
USD
332286.11000000
0.161910596847
Long
EC
CORP
IE
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
1701.00000000
NS
USD
67835.88000000
0.033053887863
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
1078.00000000
NS
USD
165925.76000000
0.080849418695
Long
EC
CORP
CH
N
1
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
5000.00000000
PA
USD
6301.15000000
0.003070314787
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.88000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
541.00000000
NS
USD
33742.17000000
0.016441297782
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
72000.00000000
PA
USD
77086.08000000
0.037561164447
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311206
482.00000000
NS
USD
7172.16000000
0.003494725392
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
26000.00000000
PA
USD
30860.70000000
0.015037265193
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
105000.00000000
PA
USD
122186.40000000
0.059536864031
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
55000.00000000
PA
USD
59633.75000000
0.029057296601
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
3685.00000000
NS
USD
43372.45000000
0.021133773139
Long
EC
CORP
JE
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCQM1
2350.73000000
PA
USD
390.39000000
0.000190222449
Long
ABS-MBS
USGSE
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
1031.00000000
NS
USD
153619.00000000
0.074852794710
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
13000.00000000
PA
USD
14469.91000000
0.007050646096
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
568.00000000
NS
USD
84529.76000000
0.041188191384
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
15000.00000000
PA
USD
16938.90000000
0.008253692605
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
41000.00000000
PA
USD
49584.58000000
0.024160711810
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
30000.00000000
PA
USD
36565.80000000
0.017817147103
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.38000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
20886.00000000
NS
USD
225568.80000000
0.109911241966
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CS7
23000.00000000
PA
USD
26407.45000000
0.012867362980
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AH7
15000.00000000
PA
USD
16187.10000000
0.007887368575
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.88000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
1248.00000000
NS
USD
83204.16000000
0.040542276069
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
35000.00000000
PA
USD
36762.95000000
0.017913210926
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.88000000
N
N
N
N
N
N
Trillium Credit Card Trust II
549300P7QN1SDIOQVL28
Trillium Credit Card Trust II
89621AAP4
137000.00000000
PA
USD
137244.26000000
0.066873996179
Long
ABS-O
CORP
CA
N
2
2024-01-26
Fixed
3.04000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
55000.00000000
PA
USD
60864.65000000
0.029657068146
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.13000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BW8
10000.00000000
PA
USD
11949.40000000
0.005822495818
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFQ2
42000.00000000
PA
USD
49201.32000000
0.023973963542
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
55000.00000000
PA
USD
56590.05000000
0.027574215398
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
13000.00000000
PA
USD
17631.51000000
0.008591175560
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.88000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
31000.00000000
PA
USD
36193.43000000
0.017635705125
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
17000.00000000
PA
USD
22640.94000000
0.011032083491
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
176.00000000
NS
USD
20662.40000000
0.010068014929
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BZ78
1139.86000000
PA
USD
1288.16000000
0.000627672202
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
4.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
27000.00000000
PA
USD
35787.69000000
0.017438003194
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BH2
53000.00000000
PA
USD
57303.60000000
0.027921901633
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402N2E7
1234.56000000
PA
USD
1415.51000000
0.000689725095
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368H6M0
346.56000000
PA
USD
362.76000000
0.000176759383
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
8.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
20000.00000000
PA
USD
21442.40000000
0.010448079764
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
125.00000000
NS
USD
48478.75000000
0.023621882199
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
864.00000000
NS
USD
19880.64000000
0.009687092512
Long
EC
CORP
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAW1
41000.00000000
PA
USD
45847.84000000
0.022339938129
Long
DBT
CORP
US
N
2
2046-09-19
Fixed
3.13000000
N
N
N
N
N
N
Allegion PLC
N/A
Allegion PLC
000000000
227.00000000
NS
USD
26418.26000000
0.012872630289
Long
EC
CORP
IE
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
9000.00000000
PA
USD
12219.57000000
0.005954139557
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
10925.00000000
NS
USD
572470.00000000
0.278943225695
Long
EC
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAB7
41000.00000000
PA
USD
50889.61000000
0.024796604132
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
288.00000000
NS
USD
47885.76000000
0.023332940344
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
30000.00000000
PA
USD
31492.80000000
0.015345263888
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BX0
20000.00000000
PA
USD
20145.40000000
0.009816100160
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
295.00000000
NS
USD
38332.30000000
0.018677896501
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ED1
11000.00000000
PA
USD
14497.01000000
0.007063850913
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.13000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
571.00000000
NS
USD
82349.62000000
0.040125890680
Long
EC
CORP
US
N
1
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AL1
29000.00000000
PA
USD
31066.54000000
0.015137563328
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
24000.00000000
PA
USD
26167.20000000
0.012750298138
Long
DBT
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAU7
8000.00000000
PA
USD
9379.68000000
0.004570367347
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AN0
7000.00000000
PA
USD
7290.92000000
0.003552592700
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.60000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AP5
27000.00000000
PA
USD
34143.39000000
0.016636797286
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
26000.00000000
PA
USD
35199.58000000
0.017151439181
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
809.00000000
NS
USD
14100.87000000
0.006870826703
Long
EC
CORP
BM
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
479.00000000
NS
USD
8224.43000000
0.004007457218
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBL4
24000.00000000
PA
USD
29349.12000000
0.014300728779
Long
DBT
US
N
2
2029-02-01
Fixed
4.38000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
40000.00000000
PA
USD
42170.40000000
0.020548059120
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAQ9
11000.00000000
PA
USD
12471.14000000
0.006076720211
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400YY42
223.15000000
PA
USD
245.51000000
0.000119627843
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
295.00000000
NS
USD
28151.85000000
0.013717343875
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
636.00000000
NS
USD
83901.12000000
0.040881878617
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
70000.00000000
PA
USD
81903.50000000
0.039908513085
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DC1
15000.00000000
PA
USD
15079.50000000
0.007347676510
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.35000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
384.00000000
NS
USD
111452.16000000
0.054306470245
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404QKG3
2512.36000000
PA
USD
2940.56000000
0.001432824937
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400UF66
292.88000000
PA
USD
328.72000000
0.000160172964
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
7.00000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
897.00000000
NS
USD
26120.64000000
0.012727611191
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
5000.00000000
PA
USD
5164.10000000
0.002516272838
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297CGN4
1758.61000000
PA
USD
2132.45000000
0.001039063150
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
7.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
10000.00000000
PA
USD
13416.30000000
0.006537261339
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
85000.00000000
PA
USD
87489.65000000
0.042630435107
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAG2
87000.00000000
PA
USD
78023.37000000
0.038017870818
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Variable
4.43000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAH0
35000.00000000
PA
USD
37121.35000000
0.018087845845
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.06000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBC1
24000.00000000
PA
USD
26277.60000000
0.012804091930
Long
DBT
NUSS
MX
N
2
2023-10-02
Fixed
4.00000000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
1855.00000000
NS
USD
52311.00000000
0.025489194332
Long
EC
CORP
US
N
1
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CP2
173000.00000000
PA
USD
184104.87000000
0.089707419260
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.30000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
2310.00000000
NS
USD
97528.20000000
0.047521845169
Long
EC
CORP
US
N
1
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAH4
36000.00000000
PA
USD
40078.44000000
0.019528725233
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.60000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
20000.00000000
PA
USD
24346.60000000
0.011863187832
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
736.00000000
NS
USD
39147.84000000
0.019075278649
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296NK55
1028.20000000
PA
USD
1165.92000000
0.000568109220
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
7.50000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YBM0
265.21000000
PA
USD
28.12000000
0.000013701824
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
12000.00000000
PA
USD
14505.84000000
0.007068153442
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
28000.00000000
PA
USD
30590.00000000
0.014905363205
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
9000.00000000
PA
USD
12756.06000000
0.006215551074
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
211.00000000
NS
USD
74580.06000000
0.036340074604
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAU8
403000.00000000
PA
USD
452974.00000000
0.220717292987
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.72000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
204.00000000
NS
USD
55657.32000000
0.027119730945
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3226.00000000
NS
USD
377893.64000000
0.184133440899
Long
EC
CORP
IE
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAJ4
17000.00000000
PA
USD
20176.11000000
0.009831063995
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
120.00000000
NS
USD
54270.00000000
0.026443741783
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
3177.00000000
NS
USD
152273.61000000
0.074197236469
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
35000.00000000
PA
USD
35975.45000000
0.017529491622
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
1782.00000000
NS
USD
68999.04000000
0.033620652239
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CJ1
14000.00000000
PA
USD
19621.14000000
0.009560647865
Long
DBT
CORP
US
N
2
2048-04-17
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A14B8
835113.74000000
PA
USD
185524.39000000
0.090399098279
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
6.40000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAD5
10000.00000000
PA
USD
10266.10000000
0.005002286668
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
2865.00000000
NS
USD
262749.15000000
0.128027836305
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
810.00000000
NS
USD
11809.80000000
0.005754473958
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
25000.00000000
PA
USD
25432.25000000
0.012392184484
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
2416.00000000
NS
USD
30514.08000000
0.014868370227
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403RUC0
1191.33000000
PA
USD
1397.42000000
0.000680910514
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
998.00000000
NS
USD
16247.44000000
0.007916770001
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
3326.00000000
NS
USD
493245.80000000
0.240340235318
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAM9
14000.00000000
PA
USD
14405.02000000
0.007019027625
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
3.10000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAM6
16000.00000000
PA
USD
16153.44000000
0.007870967316
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.15000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
29000.00000000
PA
USD
39382.00000000
0.019189376062
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290VJ88
1218.74000000
PA
USD
1383.32000000
0.000674040112
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
7.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
16000.00000000
PA
USD
16411.36000000
0.007996642088
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAQ8
26000.00000000
PA
USD
28663.70000000
0.013966749241
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
2199.00000000
NS
USD
360921.87000000
0.175863731971
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
857.00000000
NS
USD
156016.85000000
0.076021177357
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390FA41
551.80000000
PA
USD
617.77000000
0.000301016221
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
328.00000000
NS
USD
48645.68000000
0.023703220946
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
29000.00000000
PA
USD
33606.07000000
0.016374981341
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDB9
8000.00000000
PA
USD
10178.80000000
0.004959748643
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.13000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
116000.00000000
PA
USD
138513.28000000
0.067492342174
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
2823.00000000
NS
USD
661146.60000000
0.322152017157
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
27000.00000000
PA
USD
31518.72000000
0.015357893735
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
1417.00000000
NS
USD
85062.51000000
0.041447780539
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
26000.00000000
PA
USD
33979.40000000
0.016556891091
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAF7
11000.00000000
PA
USD
13419.45000000
0.006538796216
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.60000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
34000.00000000
PA
USD
38261.56000000
0.018643427544
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
45000.00000000
PA
USD
48231.45000000
0.023501382156
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAQ4
12000.00000000
PA
USD
14930.40000000
0.007275025655
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.10000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BJ7
12000.00000000
PA
USD
14261.88000000
0.006949280856
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
880.00000000
NS
USD
35173.60000000
0.017138780099
Long
EC
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
720.00000000
NS
USD
1261900.80000000
0.614877075934
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
5805853.70000000
NS
USD
5805853.70000000
2.828975420539
Long
STIV
RF
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FA6
51000.00000000
PA
USD
54679.65000000
0.026643348910
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AV5
5000.00000000
PA
USD
6724.90000000
0.003276792318
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
19000.00000000
PA
USD
23813.84000000
0.011603593805
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.88000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C12
90353DBD6
54000.00000000
PA
USD
62137.66000000
0.030277358320
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
4.79000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
355.00000000
NS
USD
33558.15000000
0.016351631717
Long
EC
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
30000.00000000
PA
USD
31263.30000000
0.015233437119
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
548.00000000
NS
USD
145872.12000000
0.071078029751
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1061.00000000
NS
USD
74206.34000000
0.036157974822
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
31000.00000000
PA
USD
42768.22000000
0.020839354453
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAM4
25000.00000000
PA
USD
26732.50000000
0.013025747691
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
644.00000000
NS
USD
88942.84000000
0.043338520258
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
1702.00000000
NS
USD
169621.32000000
0.082650126902
Long
EC
US
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HNK9
16.18000000
PA
USD
0.32000000
0.000000155924
Long
ABS-MBS
USGSE
US
N
2
2022-05-25
Fixed
9.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
47000.00000000
PA
USD
55611.81000000
0.027097555624
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDK5
17000.00000000
PA
USD
20286.27000000
0.009884740844
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
40000.00000000
PA
USD
40865.20000000
0.019912083963
Long
DBT
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
21000.00000000
PA
USD
24598.14000000
0.011985753869
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406XUA8
2406.32000000
PA
USD
2810.64000000
0.001369519778
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
45000.00000000
PA
USD
46634.85000000
0.022723418674
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
484.00000000
NS
USD
24350.04000000
0.011864864016
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAP8
17000.00000000
PA
USD
17929.22000000
0.008736238512
Long
DBT
CORP
US
N
2
2023-05-02
Fixed
2.95000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
24000.00000000
PA
USD
25708.32000000
0.012526703072
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296PJS2
5586.01000000
PA
USD
6543.32000000
0.003188315173
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
4055.00000000
NS
USD
886950.15000000
0.432177644020
Long
EC
CORP
US
N
1
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABN8
115000.00000000
PA
USD
124058.55000000
0.060449092724
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QS0
183300.00000000
PA
USD
260429.20000000
0.126897411416
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AM6
125000.00000000
PA
USD
138001.25000000
0.067242849101
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.40000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
3163.00000000
NS
USD
37481.55000000
0.018263357837
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
2560.00000000
NS
USD
157260.80000000
0.076627307679
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TL80
199.27000000
PA
USD
224.13000000
0.000109210168
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022614
3958243.00000000
PA
USD
4188810.65000000
2.041050805352
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391VGY3
199.60000000
PA
USD
216.91000000
0.000105692132
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLC0
5851.84000000
PA
USD
6806.10000000
0.003316358042
