NPORT-P
false
0001493580
XXXXXXXX
S000067265
C000216367
BNY Mellon ETF Trust
811-23477
0001493580
549300E2C8EQYJ7B0H81
240 Greenwich Street
New York
10286
212-922-6400
BNY Mellon Core Bond ETF
S000067265
549300K7DCWTGO8Z1C21
2021-10-31
2021-07-30
N
150752183.36
18217569.03
132534614.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
574307.60000000
14820698.07000000
0.00000000
USD
ACMBS
AMBS
UST
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
10000.00000000
PA
USD
10067.97000000
0.007596483417
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
70000.00000000
PA
USD
75262.86000000
0.056787323357
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
320000.00000000
PA
USD
318000.00000000
0.239937318720
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764AB6
120000.00000000
PA
USD
122826.11000000
0.092674740573
Long
DBT
CORP
US
N
2
2022-12-05
Fixed
2.35500000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
45000.00000000
PA
USD
43520.65000000
0.032837195188
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CN8
50000.00000000
PA
USD
50016.68000000
0.037738578900
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61300000
N
N
N
N
N
N
SALES TAX SECURITIZATION CORP
N/A
Sales Tax Securitization Corp
79467BAR6
30000.00000000
PA
USD
33752.40000000
0.025466856466
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.58700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
130000.00000000
PA
USD
137353.13000000
0.103635665817
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.12500000
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCJ5
40000.00000000
PA
USD
40056.97000000
0.030223779804
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
0.45000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GD0
10000.00000000
PA
USD
9469.26000000
0.007144744825
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CY2
15000.00000000
PA
USD
15748.64000000
0.011882661808
Long
DBT
NUSS
KR
N
2
2024-10-01
Fixed
2.12500000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
35000.00000000
PA
USD
40541.23000000
0.030589163596
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FCTC2
84957.33000000
PA
USD
90791.45000000
0.068503953068
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA2S0
147717.43000000
PA
USD
150737.67000000
0.113734567201
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
50000.00000000
PA
USD
51981.92000000
0.039221391530
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EQ2
41000.00000000
PA
USD
41338.57000000
0.031190772470
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BD2
15000.00000000
PA
USD
15787.89000000
0.011912276713
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
25000.00000000
PA
USD
27191.73000000
0.020516700589
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
20000.00000000
PA
USD
24044.06000000
0.018141721030
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QE3T7
69604.14000000
PA
USD
71574.95000000
0.054004721982
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.00000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BG8
13000.00000000
PA
USD
13716.55000000
0.010349409525
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AB5
20000.00000000
PA
USD
21006.52000000
0.015849836743
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.75000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
20000.00000000
PA
USD
22410.26000000
0.016908986466
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJA7
118741.53000000
PA
USD
128531.99000000
0.096979940410
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AY3
25000.00000000
PA
USD
31569.24000000
0.023819618866
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AS4
25000.00000000
PA
USD
34034.02000000
0.025679344352
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VT26
34511.33000000
PA
USD
37102.17000000
0.027994324492
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAZ4
150000.00000000
PA
USD
148570.31000000
0.112099251015
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QE1
35000.00000000
PA
USD
51575.78000000
0.038914950830
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AARQ9
30607.94000000
PA
USD
32836.00000000
0.024775414457
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
40000.00000000
PA
USD
44853.70000000
0.033843007901
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
50000.00000000
PA
USD
55482.35000000
0.041862535519
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
20000.00000000
PA
USD
19778.99000000
0.014923640967
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
520000.00000000
PA
USD
539093.75000000
0.406756946270
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
15000.00000000
PA
USD
20104.26000000
0.015169063645
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V75
25000.00000000
PA
USD
26014.07000000
0.019628132719
Long
DBT
USGSE
US
N
2
2024-07-02
Fixed
1.75000000
N
N
N
N
N
N
APTIV CORP
N/A
Aptiv Corp
247126AJ4
15000.00000000
PA
USD
16253.72000000
0.012263754704
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.15000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-A Owner Trust
89240BAC2
40000.00000000
PA
USD
39993.71000000
0.030176048877
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
0.26000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
75000.00000000
PA
USD
106710.60000000
0.080515268059
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BZ1
25000.00000000
PA
USD
27525.02000000
0.020768174517
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
25000.00000000
PA
USD
30225.34000000
0.022805619613
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFX84
40807.37000000
PA
USD
43777.89000000
0.033031287880
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
150000.00000000
PA
USD
156878.91000000
0.118368254808
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAK8
80000.00000000
PA
USD
87503.06000000
0.066022797472
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
3.20500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
20000.00000000
PA
USD
26366.32000000
0.019893912343
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBK2
15000.00000000
PA
USD
19145.62000000
0.014445750717
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBV2
240000.00000000
PA
USD
240487.50000000
0.181452597282
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
125000.00000000
PA
USD
147363.28000000
0.111188522896
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BN5
35000.00000000
PA
USD
42752.55000000
0.032257648476
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
50000.00000000
PA
USD
59317.76000000
0.044756428575
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAU3
10000.00000000
PA
USD
10797.28000000
0.008146762304
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.30000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AL1
40000.00000000
PA
USD
42167.93000000
0.031816541069
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.37500000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBR4
15000.00000000
PA
USD
16263.30000000
0.012270983004
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AY3
15000.00000000
PA
USD
19041.54000000
0.014367220289
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
25000.00000000
PA
USD
27846.23000000
0.021010533844
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QW1
125000.00000000
PA
USD
150820.31000000
0.113796920723
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
10000.00000000
PA
USD
12770.06000000
0.009635264013
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
10000.00000000
PA
USD
11791.27000000
0.008896747509
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
FR RA2975 2.5 7/1/50
3133KJJU7
485905.78000000
PA
USD
506254.74000000
0.381979260708
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AZ1
50000.00000000
PA
USD
53240.57000000
0.040171067965
Long
DBT
NUSS
JP
N
2
2026-11-04
Fixed
2.25000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AE7
10000.00000000
PA
USD
10650.22000000
0.008035802611
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.12500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAP6
55000.00000000
PA
USD
63417.48000000
0.047849748777
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUH0
100000.00000000
PA
USD
105822.41000000
0.079845111056
Long
DBT
CORP
US
N
2
2023-06-07
Fixed
3.45000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Q3
50000.00000000
PA
USD
50097.19000000
0.037799325295
Long
DBT
USGSE
US
N
2
2023-05-22
Fixed
0.25000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFU0
8000.00000000
PA
USD
8128.37000000
0.006133016677
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.72000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBE4
150000.00000000
PA
USD
163447.98000000
0.123324748652
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.32500000
N
N
N
N
N
N
TEXAS HEALTH RESOURCES
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
35000.00000000
PA
USD
47450.24000000
0.035802148925
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
NEWMARKET CORP
54930082CG88ERDREQ47
NewMarket Corp
651587AG2
25000.00000000
PA
USD
25509.91000000
0.019247733981
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
20000.00000000
PA
USD
25724.62000000
0.019409736943
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INC
5493007Z86EDN0QFYU66
Mass General Brigham Inc
70213HAE8
25000.00000000
PA
USD
26969.10000000
0.020348721831
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AK7
50000.00000000
PA
USD
67546.56000000
0.050965221683
Long
DBT
CORP
US
N
2
2027-04-29
Fixed
8.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
550000.00000000
PA
USD
583601.56000000
0.440338973294
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAX0
25000.00000000
PA
USD
27078.04000000
0.020430919225
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148RZ8
77000.00000000
PA
USD
79456.06000000
0.059951176077
Long
DBT
NUSS
CA
N
2
2025-02-11
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UML3
38518.50000000
PA
USD
40908.08000000
0.030865959211
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AL7
40000.00000000
PA
USD
44837.93000000
0.033831109123
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAB9
100000.00000000
PA
USD
102258.88000000
0.077156356863
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAZ5
10000.00000000
PA
USD
10504.48000000
0.007925838886
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EY5
150000.00000000
PA
USD
143355.76000000
0.108164769426
Long
DBT
NUSS
N/A
N
2
2030-10-08
Fixed
0.75000000
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAQ4
50000.00000000
PA
USD
53230.18000000
0.040163228503
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
15000.00000000
PA
USD
15240.80000000
0.011499486437
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DY3
10000.00000000
PA
USD
9694.39000000
0.007314609884
Long
DBT
CORP
US
N
2
2030-08-20
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CBS9
310000.00000000
PA
USD
315860.94000000
0.238323355447
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FNHG2
99585.21000000
PA
USD
106423.85000000
0.080298909487
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
30000.00000000
PA
USD
30761.35000000
0.023210049808
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
25000.00000000
PA
USD
26469.01000000
0.019971393989
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAP6
15000.00000000
PA
USD
16028.11000000
0.012093527476
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XABP6
210333.84000000
PA
USD
224777.72000000
0.169599256116
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
25000.00000000
PA
USD
26297.26000000
0.019841805201
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AY7L1
99940.22000000
PA
USD
109861.65000000
0.082892797896
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Variable
2.98456700
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
25000.00000000
PA
USD
26203.90000000
0.019771363226
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
EL PASO ELECTRIC CO
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AW2
33000.00000000
PA
USD
45028.57000000
0.033974950791
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAN1
200000.00000000
PA
USD
200062.50000000
0.150951131529
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.12500000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AC9
15000.00000000
PA
USD
15307.96000000
0.011550159992
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
200000.00000000
PA
USD
196109.38000000
0.147968423940
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
200000.00000000
PA
USD
209265.67000000
0.157895106163
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
585000.00000000
PA
USD
591946.88000000
0.446635683057
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBN9
65000.00000000
PA
USD
61583.46000000
0.046465944245
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AV6
100000.00000000
PA
USD
114497.47000000
0.086390616201
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
3.96100000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
15000.00000000
PA
USD
16638.34000000
0.012553958136
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HR1
50000.00000000
PA
USD
47210.56000000
0.035621305602
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
20000.00000000
PA
USD
22440.51000000
0.016931810692
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
10000.00000000
PA
USD
11161.92000000
0.008421890429
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GM3
109403.75000000
PA
USD
117485.14000000
0.088644872582
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
50000.00000000
PA
USD
50193.99000000
0.037872362819
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRT1
15583.06000000
PA
USD
16194.75000000
0.012219260667
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882389CC1
25000.00000000
PA
USD
35289.76000000
0.026626825134
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABZ7
20000.00000000
PA
USD
20239.67000000
0.015271233181
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6C0
10000.00000000
PA
USD
10791.45000000
0.008142363453
Long
DBT
CORP
US
N
2
2024-06-09
Fixed
3.30000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
25000.00000000
PA
USD
28874.11000000
0.021786089729
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG66
58669.01000000
PA
USD
63285.18000000
0.047749925798
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
