NPORT-P
false
0001378872
XXXXXXXX
S000058750
C000192792
Invesco Exchange-Traded Fund Trust II
811-21977
0001378872
O540V2L4S174Y60FMD36
3500 Lacey Road
Suite 700
Downers Grove
60515
800-983-0903
Invesco PureBetaSM US Aggregate Bond ETF
S000058750
549300FH9C25A3FBXQ50
2021-08-31
2021-05-31
N
21966369.52
1350092.47
20616277.05
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
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AN2
50000.00000000
PA
USD
53784.68000000
0.260884542197
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.20000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AM1
30000.00000000
PA
USD
34532.13000000
0.167499349743
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZH6
50000.00000000
PA
USD
50112.30000000
0.243071529735
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
549300M8ZYFG0OCMTT87
Federal Home Loan Mortgage Corp.
36179TXX8
23791.95000000
PA
USD
25872.21000000
0.125494093512
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VVY3
144867.41000000
PA
USD
150201.61000000
0.728558360152
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAL7
25000.00000000
PA
USD
25619.97000000
0.124270594239
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBN0
40000.00000000
PA
USD
40001.56000000
0.194029018444
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust, Series 2015-CR22, Class A5
12592XBD7
100000.00000000
PA
USD
108390.44000000
0.525751762731
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
3.30900000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EL8
50000.00000000
PA
USD
53094.59000000
0.257537235608
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.62500000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DRV6
37526.91000000
PA
USD
39279.36000000
0.190525961136
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
50000.00000000
PA
USD
50158.60000000
0.243296109566
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QGNL7
98039.24000000
PA
USD
99287.01000000
0.481595245151
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DV6G5
32198.89000000
PA
USD
34853.54000000
0.169058360612
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RX8
50000.00000000
PA
USD
57300.78000000
0.277939512847
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J8JG9
49358.05000000
PA
USD
53232.90000000
0.258208113282
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
Province of Ontario
C7PVKCRGLG18EBQGZV36
Province of Ontario
683234C89
50000.00000000
PA
USD
51256.67000000
0.248622337950
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
1.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAD3
45000.00000000
PA
USD
43088.38000000
0.209001750876
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.37500000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CF5
50000.00000000
PA
USD
61870.09000000
0.300103116823
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
50000.00000000
PA
USD
54698.17000000
0.265315458592
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810RB6
85000.00000000
PA
USD
94806.54000000
0.459862562819
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJL4
50000.00000000
PA
USD
47858.34000000
0.232138614959
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.92200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust, Series 2015-LC20, Class B
94989EAK3
100000.00000000
PA
USD
106791.80000000
0.517997501396
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.71900000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
70000.00000000
PA
USD
76491.41000000
0.371024360094
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co., Series B
927804FA7
25000.00000000
PA
USD
34249.70000000
0.166129412778
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810RE0
55000.00000000
PA
USD
68987.40000000
0.334625887267
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828V80
20000.00000000
PA
USD
21071.88000000
0.102209918642
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.25000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
50000.00000000
PA
USD
55784.93000000
0.270586827411
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
35000.00000000
PA
USD
34816.80000000
0.168880151908
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BA1
50000.00000000
PA
USD
53594.06000000
0.259959932969
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.76100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QGZQ3
147534.03000000
PA
USD
149417.20000000
0.724753550981
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828K74
100000.00000000
PA
USD
105832.03000000
0.513342102181
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CBF0
36404.05000000
PA
USD
38415.99000000
0.186338153619
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828TJ9
100000.00000000
PA
USD
101878.91000000
0.494167350161
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828W71
50000.00000000
PA
USD
52625.00000000
0.255259472272
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KLX93
99854.63000000
PA
USD
101280.09000000
0.491262752020
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
50000.00000000
PA
USD
51093.19000000
0.247829372277
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QFBK4
47826.60000000
PA
USD
49761.36000000
0.241369282530
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AG5
50000.00000000
PA
USD
71887.00000000
0.348690502294
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
Hungary Government International Bond
5299008DH62LEB10JK83
Hungary Government International Bond
445545AH9
100000.00000000
PA
USD
108719.60000000
0.527348365256
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810RD2
50000.00000000
PA
USD
63766.60000000
0.309302207403
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBG6
50000.00000000
PA
USD
59445.27000000
0.288341439416
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
50000.00000000
PA
USD
55458.98000000
0.269005795107
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMSA4
97830.12000000
PA
USD
99003.19000000