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
1137.00000000
NS
USD
188173.50000000
0.091689910528
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
555.00000000
NS
USD
20840.25000000
0.010154674584
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
312.00000000
NS
USD
31287.36000000
0.015245160658
Long
EC
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
14000.00000000
PA
USD
15521.52000000
0.007563056328
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAM5
4000.00000000
PA
USD
4458.20000000
0.002172314162
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
3499.00000000
NS
USD
125789.05000000
0.061292300669
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
501.00000000
NS
USD
77199.09000000
0.037616229995
Long
EC
CORP
US
N
1
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAM1
7000.00000000
PA
USD
7287.70000000
0.003551023714
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.65000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WJA3
30000.00000000
PA
USD
39910.20000000
0.019446748172
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.46000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBC9
46000.00000000
PA
USD
48031.36000000
0.023403885780
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.38000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EZ7
25000.00000000
PA
USD
25651.00000000
0.012498773179
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.63000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
1375.00000000
NS
USD
69313.75000000
0.033773998655
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAY7
32000.00000000
PA
USD
35305.28000000
0.017202942839
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
16000.00000000
PA
USD
18213.76000000
0.008874884214
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
348.00000000
NS
USD
73970.88000000
0.036043243968
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AC32
15.35000000
PA
USD
15.41000000
0.000007508716
Long
ABS-MBS
USGA
US
N
2
2021-12-15
Fixed
9.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
595.00000000
NS
USD
191048.55000000
0.093090814892
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
609.00000000
NS
USD
46424.07000000
0.022620713462
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
48000.00000000
PA
USD
68078.88000000
0.033172292677
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
35000.00000000
PA
USD
35665.00000000
0.017378220945
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
63000.00000000
PA
USD
71256.15000000
0.034720457546
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FW9
31000.00000000
PA
USD
39526.55000000
0.019259809872
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.00000000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
1615.00000000
NS
USD
33672.75000000
0.016407472012
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
284.00000000
NS
USD
32830.40000000
0.015997026354
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407JRT1
886.01000000
PA
USD
1013.41000000
0.000493796800
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Vontier Corp
N/A
Vontier Corp
928881101
333.00000000
NS
USD
11122.20000000
0.005419432188
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
292.00000000
NS
USD
30695.04000000
0.014956545269
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
62000.00000000
PA
USD
73504.10000000
0.035815799528
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
28000.00000000
PA
USD
30032.80000000
0.014633860479
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PWB5
729.78000000
PA
USD
731.72000000
0.000356539796
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
809.00000000
NS
USD
50740.48000000
0.024723938659
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
4193700.00000000
PA
USD
4138002.42000000
2.016293854651
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.38000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AU2
10000.00000000
PA
USD
13443.50000000
0.006550514882
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
4.38000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
295.00000000
NS
USD
28222.65000000
0.013751842068
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SWM9
1721.10000000
PA
USD
2024.44000000
0.000986433915
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
25000.00000000
PA
USD
26718.75000000
0.013019047830
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
25000.00000000
PA
USD
27962.00000000
0.013624837069
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
362.00000000
NS
USD
88639.32000000
0.043190626311
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAF1
20000.00000000
PA
USD
20192.60000000
0.009839098955
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294STV9
1314.90000000
PA
USD
1513.66000000
0.000737549920
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
7.00000000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300AH0
8000.00000000
PA
USD
10072.56000000
0.004907981863
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.38000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
1328.00000000
NS
USD
151206.08000000
0.073677069016
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
943.00000000
NS
USD
59239.26000000
0.028865076374
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
5929.00000000
NS
USD
824961.06000000
0.401972678306
Long
EC
CORP
US
N
1
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AG5
29000.00000000
PA
USD
34755.92000000
0.016935260252
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0VP7
41858.07000000
PA
USD
44920.34000000
0.021888002059
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
27000.00000000
PA
USD
31762.53000000
0.015476693231
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
35000.00000000
PA
USD
43390.90000000
0.021142763134
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
25000.00000000
PA
USD
25856.75000000
0.012599027461
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAL6
184426.00000000
PA
USD
209627.24000000
0.102143515851
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
3.47000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
125000.00000000
PA
USD
137332.50000000
0.066916992231
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.37000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
16000.00000000
PA
USD
21785.28000000
0.010615152367
Long
DBT
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
391.00000000
NS
USD
41051.09000000
0.020002661210
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
16000.00000000
PA
USD
19679.84000000
0.009589250180
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YT60
1214.30000000
PA
USD
1433.80000000
0.000698637128
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
18000.00000000
PA
USD
20656.62000000
0.010065198551
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBX9
19000.00000000
PA
USD
16324.23000000
0.007954186897
Long
DBT
CORP
MX
N
2
2046-01-23
Fixed
5.63000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
3000.00000000
PA
USD
3261.15000000
0.001589036456
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
23000.00000000
PA
USD
24431.29000000
0.011904454103
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAP6
6000.00000000
PA
USD
6971.88000000
0.003397136437
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AW6
6000.00000000
PA
USD
6799.92000000
0.003313346759
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
92000.00000000
PA
USD
105989.52000000
0.051644730027
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
861.00000000
NS
USD
62663.58000000
0.030533619471
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CN7
116000.00000000
PA
USD
120189.92000000
0.058564053978
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
95000.00000000
PA
USD
101099.00000000
0.049261762493
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
54000.00000000
PA
USD
55637.28000000
0.027109966202
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BZ2
20000.00000000
PA
USD
22160.80000000
0.010798129222
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.98000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
590.00000000
NS
USD
209438.20000000
0.102051403727
Long
EC
CORP
US
N
1
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
5000.00000000
PA
USD
5699.65000000
0.002777226328
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
16000.00000000
PA
USD
17477.44000000
0.008516103010
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31393TFP6
23231.45000000
PA
USD
833.35000000
0.000406060295
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Variable
1.10000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AJ6
14000.00000000
PA
USD
14781.20000000
0.007202326074
Long
DBT
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
1759.00000000
NS
USD
282337.09000000
0.137572307052
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAY0
66484.00000000
PA
USD
62925.98000000
0.030661477180
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.13000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
239.00000000
NS
USD
46648.02000000
0.022729835923
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
14000.00000000
PA
USD
14825.58000000
0.007223950788
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
30000.00000000
PA
USD
26247.90000000
0.012789620231
Long
DBT
CORP
US
N
2
2047-02-12
Floating
2.35000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAD4
16000.00000000
PA
USD
24533.76000000
0.011954383902
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBC1
107832.87000000
PA
USD
119194.70000000
0.058079120484
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
4.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
35000.00000000
PA
USD
36251.25000000
0.017663878649
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
305.00000000
NS
USD
28529.70000000
0.013901456052
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
364.00000000
NS
USD
82664.40000000
0.040279271204
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31287LER9
992.21000000
PA
USD
1174.05000000
0.000572070665
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
7.00000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAP5
20000.00000000
PA
USD
21642.20000000
0.010545434833
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.38000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
12000.00000000
PA
USD
16370.40000000
0.007976683812
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
439.00000000
NS
USD
32788.91000000
0.015976809828
Long
EC
CORP
LR
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
179.00000000
NS
USD
35656.80000000
0.017374225391
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DP2
28000.00000000
PA
USD
30243.64000000
0.014736594927
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
113.00000000
NS
USD
11722.62000000
0.005711994403
Long
EC
CORP
US
N
1
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
50000.00000000
PA
USD
51761.00000000
0.025221199897
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
359.00000000
NS
USD
47312.61000000
0.023053665780
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
15000.00000000
PA
USD
19015.35000000
0.009265469049
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AKPW5
19052.54000000
PA
USD
618.08000000
0.000301167273
Long
ABS-MBS
USGSE
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
26000.00000000
PA
USD
30185.48000000
0.014708255734
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Tyler Technologies Inc
N/A
Tyler Technologies Inc
902252105
100.00000000
NS
USD
43652.00000000
0.021269987402
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
603.00000000
NS
USD
143278.83000000
0.069814416500
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAT5
19000.00000000
PA
USD
24089.91000000
0.011738112393
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
7.00000000
NC
USD
-20450.87000000
-0.00996494426
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
1515388.37000000
USD
-20450.87000000
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAW5
8000.00000000
PA
USD
10567.60000000
0.005149196345
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
8000.00000000
PA
USD
10435.68000000
0.005084916662
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
364.00000000
NS
USD
16667.56000000
0.008121478768
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
18130.00000000
NS
USD
4032474.60000000
1.964874093770
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
20000.00000000
PA
USD
20506.00000000
0.009991807057
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391PBD7
276.70000000
PA
USD
312.59000000
0.000152313418
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407LXC6
990.33000000
PA
USD
1126.71000000
0.000549003654
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AU1
19000.00000000
PA
USD
21064.73000000
0.010264055294
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
3.13000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAQ2
54000.00000000
PA
USD
62523.36000000
0.030465295508
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.46000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
29803.00000000
PA
USD
41743.27000000
0.020339934642
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
300.00000000
NS
USD
16446.00000000
0.008013520865
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
170.00000000
NS
USD
90844.60000000
0.044265176797
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
1404.00000000
NS
USD
52313.04000000
0.025490188347
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
6000.00000000
PA
USD
7081.14000000
0.003450374750
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGG8
33000.00000000
PA
USD
43689.69000000
0.021288352329
Long
DBT
CORP
US
N
2
2048-01-20
Fixed
4.44000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
707.00000000
NS
USD
45559.08000000
0.022199236178
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAX5
28000.00000000
PA
USD
28509.60000000
0.013891662073
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
3.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
684.00000000
NS
USD
171150.48000000
0.083395229392
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TAFV9
3430.07000000
PA
USD
550.40000000
0.000268189339
Long
ABS-MBS
USGSE
US
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1052.00000000
NS
USD
236131.92000000
0.115058255375
Long
EC
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJJ2
30000.00000000
PA
USD
38159.10000000
0.018593502617
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
5.35000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
5000.00000000
PA
USD
6050.45000000
0.002948158051
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
17000.00000000
PA
USD
18971.66000000
0.009244180546
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Cantor Fitzgerald LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AE7
66000.00000000
PA
USD
73374.18000000
0.035752494369
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312932LG9
4019.73000000
PA
USD
4779.83000000
0.002329032435
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AY7
6000.00000000
PA
USD
7566.48000000
0.003686862784
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KAG3
2117.30000000
PA
USD
2356.53000000
0.001148248955
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6AQ4
502954.05000000
PA
USD
527539.07000000
0.257050063525
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBQ3
16000.00000000
PA
USD
21426.72000000
0.010440439486
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.60000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
546.00000000
NS
USD
58989.84000000
0.028743543334
Long
EC
CORP
US
N
1
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
22000.00000000
PA
USD
24059.42000000
0.011723255756
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
58000.00000000
PA
USD
75363.46000000
0.036721796132
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AK3
145000.00000000
PA
USD
159457.95000000
0.077697896720
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.25000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
222.00000000
NS
USD
30616.02000000
0.014918041778
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
473.00000000
NS
USD
84747.41000000
0.041294244090
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPF7
97354.14000000
PA
USD
107705.34000000
0.052480784956
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
16000.00000000
PA
USD
16376.80000000
0.007979802292
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
20000.00000000
PA
USD
22700.80000000
0.011061251031
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
15000.00000000
PA
USD
17414.25000000
0.008485312886
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
1370.00000000
NS
USD
157947.30000000
0.076961813460
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
2162.00000000
NS
USD
186580.60000000
0.090913749919
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VV52
1241.64000000
PA
USD
1413.74000000
0.000688862640
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
1926.00000000
NS
USD
33339.06000000
0.016244877352
Long
EC
CORP
US
N
1
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAB5
7000.00000000
PA
USD
7087.08000000
0.003453269090
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
2.40000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCJ3
59000.00000000
PA
USD
59436.01000000
0.028960945293
Long
DBT
CORP
US
N
2
2021-04-09
Fixed
3.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
12000.00000000
PA
USD
12960.84000000
0.006315332711
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
150000.00000000
PA
USD
155946.00000000
0.075986654801
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
-25.00000000
NC
USD
-3765.17000000
-0.00183462655
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
-3448187.96000000
USD
-3765.17000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377LM88
653.99000000
PA
USD
1.55000000
0.000000755257
Long
ABS-MBS
USGA
US
N
2
2039-08-16
Fixed
4.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AM7
20000.00000000
PA
USD
27718.40000000
0.013506139897
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAX6
19000.00000000
PA
USD
21501.54000000
0.010476896474
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.05000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
280.00000000
NS
USD
70226.80000000
0.034218893780
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BX9
15000.00000000
PA
USD
21079.65000000
0.010271325252
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294SCC9
510.88000000
PA
USD
567.51000000
0.000276526403
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
7.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
27000.00000000
PA
USD
30101.22000000
0.014667198987
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
21000.00000000
PA
USD
22446.06000000
0.010937125754
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AC6
23000.00000000
PA
USD
25374.52000000
0.012364054813
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31393RTL4
3872.07000000
PA
USD
667.98000000
0.000325481677
Long
ABS-MBS
USGSE
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
93000.00000000
PA
USD
116103.06000000
0.056572679912
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
613.00000000
NS
USD
38146.99000000
0.018587601867
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
318900.00000000
PA
USD
310977.33000000
0.151527625113
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
4000.00000000
PA
USD
5880.76000000
0.002865474459
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
782.00000000
NS
USD
191621.28000000
0.093369884806
Long
EC
CORP
US
N
1
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
14000.00000000
PA
USD
14995.96000000
0.007306970592
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
40000.00000000
PA
USD
45540.80000000
0.022190329017
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
4000.00000000
PA
USD
4574.48000000
0.002228973058
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AL3
19000.00000000
PA
USD
21969.89000000
0.010705105917