45000.00000000
PA
USD
48940.72000000
0.036926745701
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.19600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9MQ3
41480.23000000
PA
USD
44675.29000000
0.033708394011
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
190000.00000000
PA
USD
223814.06000000
0.168872155497
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EQ2
25000.00000000
PA
USD
26767.33000000
0.020196482356
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJW6
17800.38000000
PA
USD
18767.23000000
0.014160247943
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.00000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
80000.00000000
PA
USD
79373.12000000
0.059888596199
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
74029.41000000
PA
USD
76200.90000000
0.057495093176
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
22000.00000000
PA
USD
23488.72000000
0.017722705965
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCB2
40000.00000000
PA
USD
42839.40000000
0.032323178527
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329KWS9
32672.50000000
PA
USD
34558.96000000
0.026075422013
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
319000.00000000
PA
USD
359822.03000000
0.271492871367
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
25000.00000000
PA
USD
25923.13000000
0.019559516682
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
30000.00000000
PA
USD
32000.39000000
0.024144930108
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6NQ0
35181.39000000
PA
USD
37559.75000000
0.028339577694
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6D7
27666.14000000
PA
USD
29297.96000000
0.022105892976
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286S4
200000.00000000
PA
USD
216031.25000000
0.162999870707
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.37500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
10000.00000000
PA
USD
10811.85000000
0.008157755658
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THM0
70000.00000000
PA
USD
70132.42000000
0.052916304434
Long
DBT
CORP
US
N
2
2022-10-14
Fixed
0.35000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
15000.00000000
PA
USD
14944.12000000
0.011275635482
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.12500000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBL2
20000.00000000
PA
USD
19898.72000000
0.015013979631
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
01N030687
50000.00000000
PA
USD
52198.00000000
0.039384428184
Long
ABS-MBS
USGA
US
N
2
2051-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5NB1
17458.89000000
PA
USD
19450.66000000
0.014675909458
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AR9
35000.00000000
PA
USD
43712.32000000
0.032981814012
Long
DBT
CORP
AU
N
2
2042-02-24
Fixed
4.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAY7
400000.00000000
PA
USD
393000.00000000
0.296526308984
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AU8
25000.00000000
PA
USD
27904.34000000
0.021054378994
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
3.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
25000.00000000
PA
USD
29155.43000000
0.021998351258
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
265000.00000000
PA
USD
261666.80000000
0.197432799969
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAW1
350000.00000000
PA
USD
350218.75000000
0.264247005788
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
20000.00000000
PA
USD
19387.95000000
0.014628593517
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAE3
50000.00000000
PA
USD
61728.24000000
0.046575183631
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.09100000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020687
3950000.00000000
PA
USD
4028131.00000000
3.039304879229
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
5000.00000000
PA
USD
6557.91000000
0.004948073401
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXQY1
20000.00000000
PA
USD
22276.19000000
0.016807827987
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.22400000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JM3
20000.00000000
PA
USD
24527.56000000
0.018506531387
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286A3
40000.00000000
PA
USD
43550.00000000
0.032859340346
Long
DBT
UST
US
N
2
2026-01-31
Fixed
2.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
20000.00000000
PA
USD
22826.53000000
0.017223070452
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
200000.00000000
PA
USD
213015.63000000
0.160724525496
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
5000.00000000
PA
USD
5082.75000000
0.003835035870
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AB1
20000.00000000
PA
USD
20490.97000000
0.015460844024
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
25000.00000000
PA
USD
31792.89000000
0.023988367235
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
330000.00000000
PA
USD
357405.47000000
0.269669528829
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159MK9
50000.00000000
PA
USD
53552.20000000
0.040406198992
Long
DBT
CORP
CA
N
2
2024-02-11
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
69000.00000000
PA
USD
71214.16000000
0.053732498758
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
50000.00000000
PA
USD
52392.15000000
0.039530918216
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
5000.00000000
PA
USD
5281.20000000
0.003984770338
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUT4
23838.71000000
PA
USD
24005.55000000
0.018112664469
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
1.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AJ3
75000.00000000
PA
USD
100682.99000000
0.075967316545
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
40000.00000000
PA
USD
44532.72000000
0.033600822113
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
15000.00000000
PA
USD
14921.47000000
0.011258545607
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
290000.00000000
PA
USD
351851.56000000
0.265478993377
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPG7
172540.19000000
PA
USD
182314.17000000
0.137559663882
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AE1
25000.00000000
PA
USD
30370.25000000
0.022914957087
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.95900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9EG6
23824.46000000
PA
USD
24499.04000000
0.018485012480
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
50000.00000000
PA
USD
67570.31000000
0.050983141529
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CN2
10000.00000000
PA
USD
9947.53000000
0.007505609044
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.55000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAF1
15000.00000000
PA
USD
16467.62000000
0.012425146504
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BG42
31451.63000000
PA
USD
33811.63000000
0.025511546678
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z29
100000.00000000
PA
USD
101996.09000000
0.076958076586
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F052680
200000.00000000
PA
USD
223218.75000000
0.168422982274
Long
ABS-MBS
USGSE
US
N
2
2051-08-15
Fixed
5.50000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAQ0
10000.00000000
PA
USD
12709.02000000
0.009589208120
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R69
200000.00000000
PA
USD
205320.31000000
0.154918253648
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.62500000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AA4
50000.00000000
PA
USD
81252.56000000
0.061306671023
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
175000.00000000
PA
USD
174972.66000000
0.132020348710
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283U2
50000.00000000
PA
USD
51675.78000000
0.038990402817
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.37500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3Z4
10000.00000000
PA
USD
10901.67000000
0.008225526633
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
2.52400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
50000.00000000
PA
USD
52652.34000000
0.039727236742
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.12500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AT3
50000.00000000
PA
USD
54193.09000000
0.040889763232
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA2X9
266548.86000000
PA
USD
277711.50000000
0.209538844930
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
30000.00000000
PA
USD
43693.82000000
0.032967855394
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AS8
25000.00000000
PA
USD
32050.93000000
0.024183063543
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZB9
150000.00000000
PA
USD
152812.50000000
0.115300067663
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
FHMS K081 AM 8/28
3137FJEJ4
50000.00000000
PA
USD
58634.20000000
0.044240668972
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWBQ2
170716.36000000
PA
USD
180700.35000000
0.136342004625
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CA8
55000.00000000
PA
USD
59039.60000000
0.044546551328
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCYX8
73263.94000000
PA
USD
76817.23000000
0.057960126407
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCE9
225000.00000000
PA
USD
229078.13000000
0.172844000911
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
10000.00000000
PA
USD
11354.83000000
0.008567444857
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAC1
25000.00000000
PA
USD
32264.23000000
0.024344002631
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAB6
10000.00000000
PA
USD
11106.41000000
0.008380007031
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
3.79600000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBH1
20000.00000000
PA
USD
21000.58000000
0.015845354895
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFKJ4
146967.81000000
PA
USD
157666.13000000
0.118962227941
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
250000.00000000
PA
USD
249179.69000000
0.188011027352
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAU5
90000.00000000
PA
USD
87841.41000000
0.066278089270
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AM7
15000.00000000
PA
USD
15991.11000000
0.012065610241
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
10000.00000000
PA
USD
9981.26000000
0.007531058999
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAG5
7000.00000000
PA
USD
7448.84000000
0.005620297789
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.05700000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BX1
30000.00000000
PA
USD
31748.15000000
0.023954610016
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
2.87500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
50000.00000000
PA
USD
53455.61000000
0.040333319918
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
365000.00000000
PA
USD
452428.91000000
0.341366602443
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
200000.00000000
PA
USD
206250.00000000
0.155619723226
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.62500000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAK2
22000.00000000
PA
USD
23740.80000000
0.017912905334
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAN5
20000.00000000
PA
USD
20098.53000000
0.015164740246
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
1.08900000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FV5
40000.00000000
PA
USD
42561.30000000
0.032113346551
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.12500000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BJC7
15000.00000000
PA
USD
26735.85000000
0.020172730071
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
220000.00000000
PA
USD
219836.72000000
0.165871173437
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAC4
23335.68000000
PA
USD
23636.76000000
0.017834405086
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.36000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBJ1
50000.00000000
PA
USD
55314.48000000
0.041735874269
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.77400000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AT8
20000.00000000
PA
USD
25853.30000000
0.019506828559
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
60000.00000000
PA
USD
60877.09000000
0.045932974044
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AX7
35000.00000000
PA
USD
37761.67000000
0.028491930346
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
60000.00000000
PA
USD
61117.04000000
0.046114021087
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BU4
40000.00000000
PA
USD
53237.77000000
0.040168955309
Long
DBT
CORP
US
N
2
2033-02-22
Fixed
5.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
10000.00000000
PA
USD
10070.92000000
0.007598709251
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAC8
35000.00000000
PA
USD
35024.37000000
0.026426583105
Long
ABS-O
CORP
US
N
2
2025-08-18
Fixed
0.37000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
150000.00000000
PA
USD
164302.45000000
0.123969463245
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEWM0
90358.19000000
PA
USD
94142.25000000
0.071032198249
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
47000.00000000
PA
USD
49646.30000000
0.037459119831
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6M85
112517.22000000
PA
USD
118770.82000000
0.089614943688
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
25000.00000000
PA
USD
27600.11000000
0.020824831414
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
5000.00000000
PA
USD
7083.44000000
0.005344596229
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
240000.00000000
PA
USD
249862.50000000
0.188526221065
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMH0
60711.69000000
PA
USD
65131.66000000
0.049143131648
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
100000.00000000
PA
USD
103523.44000000
0.078110492510
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AC5
15000.00000000
PA
USD
20683.71000000
0.015606270184
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
7.20000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T94
20000.00000000
PA
USD
20649.99000000
0.015580827774
Long
DBT
USGSE
US
N
2
2023-01-19
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRP9
45312.07000000
PA
USD
46595.06000000