0.480218565941
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140K8SG7
57726.20000000
PA
USD
60495.38000000
0.293435036079
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Energy Transfer Partners LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RBJ7
100000.00000000
PA
USD
120714.94000000
0.585532197240
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X4MC7
77823.06000000
PA
USD
86258.16000000
0.418398335406
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687EV4
10000.00000000
PA
USD
12624.77000000
0.061236905040
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBM2
70000.00000000
PA
USD
69792.19000000
0.338529550368
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JN8
50000.00000000
PA
USD
50832.66000000
0.246565662057
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QD3
30000.00000000
PA
USD
40710.35000000
0.197467030062
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
20000.00000000
PA
USD
19504.57000000
0.094607624609
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810FM5
10000.00000000
PA
USD
14046.48000000
0.068132960989
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAU5
50000.00000000
PA
USD
48003.91000000
0.232844707526
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QE5Z1
46476.41000000
PA
USD
48202.03000000
0.233805695776
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XT2
50000.00000000
PA
USD
52527.34000000
0.254785768898
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JG0
100000.00000000
PA
USD
92810.92000000
0.450182735587
Long
DBT
CORP
DE
N
2
2030-09-30
Fixed
0.75000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HQ9
50000.00000000
PA
USD
50812.33000000
0.246467050655
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAB7
40000.00000000
PA
USD
39432.03000000
0.191266492511
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179TG41
114790.79000000
PA
USD
122048.22000000
0.591999320265
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KJFX5
123185.49000000
PA
USD
127744.34000000
0.619628557038
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBV2
30000.00000000
PA
USD
30083.20000000
0.145919653325
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
70000.00000000
PA
USD
65767.19000000
0.319006141799
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y87
50000.00000000
PA
USD
52226.56000000
0.253326824592
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBX8
20000.00000000
PA
USD
19995.31000000
0.096987976788
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VVZ0
117149.39000000
PA
USD
122353.36000000
0.593479412908
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAN1
75000.00000000
PA
USD
75032.23000000
0.363946554550
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.12500000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BX0
25000.00000000
PA
USD
24534.49000000
0.119005434106
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828J27
85000.00000000
PA
USD
89761.33000000
0.435390588622
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MFRS9
62236.16000000
PA
USD
65340.34000000
0.316935690384
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZB9
25000.00000000
PA
USD
25202.15000000
0.122243943166
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810PT9
20000.00000000
PA
USD
27760.55000000
0.134653555211
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CS47
32993.13000000
PA
USD
34991.42000000
0.169727152555
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAY6
50000.00000000
PA
USD
54995.29000000
0.266756649935
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
3.54400000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
50000.00000000
PA
USD
58708.98000000
0.284770038051
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAT8
75000.00000000
PA
USD
73645.02000000
0.357217842103
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CR97
33299.51000000
PA
USD
35816.71000000
0.173730251650
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAP6
40000.00000000
PA
USD
39943.75000000
0.193748608941
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285U0
40000.00000000
PA
USD
42473.44000000
0.206018962089
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
84873.50000000
NS
USD
84873.50000000
0.411681991826
Long
STIV
RF
US
N
1
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
25000.00000000
PA
USD
25039.06000000
0.121452869202
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QN1
75000.00000000
PA
USD
107195.80000000
0.519957118057
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284S6
100000.00000000
PA
USD
105199.22000000
0.510272634311
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
100000.00000000
PA
USD
106214.84000000
0.515198935978
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KH2K1
85520.48000000
PA
USD
89258.00000000
0.432949168191
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810PU6
15000.00000000
PA
USD
21380.57000000
0.103707230690
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128287B0
35000.00000000
PA
USD
36842.97000000
0.178708163024
Long
DBT
UST
US
N
2
2026-06-30
Fixed
1.87500000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312AR7
50000.00000000
PA
USD
55850.54000000
0.270905071097
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286X3
50000.00000000
PA
USD
53257.81000000
0.258328940141
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.12500000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KH3
100000.00000000
PA
USD
101479.23000000
0.492228687817
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.70000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBR6
50000.00000000
PA
USD
51330.18000000
0.248978900872
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.18200000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBB6
40000.00000000
PA
USD
38595.31000000
0.187207951786
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBD1
50000.00000000
PA
USD
46655.47000000
0.226304050371
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670BR8