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AB4
25000.00000000
PA
USD
27625.25000000
0.013460751385
Long
DBT
CORP
LU
N
2
2024-11-01
Fixed
3.55000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
97.00000000
NS
USD
16536.56000000
0.008057647367
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
580.00000000
NS
USD
84192.80000000
0.041024003375
Long
EC
CORP
IE
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S91ZC0HX2 CDS USD R F 5.00000 Z91ZC0HX2_FEE CCPCDX / Short: S91ZC0HX2 CDS USD P V 03MEVENT II7767300200327 CCPCDX
000000000
1769170.12000000
OU
Notional Amount
USD
166631.37000000
0.081193236064
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
0.00000000
USD
-97204.14000000
USD
1769170.12000000
USD
263835.51000000
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAK7
20000.00000000
PA
USD
23692.60000000
0.011544518086
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.30000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
1955.00000000
NS
USD
117084.95000000
0.057051118195
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
282.00000000
NS
USD
50258.04000000
0.024488863686
Long
EC
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X101
166.00000000
NS
USD
9890.28000000
0.004819163635
Long
EC
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
6000.00000000
PA
USD
7156.50000000
0.003487094860
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
352.00000000
NS
USD
15290.88000000
0.007450674080
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407AEG2
725.23000000
PA
USD
816.39000000
0.000397796321
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDC3
19000.00000000
PA
USD
21209.51000000
0.010334601175
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
273.00000000
NS
USD
21826.35000000
0.010635164242
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
407.00000000
NS
USD
89153.35000000
0.043441093909
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
65000.00000000
PA
USD
72112.30000000
0.035137627429
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.88000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BE3
85000.00000000
PA
USD
92786.00000000
0.045211148425
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
472.00000000
NS
USD
99440.96000000
0.048453861597
Long
EC
CORP
IE
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAG4
30000.00000000
PA
USD
31358.10000000
0.015279629614
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
1480.00000000
NS
USD
772856.00000000
0.376583830835
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
25000.00000000
PA
USD
24999.75000000
0.012181443405
Long
DBT
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAR6
44000.00000000
PA
USD
47854.84000000
0.023317874185
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
551.00000000
NS
USD
54984.29000000
0.026791788591
Long
EC
CORP
US
N
1
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31351BFA8
141.81000000
PA
USD
135.67000000
0.000066106918
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
None
0.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
4630.00000000
NS
USD
391003.50000000
0.190521385484
Long
EC
CORP
US
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
50000.00000000
PA
USD
54567.00000000
0.026588458777
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
82000.00000000
PA
USD
89785.08000000
0.043748912317
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.10000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
1702.00000000
NS
USD
79296.18000000
0.038638063539
Long
EC
CORP
IE
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
1155.00000000
NS
USD
577638.60000000
0.281461691216
Long
EC
CORP
US
N
1
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
22000.00000000
PA
USD
24029.50000000
0.011708676859
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AU2
6000.00000000
PA
USD
7876.38000000
0.003837865467
Long
DBT
CORP
IE
N
2
2047-02-15
Fixed
4.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
2372.00000000
NS
USD
38924.52000000
0.018966463163
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297PE49
1418.67000000
PA
USD
1602.60000000
0.000780887056
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
13000.00000000
PA
USD
14627.99000000
0.007127672569
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.30000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
TEHUYFNKZR6XVWLGEU86
UNIV OF TEXAS TX UNIV REVENUES
91514AGU3
25000.00000000
PA
USD
30018.75000000
0.014627014439
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
3.35000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
65000.00000000
PA
USD
69278.30000000
0.033756725195
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
27000.00000000
PA
USD
31889.43000000
0.015538526856
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
125000.00000000
PA
USD
134483.75000000
0.065528902874
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
283.00000000
NS
USD
58804.57000000
0.028653268191
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
33000.00000000
PA
USD
39567.66000000
0.019279841238
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
923.00000000
NS
USD
108849.39000000
0.053038237744
Long
EC
CORP
US
N
1
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF3
12529TAX1
139000.00000000
PA
USD
154856.39000000
0.075455728590
Long
ABS-MBS
CORP
US
N
2
2053-01-15
Fixed
3.01000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
16000.00000000
PA
USD
16122.88000000
0.007856076571
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
500.00000000
NS
USD
49920.00000000
0.024324149434
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
923.00000000
NS
USD
82913.09000000
0.040400448542
Long
EC
CORP
BM
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DN4
23000.00000000
PA
USD
27622.54000000
0.013459430903
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
32000.00000000
PA
USD
31671.04000000
0.015432113575
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABC8
136000.00000000
PA
USD
155103.92000000
0.075576340704
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
44000.00000000
PA
USD
51509.04000000
0.025098429210
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
100000.00000000
PA
USD
112879.00000000
0.055001716025
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128KEBL6
1246.82000000
PA
USD
1528.34000000
0.000744702935
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406WB94
3104.37000000
PA
USD
3604.91000000
0.001756537851
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AT7
5000.00000000
PA
USD
6187.20000000
0.003014791213
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
19000.00000000
PA
USD
21783.88000000
0.010614470199
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
695.00000000
NS
USD
1217556.60000000
0.593269805354
Long
EC
CORP
US
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FEMC3
3749.99000000
PA
USD
575.28000000
0.000280312433
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAT5
88000.00000000
PA
USD
79705.56000000
0.038837539106
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.48000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
35000.00000000
PA
USD
42414.40000000
0.020666951197
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
288.00000000
NS
USD
37468.80000000
0.018257145238
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AB3
5000.00000000
PA
USD
5665.95000000
0.002760805578
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296UZJ3
859.57000000
PA
USD
948.00000000
0.000461924953
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
12000.00000000
PA
USD
16661.04000000
0.008118301816
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
31000.00000000
PA
USD
32839.54000000
0.016001479934
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
44000.00000000
PA
USD
46908.84000000
0.022856923757
Long
DBT
CORP
GB
N
2
2025-06-22
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402D4P2
1378.30000000
PA
USD
1557.43000000
0.000758877404
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
864.00000000
NS
USD
179867.52000000
0.087642717044
Long
EC
CORP
US
N
1
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
8000.00000000
PA
USD
11008.88000000
0.005364215589
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
23000.00000000
PA
USD
30374.72000000
0.014800465310
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
23000.00000000
PA
USD
25089.78000000
0.012225311658
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
1150.00000000
NS
USD
14869.50000000
0.007245351362
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
44000.00000000
PA
USD
44079.20000000
0.021478145988
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
299.00000000
NS
USD
38062.70000000
0.018546530502
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAD3
23000.00000000
PA
USD
29322.24000000
0.014287631160
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31298CVU0
3765.91000000
PA
USD
4834.36000000
0.002355602865
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
8.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
701.00000000
NS
USD
89314.41000000
0.043519572425
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
33000.00000000
PA
USD
38092.89000000
0.018561240960
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
970749.81000000
PA
USD
1037491.06000000
0.505530600567
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BM4
8000.00000000
PA
USD
8027.52000000
0.003911510337
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
170.00000000
NS
USD
76936.90000000
0.037488474611
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
300.00000000
NS
USD
19926.00000000
0.009709194744
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3097.00000000
NS
USD
211525.10000000
0.103068272066
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCR1
28000.00000000
PA
USD
39361.00000000
0.019179143547
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAQ5
35000.00000000
PA
USD
33293.40000000
0.016222628941
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
30000.00000000
PA
USD
30478.20000000
0.014850887245
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
1016.00000000
NS
USD
161737.04000000
0.078808412060
Long
EC
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAD5
100000.00000000
PA
USD
112169.46000000
0.054655983714
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
3.78000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
12000.00000000
PA
USD
15605.28000000
0.007603869444
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
1782.00000000
NS
USD
126718.02000000
0.061744953015
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
10000.00000000
PA
USD
12391.90000000
0.006038109522
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
493000.00000000
PA
USD
553098.03000000
0.269503989054
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.05000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
90000.00000000
PA
USD
98664.30000000
0.048075424219
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
50000.00000000
PA
USD
57482.50000000
0.028009072913
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
355.00000000
NS
USD
131350.00000000
0.064001943674
Long
EC
CORP
US
N
1
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
30000.00000000
PA
USD
30176.40000000
0.014703831390
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
4328.00000000
NS
USD
784147.04000000
0.382085532442
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FJ7
29000.00000000
PA
USD
31690.62000000
0.015441654177
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
57000.00000000
PA
USD
58757.31000000
0.028630240160
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
25000.00000000
PA
USD
27015.75000000
0.013163764825
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297KYT3
2179.74000000
PA
USD
2560.67000000
0.001247718744
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405KLK5
873.60000000
PA
USD
982.71000000
0.000478837838
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
44000.00000000
PA
USD
44016.28000000
0.021447487425
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EH5
35000.00000000
PA
USD
55084.40000000
0.026840568451
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
351.00000000
NS
USD
42000.66000000
0.020465351165
Long
EC
CORP
CH
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
20000.00000000
PA
USD
21366.20000000
0.010410950353
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
358.00000000
NS
USD
25783.16000000
0.012563169806
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
1185.00000000
NS
USD
209188.05000000
0.101929514985
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402A6G6
1700.37000000
PA
USD
1978.81000000
0.000964200123
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
220.00000000
NS
USD
35241.80000000
0.017172011409
Long
EC
CORP
US
N
1
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
25000.00000000
PA
USD
26905.25000000
0.013109922307
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1231.00000000
NS
USD
144027.00000000
0.070178971766
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
574.00000000
NS
USD
28476.14000000
0.013875358266
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
3337.00000000
NS
USD
481028.55000000
0.234387226210
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A6Y22
5810.12000000
PA
USD
139.38000000
0.000067914662
Long
ABS-MBS
USGSE
US
N
2
2025-08-15
Floating
6.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406V3P9
1720.67000000
PA
USD
2007.10000000
0.000977984782
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AK9
14000.00000000
PA
USD
16688.84000000
0.008131847717
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.70000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
29000.00000000
PA
USD
32906.30000000
0.016034009586
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
9233.00000000
NS
USD
506337.72000000
0.246719438413
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
327.00000000
NS
USD
48569.31000000
0.023666008701
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBL8
14000.00000000
PA
USD
14726.74000000
0.007175789752
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
266.00000000
NS
USD
16619.68000000
0.008098148635
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
1494.00000000
NS
USD
23560.38000000
0.011480092224
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAU8
16000.00000000
PA
USD
20038.88000000
0.009764196947
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
17000.00000000
PA
USD
18956.19000000
0.009236642593
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
21000.00000000
PA
USD
28330.05000000
0.013804174072
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290RXU2
984.57000000
PA
USD
1108.13000000
0.000539950314
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
369.00000000
NS
USD
85213.17000000
0.041521191523
Long
EC
US
N
1
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAQ1
27000.00000000
PA
USD
29650.86000000
0.014447755398
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AA2
46000.00000000
PA
USD
46386.86000000
0.022602582420
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
5.38000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AB4
14000.00000000
PA
USD
15295.98000000
0.007453159119
Long
DBT
US
N
2
2024-07-01
Fixed
4.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
39000.00000000
PA
USD
48157.98000000
0.023465582972
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
22000.00000000
PA
USD
22882.86000000
0.011149962061
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
16000.00000000
PA
USD
21655.68000000
0.010552003133
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
29000.00000000
PA
USD
33023.17000000
0.016090955967
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAR4
5000.00000000
PA
USD
7540.20000000
0.003674057523
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31380NMQ4
170.15000000
PA
USD
181.23000000
0.000088306602
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
381.00000000
NS
USD
68031.36000000
0.033149137958
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBY1
107000.00000000
PA
USD
120875.76000000
0.058898238165
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC24
36253GAK8
119000.00000000
PA
USD
117977.98000000
0.057486258323
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.51000000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAJ7
17000.00000000
PA
USD
18411.00000000
0.008970991891
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290YUX4
847.01000000
PA
USD
953.30000000
0.000464507445
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
4.50000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BF1
15000.00000000
PA
USD
18479.55000000
0.009004393743
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297NPQ3
2418.55000000
PA
USD
2714.69000000
0.001322766931
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
21000.00000000
PA
USD
26921.58000000
0.013117879305
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
15000.00000000
PA
USD
13539.00000000
0.006597048461
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KJ4
42000.00000000
PA
USD
42109.20000000
0.020518238649
Long
DBT
CORP
CA
N
2
2022-10-12
Fixed
4.65000000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
841.00000000
NS
USD
72561.48000000
0.035356496047
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CZ6
4000.00000000
PA
USD
4001.16000000
0.001949615660
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
4.85000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
10173.00000000
NS
USD
419331.06000000
0.204324346272
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296PM90
896.64000000
PA
USD
1006.82000000
0.000490585739
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403TGC2
695.35000000
PA
USD
785.82000000
0.000382900703
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
4.50000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
1840.00000000
NS
USD
66240.00000000
0.032276275211
Long
EC
CORP
US
N
1
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAW7
16000.00000000
PA
USD
21656.64000000
0.010552470905
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402JR74
550.85000000
PA
USD
622.44000000
0.000303291738
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
1012.00000000
NS
USD
21484.76000000
0.010468720208
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
592.00000000
NS
USD
14794.08000000
0.007208602016
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
300.00000000
NS
USD
53373.00000000
0.026006667222
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
62000.00000000
PA
USD
69934.76000000
0.034076593607
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283HCU7
637.71000000
PA
USD
727.47000000
0.000354468930
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
30000.00000000
PA
USD
35702.40000000
0.017396444566
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
710.00000000
NS
USD
43317.10000000
0.021106803154
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDX7
45000.00000000
PA
USD
47777.40000000
0.023280140568
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAR9
14000.00000000
PA
USD
18000.50000000
0.008770970590
Long
DBT
CORP
CA
N
2
2043-06-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376LF66
99.41000000
PA
USD
108.41000000
0.000052824139
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
7.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAF0
10000.00000000
PA
USD
10656.70000000
0.005192611443
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCQR0
2735.52000000
PA
USD
569.37000000
0.000277432711
Long
ABS-MBS
USGSE
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
1446600.00000000
PA
USD
1904087.25000000
0.927790520938
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
5000.00000000
PA
USD
6356.40000000
0.003097236046
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.63000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
1733.00000000
NS
USD
25353.79000000
0.012353953859
Long
EC
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AW9
8000.00000000
PA
USD
9814.96000000
0.004782463015