0.035156898622
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
2.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
20000.00000000
PA
USD
21560.95000000
0.016268165195
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
50000.00000000
PA
USD
55033.37000000
0.041523771188
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030686
500000.00000000
PA
USD
524075.00000000
0.395425000970
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
50000.00000000
PA
USD
54688.47000000
0.041263537285
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
210000.00000000
PA
USD
265026.56000000
0.199967805648
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
10000.00000000
PA
USD
11213.34000000
0.008460687841
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUA8
22948.30000000
PA
USD
23598.07000000
0.017805212713
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7XB0
43827.78000000
PA
USD
45663.22000000
0.034453806826
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
141000.00000000
PA
USD
147543.28000000
0.111324336473
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U57
200000.00000000
PA
USD
208765.63000000
0.157517816047
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.12500000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ED8
10000.00000000
PA
USD
9963.39000000
0.007517575729
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
20000.00000000
PA
USD
26638.47000000
0.020099254926
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
27179.97000000
PA
USD
28740.54000000
0.021685308510
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EA36
35000.00000000
PA
USD
35030.00000000
0.026430831052
Long
DBT
CORP
CA
N
2
2023-12-08
Fixed
0.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
50000.00000000
PA
USD
51904.78000000
0.039163187867
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
20000.00000000
PA
USD
19779.37000000
0.014923927684
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWQJ2
150215.27000000
PA
USD
157500.69000000
0.118837400173
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JF2
5000.00000000
PA
USD
4957.95000000
0.003740871790
Long
DBT
CORP
DE
N
2
2025-07-18
Fixed
0.37500000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADP6
25000.00000000
PA
USD
26961.43000000
0.020342934663
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
60000.00000000
PA
USD
69016.52000000
0.052074335711
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAS8
10000.00000000
PA
USD
10527.59000000
0.007943275840
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
2.43400000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CS9
15000.00000000
PA
USD
19081.27000000
0.014397197363
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AC2
75000.00000000
PA
USD
80809.46000000
0.060972343269
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AJ8
112000.00000000
PA
USD
162602.11000000
0.122686522929
Long
DBT
CORP
GB
N
2
2038-06-01
Fixed
6.80000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBZ8
10000.00000000
PA
USD
11811.58000000
0.008912071808
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
15000.00000000
PA
USD
18220.31000000
0.013747585936
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
15000.00000000
PA
USD
20765.69000000
0.015668125723
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y95
94000.00000000
PA
USD
99456.41000000
0.075041837562
Long
DBT
UST
US
N
2
2026-07-31
Fixed
1.87500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DM9
20000.00000000
PA
USD
19876.11000000
0.014996919937
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAK8
10000.00000000
PA
USD
10518.37000000
0.007936319167
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
285000.00000000
PA
USD
286313.67000000
0.216029353122
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283D0
81000.00000000
PA
USD
85834.69000000
0.064763979156
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
45000.00000000
PA
USD
49246.36000000
0.037157357154
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
5000.00000000
PA
USD
5339.94000000
0.004029090835
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
170980.14000000
PA
USD
177978.42000000
0.134288254355
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABE1
10000.00000000
PA
USD
11562.88000000
0.008724422716
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
40000.00000000
PA
USD
53018.58000000
0.040003572099
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
25000.00000000
PA
USD
28847.41000000
0.021765944048
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
500000.00000000
PA
USD
492890.63000000
0.371895774165
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
10000.00000000
PA
USD
9715.66000000
0.007330658522
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AS4
10000.00000000
PA
USD
10732.42000000
0.008097824145
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AJ9
20000.00000000
PA
USD
25509.48000000
0.019247409538
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
10000.00000000
PA
USD
12007.81000000
0.009060131242
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632PA3
10000.00000000
PA
USD
14683.90000000
0.011079294321
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q75P8
77463.92000000
PA
USD
82389.59000000
0.062164582751
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
30000.00000000
PA
USD
30033.96000000
0.022661219600
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BC1
40000.00000000
PA
USD
41903.14000000
0.031616751753
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.05000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
50000.00000000
PA
USD
63063.85000000
0.047582927915
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329KT53
11556.77000000
PA
USD
12408.16000000
0.009362203272
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
105000.00000000
PA
USD
107969.53000000
0.081465155760
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9VU6
188399.26000000
PA
USD
201308.05000000
0.151890923754
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAF5
10000.00000000
PA
USD
10504.08000000
0.007925537078
Long
DBT
CORP
N/A
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
15000.00000000
PA
USD
20919.02000000
0.015783816254
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CJ5
50000.00000000
PA
USD
49754.95000000
0.037541098415
Long
DBT
NUSS
JP
N
2
2025-07-15
Fixed
0.62500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0X24
50000.00000000
PA
USD
52082.38000000
0.039297190596
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
1.62500000
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAS0
15000.00000000
PA
USD
20374.21000000
0.015372746284
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZC7
85000.00000000
PA
USD
86985.55000000
0.065632325894
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
250000.00000000
PA
USD
260234.38000000
0.196352010616
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AS7
10000.00000000
PA
USD
9949.17000000
0.007506846456
Long
DBT
NUSS
CA
N
2
2026-01-21
Fixed
0.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128GZ37
25000.00000000
PA
USD
24215.55000000
0.018271113642
Long
DBT
CORP
US
N
2
2027-06-23
Fixed
1.05000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217XM0
50000.00000000
PA
USD
51091.00000000
0.038549174687
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.58400000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAM7
33000.00000000
PA
USD
36457.19000000
0.027507674266
Long
DBT
CORP
US
N
2
2027-05-18
Fixed
3.00000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAJ6
40000.00000000
PA
USD
42020.14000000
0.031705030578
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
2.29300000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAJ7
15000.00000000
PA
USD
15003.75000000
0.011320627502
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFC3
50000.00000000
PA
USD
63009.96000000
0.047542266839
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
495000.00000000
PA
USD
514413.28000000
0.388135041249
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
20000.00000000
PA
USD
21374.47000000
0.016127462329
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBSL3
115188.47000000
PA
USD
121925.03000000
0.091994857808
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
10000.00000000
PA
USD
9627.41000000
0.007264072143
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
75000.00000000
PA
USD
84885.73000000
0.064047969980
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBK1
20000.00000000
PA
USD
20929.76000000
0.015791919798
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.70000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AQ1
20000.00000000
PA
USD
21262.66000000
0.016043099463
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
3.07500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
10000.00000000
PA
USD
9905.17000000
0.007473647582
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
100000.00000000
PA
USD
105476.56000000
0.079584160359
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
45000.00000000
PA
USD
50039.01000000
0.037755427329
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.70500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
15000.00000000
PA
USD
15808.87000000
0.011928106540
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.87500000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
10000.00000000
PA
USD
10776.65000000
0.008131196559
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.87500000
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCV2
40000.00000000
PA
USD
43844.71000000
0.033081704897
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P38
500000.00000000
PA
USD
512089.85000000
0.386381967147
Long
DBT
UST
US
N
2
2023-01-31
Fixed
1.75000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AL4
10000.00000000
PA
USD
10768.12000000
0.008124760504
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BH7
10000.00000000
PA
USD
10708.09000000
0.008079466676
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X67E5
34510.01000000
PA
USD
36194.64000000
0.027309575074
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CK6
50000.00000000
PA
USD
53410.15000000
0.040299019444
Long
DBT
CORP
CA
N
2
2046-08-02
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGG65
41805.33000000
PA
USD
44848.49000000
0.033839076853
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
10000.00000000
PA
USD
10780.51000000
0.008134109005
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
10000.00000000
PA
USD
10001.13000000
0.007546051309
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
10000.00000000
PA
USD
12359.04000000
0.009325141256
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EG4
50000.00000000
PA
USD
55545.97000000
0.041910538073
Long
DBT
NUSS
N/A
N
2
2028-01-19
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
100000.00000000
PA
USD
98914.06000000
0.074632623711
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAG9
10000.00000000
PA
USD
10722.77000000
0.008090543028
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EDC0
75000.00000000
PA
USD
79335.86000000
0.059860482788
Long
DBT
NUSS
N/A
N
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AE1
50000.00000000
PA
USD
54738.25000000
0.041301097284
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.25400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
232000.00000000
PA
USD
261217.50000000
0.197093794191
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
40000.00000000
PA
USD
50378.42000000
0.038011518918
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JQQS5
88852.90000000
PA
USD
94940.95000000
0.071634833269
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
100000.00000000
PA
USD
99539.06000000
0.075104198630
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBZ2
45000.00000000
PA
USD
44330.41000000
0.033448175198
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
20000.00000000
PA
USD
20214.60000000
0.015252317367
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPK37
60060.85000000
PA
USD
62932.18000000
0.047483580284
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AE2
25000.00000000
PA
USD
28092.85000000
0.021196613535
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.73700000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
25000.00000000
PA
USD
31562.82000000
0.023814774849
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAV7
10000.00000000
PA
USD
12061.86000000
0.009100913041
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
50000.00000000
PA
USD
51412.39000000
0.038791669828
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BN3
50000.00000000
PA
USD
52499.84000000
0.039612172461
Long
DBT
CORP
DE
N
2
2025-01-13
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GPHG6
30009.76000000
PA
USD
32099.85000000
0.024219974655
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YD6
150000.00000000
PA
USD
154992.19000000
0.116944687079
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.37500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
25000.00000000
PA
USD
33373.93000000
0.025181293331
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
100000.00000000
PA
USD
119468.75000000
0.090141545741
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
40000.00000000
PA
USD
41835.74000000
0.031565897114
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
20000.00000000
PA
USD
19910.06000000
0.015022535886
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELWE9
36452.92000000
PA
USD
39964.85000000
0.030154273434
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
10000.00000000
PA
USD
10894.31000000
0.008219973367
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
60000.00000000
PA
USD
85811.15000000
0.064746217758
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE CORP
N/A
Transcontinental Gas Pipe Line Co LLC
893574AF0
35000.00000000
PA
USD
42310.25000000
0.031923924337
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
4.45000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AL9
25000.00000000
PA
USD
25825.27000000
0.019485679368
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DB0
25000.00000000
PA
USD
31393.30000000
0.023686868640
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB44
200000.00000000
PA
USD
198038.92000000
0.149424300211
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QHD36
96895.60000000