50000.00000000
PA
USD
52019.20000000
0.252321017387
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
25000.00000000
PA
USD
24691.94000000
0.119769151045
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135AJ5
65000.00000000
PA
USD
66851.44000000
0.324265335772
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
50000.00000000
PA
USD
52026.37000000
0.252355795732
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EY0
20000.00000000
PA
USD
25975.78000000
0.125996463556
Long
DBT
UST
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBR1
40000.00000000
PA
USD
40000.00000000
0.194021451608
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
50000.00000000
PA
USD
56407.23000000
0.273605316145
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
50000.00000000
PA
USD
64529.80000000
0.313004136699
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
60000.00000000
PA
USD
46658.20000000
0.226317292335
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
125000.00000000
PA
USD
140579.56000000
0.681886257441
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
40000.00000000
PA
USD
40115.62000000
0.194582270614
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
65000.00000000
PA
USD
66947.46000000
0.324731084267
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAC6
50000.00000000
PA
USD
48871.71000000
0.237054002919
Long
DBT
CORP
US
N
2
2027-08-03
Fixed
1.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KGPY8
90816.93000000
PA
USD
95750.23000000
0.464439965410
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828B66
50000.00000000
PA
USD
53390.63000000
0.258973188372
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YV6
65000.00000000
PA
USD
67417.19000000
0.327009526678
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YA2
60000.00000000
PA
USD
61033.59000000
0.296045643216
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
100000.00000000
PA
USD
101562.50000000
0.492632591974
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBA8
75000.00000000
PA
USD
74837.40000000
0.363001524564
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND T 2 3/8 05/15/51
912810SX7
30000.00000000
PA
USD
30675.00000000
0.148790200702
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
25000.00000000
PA
USD
29700.94000000
0.144065487323
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810FB9
15000.00000000
PA
USD
19698.63000000
0.095548919682
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.12500000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810PX0
30000.00000000
PA
USD
40914.26000000
0.198456102916
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
100000.00000000
PA
USD
103267.58000000
0.500903144391
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FS0
25000.00000000
PA
USD
31491.04000000
0.152748432336
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VMD9
32914.26000000
PA
USD
34371.64000000
0.166720887173
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140K9NT2
160990.88000000
PA
USD
167215.06000000
0.811082716799
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XG0
100000.00000000
PA
USD
102218.75000000
0.495815756414
Long
DBT
UST
US
N
2
2022-06-30
Fixed
2.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAK7
50000.00000000
PA
USD
49938.48000000
0.242228409517
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
25000.00000000
PA
USD
34059.08000000
0.165204803551
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAM3
50000.00000000
PA
USD
49171.88000000
0.238509988397
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
60000.00000000
PA
USD
60059.77000000
0.291322093966
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAU4
50000.00000000
PA
USD
53967.38000000
0.261770735177
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
45000.00000000
PA
USD
37611.04000000
0.182433714432
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
50000.00000000
PA
USD
50052.84000000
0.242783116847
Long
DBT
CORP
XX
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284A5
100000.00000000
PA
USD
104363.28000000
0.506217877005
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBW0
15000.00000000
PA
USD
14979.49000000
0.072658559853
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PCP9
30000.00000000
PA
USD
35744.05000000
0.173377811683
Long
DBT
CORP
US
N
2
2041-08-16
Fixed
4.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAF8
90000.00000000
PA
USD
89915.63000000
0.436139026371
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.12500000
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
50000.00000000
PA
USD
55609.00000000
0.269733472562
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160MJ9
50000.00000000
PA
USD
55628.65000000
0.269828785600
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
3.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJ2S8
30265.90000000
PA
USD
32145.98000000
0.155925242574
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QB4F2
62493.68000000
PA
USD
65573.24000000
0.318065380286
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBQ2
50000.00000000
PA
USD
53269.90000000
0.258387583125
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.75000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AK6
50000.00000000
PA
USD
52011.49000000
0.252283619752
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.40000000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
161175AY0
50000.00000000
PA
USD
56906.86000000
0.276028789591
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KLHM2
49501.52000000
PA
USD
48646.06000000
0.235959479405
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDN8
25000.00000000
PA
USD
23278.52000000
0.112913306042
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJ4W7
30362.56000000
PA
USD
32440.32000000
0.157352949425
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YY0
50000.00000000
PA
USD
52310.55000000
0.253734221135
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z86