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.13000000
N
N
N
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
322.00000000
NS
USD
11865.70000000
0.005781711937
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
15000.00000000
PA
USD
17831.10000000
0.008688428304
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
17000.00000000
PA
USD
20857.47000000
0.010163065246
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.63000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAE5
57000.00000000
PA
USD
68326.47000000
0.033292934026
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAT6
15000.00000000
PA
USD
19202.25000000
0.009356538431
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2019-1 LLC
29374AAC8
137000.00000000
PA
USD
142937.44000000
0.069648069918
Long
ABS-O
CORP
US
N
2
2024-10-20
Fixed
3.07000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FC7
16000.00000000
PA
USD
20952.80000000
0.010209515990
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
313.00000000
NS
USD
37284.56000000
0.018167371975
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
10000.00000000
PA
USD
11221.90000000
0.005468012270
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
321.00000000
NS
USD
16692.00000000
0.008133387467
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAC0
24000.00000000
PA
USD
30289.44000000
0.014758911555
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-17.00000000
NC
USD
-5015.09000000
-0.00244366583
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
-2139773.98000000
USD
-5015.09000000
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CF6
26000.00000000
PA
USD
30496.70000000
0.014859901603
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
584.00000000
NS
USD
55830.40000000
0.027204066357
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
46000.00000000
PA
USD
51514.02000000
0.025100855778
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAH6
27000.00000000
PA
USD
29580.66000000
0.014413549563
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
1872.00000000
NS
USD
173815.20000000
0.084693647812
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
37000.00000000
PA
USD
38121.47000000
0.018575166925
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402N2G2
1498.49000000
PA
USD
1742.75000000
0.000849176911
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
122000.00000000
PA
USD
143853.86000000
0.070094607118
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
11000.00000000
PA
USD
14532.98000000
0.007081377749
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
20000.00000000
PA
USD
20682.60000000
0.010077857634
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
779.00000000
NS
USD
56298.33000000
0.027432071150
Long
EC
CORP
US
N
1
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKP3
50000.00000000
PA
USD
54939.50000000
0.026769964099
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401KTV7
717.73000000
PA
USD
840.32000000
0.000409456515
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
69000.00000000
PA
USD
72036.69000000
0.035100785503
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
11000.00000000
PA
USD
11137.61000000
0.005426940905
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
39000.00000000
PA
USD
47352.63000000
0.023073166030
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AP6
14000.00000000
PA
USD
16740.50000000
0.008157019703
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
3.80000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAF1
65000.00000000
PA
USD
73124.35000000
0.035630761552
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
149.00000000
NS
USD
42311.53000000
0.020616826492
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
12000.00000000
PA
USD
12485.64000000
0.006083785519
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
423.00000000
NS
USD
62151.39000000
0.030284048435
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
5000.00000000
PA
USD
6547.65000000
0.003190425020
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
320.00000000
NS
USD
14310.40000000
0.006972922837
Long
EC
CORP
IE
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
2915.00000000
NS
USD
199065.35000000
0.096997101775
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296PM82
1152.86000000
PA
USD
1337.63000000
0.000651777083
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406V5R3
1299.08000000
PA
USD
1474.91000000
0.000718668494
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
448.00000000
NS
USD
38967.04000000
0.018987181570
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
200000.00000000
PA
USD
222052.00000000
0.108197636823
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
14000.00000000
PA
USD
16439.22000000
0.008010217224
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
9000.00000000
PA
USD
10355.76000000
0.005045974634
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YAX7
100.28000000
PA
USD
6.71000000
0.000003269532
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
8.00000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
361.00000000
NS
USD
10862.49000000
0.005292885216
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
12000.00000000
PA
USD
15836.52000000
0.007716544050
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAJ0
8000.00000000
PA
USD
10888.72000000
0.005305666114
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.88000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
30000.00000000
PA
USD
30865.80000000
0.015039750232
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
877.00000000
NS
USD
81104.96000000
0.039519414401
Long
EC
CORP
US
N
1
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
14000.00000000
PA
USD
17450.30000000
0.008502878703
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
84000.00000000
PA
USD
96694.92000000
0.047115818983
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
340.00000000
NS
USD
26771.60000000
0.013044799659
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
8000.00000000
PA
USD
9832.88000000
0.004791194761
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
222.00000000
NS
USD
45316.86000000
0.022081211429
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
38000.00000000
PA
USD
40520.16000000
0.019743958873
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.35000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
4657.00000000
NS
USD
1079818.59000000
0.526155223262
Long
EC
CORP
US
N
1
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
45000.00000000
PA
USD
45456.30000000
0.022149155327
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
1.36000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BG3
14000.00000000
PA
USD
17882.06000000
0.008713259207
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.35000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BD0
6000.00000000
PA
USD
7473.36000000
0.003641488890
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
14000.00000000
PA
USD
15480.22000000
0.007542932382
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
737.00000000
NS
USD
57839.76000000
0.028183152353
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
70000.00000000
PA
USD
80404.80000000
0.039178252613
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
341.00000000
NS
USD
51944.53000000
0.025310627203
Long
EC
CORP
US
N
1
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
55000.00000000
PA
USD
61912.95000000
0.030167865539
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.63000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
20000.00000000
PA
USD
22639.20000000
0.011031235654
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAT0
150000.00000000
PA
USD
173505.00000000
0.084542498950
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAK2
20000.00000000
PA
USD
25393.00000000
0.012373059426
Long
DBT
CORP
US
N
2
2048-07-24
Fixed
4.03000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
134.00000000
NS
USD
82925.90000000
0.040406690376
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DW0
14000.00000000
PA
USD
17734.92000000
0.008641563387
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.63000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
10000.00000000
PA
USD
12068.20000000
0.005880382616
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1064.00000000
NS
USD
575336.72000000
0.280340071161
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
675.00000000
NS
USD
92090.25000000
0.044872135465
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297NNU6
1806.60000000
PA
USD
2113.76000000
0.001029956212
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
7.00000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
1110.00000000
NS
USD
16661.10000000
0.008118331052
Long
EC
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
20000.00000000
PA
USD
21930.40000000
0.010685863917
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CL8
64000.00000000
PA
USD
73825.92000000
0.035972610380
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
845.00000000
NS
USD
19020.95000000
0.009268197720
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406D2E5
1701.18000000
PA
USD
1941.47000000
0.000946005737
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
90000.00000000
PA
USD
95894.10000000
0.046725609340
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
285.00000000
NS
USD
233158.50000000
0.113609418988
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
6000.00000000
PA
USD
7683.72000000
0.003743989452
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297RQX8
2620.70000000
PA
USD
3044.23000000
0.001483339451
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
The Dreyfus Corporation
549300MKKM9KT7BF6329
Dreyfus Treasury & Agency Cash Management Institutional Shares
261908107
304998.62000000
NS
USD
304998.62000000
0.148614423280
Long
STIV
RF
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
443.00000000
NS
USD
45092.97000000
0.021972118203
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
591.00000000
NS
USD
127868.76000000
0.062305665589
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AU4
38000.00000000
PA
USD
41414.30000000
0.020179639862
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.60000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
2102.00000000
NS
USD
750287.88000000
0.365587229807
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCT4
26000.00000000
PA
USD
27080.82000000
0.013195471003
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
1116.00000000
NS
USD
98933.40000000
0.048206546587
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
528.00000000
NS
USD
50846.40000000
0.024775549515
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
17187.00000000
NS
USD
494298.12000000
0.240852991507
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
64000.00000000
PA
USD
76330.88000000
0.037193183725
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AL0
12000.00000000
PA
USD
12860.40000000
0.006266392055
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
1459.00000000
NS
USD
68003.99000000
0.033135801580
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
20000.00000000
PA
USD
23494.60000000
0.011448040090
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407EBZ5
578.03000000
PA
USD
640.89000000
0.000312281733
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
970.00000000
NS
USD
424714.50000000
0.206947495292
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
55000.00000000
PA
USD
64724.55000000
0.031537853090
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
1399.00000000
NS
USD
321658.08000000
0.156731955222
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
18304.00000000
NS
USD
554794.24000000
0.270330488764
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBH2
55000.00000000
PA
USD
55014.30000000
0.026806411342
Long
DBT
CORP
US
N
2
2022-09-09
Floating
1.33000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
9000.00000000
PA
USD
10092.69000000
0.004917790459
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
586.00000000
NS
USD
15089.50000000
0.007352549136
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
51000.00000000
PA
USD
59982.12000000
0.029227044276
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2013-C17
92938GAF5
55000.00000000
PA
USD
59618.95000000
0.029050085114
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.26000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BC5
32000.00000000
PA
USD
40330.56000000
0.019651573882
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
5000.00000000
PA
USD
7674.95000000
0.003739716159
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBA4
9000.00000000
PA
USD
10129.41000000
0.004935682742
Long
DBT
US
N
2
2027-12-15
Fixed
3.38000000
N
N
N
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
83.00000000
NS
USD
18574.57000000
0.009050693436
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
8000.00000000
PA
USD
9616.00000000
0.004685517246
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
557.00000000
NS
USD
12777.58000000
0.006226036965
Long
EC
CORP
US
N
1
N
N
N
FHLMC Structured Pass Through Securities
N/A
Freddie Mac Structured Pass-Through Certificates
31394JY68
107942.79000000
PA
USD
344.31000000
0.000167769388
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
Variable
0.08000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
23000.00000000
PA
USD
26061.99000000
0.012699033239
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
6000.00000000
PA
USD
7661.22000000
0.003733026044
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBA4
23000.00000000
PA
USD
24345.27000000
0.011862539773
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106108
360.00000000
NS
USD
9306.00000000
0.004534465838
Long
EC
CORP
US
N
1
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AQ1
137000.00000000
PA
USD
146607.81000000
0.071436503980
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd
000000000
848.00000000
NS
USD
21564.64000000
0.010507642745
Long
EC
CORP
BM
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
35000.00000000
PA
USD
36765.75000000
0.017914575261
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
39000.00000000
PA
USD
45241.95000000
0.022044710587
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
463200.00000000
PA
USD
461824.88000000
0.225029995866
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912EAA3
8000.00000000
PA
USD
10738.40000000
0.005232420799
Long
DBT
CORP
BR
N
2
2042-09-11
Fixed
5.63000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
34000.00000000
PA
USD
40149.92000000
0.019563554764
Long
DBT
CORP
CA
N
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297H3Y3
1465.29000000
PA
USD
1641.06000000
0.000799627176
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.50000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
165.00000000
NS
USD
39174.30000000
0.019088171618
Long
EC
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
717.00000000
NS
USD
33419.37000000
0.016284009412
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382DU69
349.76000000
PA
USD
377.51000000
0.000183946507
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
38000.00000000
PA
USD
44529.54000000
0.021697579831
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EQ7
8000.00000000
PA
USD
9285.44000000
0.004524447718
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
1815.00000000
NS
USD
1280791.05000000
0.624081588431
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
3232.00000000
NS
USD
150578.88000000
0.073371457908
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
28000.00000000
PA
USD
35817.88000000
0.017452713652
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
25000.00000000
PA
USD
26038.50000000
0.012687587440
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
441.00000000
NS
USD
21322.35000000
0.010389583888
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ET6
11000.00000000
PA
USD
12839.97000000
0.006256437279
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
75000.00000000
PA
USD
75846.75000000
0.036957285278
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AW4
10000.00000000
PA
USD
12960.30000000
0.006315069589
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DP0
7000.00000000
PA
USD
8422.54000000
0.004103988813
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
3.45000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300QGM7D5K3CV2643
WFRBS Commercial Mortgage Trust 2014-LC14
96221TAG2
123000.00000000
PA
USD
134016.14000000
0.065301054006
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LJF7
219.69000000
PA
USD
242.62000000
0.000118219654
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
6000.00000000
PA
USD
8525.52000000
0.004154167117
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2572.00000000
NS
USD
683174.64000000
0.332885457395
Long
EC
CORP
US
N
1
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AD4
11000.00000000
PA
USD
13130.81000000
0.006398152737
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406SUT8
2074.17000000
PA
USD
2431.41000000
0.001184735179
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
597.00000000
NS
USD
30763.41000000
0.014989859414
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
20000.00000000
PA
USD
24743.00000000
0.012056338731
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
41000.00000000
PA
USD
48542.36000000
0.023652876973
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
7000.00000000
PA
USD
9887.36000000
0.004817740828
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
5000.00000000
PA
USD
5584.25000000
0.002720996223
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294BUC7
253.23000000
PA
USD
269.39000000
0.000131263674
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407BXH7
5150.03000000
PA
USD
5890.56000000
0.002870249633
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388NJE7
2785.09000000
PA
USD
3264.88000000
0.001590853946
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
7.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
250000.00000000
PA
USD
255975.00000000
0.124727046303
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
29000.00000000
PA
USD
34597.00000000
0.016857824478
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
9880.00000000
NS
USD
492221.60000000
0.239841180954
Long
EC
CORP
US
N
1
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PBB7
11000.00000000
PA
USD
11889.35000000
0.005793235698
Long
DBT
CORP
US
N
2
2026-10-04
Fixed
3.45000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
20000.00000000
PA
USD
20881.20000000
0.010174627988
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
22000.00000000
PA
USD
27767.52000000
0.013530074236
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.90000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
25000.00000000
PA
USD
28387.50000000
0.013832167309
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386ACZ7
239.83000000
PA
USD
263.72000000
0.000128500895
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8.00000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAR1
20000.00000000
PA
USD
22059.80000000
0.010748915698
Long
DBT
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAA1
25000.00000000
PA
USD
25126.25000000
0.012243082125
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AG9
16000.00000000
PA
USD
17924.96000000
0.008734162773
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
11000.00000000
PA
USD
11449.57000000
0.005578947348
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
797.00000000
NS
USD
20873.43000000
0.010170841957
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AV5
16000.00000000
PA
USD
17732.48000000
0.008640374466
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AR0
16000.00000000
PA
USD
19031.84000000
0.009273504009
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
33000.00000000
PA
USD
40101.27000000
0.019539849438
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
1064572.74000000
PA
USD
1134334.45000000
0.552718763430
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AG7
16000.00000000