PA
USD
101060.70000000
0.076252306245
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAE2
15000.00000000
PA
USD
16011.26000000
0.012080813816
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
15000.00000000
PA
USD
17067.62000000
0.012877858426
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3CP1
83835.40000000
PA
USD
87926.83000000
0.066342540357
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HE0
50000.00000000
PA
USD
52440.33000000
0.039567270984
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
38691.26000000
PA
USD
42616.33000000
0.032154867779
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
45000.00000000
PA
USD
50141.97000000
0.037833112695
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
140000.00000000
PA
USD
147131.25000000
0.111013451650
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
15000.00000000
PA
USD
16201.19000000
0.012224119775
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
35000.00000000
PA
USD
42989.48000000
0.032436416869
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AM9
10000.00000000
PA
USD
10690.23000000
0.008065990951
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
50000.00000000
PA
USD
54249.92000000
0.040932642596
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMC60
118482.56000000
PA
USD
129419.64000000
0.097649689972
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
5.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DS4
10000.00000000
PA
USD
9860.00000000
0.007439565920
Long
DBT
CORP
N/A
N
2
2031-01-13
Fixed
1.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
150000.00000000
PA
USD
177843.75000000
0.134186643164
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
320000.00000000
PA
USD
319925.00000000
0.241389769470
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
315000.00000000
PA
USD
328978.13000000
0.248220535943
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAC1
10000.00000000
PA
USD
12855.14000000
0.009699458564
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFN9
60000.00000000
PA
USD
65334.25000000
0.049295989828
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.30000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
25000.00000000
PA
USD
29269.98000000
0.022084781510
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
40000.00000000
PA
USD
43039.18000000
0.032473916506
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
45000.00000000
PA
USD
50631.34000000
0.038202352084
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
525000.00000000
PA
USD
529798.83000000
0.399743744438
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medical Center/Cincinnati OH
16876AAA2
45000.00000000
PA
USD
57039.84000000
0.043037692672
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.26800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-L4
61770KAX3
100000.00000000
PA
USD
106851.68000000
0.080621715723
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.69800000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
55000.00000000
PA
USD
63147.10000000
0.047645741694
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
40000.00000000
PA
USD
50744.92000000
0.038288050451
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
275000.00000000
PA
USD
271884.77000000
0.205142461367
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AV5
10000.00000000
PA
USD
11629.73000000
0.008774862369
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
25000.00000000
PA
USD
27273.49000000
0.020578390134
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
285000.00000000
PA
USD
272130.47000000
0.205327846899
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BH5
50000.00000000
PA
USD
49385.47000000
0.037262318413
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
295000.00000000
PA
USD
312999.61000000
0.236164425106
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
200000.00000000
PA
USD
199578.13000000
0.150585664740
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAJ2
30000.00000000
PA
USD
36137.98000000
0.027266823978
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAV9
50000.00000000
PA
USD
51941.53000000
0.039190916473
Long
DBT
CORP
US
N
2
2023-02-02
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AES3
20263.59000000
PA
USD
21645.37000000
0.016331861762
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CW26
7586.97000000
PA
USD
8107.27000000
0.006117096307
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAW2
50000.00000000
PA
USD
53336.84000000
0.040243705593
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CT7
65000.00000000
PA
USD
79266.27000000
0.059807975750
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFJ4
20000.00000000
PA
USD
20934.10000000
0.015795194414
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.45000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CK6
60000.00000000
PA
USD
68583.75000000
0.051747802147
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.75000000
N
N
N
N
N
N
SNAP-ON INC
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034AM3
25000.00000000
PA
USD
27083.15000000
0.020434774822
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.10000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
10000.00000000
PA
USD
10334.83000000
0.007797834590
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
25000.00000000
PA
USD
27229.30000000
0.020545047901
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AZ0
10000.00000000
PA
USD
10355.62000000
0.007813521058
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L24V2
197552.45000000
PA
USD
201591.62000000
0.152104882953
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAJZ6
73350.70000000
PA
USD
72631.47000000
0.054801887316
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
15000.00000000
PA
USD
16023.30000000
0.012089898236
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CK0
20000.00000000
PA
USD
21803.48000000
0.016451158899
Long
DBT
NUSS
ID
N
2
2029-09-18
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
330000.00000000
PA
USD
323915.63000000
0.244400779100
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022683
1800000.00000000
PA
USD
1874772.00000000
1.414552726076
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
60000.00000000
PA
USD
63188.38000000
0.047676888275
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S35
225000.00000000
PA
USD
230167.97000000
0.173666306846
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.37500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
40000.00000000
PA
USD
53266.70000000
0.040190783569
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQA5
37894.24000000
PA
USD
40303.81000000
0.030410025489
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETCL8
52440.76000000
PA
USD
56258.11000000
0.042447861854
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
50000.00000000
PA
USD
54320.06000000
0.040985564619
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
25000.00000000
PA
USD
29399.90000000
0.022182808731
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AC6
50000.00000000
PA
USD
54325.70000000
0.040989820112
Long
DBT
NUSS
PL
N
2
2024-01-22
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q29
25000.00000000
PA
USD
25561.52000000
0.019286674752
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFQ8
54462.57000000
PA
USD
57589.61000000
0.043452505061
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.50000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
30000.00000000
PA
USD
34200.36000000
0.025804851187
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAE9
35000.00000000
PA
USD
39771.44000000
0.030008341746
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BQ68
40000.00000000
PA
USD
42868.63000000
0.032345233142
Long
DBT
CORP
CA
N
2
2028-10-05
Fixed
4.33800000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254ECJ9
30000.00000000
PA
USD
19928.25000000
0.015036260603
Long
DBT
NUSS
SE
N
2
2037-05-11
None
0.00000000
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAP3
35000.00000000
PA
USD
44400.08000000
0.033500742598
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
195000.00000000
PA
USD
174311.72000000
0.131521656347
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AW7
15000.00000000
PA
USD
15400.47000000
0.011619960625
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
2.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WE6
625000.00000000
PA
USD
660937.50000000
0.498690476703
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QQ4
85000.00000000
PA
USD
122692.19000000
0.092573695272
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
10000.00000000
PA
USD
10056.90000000
0.007588130882
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
20000.00000000
PA
USD
28027.80000000
0.021147532017
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
20000.00000000
PA
USD
24342.05000000
0.018366560406
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284U1
200000.00000000
PA
USD
209335.94000000
0.157948126274
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
313000.00000000
PA
USD
266490.16000000
0.201072120930
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
180000.00000000
PA
USD
180260.16000000
0.136009872523
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
645000.00000000
PA
USD
626657.81000000
0.472825769454
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBC1
40000.00000000
PA
USD
47496.27000000
0.035836879474
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
30000.00000000
PA
USD
30254.20000000
0.022827395056
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
100000.00000000
PA
USD
103578.13000000
0.078151757202
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBA9
40000.00000000
PA
USD
45420.30000000
0.034270518860
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
15000.00000000
PA
USD
15943.18000000
0.012029446104
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAT24
34684.80000000
PA
USD
37356.44000000
0.028186176259
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7M1
56201.36000000
PA
USD
58944.16000000
0.044474539951
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4E6
39367.45000000
PA
USD
41865.94000000
0.031588683614
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.50000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFJ8
20000.00000000
PA
USD
21312.01000000
0.016080335018
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
255000.00000000
PA
USD
285241.41000000
0.215220311646
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6XR7
14942.05000000
PA
USD
15966.75000000
0.012047230137
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BF8
60000.00000000
PA
USD
75189.91000000
0.056732281132
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
20000.00000000
PA
USD
20068.75000000
0.015142270644
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
45000.00000000
PA
USD
46573.39000000
0.035140548177
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
50000.00000000
PA
USD
59014.60000000
0.044527688331
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
50000.00000000
PA
USD
47186.34000000
0.035603031131
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AH4
100000.00000000
PA
USD
131170.35000000
0.098970635454
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
7.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
30000.00000000
PA
USD
35856.18000000
0.027054200279
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAP8
50000.00000000
PA
USD
59852.87000000
0.045160179702
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.15000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AE0
50000.00000000
PA
USD
56064.45000000
0.042301741536
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYCE2
49170.10000000
PA
USD
51059.79000000
0.038525626122
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
50000.00000000
PA
USD
47138.98000000
0.035567297070
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
15000.00000000
PA
USD
15569.19000000
0.011747263217
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
625000.00000000
PA
USD
662500.00000000
0.499869414001
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
40000.00000000
PA
USD
54691.37000000
0.041265725392
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDV33
77791.47000000
PA
USD
81773.88000000
0.061700017322
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSL5
41262.43000000
PA
USD
44360.09000000
0.033470569348
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
25000.00000000
PA
USD
25019.02000000
0.018877347722
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CW8
45000.00000000
PA
USD
46458.67000000
0.035053989657
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
75000.00000000
PA
USD
77402.34000000
0.058401603529
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C41
95001ABD7
10000.00000000
PA
USD
11107.28000000
0.008380663463
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.47200000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PED0
10000.00000000
PA
USD
10416.25000000
0.007859267597
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BS8
40000.00000000
PA
USD
42241.58000000
0.031872111458
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DQ8
50000.00000000
PA
USD
49032.87000000
0.036996274707
Long
DBT
NUSS
N/A
N
2
2027-09-16
Fixed
0.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
25000.00000000
PA
USD
31497.09000000
0.023765180258
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRM71
22121.40000000
PA
USD
22573.50000000
0.017032154289
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
1.50000000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AS6
12000.00000000
PA
USD
12744.34000000
0.009615857762
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
3.70000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
20000.00000000
PA
USD
23059.85000000
0.017399115028
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
RETAIL PPTYS OF AMERICA
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131VAB9
10000.00000000
PA
USD
11358.23000000
0.008570010225
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
50000.00000000
PA
USD
53259.39000000
0.040185268029
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
50000.00000000
PA
USD
48658.79000000
0.036714023914
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUB3
21230.90000000
PA
USD
22161.07000000
0.016720967659