50000.00000000
PA
USD
51070.31000000
0.247718392007
Long
DBT
UST
US
N
2
2023-02-15
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DTB8
55721.84000000
PA
USD
59593.43000000
0.289060094872
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
50000.00000000
PA
USD
57566.41000000
0.279227960801
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VMF4
64065.70000000
PA
USD
67944.37000000
0.329566632400
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J8KS1
32646.91000000
PA
USD
36224.37000000
0.175707621274
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAM1
50000.00000000
PA
USD
58260.66000000
0.282595445621
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAL0
50000.00000000
PA
USD
56189.94000000
0.272551343114
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CPF5
29997.93000000
PA
USD
32257.82000000
0.156467726552
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2019-1, Class A
34532PAA8
100000.00000000
PA
USD
108044.11000000
0.524071876498
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
50000.00000000
PA
USD
66209.39000000
0.321151048947
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CYL2
27787.22000000
PA
USD
29421.70000000
0.142711023569
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CY4
25000.00000000
PA
USD
29859.80000000
0.144836043518
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132J65K6
31936.54000000
PA
USD
34534.29000000
0.167509826901
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
50000.00000000
PA
USD
63953.09000000
0.310206783915
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
110000.00000000
PA
USD
122858.40000000
0.595929127756
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EU3
100000.00000000
PA
USD
100024.03000000
0.485170187407
Long
DBT
CORP
XX
N
2
2025-04-29
Fixed
0.62500000
N
N
N
N
N
N
Invesco Private Government Fund
N/A
Invesco Private Government Fund
N/A
428719.46000000
NS
USD
428719.46000000
2.079519299048
Long
STIV
PF
US
N
2
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZY9
50000.00000000
PA
USD
49964.84000000
0.242356269654
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.12500000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AA9
25000.00000000
PA
USD
27502.66000000
0.133402650407
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
30000.00000000
PA
USD
29527.73000000
0.143225325932
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GU1
50000.00000000
PA
USD
49067.27000000
0.238002573796
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DQ96
34672.79000000
PA
USD
36253.05000000
0.175846734655
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828M56
100000.00000000
PA
USD
106976.56000000
0.518893686481
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3622A2YZ9
55204.66000000
PA
USD
58435.92000000
0.283445550611
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081DM2
25000.00000000
PA
USD
27292.19000000
0.132381758034
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828WE6
100000.00000000
PA
USD
106242.19000000
0.515331598146
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Enable Midstream Partners L.P.
549300TLGDBYE711G509
Enable Midstream Partners L.P.
292480AH3
20000.00000000
PA
USD
21425.64000000
0.103925844360
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3617U9WS0
49035.01000000
PA
USD
49880.11000000
0.241945283714
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RW3
50000.00000000
PA
USD
54211.44000000
0.262954557064
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
Trane Technologies Global Holding Co. Ltd.
549300UCF0D858BIOV83
Trane Technologies Global Holding Co. Ltd.
45687AAJ1
15000.00000000
PA
USD
16158.89000000
0.078379282354
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828Y79
10000.00000000
PA
USD
10938.48000000
0.053057494199
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCN0
50000.00000000
PA
USD
54859.61000000
0.266098529171
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z29
50000.00000000
PA
USD
51125.98000000
0.247988421362
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50000000
N
N
N
N
N
N
Apollo Management Holdings L.P.
5493006XQW0V5K38YM64
Apollo Management Holdings L.P.
03765HAD3
25000.00000000
PA
USD
29074.94000000
0.141029051605
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.87200000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBD2
50000.00000000
PA
USD
57813.94000000
0.280428614049
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BP4
25000.00000000
PA
USD
24211.25000000
0.117437546756
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
15000.00000000
PA
USD
14570.80000000
0.070676194177
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285N6
60000.00000000
PA
USD
65840.63000000
0.319362365185
Long
DBT
UST
US
N
2
2025-11-30
Fixed
2.87500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBT7
65000.00000000
PA
USD
64959.38000000
0.315087830079
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179TEZ4
34009.80000000
PA
USD
36100.21000000
0.175105378689
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J8E82
76133.36000000
PA
USD
79812.44000000
0.387133136630
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZP8
160000.00000000
PA
USD
159962.50000000
0.775903911322
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
25000.00000000
PA
USD
23487.30000000
0.113926001008
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UML3
25550.32000000
PA
USD
27178.48000000
0.131830203552
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828XX3
25000.00000000
PA
USD
26285.16000000
0.127497122473
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
Mexico Government Bond
254900EGTWEU67VP6075
Mexico Government Bond
91086QBE7
60000.00000000
PA
USD
71628.60000000
0.347437123716
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
5.55000000
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962GXZ2
50000.00000000
PA
USD
67944.89000000
0.329569154679
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
B.A.T. Capital Corp.