PA
USD
18055.04000000
0.008797545893
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.65000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CG5
10000.00000000
PA
USD
12479.00000000
0.006080550096
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
4.50000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
566.00000000
NS
USD
31418.66000000
0.015309138238
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBM1
177000.00000000
PA
USD
181885.20000000
0.088625857065
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.25000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
1226.00000000
NS
USD
44454.76000000
0.021661142333
Long
EC
CORP
US
N
1
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
17000.00000000
PA
USD
18989.68000000
0.009252961018
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
43000.00000000
PA
USD
44766.44000000
0.021813012343
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
705.00000000
NS
USD
20783.40000000
0.010126973705
Long
EC
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
73000.00000000
PA
USD
76820.82000000
0.037431913168
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.80000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
21000.00000000
PA
USD
20968.92000000
0.010217370664
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
13000.00000000
PA
USD
17069.13000000
0.008317148814
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404HRX9
793.53000000
PA
USD
899.94000000
0.000438507112
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
333.00000000
NS
USD
28544.76000000
0.013908794226
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
427.00000000
NS
USD
15944.18000000
0.007769002742
Long
EC
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
639.00000000
NS
USD
24690.96000000
0.012030981584
Long
EC
CORP
US
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HJ65
590.66000000
PA
USD
63.52000000
0.000030950920
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297CX21
1977.76000000
PA
USD
2212.03000000
0.001077839508
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
47000.00000000
PA
USD
55753.75000000
0.027166717678
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G6J7
7137.90000000
PA
USD
8382.47000000
0.004084464200
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
25000.00000000
PA
USD
35002.50000000
0.017055409466
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
25000.00000000
PA
USD
24210.75000000
0.011796993207
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
189000.00000000
PA
USD
202192.20000000
0.098520698863
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605P101
465.00000000
NS
USD
27132.75000000
0.013220774550
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973AY2
64000.00000000
PA
USD
63976.32000000
0.031173268588
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.13000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
29000.00000000
PA
USD
36725.02000000
0.017894729055
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
14000.00000000
PA
USD
14582.26000000
0.007105390050
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
142.00000000
NS
USD
2523.34000000
0.001229529231
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
73000.00000000
PA
USD
82152.74000000
0.040029958417
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
12000.00000000
PA
USD
15072.48000000
0.007344255926
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
127.00000000
NS
USD
36902.39000000
0.017981154824
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
496.00000000
NS
USD
11502.24000000
0.005604611470
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4265.00000000
NS
USD
466974.85000000
0.227539383684
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
61690KAK8
124000.00000000
PA
USD
106431.81000000
0.051860241406
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Variable
4.12000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BQ68
49000.00000000
PA
USD
53717.23000000
0.026174397630
Long
DBT
CORP
CA
N
2
2028-10-05
Fixed
4.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TMJ5
83.78000000
PA
USD
85.05000000
0.000041441684
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
9.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SKX8
3869.28000000
PA
USD
4354.84000000
0.002121950699
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404RTU1
1719.50000000
PA
USD
1962.97000000
0.000956481883
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402WPB8
3855.37000000
PA
USD
4496.94000000
0.002191190716
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
577.00000000
NS
USD
149800.74000000
0.072992299382
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CB5
6000.00000000
PA
USD
7568.94000000
0.003688061450
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
1303.00000000
NS
USD
45227.13000000
0.022037489355
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
9415.00000000
NS
USD
82757.85000000
0.040324805894
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLBN2
641278.55000000
PA
USD
699598.17000000
0.340888029470
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
15000.00000000
PA
USD
20116.50000000
0.009802018271
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
77000.00000000
PA
USD
100820.72000000
0.049126167054
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
16000.00000000
PA
USD
18249.28000000
0.008892191782
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AF5
19000.00000000
PA
USD
20665.16000000
0.010069359774
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
65000.00000000
PA
USD
71201.00000000
0.034693585013
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
15000.00000000
PA
USD
18769.05000000
0.009145456268
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
90000.00000000
PA
USD
94727.70000000
0.046157266233
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
273.00000000
NS
USD
77021.49000000
0.037529692155
Long
EC
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DD2
22000.00000000
PA
USD
24667.50000000
0.012019550404
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
7000.00000000
PA
USD
8545.04000000
0.004163678483
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
5000.00000000
PA
USD
5522.05000000
0.002690688489
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
25000.00000000
PA
USD
29982.75000000
0.014609472985
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DC8
20000.00000000
PA
USD
22136.60000000
0.010786337467
Long
DBT
US
N
2
2027-06-15
Fixed
3.38000000
N
N
N
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
100.00000000
NS
USD
38346.00000000
0.018684571999
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
53000.00000000
PA
USD
58573.48000000
0.028540666674
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.02000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AW1
25000.00000000
PA
USD
31461.00000000
0.015329768937
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.13000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
41000.00000000
PA
USD
46361.57000000
0.022590259549
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
311.00000000
NS
USD
84719.51000000
0.041280649464
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCG5
20000.00000000
PA
USD
24841.20000000
0.012104187919
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PHY0
4944.87000000
PA
USD
5629.34000000
0.002742966894
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
40000.00000000
PA
USD
45056.00000000
0.021954104104
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
20000.00000000
PA
USD
25726.80000000
0.012535707685
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVV1
20261.60000000
PA
USD
23640.05000000
0.011518912436
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAK6
18000.00000000
PA
USD
18657.54000000
0.009091121615
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
4.95000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
200000.00000000
PA
USD
227034.00000000
0.110625179140
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
1860.00000000
NS
USD
168795.00000000
0.082247492063
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HAC6
342.62000000
PA
USD
383.92000000
0.000187069860
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAA6
16000.00000000
PA
USD
19508.96000000
0.009505986745
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.02000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
29000.00000000
PA
USD
28773.51000000
0.014020255548
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DK4
9000.00000000
PA
USD
11800.26000000
0.005749825472
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.65000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
27000.00000000
PA
USD
31422.60000000
0.015311058053
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
138000.00000000
PA
USD
146023.32000000
0.071151703858
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
20000.00000000
PA
USD
19839.80000000
0.009667192707
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
1206.00000000
NS
USD
11336.40000000
0.005523803839
Long
EC
CORP
GB
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
4704.00000000
NS
USD
64303.68000000
0.031332778876
Long
EC
CORP
US
N
1
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
35000.00000000
PA
USD
35703.85000000
0.017397151097
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
233.00000000
NS
USD
26289.39000000
0.012809836756
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346AP0
25000.00000000
PA
USD
29505.25000000
0.014376805090
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207JXV0
162.91000000
PA
USD
167.07000000
0.000081406964
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
364.00000000
NS
USD
31802.68000000
0.015496256825
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
814.00000000
NS
USD
214659.94000000
0.104595762382
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LU3
15000.00000000
PA
USD
17956.80000000
0.008749677214
Long
DBT
CORP
US
N
2
2039-01-24
Fixed
3.88000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
35000.00000000
PA
USD
41675.55000000
0.020306937218
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
35000.00000000
PA
USD
36813.70000000
0.017937939503
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBD5
8000.00000000
PA
USD
9895.44000000
0.004821677910
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
29000.00000000
PA
USD
32076.03000000
0.015629450059
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAP4
19000.00000000
PA
USD
20516.96000000
0.009997147455
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AG1
30000.00000000
PA
USD
33143.70000000
0.016149685729
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-17.00000000
NC
USD
6683.70000000
0.003256717098
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-2664793.08000000
USD
6683.70000000
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
525.00000000
NS
USD
20511.75000000
0.009994608817
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAS2
85000.00000000
PA
USD
78657.30000000
0.038326761204
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
41000.00000000
PA
USD
45828.57000000
0.022330548578
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
170000.00000000
PA
USD
169433.90000000
0.082558804143
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.38000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
3427.00000000
NS
USD
89170.54000000
0.043449469954
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
468.00000000
NS
USD
257601.24000000
0.125519452248
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
15000.00000000
PA
USD
15162.15000000
0.007387948764
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
1391.00000000
NS
USD
30101.24000000
0.014667208732
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4XY6
60129.66000000
PA
USD
66231.45000000
0.032272109115
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HP1
21000.00000000
PA
USD
28230.30000000
0.013755569626
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404PEV9
192.09000000
PA
USD
208.77000000
0.000101725814
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
1228.00000000
NS
USD
91191.28000000
0.044434100998
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
316.00000000
NS
USD
50695.88000000
0.024702206747
Long
EC
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128K6LA6
768.97000000
PA
USD
893.24000000
0.000435242452
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAC9
15000.00000000
PA
USD
16769.40000000
0.008171101593
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BT2
67000.00000000
PA
USD
67000.00000000
0.032646594793
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
27000.00000000
PA
USD
33178.95000000
0.016166861736
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
40000.00000000
PA
USD
43788.00000000
0.021336255116
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EL8
35000.00000000
PA
USD
38673.95000000
0.018844369772
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.63000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
1468.00000000
NS
USD
207663.28000000
0.101186551577
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
168000.00000000
PA
USD
207138.96000000
0.100931070046
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410D6W5
358.05000000
PA
USD
386.92000000
0.000188531648
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
195.00000000
NS
USD
143307.45000000
0.069828361956
Long
EC
CORP
US
N
1
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-5
576434FN9
228.18000000
PA
USD
2.40000000
0.000001169430
Long
ABS-MBS
CORP
US
N
2
2018-08-25
Fixed
5.00000000
N
N
N
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DexCom Inc
252131107
232.00000000
NS
USD
85775.04000000
0.041794969765
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ATTW4
700347.79000000
PA
USD
158614.96000000
0.077287139214
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Floating
5.85000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
31000.00000000
PA
USD
34427.36000000
0.016775165249
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6P47
411974.84000000
PA
USD
442662.85000000
0.215693055137
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
899.00000000
NS
USD
44698.28000000
0.021779800524
Long
EC
CORP
US
N
1
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AP3
30000.00000000
PA
USD
32535.00000000
0.015853088979
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
16000.00000000
PA
USD
21837.44000000
0.010640567985
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
992.00000000
NS
USD
22756.48000000
0.011088381813
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
1362.00000000
NS
USD
41690.82000000
0.020314377718
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
16000.00000000
PA
USD
20343.36000000
0.009912558666
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
47000.00000000
PA
USD
51373.35000000
0.025032312547
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.13000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
750.00000000
NS
USD
201787.50000000
0.098323503685
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
42000.00000000
PA
USD
55644.54000000
0.027113503729
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
24000.00000000
PA
USD
26617.68000000
0.012969800198
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
602.00000000
NS
USD
88933.46000000
0.043333949734
Long
EC
CORP
US
N
1
N
N
N
Securitized Term Auto Receivables Trust
N/A
Securitized Term Auto Receivables Trust 2018-1
81376QAE8
100000.00000000
PA
USD
101426.30000000
0.049421243545
Long
ABS-O
CORP
CA
N
2
2022-11-25
Fixed
3.30000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
28000.00000000
PA
USD
33814.48000000
0.016476531742
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HF69
2386.93000000
PA
USD
176.61000000
0.000086055449
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
7.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
3566.00000000
NS
USD
189140.64000000
0.092161161688
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
1820.00000000
NS
USD
85449.00000000
0.041636102664
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
700.00000000
NS
USD
142716.00000000
0.069540170486
Long
EC
CORP
US
N
1
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
16000.00000000
PA
USD
17950.08000000
0.008746402810
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
920.00000000
NS
USD
28989.20000000
0.014125353220
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
1614.00000000
NS
USD
71774.58000000
0.034973069100
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
10000.00000000
PA
USD
12925.10000000
0.006297917945
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCBD7
1884.62000000
PA
USD
303.21000000
0.000147742895
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
818.00000000
NS
USD
70765.18000000
0.034481226223
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAX3
73000.00000000
PA
USD
84423.12000000
0.041136229699
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
4.14000000
N
N
N
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
144.00000000
NS
USD
25335.36000000
0.012344973610
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
1758.00000000
NS
USD
160962.48000000
0.078430997933
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
150000.00000000
PA
USD
156952.50000000
0.076477084617
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
2.49000000
N
N
N
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
5758.00000000
NS
USD
1572855.28000000
0.766393567096
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
14000.00000000
PA
USD
15259.86000000
0.007435559194
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.88000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
13361.00000000
NS
USD
491818.41000000
0.239644721543
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
244.00000000
NS
USD
52801.60000000
0.025728245368
Long
EC
CORP
US
N
1
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
15000.00000000
PA
USD
16075.35000000
0.007832916979
Long
DBT
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
875.00000000
NS
USD
107458.75000000
0.052360630870
Long
EC
CORP
US
N
1
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAF8
97000.00000000
PA
USD
99077.74000000
0.048276878072
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BWB6
154.13000000
PA
USD
169.32000000
0.000082503304
Long
ABS-MBS
USGA
US
N
2
2030-05-15
Fixed
8.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CR8
66000.00000000
PA
USD
73690.32000000
0.035906537571
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.13000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
15000.00000000
PA
USD
16102.35000000
0.007846073069
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YB69
1905.75000000
PA
USD
2237.07000000
0.001090040564
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
14000.00000000
PA
USD
15874.32000000
0.007734962577
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
617.00000000
NS
USD
48163.02000000
0.023468038775
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
28000.00000000
PA
USD
30796.64000000
0.015006051150
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
55000.00000000
PA
USD
63857.75000000
0.031115493861
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
8000.00000000
PA
USD
9501.20000000
0.004629579499
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406JDD2
1414.32000000
PA
USD
1611.49000000
0.000785218821
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
9900.00000000
NS
USD
581625.00000000
0.283404114880
Long
EC
CORP
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
921.00000000
NS
USD
13068.99000000
0.006368030162
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2006-IQ11
617453AW5
4488.07000000
PA
USD
4462.52000000
0.002174419137
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
5.99000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HQY6
0.73000000
PA
USD
0.02000000
0.000000009745
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
4509.00000000
NS
USD
291687.21000000
0.142128270916
Long
EC
CORP