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVB2
98178.77000000
PA
USD
98859.44000000
0.074591411835
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
1.50000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BD8
25000.00000000
PA
USD
26791.10000000
0.020214417294
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ALRG1
50000.00000000
PA
USD
49979.73000000
0.037710699391
Long
DBT
USGSE
US
N
2
2023-03-17
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
350000.00000000
PA
USD
351449.22000000
0.265175419852
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FF5
30000.00000000
PA
USD
38784.06000000
0.029263343916
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
4.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
100000.00000000
PA
USD
98843.75000000
0.074579573419
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
22000.00000000
PA
USD
23489.21000000
0.017723075680
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A3U46
50000.00000000
PA
USD
72050.63000000
0.054363631994
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020489
1000000.00000000
PA
USD
1037800.00000000
0.783040721283
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Fixed
2.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
25000.00000000
PA
USD
26914.03000000
0.020307170421
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
10000.00000000
PA
USD
11150.10000000
0.008412972004
Long
DBT
CORP
N/A
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBZ3
205000.00000000
PA
USD
208811.72000000
0.157552591868
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAD8
15000.00000000
PA
USD
15550.84000000
0.011733417778
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.14300000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAV2
10000.00000000
PA
USD
9783.51000000
0.007381852695
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283V0
100000.00000000
PA
USD
107132.81000000
0.080833833894
Long
DBT
UST
US
N
2
2025-01-31
Fixed
2.50000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25152R2Y8
15000.00000000
PA
USD
16559.05000000
0.012494132256
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WERN1
28136.62000000
PA
USD
30184.79000000
0.022775023832
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
35000.00000000
PA
USD
43372.89000000
0.032725707332
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
30000.00000000
PA
USD
31559.48000000
0.023812254752
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
20000.00000000
PA
USD
24248.13000000
0.018295695899
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH54
14674.81000000
PA
USD
15821.55000000
0.011937673852
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBG3
10000.00000000
PA
USD
10380.10000000
0.007831991704
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
230000.00000000
PA
USD
233989.06000000
0.176549395177
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BR2
10000.00000000
PA
USD
10868.44000000
0.008200453937
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.95000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AP8
100000.00000000
PA
USD
108836.90000000
0.082119603659
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
20000.00000000
PA
USD
23617.59000000
0.017819940941
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AR8
40000.00000000
PA
USD
44281.89000000
0.033411565894
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGZQ3
266155.66000000
PA
USD
271595.84000000
0.204924457941
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEH3
70000.00000000
PA
USD
70023.41000000
0.052834054223
Long
DBT
NUSS
N/A
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BQ7
20000.00000000
PA
USD
19916.96000000
0.015027742073
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AS4
50000.00000000
PA
USD
55652.27000000
0.041990743536
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BPX9
76555.34000000
PA
USD
82914.45000000
0.062560600050
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
330000.00000000
PA
USD
289935.94000000
0.218762427812
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
310000.00000000
PA
USD
306391.41000000
0.231178406900
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AM9
10000.00000000
PA
USD
10825.61000000
0.008168137851
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
10000.00000000
PA
USD
10000.93000000
0.007545900405
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
10000.00000000
PA
USD
10628.16000000
0.008019157903
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.04400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z86
100000.00000000
PA
USD
101910.16000000
0.076893240694
Long
DBT
UST
US
N
2
2023-02-15
Fixed
1.37500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
15000.00000000
PA
USD
17055.20000000
0.012868487290
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJRT7
99071.05000000
PA
USD
104082.14000000
0.078532042761
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR24
50000.00000000
PA
USD
49887.24000000
0.037640913848
Long
DBT
CORP
US
N
2
2024-02-02
Fixed
0.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGD8
40699.13000000
PA
USD
43489.64000000
0.032813797527
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
45000.00000000
PA
USD
44965.23000000
0.033927159502
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
30000.00000000
PA
USD
35767.45000000
0.026987251731
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
25000.00000000
PA
USD
24588.88000000
0.018552798545
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DA3
75000.00000000
PA
USD
77554.41000000
0.058516343365
Long
DBT
NUSS
N/A
N
2
2023-01-18
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAB6
25000.00000000
PA
USD
26162.24000000
0.019739929928
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AH3
50000.00000000
PA
USD
69000.50000000
0.052062248303
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GA7
12548.23000000
PA
USD
13259.06000000
0.010004224230
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FR4
50000.00000000
PA
USD
57703.91000000
0.043538746682
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.79900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVN6
50000.00000000
PA
USD
51466.64000000
0.038832602531
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AH9
20000.00000000
PA
USD
21550.24000000
0.016260084287
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XX3
80000.00000000
PA
USD
83856.25000000
0.063271206864
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHK1
28338.36000000
PA
USD
29494.73000000
0.022254359850
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
15000.00000000
PA
USD
15664.62000000
0.011819267048
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
10000.00000000
PA
USD
10333.74000000
0.007797012163
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZF0
155000.00000000
PA
USD
155108.99000000
0.117032815000
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBJL3
88275.14000000
PA
USD
93437.73000000
0.070500623910
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
10000.00000000
PA
USD
10818.98000000
0.008163135385
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417ARG6
18435.48000000
PA
USD
19411.43000000
0.014646309643
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6U4
18928.20000000
PA
USD
19720.88000000
0.014879795817
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DRW4
50000.00000000
PA
USD
50116.00000000
0.037813517814
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBD3
40000.00000000
PA
USD
42404.46000000
0.031995007654
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9Y41
97789.70000000
PA
USD
96835.85000000
0.073064572971
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
250000.00000000
PA
USD
262148.44000000
0.197796206919
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.12500000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AL8
10000.00000000
PA
USD
11173.21000000
0.008430408958
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
50000.00000000
PA
USD
49877.19000000
0.037633330924
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GT2
10000.00000000
PA
USD
10519.29000000
0.007937013325
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
25000.00000000
PA
USD
21131.36000000
0.015944031004
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
170000.00000000
PA
USD
210507.81000000
0.158832325475
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAP1
10000.00000000
PA
USD
10772.14000000
0.008127793674
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGAU1
191015.58000000
PA
USD
194919.91000000
0.147070945190
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9UL9
116443.43000000
PA
USD
124553.38000000
0.093978000109
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.50000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AF0
40000.00000000
PA
USD
42772.40000000
0.032272625695
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.37500000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AT9
150000.00000000
PA
USD
156495.98000000
0.118079326514
Long
DBT
NUSS
PL
N
2
2023-03-17
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
70000.00000000
PA
USD
104657.70000000
0.078966314218
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAS8
20000.00000000
PA
USD
21944.51000000
0.016557568836
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R28
100000.00000000
PA
USD
102554.69000000
0.077379551386
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V98
200000.00000000
PA
USD
215937.50000000
0.162929134469
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XLT98
76132.97000000
PA
USD
82457.00000000
0.062215444936
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AE4
30000.00000000
PA
USD
36474.74000000
0.027520916090
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFF1
100000.00000000
PA
USD
108979.92000000
0.082227515091
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
20000.00000000
PA
USD
21379.45000000
0.016131219838
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
10000.00000000
PA
USD
9862.96000000
0.007441799298
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUH5
26386.02000000
PA
USD
27838.04000000
0.021004354327
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNT0
13968.00000000
PA
USD
14571.70000000
0.010994637192
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE27
42245.94000000
PA
USD
45148.08000000
0.034065123460
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
23000.00000000
PA
USD
22372.84000000
0.016880752332
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AN5
30000.00000000
PA
USD
30098.63000000
0.022710014400
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHWW8
98461.33600000
PA
USD
104038.93000000
0.078499439958
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAK2
10000.00000000
PA
USD
10743.24000000
0.008105988050
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AR4
37000.00000000
PA
USD
39691.23000000
0.029947821707
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5ZQ9
38514.70000000
PA
USD
40462.80000000
0.030529986603
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
15000.00000000
PA
USD
16307.04000000
0.012303985703
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8WW1
20464.46000000
PA
USD
22040.76000000
0.016630191374
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
20000.00000000
PA
USD
20501.33000000
0.015468660850
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ54
24812.89000000
PA
USD
24984.92000000
0.018851618595
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
1.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
75000.00000000
PA
USD
87524.16000000
0.066038717841
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7L2
38000.00000000
PA
USD
38015.50000000
0.028683450125
Long
DBT
CORP
CA
N
2
2024-01-19
Fixed
0.42500000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
20000.00000000
PA
USD
19492.15000000
0.014707214487
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFS6
29660.79000000
PA
USD
31693.10000000
0.023913073697
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AL3
50000.00000000
PA
USD
50189.02000000
0.037868612855
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.68100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5G6
39724.83000000
PA
USD
42829.06000000
0.032315376791
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
10000.00000000
PA
USD
12624.29000000
0.009525277652
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
45000.00000000
PA
USD
44167.42000000
0.033325196005
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAF1
25000.00000000
PA
USD
27116.52000000
0.020459953150
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.91900000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAS1
15000.00000000
PA
USD
16231.37000000
0.012246891185
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
10000.00000000
PA
USD
11756.28000000
0.008870346859
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5L7
200562.52000000
PA
USD
212394.63000000
0.160255968656
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
197676.89000000
PA
USD
201718.60000000
0.152200691886
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
100000.00000000
PA
USD
105281.25000000
0.079436795083
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EB2
10000.00000000
PA
USD
9950.37000000
0.007507751880
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142DG5
15000.00000000
PA
USD
18643.36000000
0.014066785567
Long
DBT
CORP
US
N
2
2043-04-11
Fixed
4.00000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AM8
20000.00000000
PA
USD
19999.02000000
0.015089657974
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
61763UAZ5
35000.00000000
PA
USD
37746.98000000
0.028480846449
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.74100000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BF7
35000.00000000
PA
USD
37692.05000000
0.028439400673
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.90000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS9
61766CAE9
50000.00000000
PA
USD
55037.09000000
0.041526578002
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Fixed
3.59400000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JU2
25000.00000000
PA
USD
24690.19000000
0.018629238953
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4P7
23635.16000000
PA
USD
25101.42000000
0.018939520159
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