2138005GYEXN7XRHFA84
B.A.T. Capital Corp.
05526DAV7
50000.00000000
PA
USD
51171.45000000
0.248208975247
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.76400000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YS3
50000.00000000
PA
USD
51235.35000000
0.248518924516
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
45000.00000000
PA
USD
39132.42000000
0.189813223333
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCC3
50000.00000000
PA
USD
49931.64000000
0.242195231849
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJ2H2
29043.66000000
PA
USD
31249.39000000
0.151576300241
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
100000.00000000
PA
USD
107616.81000000
0.521999242341
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec
748148SC8
50000.00000000
PA
USD
49724.94000000
0.241192625998
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746SK8
100000.00000000
PA
USD
101816.13000000
0.493862833493
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.06900000
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
20000.00000000
PA
USD
24852.61000000
0.120548486711
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAC5
110000.00000000
PA
USD
110073.05000000
0.533913323598
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.12500000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828VS6
80000.00000000
PA
USD
84106.25000000
0.407960417858
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBK4
25000.00000000
PA
USD
29715.99000000
0.144138487894
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.15000000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc.
98389BAV2
50000.00000000
PA
USD
56522.75000000
0.274165650097
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAX3
25000.00000000
PA
USD
25938.20000000
0.125814180402
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDS0
50000.00000000
PA
USD
63507.77000000
0.308046743095
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
5.01200000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAX9
20000.00000000
PA
USD
20007.03000000
0.097044825074
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series F
61746BDQ6
50000.00000000
PA
USD
54602.40000000
0.264850922732
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286Z8
40000.00000000
PA
USD
41757.81000000
0.202547772804
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CJ7
25000.00000000
PA
USD
25402.27000000
0.123214632488
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DCZ3
28872.19000000
PA
USD
30845.36000000
0.149616538064
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBE0
30000.00000000
PA
USD
29917.97000000
0.145118199214
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967EW7
50000.00000000
PA
USD
84251.80000000
0.408666413415
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3131YAW30
48244.58000000
PA
USD
52457.68000000
0.254447880540
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMCY9
28030.75000000
PA
USD
30441.70000000
0.147658570585
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076AS1
25000.00000000
PA
USD
34815.09000000
0.168871857491
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.87500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAR2
40000.00000000
PA
USD
40014.06000000
0.194089650148
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UUH3
36963.03000000
PA
USD
38608.46000000
0.187271736339
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
55000.00000000
PA
USD
54608.98000000
0.264882839261
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Invesco Private Prime Fund
N/A
Invesco Private Prime Fund
N/A
642822.04000000
NS
USD
643079.17000000
3.119278851561
Long
STIV
PF
US
N
2
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KA8
50000.00000000
PA
USD
58073.41000000
0.281687182701
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.30000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
50000.00000000
PA
USD
53150.39000000
0.257807895533
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZF0
45000.00000000
PA
USD
44980.66000000
0.218180323687
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810EQ7
20000.00000000
PA
USD
22680.47000000
0.110012442813
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
40000.00000000
PA
USD
40018.75000000
0.194112399163
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
35000.00000000
PA
USD
36555.18000000
0.177312227185
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
50000.00000000
PA
USD
51421.88000000
0.249423695050
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
70000.00000000
PA
USD
56235.16000000
0.272770684365
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BG4
15000.00000000
PA
USD
16399.43000000
0.079546030353
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
25000.00000000
PA
USD
25882.33000000
0.125543180940
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
25000.00000000
PA
USD
28793.26000000
0.139662752543
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
45000.00000000
PA
USD
41044.92000000
0.199089873988
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25152R2Y8
25000.00000000
PA
USD
27555.27000000
0.133657837121
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.10000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZC7
75000.00000000
PA
USD
76757.81000000
0.372316542961
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QS0
50000.00000000
PA
USD
63221.68000000
0.306659053167
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
United Airlines Pass Through Trust, Series 2013-1, Class A
909319AA3
6778.82000000
PA
USD
7080.17000000
0.034342621525
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X9XS9
48820.99000000
PA
USD