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAJ5
36000.00000000
PA
USD
37174.32000000
0.018113656145
Long
DBT
CORP
CA
N
2
2022-07-26
Fixed
2.70000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
403.00000000
NS
USD
38067.38000000
0.018548810891
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
3659.00000000
NS
USD
261655.09000000
0.127494741775
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
1484.00000000
NS
USD
135385.32000000
0.065968204224
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CR2
17000.00000000
PA
USD
24461.30000000
0.011919076854
Long
DBT
CORP
US
N
2
2048-11-30
Fixed
5.55000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HA4
20000.00000000
PA
USD
26439.00000000
0.012882736115
Long
DBT
CORP
US
N
2
2054-08-01
Fixed
4.50000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AJ4
6000.00000000
PA
USD
8419.08000000
0.004102302885
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
5000.00000000
PA
USD
5616.10000000
0.002736515537
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416PWE3
2013.31000000
PA
USD
2291.99000000
0.001116801026
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAB1
17000.00000000
PA
USD
18280.10000000
0.008907209216
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
57000.00000000
PA
USD
63992.19000000
0.031181001446
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust
N/A
Banc of America Commercial Mortgage Trust 2016-UBS10
06054MAK9
82000.00000000
PA
USD
77251.04000000
0.037641543287
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
4.90000000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
236.00000000
NS
USD
22410.56000000
0.010919827931
Long
EC
CORP
US
N
1
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
17000.00000000
PA
USD
18459.11000000
0.008994434095
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
190.00000000
NS
USD
29470.90000000
0.014360067619
Long
EC
CORP
US
N
1
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAE3
4000.00000000
PA
USD
5180.72000000
0.002524371142
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.63000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
24000.00000000
PA
USD
27899.28000000
0.013594275958
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358RW25
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
USGSE
US
N
2
2022-12-25
None
0.00000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AZ4
75000.00000000
PA
USD
79525.50000000
0.038749802601
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
37513.16000000
PA
USD
42184.32000000
0.020554841816
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
1269.00000000
NS
USD
271642.14000000
0.132361057813
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DK9
4000.00000000
PA
USD
4511.68000000
0.002198372967
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.38000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
14000.00000000
PA
USD
15854.44000000
0.007725275796
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.88000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
21000.00000000
PA
USD
22585.08000000
0.011004865002
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
533.00000000
NS
USD
162746.22000000
0.079300147739
Long
EC
CORP
US
N
1
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AD0
34000.00000000
PA
USD
39891.86000000
0.019437811776
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
410.00000000
NS
USD
86620.70000000
0.042207028263
Long
EC
CORP
IE
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
16000.00000000
PA
USD
17256.32000000
0.008408359502
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.88000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
383.00000000
NS
USD
11061.04000000
0.005389631207
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
1323.00000000
NS
USD
27491.94000000
0.013395794407
Long
EC
CORP
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
140000.00000000
PA
USD
142002.00000000
0.069192264983
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
5493006MX7HG5PC85C29
CSAIL 2016-C7 Commercial Mortgage Trust
12637UBB4
148000.00000000
PA
USD
149357.84000000
0.072776490772
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.34000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
70000.00000000
PA
USD
72539.60000000
0.035345834741
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BP6
19000.00000000
PA
USD
20643.69000000
0.010058898245
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
308.00000000
NS
USD
33559.68000000
0.016352377229
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
10000.00000000
PA
USD
11969.40000000
0.005832241070
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
712.00000000
NS
USD
78270.16000000
0.038138122357
Long
EC
CORP
US
N
1
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AH8
17000.00000000
PA
USD
18896.69000000
0.009207650468
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358MV84
0.10000000
PA
USD
0.59000000
0.000000287484
Long
ABS-MBS
USGSE
US
N
2
2022-05-25
Fixed
1008.00000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAF0
20000.00000000
PA
USD
20351.40000000
0.009916476258
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
361.00000000
NS
USD
45576.25000000
0.022207602477
Long
EC
CORP
US
N
1
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
37000.00000000
PA
USD
40334.07000000
0.019653284174
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
700.00000000
NS
USD
37492.00000000
0.018268449731
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAL6
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
358.00000000
NS
USD
34998.08000000
0.017053255766
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
805.00000000
NS
USD
97461.35000000
0.047489271664
Long
EC
CORP
CH
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297M2R8
1840.97000000
PA
USD
2126.21000000
0.001036022631
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
29000.00000000
PA
USD
31904.64000000
0.015545938121
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
15000.00000000
PA
USD
15876.00000000
0.007735781178
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.38000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AX1
14000.00000000
PA
USD
15987.86000000
0.007790286373
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q37
2140000.00000000
PA
USD
2145767.96000000
1.045552494204
Long
DBT
UST
US
N
2
2021-03-31
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9CW2
79676.76000000
PA
USD
87972.78000000
0.042865846291
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
24000.00000000
PA
USD
24526.08000000
0.011950641725
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
25000.00000000
PA
USD
28152.75000000
0.013717782411
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX54
224000.00000000
PA
USD
248786.59000000
0.121224402893
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406WAE4
3452.49000000
PA
USD
4009.16000000
0.001953513760
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
39000.00000000
PA
USD
41767.44000000
0.020351711779
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
165.00000000
NS
USD
25989.15000000
0.012663541031
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
7000.00000000
PA
USD
7835.80000000
0.003818092350
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
2013.00000000
NS
USD
75930.36000000
0.036998025305
Long
EC
CORP
US
N
1
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
35000.00000000
PA
USD
40218.15000000
0.019596800692
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
256.00000000
NS
USD
110359.04000000
0.053773833742
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
934.00000000
NS
USD
14766.54000000
0.007195182804
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
640.00000000
NS
USD
58662.40000000
0.028583994066
Long
EC
CORP
NL
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
136000.00000000
PA
USD
141162.56000000
0.068783237259
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AP1
20000.00000000
PA
USD
27084.60000000
0.013197312856
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.88000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
404.00000000
NS
USD
61763.52000000
0.030095053887
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
4463.00000000
NS
USD
182983.00000000
0.089160773957
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
636.00000000
NS
USD
22412.64000000
0.010920841437
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
12000.00000000
PA
USD
14585.64000000
0.007107036998
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBH2
34000.00000000
PA
USD
38035.80000000
0.018533423138
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ES74
1354.74000000
PA
USD
1586.41000000
0.000772998275
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
6.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
9000.00000000
PA
USD
12237.66000000
0.005962954137
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.88000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
42000.00000000
PA
USD
50267.28000000
0.024493365993
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBS4
50000.00000000
PA
USD
51269.50000000
0.024981710325
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
24000.00000000
PA
USD
28855.68000000
0.014060293917
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
47000.00000000
PA
USD
56963.53000000
0.027756198237
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAA3
56000.00000000
PA
USD
58926.56000000
0.028712709356
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HB89
69.77000000
PA
USD
4.59000000
0.000002236535
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
8.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
2788.00000000
NS
USD
298260.24000000
0.145331062662
Long
EC
CORP
US
N
1
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BV2
25000.00000000
PA
USD
28438.00000000
0.013856774070
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296PM74
457.53000000
PA
USD
523.64000000
0.000255150192
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BK3
6000.00000000
PA
USD
8146.80000000
0.003969631021
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAB9
47000.00000000
PA
USD
48074.89000000
0.023425096322
Long
DBT
CORP
US
N
2
2031-03-17
Fixed
1.78000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AR4
11000.00000000
PA
USD
12072.39000000
0.005882424246
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ESC3
2390.47000000
PA
USD
2800.62000000
0.001364637407
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
6.00000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AP0
11000.00000000
PA
USD
13831.07000000
0.006739363251
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.38000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
1450.00000000
NS
USD
116536.50000000
0.056783879017
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
207.00000000
NS
USD
28286.55000000
0.013782978148
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
1001.00000000
NS
USD
35795.76000000
0.017441935403
Long
EC
CORP
US
N
1
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
25000.00000000
PA
USD
28207.75000000
0.013744581855
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
764.00000000
NS
USD
65153.92000000
0.031747069036
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LNC9
207.53000000
PA
USD
226.84000000
0.000110530650
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQW3
176000.00000000
PA
USD
197076.00000000
0.096027765904
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
26000.00000000
PA
USD
30090.58000000
0.014662014513
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
25000.00000000
PA
USD
26998.50000000
0.013155359545
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EE9
29000.00000000
PA
USD
34133.58000000
0.016632017240
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
3.70000000
N
N
N
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
107.00000000
NS
USD
34689.40000000
0.016902847543
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
729.00000000
NS
USD
79140.24000000
0.038562079808
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
801.00000000
NS
USD
16716.87000000
0.008145505688
Long
EC
CORP
GB
N
1
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
45000.00000000
PA
USD
51609.15000000
0.025147209070
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
62000.00000000
PA
USD
77568.82000000
0.037796385599
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAJ0
49000.00000000
PA
USD
51272.62000000
0.024983230584
Long
DBT
CORP
US
N
2
2025-09-30
Fixed
1.75000000
N
N
N
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
548.00000000
NS
USD
34063.68000000
0.016597957584
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132L5A29
799765.80000000
PA
USD
857335.26000000
0.417747415457
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
State Street Global Advisors
549300PNASLVKQG64331
State Street Institutional Treasury Plus Money Market Fund
857492854
304998.89000000
NS
USD
304998.89000000
0.148614554841
Long
STIV
RF
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BU7
42000.00000000
PA
USD
57518.58000000
0.028026653348
Long
DBT
CORP
US
N
2
2056-08-08
Fixed
3.95000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DD7
4000.00000000
PA
USD
4607.88000000
0.002245247630
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.45000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
301000.00000000
PA
USD
302328.26000000
0.147313256700
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.56000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
300.00000000
NS
USD
22044.00000000
0.010741216949
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDR0
20000.00000000
PA
USD
25897.40000000
0.012618834686
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAZ8
40000.00000000
PA
USD
40458.80000000
0.019714060439
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AT6
6000.00000000
PA
USD
6994.62000000
0.003408216789
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYGZ6
517436.64000000
PA
USD
548362.27000000
0.267196430282
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPG99
188001.19000000
PA
USD
220300.88000000
0.107344381523
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
6.00000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
16000.00000000
PA
USD
17893.76000000
0.008718960179
Long
DBT
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGD2
38574.76000000
PA
USD
43355.84000000
0.021125679707
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
4.50000000
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071AM3
41000.00000000
PA
USD
42838.85000000
0.020873769811
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
25000.00000000
PA
USD
26149.50000000
0.012741673590
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
164000.00000000
PA
USD
187870.20000000
0.091542123779
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CK7
20000.00000000
PA
USD
24146.20000000
0.011765540406
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
36000.00000000
PA
USD
49625.64000000
0.024180718812
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
15000.00000000
PA
USD
17383.80000000
0.008470475739
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5VH3
711997.78000000
PA
USD
774434.98000000
0.377353208749
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
599.00000000
NS
USD
25828.88000000
0.012585447452
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
43000.00000000
PA
USD
50924.04000000
0.024813380584
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TW21
249.09000000
PA
USD
288.97000000
0.000140804276
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAQ7
30000.00000000
PA
USD
31255.80000000
0.015229782650
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ER5
14000.00000000
PA
USD
17551.24000000
0.008552062991
Long
DBT
CORP
US
N
2
2067-09-15
Fixed
4.10000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
259.00000000
NS
USD
28189.56000000
0.013735718548
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
50000.00000000
PA
USD
49282.50000000
0.024013519521
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
59000.00000000
PA
USD
63045.04000000
0.030719490666
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
28000.00000000
PA
USD
30023.56000000
0.014629358172
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
243.00000000
NS
USD
49462.65000000
0.024101299880
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
1995.00000000
NS
USD
84667.80000000
0.041255453114
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
258.00000000
NS
USD
33914.10000000
0.016525072843
Long
EC
CORP
US
N
1
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AJ8
18000.00000000
PA
USD
24351.48000000
0.011865565674
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
3419.00000000
NS
USD
234304.07000000
0.114167612415
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
1799.00000000
NS
USD
38966.34000000
0.018986840486
Long
EC
CORP
PA
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AQ7
139000.00000000
PA
USD
145564.97000000
0.070928367041
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403BH9
34000.00000000
PA
USD
38958.06000000
0.018982805951
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Variable
4.52000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANC
549300ZSNDBYN4Z4VZ93
LYB International Finance II BV
50247WAB3
7000.00000000
PA
USD
7849.52000000
0.003824777593
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.50000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
135.00000000
NS
USD
38766.60000000
0.018889514652
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CBA8
810446.58000000
PA
USD
33488.22000000
0.016317557443
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.21000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
100000.00000000
PA
USD
104252.00000000
0.050798101499
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128KC6G7
2112.32000000
PA
USD
2585.79000000
0.001259958781
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
7.00000000
N
N
N
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
616.00000000
NS
USD
26814.48000000
0.013065693480
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BD4
4000.00000000
PA
USD
5303.12000000
0.002584012086
Long
DBT
CORP
US
N
2
2047-06-02
Fixed
4.55000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
413.00000000
NS
USD
47036.57000000
0.022919161810
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FB7
6000.00000000
PA
USD
8114.88000000
0.003954077599
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
859.00000000
NS
USD
39136.04000000
0.019069528950
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
5000.00000000
PA
USD
5733.75000000
0.002793841983
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1287.00000000
NS
USD
234259.74000000
0.114146012064
Long
EC
CORP
US
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCVS2
5002.00000000
PA
USD
613.50000000
0.000298935610
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLKL7
494419.23000000
PA
USD
545831.28000000
0.265963173491
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
501.00000000
NS
USD
19393.71000000
0.009449829730
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
9000.00000000
PA
USD
10667.25000000
0.005197752064
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CCD1
748.78000000
PA
USD
832.38000000
0.000405587650
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
2720.00000000
NS
USD
414364.80000000
0.201904473469
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M5YJ3
16793.77000000
PA
USD
19764.36000000
0.009630433616
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VFG6
1127.81000000
PA
USD
1313.11000000
0.000639829404
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JBC0
71000.00000000
PA
USD
57829.22000000
0.028178016605
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
4.65000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CY4
51000.00000000
PA
USD
54917.82000000
0.026759400246
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
49000.00000000
PA
USD
59309.11000000
0.028899111667
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BW1