4.00000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AF7
40000.00000000
PA
USD
40379.21000000
0.030466916287
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292L4D4
60272.97000000
PA
USD
64400.88000000
0.048591743617
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHK9
10000.00000000
PA
USD
10879.98000000
0.008209161097
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.60000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEU9
100000.00000000
PA
USD
99273.59000000
0.074903896240
Long
DBT
USGSE
US
N
2
2025-07-21
Fixed
0.37500000
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887BR2
6000.00000000
PA
USD
6203.46000000
0.004680633833
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CF9
31000.00000000
PA
USD
34083.56000000
0.025716723266
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
250000.00000000
PA
USD
274179.69000000
0.206874024107
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BB0
25000.00000000
PA
USD
28014.23000000
0.021137293183
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UN99
43766.08000000
PA
USD
46181.21000000
0.034844640574
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
3.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AG3
20000.00000000
PA
USD
22114.50000000
0.016685829669
Long
DBT
CORP
KY
N
2
2025-06-30
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FG5N5
58487.88000000
PA
USD
61801.07000000
0.046630135314
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X72N8
22457.84000000
PA
USD
23312.53000000
0.017589767109
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HD8
25000.00000000
PA
USD
27394.48000000
0.020669679493
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.35000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
15000.00000000
PA
USD
16559.75000000
0.012494660420
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DP2
25000.00000000
PA
USD
26111.06000000
0.019701313601
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
50000.00000000
PA
USD
64790.44000000
0.048885674378
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAVP2
66238.05000000
PA
USD
70111.84000000
0.052900776415
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
3.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
10000.00000000
PA
USD
11193.76000000
0.008445914342
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
5000.00000000
PA
USD
5299.28000000
0.003998412057
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAM6
50000.00000000
PA
USD
56176.35000000
0.042386172309
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAB9
50000.00000000
PA
USD
61604.93000000
0.046482143786
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7S83
109805.99000000
PA
USD
114404.49000000
0.086320460943
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AW4
50000.00000000
PA
USD
53554.86000000
0.040408206015
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
25000.00000000
PA
USD
27192.14000000
0.020517009942
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
30000.00000000
PA
USD
39936.37000000
0.030132784708
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
30000.00000000
PA
USD
31853.29000000
0.024033940235
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9KL4
22151.10000000
PA
USD
25558.25000000
0.019284207472
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BH2
30000.00000000
PA
USD
31652.65000000
0.023882553369
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AW6
10000.00000000
PA
USD
11958.76000000
0.009023122042
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CG7
25000.00000000
PA
USD
28980.27000000
0.021866189558
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BZ2
5000.00000000
PA
USD
5711.15000000
0.004309176156
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
190000.00000000
PA
USD
203389.06000000
0.153461087149
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
25000.00000000
PA
USD
26810.03000000
0.020228700355
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
50000.00000000
PA
USD
69248.78000000
0.052249580496
Long
DBT
CORP
US
N
2
2035-10-15
Variable
6.20000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDB9
15000.00000000
PA
USD
18437.68000000
0.013911595920
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BG34
41521.14000000
PA
USD
45336.20000000
0.034207063738
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EW4
10000.00000000
PA
USD
12741.13000000
0.009613435753
Long
DBT
CORP
US
N
2
2048-09-10
Fixed
4.50000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
5000.00000000
PA
USD
5529.91000000
0.004172426975
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBC4
90000.00000000
PA
USD
101240.62000000
0.076388059460
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
59617.59000000
PA
USD
64577.60000000
0.048725082369
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAG6
345000.00000000
PA
USD
345134.77000000
0.260411041858
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329PBA0
101974.66000000
PA
USD
108152.63000000
0.081603308348
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
50000.00000000
PA
USD
52730.17000000
0.039785961023
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
600000.00000000
PA
USD
631875.00000000
0.476762242976
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
200000.00000000
PA
USD
285750.00000000
0.215604052906
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJLC8
18167.43000000
PA
USD
19222.86000000
0.014504029831
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.48687600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWDW1
36770.03000000
PA
USD
38561.78000000
0.029095629239
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSK6
67275.73000000
PA
USD
70646.01000000
0.053303818294
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FN CB0711 1.5 6/1/51
3140QKYH5
198880.84000000
PA
USD
196930.73000000
0.148588148836
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BC5
6666.68000000
PA
USD
7057.98000000
0.005325386153
Long
DBT
NUSS
UY
N
2
2022-11-18
Fixed
8.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
380000.00000000
PA
USD
353281.25000000
0.266557722890
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912828ZD5
185000.00000000
PA
USD
186076.76000000
0.140398612800
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BD3
30000.00000000
PA
USD
32611.79000000
0.024606243557
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBY6
25000.00000000
PA
USD
32948.89000000
0.024860592205
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.20000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AH4
40000.00000000
PA
USD
43804.89000000
0.033051659916
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBR1
320000.00000000
PA
USD
319750.00000000
0.241257728493
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CX5
25000.00000000
PA
USD
32967.06000000
0.024874301831
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V23
200000.00000000
PA
USD
209609.38000000
0.158154442188
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
100000.00000000
PA
USD
96976.56000000
0.073170741462
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
10000.00000000
PA
USD
11249.70000000
0.008488122183
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
10000.00000000
PA
USD
11010.31000000
0.008307497671
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
200000.00000000
PA
USD
210210.94000000
0.158608331161
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAZ9
60000.00000000
PA
USD
65452.27000000
0.049385038264
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.54000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
50000.00000000
PA
USD
60169.84000000
0.045399339866
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
40000.00000000
PA
USD
44307.82000000
0.033431130594
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
165000.00000000
PA
USD
159035.22000000
0.119995233550
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GES9
100000.00000000
PA
USD
122403.36000000
0.092355767298
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHW5
30000.00000000
PA
USD
33688.07000000
0.025418318203
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.80000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AM5
40000.00000000
PA
USD
43122.42000000
0.032536722740
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012684
300000.00000000
PA
USD
296914.50000000
0.224027889997
Long
ABS-MBS
USGSE
US
N
2
2051-08-15
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
270000.00000000
PA
USD
274250.39000000
0.206927368662
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400ES8
160000.00000000
PA
USD
212680.56000000
0.160471708523
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
15000.00000000
PA
USD
15664.50000000
0.011819176506
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
50000.00000000
PA
USD
51121.93000000
0.038572511987
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
25000.00000000
PA
USD
27129.32000000
0.020469611004
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BB8
50000.00000000
PA
USD
57816.43000000
0.043623645258
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
45000.00000000
PA
USD
48384.14000000
0.036506795032
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5EP6
11435.42000000
PA
USD
12267.85000000
0.009256336589
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0SD2
19992.41000000
PA
USD
21050.79000000
0.015883239338
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
10000.00000000
PA
USD
12506.62000000
0.009436493298
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LXM9
21439.77000000
PA
USD
22889.48000000
0.017270567478
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FQ1
75000.00000000
PA
USD
87396.39000000
0.065942312837
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAF4
60000.00000000
PA
USD
54311.28000000
0.040978939935
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EE6
10000.00000000
PA
USD
9841.11000000
0.007425313039
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
10000.00000000
PA
USD
11300.20000000
0.008526225437
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
55000.00000000
PA
USD
54861.55000000
0.041394129584
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDL2
20000.00000000
PA
USD
20255.51000000
0.015283184775
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
1.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
710000.00000000
PA
USD
708724.22000000
0.534746506475
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4W2
50593.00000000
PA
USD
52657.49000000
0.039731122519
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5LM9
28158.12000000
PA
USD
30104.05000000
0.022714103898
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
5000.00000000
PA
USD
4911.85000000
0.003706088424
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
50000.00000000
PA
USD
52746.70000000
0.039798433236
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGTR9
60079.80000000
PA
USD
62993.66000000
0.047529968166
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932AL8
25000.00000000
PA
USD
30926.44000000
0.023334613494
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU64
24311.26000000
PA
USD
25024.38000000
0.018881391949
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7JE0
43182.21000000
PA
USD
46140.98000000
0.034814286240
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
125000.00000000
PA
USD
135312.50000000
0.102095969935
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FN BM3818 3 5/1/38
3140J8G49
47108.75000000
PA
USD
49828.74000000
0.037596774436
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
3.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
10000.00000000
PA
USD
10481.24000000
0.007908303844
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
15000.00000000
PA
USD
15132.10000000
0.011417470127
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDC3
24000.00000000
PA
USD
26185.41000000
0.019757412154
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
50000.00000000
PA
USD
52276.78000000
0.039443869259
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
50000.00000000
PA
USD
55178.79000000
0.041633493468
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QED58
53075.89000000
PA
USD
55666.16000000
0.042001223817
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
50000.00000000
PA
USD
53845.52000000
0.040627514760
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
305000.00000000
PA
USD
299257.42000000
0.225795669691
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
100000.00000000
PA
USD
104593.75000000
0.078918062672
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
50000.00000000
PA
USD
52386.45000000
0.039526617453
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAE1
20000.00000000
PA
USD
19003.01000000
0.014338148638
Long
DBT
CORP
US
N
2
2040-12-21
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
10000.00000000
PA
USD
9933.68000000
0.007495158944
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
30000.00000000
PA
USD
33269.80000000
0.025102725177
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
24000.00000000
PA
USD
23151.71000000
0.017468425223
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJ97
20000.00000000
PA
USD
22160.54000000
0.016720567764
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Fixed
2.79700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FG5Y1
21134.28000000
PA
USD
22331.48000000
0.016849545390
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
30000.00000000
PA
USD
32686.43000000
0.024662560920
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBQ0
30000.00000000
PA
USD
33469.07000000
0.025253078351
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5YJ6
218876.65000000
PA
USD
236872.93000000
0.178725332395
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AH9
15000.00000000
PA
USD
13964.12000000
0.010536206009
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAP7
80959.72000000
PA
USD
84910.80000000
0.064066885793
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
175000.00000000
PA
USD
191663.66000000
0.144614039863
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
120000.00000000
PA
USD
147618.75000000
0.111381280087
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFW94
265000.00000000
PA
USD
280062.85000000
0.211312985227
Long
DBT
USGSE
US
N
2
2024-02-13
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022485