49571.93000000
0.240450445440
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QE1
25000.00000000
PA
USD
35005.86000000
0.169797194299
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132QQAG7
34584.29000000
PA
USD
37251.00000000
0.180687327346
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
50000.00000000
PA
USD
50559.91000000
0.245242678284
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBG5
50000.00000000
PA
USD
50003.91000000
0.242545780107
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFS3
25000.00000000
PA
USD
28005.48000000
0.135841597064
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZV5
50000.00000000
PA
USD
48335.94000000
0.234455231091
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZU7
50000.00000000
PA
USD
50099.61000000
0.243009976430
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912810SD1
50000.00000000
PA
USD
57441.41000000
0.278621643765
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
40000.00000000
PA
USD
40814.06000000
0.197970079180
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
50000.00000000
PA
USD
53464.84000000
0.259333146670
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
15000.00000000
PA
USD
14828.91000000
0.071928166099
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335APZ5
38521.24000000
PA
USD
41644.76000000
0.201999419676
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
892331AD1
100000.00000000
PA
USD
112580.62000000
0.546076382884
Long
DBT
CORP
JP
N
2
2028-07-20
Fixed
3.66900000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAT2
50000.00000000
PA
USD
52013.34000000
0.252292593244
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAC8
50000.00000000
PA
USD
57860.78000000
0.280655813169
Long
DBT
CORP
IE
N
2
2043-05-24
Fixed
4.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417DK77
91739.38000000
PA
USD
99129.13000000
0.480829442481
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HHV5
50000.00000000
PA
USD
53830.74000000
0.261107957898
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.37500000
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
70000.00000000
PA
USD
82267.50000000
0.399041494254
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBP5
25000.00000000
PA
USD
28571.03000000
0.138584817863
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.70000000
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBU4
50000.00000000
PA
USD
49994.14000000
0.242498390367
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Federal Home Loan Bank
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3133834G3
100000.00000000
PA
USD
103927.71000000
0.504105128913
Long
DBT
USGSE
US
N
2
2023-06-09
Fixed
2.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZX1
90000.00000000
PA
USD
90050.98000000
0.436795546458
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133KHLD6
116219.15000000
PA
USD
120643.00000000
0.585183249659
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
2.50000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FH7
25000.00000000
PA
USD
27280.49000000
0.132325006759
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
40000.00000000
PA
USD
43809.38000000
0.212498987541
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DSD5
80369.26000000
PA
USD
84503.82000000
0.409888845571
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284M9
75000.00000000
PA
USD
81852.54000000
0.397028715715
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.87500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
50000.00000000
PA
USD
56190.49000000
0.272554010909
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QA9
10000.00000000
PA
USD
12193.16000000
0.059143365072
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
70000.00000000
PA
USD
67096.09000000
0.325452019476
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class A4
94989MAD1
200000.00000000
PA
USD
214125.72000000
1.038624575526
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.49800000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QT8
25000.00000000
PA
USD
28975.10000000
0.140544774062
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
75000.00000000
PA
USD
82257.38000000
0.398992406827
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VAY3
25000.00000000
PA
USD
26825.37000000
0.130117430683
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.75000000
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833ED8
50000.00000000
PA
USD
48551.56000000
0.235501103726
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QAXG0
79874.19000000
PA
USD
87465.00000000
0.424252156623
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286G0
50000.00000000
PA
USD
52908.20000000
0.256633144149
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.37500000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
9128283W8
70000.00000000
PA
USD
77068.36000000
0.373822877006
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X9CF0
46673.48000000
PA
USD
49264.37000000
0.238958614499
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.50000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
03522AAG5
50000.00000000
PA
USD
55388.63000000
0.268664559879
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CQB3
30453.39000000
PA
USD
32684.75000000
0.158538566011
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FT0
15000.00000000
PA
USD
20138.96000000
0.097684756327
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CJ3
42000.00000000
PA
USD
47854.82000000
0.232121541071
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
25000.00000000
PA
USD
28145.51000000
0.136520817661
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Continental Airlines Pass Through Trust