17000.00000000
PA
USD
20466.47000000
0.009972545566
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
40000.00000000
PA
USD
41880.40000000
0.020406752964
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PLX7
2236.83000000
PA
USD
2552.30000000
0.001243640356
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
14000.00000000
PA
USD
16790.34000000
0.008181304872
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
38000.00000000
PA
USD
46920.12000000
0.022862420079
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
498.00000000
NS
USD
24068.34000000
0.011727602139
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
15000.00000000
PA
USD
15687.00000000
0.007643688545
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31293Q6C2
85.71000000
PA
USD
88.86000000
0.000043298155
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KPP3
7815.54000000
PA
USD
9067.43000000
0.004418219597
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020612
297072.00000000
PA
USD
308544.92000000
0.150342402670
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.00000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BL6
7000.00000000
PA
USD
7073.50000000
0.003446652063
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
2000.00000000
PA
USD
2242.40000000
0.001092637674
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
35000.00000000
PA
USD
39072.60000000
0.019038617011
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.08000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
344.00000000
NS
USD
162460.88000000
0.079161112227
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
77000.00000000
PA
USD
84811.65000000
0.041325545840
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
21000.00000000
PA
USD
21211.89000000
0.010335760860
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BM9
18000.00000000
PA
USD
21810.96000000
0.010627665271
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.95000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BJ1
53000.00000000
PA
USD
60913.43000000
0.029680836816
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
30000.00000000
PA
USD
37837.20000000
0.018436652784
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
57.00000000
NS
USD
67570.08000000
0.032924373461
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G6K4
6742.10000000
PA
USD
7871.28000000
0.003835380427
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
16000.00000000
PA
USD
21035.84000000
0.010249978278
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAR0
18000.00000000
PA
USD
22013.64000000
0.010726423656
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SAA8
57036.37000000
PA
USD
63827.44000000
0.031100724931
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020414
2041000.00000000
PA
USD
2133763.45000000
1.039703145343
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Fixed
2.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BA9
29000.00000000
PA
USD
35351.00000000
0.017225220485
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.94000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AVNH6
544193.97000000
PA
USD
93753.66000000
0.045682652962
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Floating
5.99000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AH8
30000.00000000
PA
USD
34886.40000000
0.016998838277
Long
DBT
CORP
GB
N
2
2029-06-01
Fixed
3.38000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AK5
13000.00000000
PA
USD
13974.35000000
0.006809178238
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.65000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BL5
19000.00000000
PA
USD
20723.87000000
0.010097966961
Long
DBT
CORP
US
N
2
2026-08-11
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KL4
100000.00000000
PA
USD
106543.00000000
0.051914420136
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401JLB2
661.46000000
PA
USD
723.63000000
0.000352597841
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
27000.00000000
PA
USD
29909.25000000
0.014573659184
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
290.00000000
NS
USD
56355.70000000
0.027460025406
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
643.00000000
NS
USD
105747.78000000
0.051526939164
Long
EC
CORP
US
N
1
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
20000.00000000
PA
USD
25644.00000000
0.012495362341
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406AZV7
1872.02000000
PA
USD
2115.58000000
0.001030843030
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
4.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AA6
63111.41000000
PA
USD
63088.38000000
0.030740608627
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
0.91000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AN9
16000.00000000
PA
USD
19863.36000000
0.009678672614
Long
DBT
US
N
2
2030-07-01
Fixed
4.70000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AL0
38000.00000000
PA
USD
42365.44000000
0.020643094820
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.55000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
10000.00000000
PA
USD
13637.50000000
0.006645043828
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAU5
35000.00000000
PA
USD
47598.25000000
0.023192847472
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CH5
19000.00000000
PA
USD
24521.59000000
0.011948453916
Long
DBT
CORP
US
N
2
2038-04-17
Fixed
4.55000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
250000.00000000
PA
USD
279857.50000000
0.136364095559
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
50.00000000
NS
USD
29147.00000000
0.014202243260
Long
EC
CORP
US
N
1
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
38000.00000000
PA
USD
39315.18000000
0.019156817174
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
956.00000000
NS
USD
64577.80000000
0.031466347302
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
381.00000000
NS
USD
98644.71000000
0.048065878745
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
499.00000000
NS
USD
63497.75000000
0.030940079321
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
1555.00000000
NS
USD
36542.50000000
0.017805793884
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
375.00000000
NS
USD
114270.00000000
0.055679498314
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EU3
17000.00000000
PA
USD
21204.78000000
0.010332296423
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
858.00000000
NS
USD
42024.84000000
0.020477133175
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
430.00000000
NS
USD
20812.00000000
0.010140909415
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
13000.00000000
PA
USD
16253.12000000
0.007919537653
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
8.00000000
NS
USD
32638.88000000
0.015903705819
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
687.00000000
NS
USD
98653.20000000
0.048070015604
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
389.00000000
NS
USD
67654.88000000
0.032965693331
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CK96
3726.77000000
PA
USD
4348.46000000
0.002118841964
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
294.00000000
NS
USD
13024.20000000
0.006346205670
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407LWP8
944.36000000
PA
USD
1068.63000000
0.000520703441
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297KTZ5
657.51000000
PA
USD
735.99000000
0.000358620407
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DT1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
2397.00000000
NS
USD
38639.64000000
0.018827651791
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
395.00000000
NS
USD
81998.05000000
0.039954583764
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
321.00000000
NS
USD
131696.67000000
0.064170863002
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
163.00000000
NS
USD
15304.07000000
0.007457101074
Long
EC
CORP
US
N
1
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
13000.00000000
PA
USD
17620.33000000
0.008585727964
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
17000.00000000
PA
USD
19317.27000000
0.009412583376
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAG1
11000.00000000
PA
USD
14350.49000000
0.006992457195
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.13000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
636.00000000
NS
USD
19766.88000000
0.009631661517
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291N2T7
1125.74000000
PA
USD
1258.06000000
0.000613005597
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
36000.00000000
PA
USD
40611.96000000
0.019788689580
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
440.00000000
NS
USD
58119.60000000
0.028319507922
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
1881.00000000
NS
USD
59740.56000000
0.029109341120
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31296JWA0
452.34000000
PA
USD
511.19000000
0.000249083773
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
41000.00000000
PA
USD
44286.97000000
0.021579384540
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
4.88000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AZ3
9000.00000000
PA
USD
10292.22000000
0.005015013968
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
18000.00000000
PA
USD
23897.16000000
0.011644192526
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
16000.00000000
PA
USD
19609.60000000
0.009555024854
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
736.00000000
NS
USD
31832.00000000
0.015510543365
Long
EC
CORP
US
N
1
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
29000.00000000
PA
USD
29639.74000000
0.014442337038
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABB8
14000.00000000
PA
USD
18495.40000000
0.009012116855
Long
DBT
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAU5
25000.00000000
PA
USD
26533.71000000
0.012928884757
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.04000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CF7
3000.00000000
PA
USD
3412.95000000
0.001663002920
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.13000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
834.00000000
NS
USD
59063.88000000
0.028779620258
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
26000.00000000
PA
USD
28493.92000000
0.013884021795
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
555.00000000
NS
USD
48412.65000000
0.023589674140
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
17000.00000000
PA
USD
20947.74000000
0.010207050442
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
20000.00000000
PA
USD
22419.00000000
0.010923940428
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
35000.00000000
PA
USD
38779.30000000
0.018895702887
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
367.00000000
NS
USD
95141.08000000
0.046358690850
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
41000.00000000
PA
USD
41806.47000000
0.020370729639
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.63000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DK1
5000.00000000
PA
USD
6730.35000000
0.003279447899
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
77000.00000000
PA
USD
80351.04000000
0.039152057375
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
38331.00000000
NS
USD
5086140.39000000
2.478286035475
Long
EC
CORP
US
N
1
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
24000.00000000
PA
USD
28128.48000000
0.013705956548
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
72000.00000000
PA
USD
86590.08000000
0.042192108282
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
45000.00000000
PA
USD
45553.50000000
0.022196517252
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAH1
15000.00000000
PA
USD
16080.90000000
0.007835621286
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
1514.00000000
NS
USD
336319.96000000
0.163876141122
Long
EC
CORP
US
N
1
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CZ2
40000.00000000
PA
USD
40770.40000000
0.019865891468
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
2.95000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
4000.00000000
PA
USD
4542.32000000
0.002213302693
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
23000.00000000
PA
USD
26848.13000000
0.013082089866
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
4000.00000000
PA
USD
4428.24000000
0.002157715775
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CJ8
50000.00000000
PA
USD
58725.00000000
0.028614496705
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AW1
22000.00000000
PA
USD
28382.42000000
0.013829692015
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
22.00000000
NC
USD
4579.33000000
0.002231336282
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
4856905.03000000
USD
4579.33000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
66000.00000000
PA
USD
76317.78000000
0.037186800585
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400GT96
465.77000000
PA
USD
527.84000000
0.000257196695
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
48000.00000000
PA
USD
56289.60000000
0.027427817347
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
34000.00000000
PA
USD
39113.60000000
0.019058594778
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAX7
79000.00000000
PA
USD
73944.22000000
0.036030253547
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.74000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290YU30
697.40000000
PA
USD
776.20000000
0.000378213236
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
4.50000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
207.00000000
NS
USD
75306.60000000
0.036694090380
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
10000.00000000
PA
USD
13328.90000000
0.006494674587
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
250.00000000
NS
USD
120777.50000000
0.058850359741
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BZ6
4000.00000000
PA
USD
5230.40000000
0.002548578349
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
4.10000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAM3
174000.00000000
PA
USD
183985.86000000
0.089649430137
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CJ6
19000.00000000
PA
USD
21792.81000000
0.010618821455
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.38000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
274.00000000
NS
USD
25514.88000000
0.012432446993
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
45000.00000000
PA
USD
46393.20000000
0.022605671665
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BC4
10000.00000000
PA
USD
13223.70000000
0.006443414560
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
45000.00000000
PA
USD
51284.70000000
0.024989116716
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK7
06541XAE0
617000.00000000
PA
USD
686403.24000000
0.334458633454
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.18000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208LLS4
256.67000000
PA
USD
269.69000000
0.000131409852
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P5
17325DAD5
90682.00000000
PA
USD
99145.79000000
0.048310036293
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.94000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CA5
17000.00000000
PA
USD
21471.34000000
0.010462181144
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
113.00000000
NS
USD
46507.41000000
0.022661321928
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAK3
419000.00000000
PA
USD
455502.47000000
0.221949321875
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297RN86
4909.26000000
PA
USD
5702.65000000
0.002778688116
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
31000.00000000
PA
USD
35220.65000000
0.017161705804
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.11000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
115000.00000000
PA
USD
131409.35000000
0.064030862710
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
17000.00000000
PA
USD
25107.64000000
0.012234014168
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
13000.00000000
PA
USD
15833.35000000
0.007714999428
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
31000.00000000
PA
USD
35352.09000000
0.017225751602
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CQ4
20000.00000000
PA
USD
26125.60000000
0.012730028014
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
1019.00000000
NS
USD
29082.26000000
0.014170697879
Long
EC
CORP
US
N
1
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
30000.00000000
PA
USD
30542.40000000
0.014882169504
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1026.00000000
NS
USD
180781.20000000
0.088087919145
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
8000.00000000
PA
USD
11101.84000000
0.005409511521
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FEY55
2037.42000000
PA
USD
363.53000000
0.000177134576
Long
ABS-MBS
USGSE
US
N
2
2038-05-25
Fixed
5.00000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
27000.00000000
PA
USD
29472.93000000
0.014361056762
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
283.00000000
NS
USD
35853.27000000
0.017469957876
Long
EC
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
961.00000000
NS
USD
75025.27000000
0.036557008790
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HF78
615.24000000
PA
USD
689.03000000
0.000335738555
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAM9
15000.00000000
PA
USD
17424.75000000
0.008490429143
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.36000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCZ5
41000.00000000
PA
USD
54928.52000000
0.026764613956
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
36000.00000000
PA
USD
41047.20000000
0.020000765758
Long
DBT
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
649.00000000
NS
USD
90541.99000000
0.044117726259
Long
EC
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
278.00000000
NS
USD
36901.72000000
0.017980828358
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
46000.00000000
PA
USD
63342.92000000
0.030864636452
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
4000.00000000
PA
USD
5027.12000000
0.002449527606
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
14000.00000000
PA
USD
16706.20000000
0.008140306596
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
20000.00000000
PA
USD
24244.80000000
0.011813584499
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AV0
5000.00000000
PA
USD
7346.75000000
0.003579796571
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406RCP8
289.15000000
PA
USD
326.62000000
0.000159149713
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
591.00000000
NS
USD
83786.07000000
0.040825819054
Long
EC
CORP
US
N
1
N
N
N
ALBEMARLE WOD PTY LTD
25490061SXKXCH8MR021
Albemarle Wodgina Pty Ltd
01273PAB8
40000.00000000
PA
USD
42648.00000000
0.020780775742
Long
DBT
CORP
AU
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
14000.00000000
PA
USD
15905.40000000
0.007750106699
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
30000.00000000
PA
USD
33574.50000000
0.016359598461
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
6000.00000000
PA
USD
6709.92000000
0.003269493124
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
68000.00000000
PA
USD
73675.28000000
0.035899209141
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FEY63
3311.88000000
PA
USD
573.82000000
0.000279601030
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Fixed
5.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BB6
5000.00000000
PA
USD
6857.00000000
0.003341159708
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411WU96
3063.33000000
PA
USD
3589.43000000
0.001748995026
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
55000.00000000
PA
USD
56609.85000000
0.027583863198
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
106.00000000
NS
USD
43284.04000000
0.021090694252
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
304.00000000
NS
USD
58623.36000000
0.028564971333