325000.00000000
PA
USD
340509.00000000
0.256920806478
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
45000.00000000
PA
USD
45383.25000000
0.034242563898
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
CHILDREN'S HOSPITAL/PHIL
254900N2KNSY5WTR1Q61
Children's Hospital of Philadelphia/The
16877PAA8
10000.00000000
PA
USD
10062.08000000
0.007592039295
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.70400000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAW0
10000.00000000
PA
USD
10582.15000000
0.007984442444
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
20000.00000000
PA
USD
22641.10000000
0.017083159832
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
50000.00000000
PA
USD
51528.84000000
0.038879533667
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHW85
28733.63000000
PA
USD
30482.17000000
0.022999402951
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
25000.00000000
PA
USD
27009.56000000
0.020379249705
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
50000.00000000
PA
USD
53093.91000000
0.040060410081
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BH0
10000.00000000
PA
USD
12486.65000000
0.009421425537
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
45000.00000000
PA
USD
55634.97000000
0.041977690342
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
15000.00000000
PA
USD
17353.52000000
0.013093575657
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JP6
20000.00000000
PA
USD
24705.11000000
0.018640496390
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJH4
25000.00000000
PA
USD
26082.99000000
0.019680134228
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAK5
10000.00000000
PA
USD
11066.40000000
0.008349818691
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
30000.00000000
PA
USD
32203.56000000
0.024298225910
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EFG2
40000.00000000
PA
USD
57387.81000000
0.043300242951
Long
DBT
NUSS
IL
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AJ5
60000.00000000
PA
USD
60166.20000000
0.045396593413
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.42600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACQ37
132076.71000000
PA
USD
142250.08000000
0.107330511896
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7XA2
37895.92000000
PA
USD
39941.32000000
0.030136519581
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.00000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAC7
10000.00000000
PA
USD
10724.95000000
0.008092187881
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AY1
35000.00000000
PA
USD
36771.39000000
0.027744744409
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W48
200000.00000000
PA
USD
209531.25000000
0.158095491550
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
275000.00000000
PA
USD
315562.50000000
0.238098176536
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
30000.00000000
PA
USD
29497.80000000
0.022256676226
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXYV4
50000.00000000
PA
USD
52880.43000000
0.039899335179
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
2.07400000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
50000.00000000
PA
USD
52389.69000000
0.039529062098
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.37500000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BD3
20000.00000000
PA
USD
26677.69000000
0.020128847195
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.05000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
10000.00000000
PA
USD
15104.10000000
0.011396343571
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
5000.00000000
PA
USD
5193.83000000
0.003918847937
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282S8
150000.00000000
PA
USD
152484.38000000
0.115052494603
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.62500000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAP0
50000.00000000
PA
USD
55046.58000000
0.041533738396
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKW1
97901.82000000
PA
USD
103677.50000000
0.078226733841
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AG5
25000.00000000
PA
USD
32145.54000000
0.024254448667
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEJ2
69998.53000000
PA
USD
75047.39000000
0.056624746960
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAF8
240000.00000000
PA
USD
239681.25000000
0.180844265637
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
29901.36000000
PA
USD
30748.00000000
0.023199976968
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
247000.00000000
PA
USD
275096.25000000
0.207565586839
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAJ7
50000.00000000
PA
USD
54195.28000000
0.040891415630
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BV1
50000.00000000
PA
USD
53862.75000000
0.040640515138
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
3.62500000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EC3
20000.00000000
PA
USD
24687.33000000
0.018627081026
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CN6
35000.00000000
PA
USD
42095.48000000
0.031761876105
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.10000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
20000.00000000
PA
USD
19564.16000000
0.014761547463
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSH4
18221.28000000
PA
USD
19099.56000000
0.014410997531
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FY67
25151.95000000
PA
USD
27724.70000000
0.020918837045
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.00000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCE3
15000.00000000
PA
USD
19158.06000000
0.014455136944
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F042681
75000.00000000
PA
USD
80858.25000000
0.061009156293
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.50000000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04351LAB6
25000.00000000
PA
USD
31288.00000000
0.023607417698
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.94500000
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902AN7
12000.00000000
PA
USD
13396.55000000
0.010107963166
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
5.95000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
20000.00000000
PA
USD
23294.41000000
0.017576095209
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AD3L0
79567.01000000
PA
USD
84935.68000000
0.064085658248
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CN5
100000.00000000
PA
USD
99227.08000000
0.074868803520
Long
DBT
NUSS
PH
N
2
2032-01-06
Fixed
1.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCR0
310000.00000000
PA
USD
309909.18000000
0.233832634264
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Z6
50000.00000000
PA
USD
50773.74000000
0.038309795713
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
50000.00000000
PA
USD
47760.61000000
0.036036329257
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GWPE7
113772.01000000
PA
USD
121006.40000000
0.091301733220
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
35000.00000000
PA
USD
37061.18000000
0.027963396722
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBH5
30000.00000000
PA
USD
31683.10000000
0.023905528499
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CV6
20000.00000000
PA
USD
19502.29000000
0.014714865319
Long
DBT
NUSS
ID
N
2
2031-03-12
Fixed
1.85000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
FR SB0199 3 4/1/33
3132CWGG3
45732.16000000
PA
USD
48273.91000000
0.036423624306
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAE8
30000.00000000
PA
USD
32398.44000000
0.024445266743
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BG3
10000.00000000
PA
USD
10354.83000000
0.007812924987
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.10000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
10000.00000000
PA
USD
10265.70000000
0.007745674631
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQT0
67377.53000000
PA
USD
70625.18000000
0.053288101645
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285D8
100000.00000000
PA
USD
105742.19000000
0.079784583472
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.87500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDK4
50000.00000000
PA
USD
50516.45000000
0.038115665296
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.87500000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
35000.00000000
PA
USD
43464.30000000
0.032794677993
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AP5
50000.00000000
PA
USD
62499.41000000
0.047157046720
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CL9
20000.00000000
PA
USD
25162.25000000
0.018985417603
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AG1
50000.00000000
PA
USD
54998.26000000
0.041497279995
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGQE7
67320.89000000
PA
USD
71943.90000000
0.054283102088
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
20000.00000000
PA
USD
22569.71000000
0.017029294659
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BH4
35000.00000000
PA
USD
45921.03000000
0.034648329594
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
20000.00000000
PA
USD
21999.59000000
0.016599127791
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABH1
30000.00000000
PA
USD
32686.71000000
0.024662772186
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283C2
50000.00000000
PA
USD
51175.78000000
0.038613142882
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
310000.00000000
PA
USD
344003.13000000
0.259557196992
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
10000.00000000
PA
USD
11220.75000000
0.008466278833
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
25000.00000000
PA
USD
26296.37000000
0.019841133678
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
40000.00000000
PA
USD
48044.63000000
0.036250627990
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
29000.00000000
PA
USD
30260.69000000
0.022832291890
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNWX4
50000.00000000
PA
USD
52995.08000000
0.039985840882
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
2.28200000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBZ7
12000.00000000
PA
USD
12971.50000000
0.009787254496
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.50000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AB4
25000.00000000
PA
USD
25878.16000000
0.019525585923
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
25000.00000000
PA
USD
26751.20000000
0.020184311951
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
RICE UNIVERSITY
549300QPVG49ONTSJJ20
William Marsh Rice University
96926GAC7
15000.00000000
PA
USD
17707.94000000
0.013360992590
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
3.57400000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AF1
10000.00000000
PA
USD
12414.22000000
0.009366775662
Long
DBT
CORP
US
N
2
2119-08-01
Fixed
3.95400000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBL3
10000.00000000
PA
USD
11333.89000000
0.008551645211
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55X6
37420.96000000
PA
USD
39215.29000000
0.029588715520
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAZ6
10000.00000000
PA
USD
10812.79000000
0.008158464907
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131X75M6
23320.50070000
PA
USD
24430.92000000
0.018433614587
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
45000.00000000
PA
USD
44860.85000000
0.033848402718
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BJ7
19000.00000000
PA
USD
19435.81000000
0.014664704838
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CC8
10000.00000000
PA
USD
10943.17000000
0.008256839207
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.25000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
10000.00000000
PA
USD
9951.28000000
0.007508438493
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EN9
15000.00000000
PA
USD
16941.39000000
0.012782615383
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
3.25000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AR2
15000.00000000
PA
USD
15558.42000000
0.011739137038
Long
DBT
NUSS
CA
N
2
2031-04-21
Fixed
1.90000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
115000.00000000
PA
USD
124036.39000000
0.093587920881
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAR2
315000.00000000
PA
USD
315073.83000000
0.237729465311
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
10000.00000000
PA
USD
11156.87000000
0.008418080104
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.87500000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139X83
20000.00000000
PA
USD
32951.80000000
0.024862787858
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XABZ4
63132.26000000
PA
USD
68272.44000000
0.051512912566
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.50000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
90000.00000000
PA
USD
99070.89000000
0.074750955062
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
325000.00000000
PA
USD
324873.05000000
0.245123171514
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BN3
25000.00000000
PA
USD
25581.72000000
0.019301916053
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK66
71574.44000000
PA
USD
76322.43000000
0.057586789976
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
290000.00000000
PA
USD
286986.72000000
0.216537182720
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
13000.00000000
PA
USD
17201.17000000
0.012978624555
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
15000.00000000
PA
USD
15631.26000000
0.011794096266
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
BAIN CAPITAL SPECIALTY F
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684BAB3
15000.00000000
PA
USD
15474.14000000
0.011675546104
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
2.95000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
008117AP8
10000.00000000
PA
USD
10247.63000000
0.007732040457
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
145000.00000000
PA
USD
211495.20000000
0.159577330849
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AU9
30000.00000000
PA
USD
38659.13000000
0.029169081749
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
73291.82000000
PA
USD
77443.62000000
0.058432750109
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AJ5