N/A
Continental Airlines Pass Through Trust, Series 2012-2, Class A
210795QB9
31270.73000000
PA
USD
33139.46000000
0.160744153367
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJYG9
33592.92000000
PA
USD
35491.92000000
0.172154845969
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3137EAEX3
50000.00000000
PA
USD
49444.87000000
0.239834136299
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
0.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VHT0
51953.64000000
PA
USD
54539.14000000
0.264544077806
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QX9
60000.00000000
PA
USD
65670.70000000
0.318538113553
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
20000.00000000
PA
USD
21868.36000000
0.106073273787
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QHJA4
49496.52000000
PA
USD
48641.15000000
0.235935663272
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
125000.00000000
PA
USD
115112.31000000
0.558356437104
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGQ6
50000.00000000
PA
USD
51394.95000000
0.249293070108
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.81600000
N
N
N
N
N
N
California (State of)
N/A
California (State of), Series 2009, GO Bonds
13063A5G5
100000.00000000
PA
USD
165755.56000000
0.804003359083
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SE9
35000.00000000
PA
USD
43033.59000000
0.208735989992
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140KDNW6
36001.00000000
PA
USD
37333.33000000
0.181086671999
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138WAQM2
43618.47000000
PA
USD
47137.15000000
0.228640456691
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.50000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810RV2
40000.00000000
PA
USD
45821.09000000
0.222256859901
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
50000.00000000
PA
USD
55535.50000000
0.269376958144
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
912828D56
100000.00000000
PA
USD
106470.70000000
0.516439994193
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
50000.00000000
PA
USD
55490.23000000
0.269157374366
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
45000.00000000
PA
USD
44266.11000000
0.214714372981
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FP8
15000.00000000
PA
USD
20226.56000000
0.098109663306
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JL1
50000.00000000
PA
USD
48128.06000000
0.233446901607
Long
DBT
CORP
XX
N
2
2031-02-14
Fixed
1.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z52
50000.00000000
PA
USD
51644.53000000
0.250503666955
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
60000.00000000
PA
USD
58430.45000000
0.283419018178
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.75000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810EN4
35000.00000000
PA
USD
38817.19000000
0.188284188778
Long
DBT
UST
US
N
2
2022-11-15
Fixed
7.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
80000.00000000
PA
USD
85228.12000000
0.413402089006
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828N30
100000.00000000
PA
USD
103175.78000000
0.500457865160
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.12500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2012-C9, Class C
92930RAE2
50000.00000000
PA
USD
50077.13000000
0.242900936374
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
4.54300000
N
N
N
N
N
N
U.S. Treasury Note
254900HROIFWPRGM1V77
U.S. Treasury Note
9128282R0
50000.00000000
PA
USD
53496.09000000
0.259484725929
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
36179UWA6
36613.75000000
PA
USD
39226.63000000
0.190270192357
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDX7
25000.00000000
PA
USD
24913.26000000
0.120842671737
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
35000.00000000
PA
USD
30004.30000000
0.145536946012
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YG9
55000.00000000
PA
USD
57135.55000000
0.277138058735
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VTV2
48007.00000000
PA
USD
48876.37000000
0.237076606418
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDB1
100000.00000000
PA
USD
107528.99000000
0.521573268244
Long
DBT
CORP
GB
N
2
2026-05-04
Fixed
3.11900000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAK8
50000.00000000
PA
USD
50169.07000000
0.243346894680
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QBTF5
38853.87000000
PA
USD
41486.19000000
0.201230270137
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810RQ3
20000.00000000
PA
USD
20885.55000000
0.101306118215
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JR2
25000.00000000
PA
USD
25382.26000000
0.123117573257
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CEF7
40294.33000000
PA
USD
42743.17000000
0.207327297243
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECJ8
50000.00000000
PA
USD
61163.81000000
0.296677280052
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179MAX8
36204.97000000
PA
USD
38870.02000000
0.188540442611
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X8M53
95585.81000000
PA
USD
99571.60000000
0.482975659274
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BQ68
50000.00000000
PA
USD
53928.96000000
0.261584377573
Long
DBT
CORP
CA
N
2
2028-10-05
Variable
4.33800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DV3L7
15467.85000000
PA
USD
16529.04000000
0.080174708362
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VN30
34863.01000000
PA
USD
36409.91000000
0.176607589778
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.00000000
N
N
N
N
N
N
Telefonica Emisiones S.A.
549300Y5MFC4SW5Z3K71
Telefonica Emisiones S.A.