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1752.00000000
NS
USD
48302.64000000
0.023536070381
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
26000.00000000
PA
USD
30509.18000000
0.014865982641
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.01000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
34000.00000000
PA
USD
40078.52000000
0.019528764214
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208WP72
4555.99000000
PA
USD
4830.60000000
0.002353770758
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAW1
119583.00000000
PA
USD
137116.97000000
0.066811972521
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
3.72000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
1395.00000000
NS
USD
188115.75000000
0.091661771113
Long
EC
CORP
US
N
1
N
N
N
State Street Global All Cap Equity ex-U.S. Index Portfolio
N/A
State Street Global All Cap Equity ex-U.S. Index Portfolio
85749T764
452344.01700000
NS
USD
52657367.02000000
25.65796603002
Long
EC
RF
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
828.00000000
NS
USD
111639.24000000
0.054397627333
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
58.00000000
NS
USD
66101.44000000
0.032208760104
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
530.00000000
NS
USD
10700.70000000
0.005214050998
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2012-C1
90269GAL5
83000.00000000
PA
USD
79861.96000000
0.038913746978
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
5.57000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
966.00000000
NS
USD
22720.32000000
0.011070762397
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
58000.00000000
PA
USD
64572.56000000
0.031463794046
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAH0
4000.00000000
PA
USD
5047.00000000
0.002459214386
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
41000.00000000
PA
USD
44721.98000000
0.021791348648
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
621.00000000
NS
USD
87169.77000000
0.042474569544
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
350.00000000
NS
USD
231542.50000000
0.112822002612
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBD9
85000.00000000
PA
USD
85668.10000000
0.041742861902
Long
DBT
CORP
CL
N
2
2051-01-15
Fixed
3.15000000
N
N
N
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
1563.00000000
NS
USD
54173.58000000
0.026396759922
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
1783.00000000
NS
USD
59783.99000000
0.029130502935
Long
EC
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
320.00000000
NS
USD
37075.20000000
0.018065358676
Long
EC
US
N
1
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
96000.00000000
PA
USD
98933.76000000
0.048206722002
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071101
1105.00000000
NS
USD
15171.65000000
0.007392577759
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
6175449.18000000
NS
USD
6175449.18000000
3.009065478348
Long
STIV
RF
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BY8
15000.00000000
PA
USD
15030.30000000
0.007323703189
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAC2
61000.00000000
PA
USD
62240.13000000
0.030327288119
Long
DBT
CORP
US
N
2
2022-10-31
Fixed
2.88000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXV6
71000.00000000
PA
USD
85874.52000000
0.041843442650
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
200000.00000000
PA
USD
215316.00000000
0.104915435889
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
21000.00000000
PA
USD
22258.32000000
0.010845647072
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
1500.00000000
NS
USD
60315.00000000
0.029389244253
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AF7
71000.00000000
PA
USD
75455.96000000
0.036766867923
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
4.63000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
23000.00000000
PA
USD
27261.21000000
0.013283368305
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614NAA0
40000.00000000
PA
USD
40528.40000000
0.019747973917
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.17000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
52000.00000000
PA
USD
56785.56000000
0.027669480111
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
55000.00000000
PA
USD
56476.75000000
0.027519008545
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
4.30000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
30000.00000000
PA
USD
36728.10000000
0.017896229824
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
89000.00000000
PA
USD
91626.39000000
0.044646113832
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAL9
100000.00000000
PA
USD
98335.03000000
0.047914983260
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.92000000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
10000.00000000
PA
USD
10183.70000000
0.004962136229
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
771.00000000
NS
USD
45951.60000000
0.022390496497
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
10000.00000000
PA
USD
11445.50000000
0.005576964189
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBJ7
7000.00000000
PA
USD
8270.36000000
0.004029837189
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
2156.58000000
0.001050820797
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
530.00000000
NS
USD
82807.20000000
0.040348852304
Long
EC
CORP
US
N
1
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
15000.00000000
PA
USD
17084.55000000
0.008324662404
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
100000.00000000
PA
USD
105353.00000000
0.051334577631
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
97.00000000
NS
USD
216045.19000000
0.105270742911
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
554.00000000
NS
USD
83870.06000000
0.040866744241
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAE8
9000.00000000
PA
USD
10456.38000000
0.005095002998
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.00000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
657.00000000
NS
USD
85600.53000000
0.041709937567
Long
EC
CORP
JE
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M54K3
12785.18000000
PA
USD
15073.91000000
0.007344952712
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
183000.00000000
PA
USD
209785.71000000
0.102220732356
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
22000.00000000
PA
USD
24484.02000000
0.011930147460
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.13000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
6072.00000000
NS
USD
496689.60000000
0.242018270291
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
216.00000000
NS
USD
154262.88000000
0.075166533359
Long
EC
US
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HPM3
19.17000000
PA
USD
0.55000000
0.000000267994
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
8.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
125000.00000000
PA
USD
134396.25000000
0.065486267396
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400AGK8
367.07000000
PA
USD
412.44000000
0.000200966590
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
9000.00000000
PA
USD
10702.89000000
0.005215118103
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
1327.00000000
NS
USD
40115.21000000
0.019546641879
Long
EC
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
124.00000000
NS
USD
45051.68000000
0.021951999130
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
724.00000000
NS
USD
61836.84000000
0.030130779982
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
14000.00000000
PA
USD
16627.66000000
0.008102036990
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128L0G89
17754.37000000
PA
USD
20969.12000000
0.010217468116
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.00000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
72000.00000000
PA
USD
73242.00000000
0.035688087998
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
2049.00000000
NS
USD
175209.99000000
0.085373276826
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AE0
28000.00000000
PA
USD
31890.04000000
0.015538824087
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
Broadridge Financial Solutions Inc
N/A
Broadridge Financial Solutions Inc
11133T103
285.00000000
NS
USD
43662.00000000
0.021274860028
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
336.00000000
NS
USD
40041.12000000
0.019510540593
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
206.00000000
NS
USD
39045.24000000
0.019025285506
Long
EC
CORP
IE
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
575.00000000
NS
USD
189019.75000000
0.092102256511
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
50000.00000000
PA
USD
54602.50000000
0.026605756600
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
23000.00000000
PA
USD
24184.73000000
0.011784314634
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAE3
13000.00000000
PA
USD
13687.83000000
0.006669567755
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
182.00000000
NS
USD
51562.42000000
0.025124439288
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
22000.00000000
PA
USD
22517.66000000
0.010972013757
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31298PBY5
1280.21000000
PA
USD
1468.52000000
0.000715554886
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
8.00000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAF7
13000.00000000
PA
USD
18809.70000000
0.009165263493
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.42000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
45000.00000000
PA
USD
51574.05000000
0.025130106152
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
143.00000000
NS
USD
25810.07000000
0.012576282043
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
143.00000000
NS
USD
35381.06000000
0.017239867599
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
1901.00000000
NS
USD
320964.84000000
0.156394165291
Long
EC
CORP
US
N
1
N
N
N
Ascension Health
N/A
Ascension Health
04351LAA8
13000.00000000
PA
USD
19322.81000000
0.009415282811
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
4.85000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
30000.00000000
PA
USD
35362.50000000
0.017230824005
Long
DBT
US
N
2
2029-02-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406Q5R4
1399.53000000
PA
USD
1593.74000000
0.000776569910
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
467.00000000
NS
USD
57772.57000000
0.028150413178
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
714.00000000
NS
USD
153809.88000000
0.074945803397
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBE5
18000.00000000
PA
USD
19893.06000000
0.009693144313
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
364.00000000
NS
USD
24337.04000000
0.011858529602
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
7291.00000000
NS
USD
926467.37000000
0.451432907732
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
2163.00000000
NS
USD
40880.70000000
0.019919636534
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1023.00000000
NS
USD
3331839.39000000
1.623480753484
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PLU3
4129.32000000
PA
USD
4779.89000000
0.002329061671
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
5.00000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
3279.00000000
NS
USD
80630.61000000
0.039288281382
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
91000.00000000
PA
USD
122243.03000000
0.059564457713
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AU5
30000.00000000
PA
USD
35526.90000000
0.017310929978
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust
N/A
Banc of America Commercial Mortgage Trust 2015-UBS7
06054ABD0
88000.00000000
PA
USD
78185.48000000
0.038096860960
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
4.36000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BP6
12000.00000000
PA
USD
14829.48000000
0.007225851112
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
87000.00000000
PA
USD
91700.61000000
0.044682278462
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MK76
13567.25000000
PA
USD
15840.98000000
0.007718717241
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
29000.00000000
PA
USD
33177.16000000
0.016165989536
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31297PQ46
1884.25000000
PA
USD
2299.17000000
0.001120299572
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
7.00000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
35000.00000000
PA
USD
38461.50000000
0.018740850830
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
399.00000000
NS
USD
29206.80000000
0.014231381564
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDS8
37000.00000000
PA
USD
49914.48000000
0.024321459744
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
130000.00000000
PA
USD
134009.20000000
0.065297672403
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.68000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
455.00000000
NS
USD
55241.55000000
0.026917141770
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AR8
17000.00000000
PA
USD
18499.91000000
0.009014314410
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.85000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
43000.00000000
PA
USD
44514.89000000
0.021690441434
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
611.00000000
NS
USD
27507.22000000
0.013403239779
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BP6
4000.00000000
PA
USD
5001.40000000
0.002436995211
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
17000.00000000
PA
USD
20998.23000000
0.010231652331
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.38000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAJ5
49000.00000000
PA
USD
52365.81000000
0.025515901195
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
3.00000000
NC
USD
13350.51000000
0.006505204332
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH1 Index
2021-03-19
548969.49000000
USD
13350.51000000
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
400.00000000
NS
USD
41628.00000000
0.020283767881
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
411.00000000
NS
USD
69894.66000000
0.034057054377
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
3000.00000000
PA
USD
3322.86000000
0.001619105432
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
30000.00000000
PA
USD
34398.00000000
0.016760859219
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BU9
32000.00000000
PA
USD
35752.96000000
0.017421080564
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
56000.00000000
PA
USD
70866.88000000
0.034530780830
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
15000.00000000
PA
USD
18357.75000000
0.008945045157
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UEQ3
25000.00000000
PA
USD
35497.25000000
0.017296482642
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
6.27000000
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
208.00000000
NS
USD
103972.96000000
0.050662135740
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407D4C6
2866.05000000
PA
USD
3328.16000000
0.001621687924
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
29000.00000000
PA
USD
32286.57000000
0.015732038329
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BP4
11000.00000000
PA
USD
11431.75000000
0.005570264328
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2019-B
80281GAD8
386000.00000000
PA
USD
393098.52000000
0.191542210395
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.30000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
1030.00000000
NS
USD
39531.40000000
0.019262173096
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
651.00000000
NS
USD
47412.33000000
0.023102255608
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
144.00000000
NS
USD
20296.80000000
0.009889871719
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
1211.00000000
NS
USD
97170.64000000
0.047347619551
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
5397.00000000
NS
USD
334775.91000000
0.163123783291
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HTF5
1474.91000000
PA
USD
1717.57000000
0.000836907639
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
8000.00000000
PA
USD
8695.28000000
0.004236884817
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
23000.00000000
PA
USD
24538.70000000
0.011956790980
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
40000.00000000
PA
USD
45658.40000000
0.022247631100
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
50000.00000000
PA
USD
51843.00000000
0.025261155431
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
7000.00000000
PA
USD
8009.75000000
0.003902851681
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1540.00000000
NS
USD
186201.40000000
0.090728979937
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335GN76
104.30000000
PA
USD
117.97000000
0.000057482369
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
8.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
5000.00000000
PA
USD
6253.75000000
0.003047218540
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
332.00000000
NS
USD
31164.84000000
0.015185461243
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAJ4
12000.00000000
PA
USD
17382.36000000
0.008469774081
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CM32
823.62000000
PA
USD
943.34000000
0.000459654309
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BS4
16000.00000000
PA
USD
16291.20000000
0.007938092613
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
115000.00000000
PA
USD
121419.30000000
0.059163084884
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAP4
8000.00000000
PA
USD
8648.72000000
0.004214197870
Long
DBT
CORP
XX
N
2
2025-01-15
Fixed
3.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P6
17291EAY7
78331.00000000
PA
USD
86998.65000000
0.042391189166
Long
ABS-MBS
CORP
US
N
2
2049-12-10
Variable
4.03000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
1123.00000000
NS
USD
111008.55000000
0.054090315679
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
1208.00000000
NS
USD
70426.40000000
0.034316151396
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
2082.00000000
NS
USD
78824.52000000
0.038408241257
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAF2
18000.00000000
PA
USD
18254.52000000
0.008894745038
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.55000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AC7
10000.00000000
PA
USD
11822.50000000
0.005760662193
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.70000000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
1387.00000000
NS
USD
67727.21000000
0.033000937035
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDQ1
35000.00000000
PA
USD
35012.25000000
0.017060160277
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
23000.00000000
PA
USD
29254.16000000
0.014254458321
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
947.00000000
NS
USD
113772.58000000
0.055437124147
Long
EC
CORP
IE
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
15000.00000000
PA
USD
16690.05000000
0.008132437305
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
2976.00000000
NS
USD
173381.76000000
0.084482448706
Long
EC
CORP
US
N
1
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2019-A
65479PAD1
64613.24000000
PA
USD
64985.65000000
0.031665077357
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.76000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201Y4T0
2410.51000000
PA
USD
2746.65000000
0.001338339844
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
10000.00000000
PA
USD
13146.20000000
0.006405651708
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AS3
45000.00000000
PA
USD
48348.00000000
0.023558172613
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
2546.00000000
NS
USD
101814.54000000
0.049610418380
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
36000.00000000
PA
USD
37910.52000000
0.018472378878
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
2021-01-19
ELFUN DIVERSIFIED FUND
Daniel Foley
Daniel Foley
Assistant Treasurer