87938WAC7
25000.00000000
PA
USD
35285.29000000
0.171152579655
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BJ1
25000.00000000
PA
USD
25745.06000000
0.124877347823
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UUG5
58012.47000000
PA
USD
60627.21000000
0.294074482279
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3622A24D1
49997.60000000
PA
USD
55082.87000000
0.267181459903
Long
ABS-MBS
USGA
US
N
2
2046-11-15
Fixed
4.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZD5
50000.00000000
PA
USD
50336.91000000
0.244161008691
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCJ5
25000.00000000
PA
USD
25086.23000000
0.121681668999
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
0.45000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
55000.00000000
PA
USD
50856.74000000
0.246682462971
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
60000.00000000
PA
USD
64679.30000000
0.313729291875
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAF4
50000.00000000
PA
USD
55247.13000000
0.267978208994
Long
DBT
CORP
US
N
2
2028-01-29
Fixed
3.40000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
30000.00000000
PA
USD
32213.67000000
0.156253575375
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
40000.00000000
PA
USD
39405.47000000
0.191137662267
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAQ9
65000.00000000
PA
USD
75790.27000000
0.367623455079
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.95000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJF7
50000.00000000
PA
USD
47860.72000000
0.232150159235
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.89800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179TVC6
33555.63000000
PA
USD
36006.32000000
0.174649961836
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Fixed
3.50000000
N
N
N
N
N
N
Republic of Philippines Bond
529900RAHBALMYIJ3T08
Republic of Philippines Bond
718286AY3
25000.00000000
PA
USD
39583.69000000
0.192002124845
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
9.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAW1
85000.00000000
PA
USD
85116.21000000
0.412859265489
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810EZ7
30000.00000000
PA
USD
39501.56000000
0.191603750299
Long
DBT
UST
US
N
2
2027-02-15
Fixed
6.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828TY6
100000.00000000
PA
USD
102218.75000000
0.495815756414
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179S5M5
63271.12000000
PA
USD
67960.66000000
0.329645647636
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140E0VP7
80415.04000000
PA
USD
86307.43000000
0.418637321329
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FJ2
5000.00000000
PA
USD
6855.08000000
0.033250814312
Long
DBT
UST
US
N
2
2029-08-15
Fixed
6.12500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
20000.00000000
PA
USD
19908.20000000
0.096565446572
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AR2
50000.00000000
PA
USD
49772.40000000
0.241422832450
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DTS1
143436.42000000
PA
USD
149984.28000000
0.727504193100
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
50000.00000000
PA
USD
47718.75000000
0.231461528598
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418CND2
40388.60000000
PA
USD
42848.15000000
0.207836506543
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0ZR7
100000.00000000
PA
USD
107499.13000000
0.521428431230
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
2.62500000
N
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810FG8
10000.00000000
PA
USD
12870.90000000
0.062430767537
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
75000.00000000
PA
USD
62438.96000000
0.302862441402
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
25000.00000000
PA
USD
24245.12000000
0.117601834420
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAR3
50000.00000000
PA
USD
52037.21000000
0.252408375546
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.72600000
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RG5
30000.00000000
PA
USD
36257.23000000
0.175867009897
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFR0
50000.00000000
PA
USD
57996.50000000
0.281314127955
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V98
50000.00000000
PA
USD
53550.78000000
0.259750001758
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Canada Government Bond
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087K78
60000.00000000
PA
USD
62494.49000000
0.303131791683
Long
DBT
NUSS
CA
N
2
2025-01-22
Fixed
1.62500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2017-2, Class A4
14314PAD8
38154.23000000
PA
USD
38186.50000000
0.185225004046
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.25000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
50000.00000000
PA
USD
57713.42000000
0.279941038141
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
U.S. Treasury Bond
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810QB7
50000.00000000
PA
USD
66727.54000000
0.323664354326
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
100000.00000000
PA
USD
104121.09000000
0.505043125620
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAY7
60000.00000000
PA
USD
57986.72000000
0.281266689710
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913R2K2
50000.00000000
PA
USD
50041.30000000
0.242727141659
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.90000000
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MEW23
26726.60000000
PA
USD
28332.52000000
0.137427916453
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
75000.00000000
PA
USD
71203.13000000
0.345373366041
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368CA9
25000.00000000
PA
USD
24864.68000000
0.120607032684
Long
DBT
CORP
US
N
2
2050-02-07
Fixed
2.87500000
N
N
N
N
N
N
2021-06-30
Invesco Exchange-Traded Fund Trust II
Sheri Morris
Sheri Morris
Vice President
XXXX