25000.00000000
PA
USD
25616.42000000
0.019328097893
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBM7
35000.00000000
PA
USD
37213.11000000
0.028078030926
Long
DBT
CORP
US
N
2
2041-04-22
Fixed
3.10900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDK5
50000.00000000
PA
USD
60141.65000000
0.045378069951
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
20000.00000000
PA
USD
25866.17000000
0.019516539230
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
50000.00000000
PA
USD
53621.92000000
0.040458804117
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
60000.00000000
PA
USD
86100.00000000
0.064964160823
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAS4
40000.00000000
PA
USD
45822.64000000
0.034574092384
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V80
200000.00000000
PA
USD
209906.25000000
0.158378436502
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
100000.00000000
PA
USD
106898.44000000
0.080656997072
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
335000.00000000
PA
USD
313225.00000000
0.236334486340
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAB1
75000.00000000
PA
USD
87670.97000000
0.066149488903
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.87500000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
20000.00000000
PA
USD
22068.86000000
0.016651393382
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
22000.00000000
PA
USD
23229.59000000
0.017527187231
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FN MA3181 3.5 11/1/37
31418CRB2
62401.11000000
PA
USD
66611.13000000
0.050259421160
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCA4
197000.00000000
PA
USD
208638.40000000
0.157421818484
Long
DBT
CORP
CA
N
2
2024-06-12
Fixed
2.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
95000.00000000
PA
USD
102065.63000000
0.077010545898
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
TRAVELERS PPTY CASUALTY
N/A
Travelers Property Casualty Corp
89420GAE9
15000.00000000
PA
USD
21743.45000000
0.016405865071
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.37500000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKF5
15000.00000000
PA
USD
15319.95000000
0.011559206685
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEW5
25000.00000000
PA
USD
25015.65000000
0.018874804990
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
0.25000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AV4
50000.00000000
PA
USD
49159.53000000
0.037091842194
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.60000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313380GJ0
20000.00000000
PA
USD
20421.12000000
0.015408140811
Long
DBT
USGSE
US
N
2
2022-09-09
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
22000.00000000
PA
USD
23408.23000000
0.017661974660
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBE5
50000.00000000
PA
USD
53872.81000000
0.040648105607
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHSA1
24681.85000000
PA
USD
26137.65000000
0.019721376285
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
100000.00000000
PA
USD
148044.47000000
0.111702494286
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.37500000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
75000.00000000
PA
USD
80296.34000000
0.060585184033
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBE5
15000.00000000
PA
USD
19120.52000000
0.014426812268
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BP9
100000.00000000
PA
USD
114866.79000000
0.086669275479
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AS6
15000.00000000
PA
USD
14780.20000000
0.011151954585
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
30000.00000000
PA
USD
40247.80000000
0.030367764831
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
Baxalta Inc
07177MAB9
15000.00000000
PA
USD
16619.41000000
0.012539675075
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RG5
50000.00000000
PA
USD
64281.25000000
0.048501480405
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
75000.00000000
PA
USD
75588.70000000
0.057033176111
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AH2
50000.00000000
PA
USD
52227.99000000
0.039407056235
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
10000.00000000
PA
USD
10977.24000000
0.008282545699
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
15000.00000000
PA
USD
17661.45000000
0.013325914961
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
17550.61000000
PA
USD
18902.47000000
0.014262289210
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271LAC6
50000.00000000
PA
USD
56604.66000000
0.042709340715
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
23992.64000000
PA
USD
25481.08000000
0.019225981173
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AV1
15000.00000000
PA
USD
16116.48000000
0.012160204397
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A6GU9
93726.32000000
PA
USD
97651.43000000
0.073679944287
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C9
05493EAY8
50000.00000000
PA
USD
51808.14000000
0.039090271067
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
2.29900000
N
N
N
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AF3
20000.00000000
PA
USD
29247.88000000
0.022068106620
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
100000.00000000
PA
USD
135203.13000000
0.102013448096
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4L95
68987.81000000
PA
USD
73780.29000000
0.055668694833
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
10000.00000000
PA
USD
10801.57000000
0.008149999194
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBK6
49000.00000000
PA
USD
54136.43000000
0.040847012136
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.25000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JR5
10000.00000000
PA
USD
9967.08000000
0.007520359907
Long
DBT
NUSS
N/A
N
2
2031-02-10
Fixed
1.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
80000.00000000
PA
USD
77772.73000000
0.058681070143
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NT8
15000.00000000
PA
USD
19284.80000000
0.014550764792
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.30000000
N
N
N
N
N
N
AMDOCS LTD
549300HQV672RJ7RQV66
Amdocs Ltd
02342TAE9
65000.00000000
PA
USD
65974.59000000
0.049779139082
Long
DBT
CORP
GG
N
2
2030-06-15
Fixed
2.53800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
200000.00000000
PA
USD
207875.00000000
0.156845818015
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMG4
15000.00000000
PA
USD
15981.09000000
0.012058049952
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAV7
50000.00000000
PA
USD
62025.99000000
0.046799841923
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M49
300000.00000000
PA
USD
306609.38000000
0.231342869596
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.87500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
10000.00000000
PA
USD
10884.23000000
0.008212367806
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
10000.00000000
PA
USD
9814.34000000
0.007405114542
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBM2
230000.00000000
PA
USD
229209.38000000
0.172943031644
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BD0
40000.00000000
PA
USD
47756.24000000
0.036033032005
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FY5
20000.00000000
PA
USD
23533.21000000
0.017756274554
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXHC9
50000.00000000
PA
USD
56427.11000000
0.042575375712
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
3.11700000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ACT9
30000.00000000
PA
USD
32283.36000000
0.024358436596
Long
DBT
NUSS
CA
N
2
2024-05-16
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGJ0
42570.97000000
PA
USD
44410.88000000
0.033508891412
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
2.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
25000.00000000
PA
USD
27419.62000000
0.020688648123
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
45000.00000000
PA
USD
44526.74000000
0.033596310084
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Money Market Fund
000000000
15104784.18000000
NS
USD
15104784.18000000
11.39685979874
Long
STIV
RF
US
N
1
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBK6
10000.00000000
PA
USD
11123.20000000
0.008392675420
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8D81
24504.36000000
PA
USD
25923.63000000
0.019559893942
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDS8
25000.00000000
PA
USD
27334.07000000
0.020624098948
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.87500000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
45000.00000000
PA
USD
44703.84000000
0.033729935553
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03200000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2019-2
02008QAC4
15655.81000000
PA
USD
15805.19000000
0.011925329907
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
2.23000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FG9
35000.00000000
PA
USD
38198.32000000
0.028821391447
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
2.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
45000.00000000
PA
USD
49697.80000000
0.037497977604
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EP4
50000.00000000
PA
USD
52297.23000000
0.039459299190
Long
DBT
NUSS
N/A
N
2
2029-09-19
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
120000.00000000
PA
USD
147750.00000000
0.111480310820
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
15000.00000000
PA
USD
16490.47000000
0.012442387283
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
Nissan Auto Receivables Owner
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAC0
25000.00000000
PA
USD
25287.70000000
0.019080072121
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.38000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUR8
10000.00000000
PA
USD
10727.91000000
0.008094421260
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042687
100000.00000000
PA
USD
106501.00000000
0.080357120695
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
50000.00000000
PA
USD
49880.49000000
0.037635820839
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DE4
10000.00000000
PA
USD
11228.57000000
0.008472179178
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
20000.00000000
PA
USD
22799.81000000
0.017202909681
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
10000.00000000
PA
USD
9766.25000000
0.007368829682
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUJ6
22977.98000000
PA
USD
23628.59000000
0.017828240659
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
2.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
40000.00000000
PA
USD
46232.94000000
0.034883671887
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CM0
60000.00000000
PA
USD
62024.39000000
0.046798634691
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AJ5
120000.00000000
PA
USD
134402.02000000
0.101408994683
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
45000.00000000
PA
USD
43654.64000000
0.032938293306
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
50000.00000000
PA
USD
55272.67000000
0.041704327793
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJ29
27058.48000000
PA
USD
29241.71000000
0.022063451233
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.00000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AD4
20000.00000000
PA
USD
22537.46000000
0.017004961393
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.98100000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAE2
70000.00000000
PA
USD
86630.50000000
0.065364433614
Long
DBT
CORP
NO
N
2
2041-11-23
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8J48
62939.15000000
PA
USD
66941.24000000
0.050508495715
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAD2
25000.00000000
PA
USD
31282.97000000
0.023603622463
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CU2
25000.00000000
PA
USD
25517.79000000
0.019253679598
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F032484
-50000.00000000
PA
USD
-53410.50000000
-0.04029928352
Short
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
3.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BL2
15000.00000000
PA
USD
17882.17000000
0.013492452587
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJCF3
19100.26000000
PA
USD
20117.46000000
0.015179023307
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
10000.00000000
PA
USD
11497.18000000
0.008674850761
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BY8
25000.00000000
PA
USD
24595.12000000
0.018557506749
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2H2
70634.20000000
PA
USD
75877.52000000
0.057251096540
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AW4V2
36764.18000000
PA
USD
38710.44000000
0.029207796163
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
10000.00000000
PA
USD
9925.05000000
0.007488647437
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285U0
200000.00000000
PA
USD
211406.25000000
0.159510216307
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
200000.00000000
PA
USD
199875.00000000
0.150809659054
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
40000.00000000
PA
USD
42254.51000000
0.031881867400
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
25000.00000000
PA
USD
28488.31000000
0.021494995963
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEJ59
20969.92000000
PA
USD
22496.40000000
0.016973980807
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJL7
50000.00000000
PA
USD
61801.66000000
0.046630580480
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.85000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BN2
40000.00000000
PA
USD
44535.79000000
0.033603138489
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15200000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAN7
10000.00000000
PA
USD
14388.60000000
0.010856484604
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDDH1
37744.48000000
PA
USD
41212.53000000
0.031095672785
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
225000.00000000
PA
USD
238534.20000000
0.179978793619
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040685
425000.00000000
PA
USD
454112.50000000
0.342636904551
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGC0
70560.51000000
PA
USD
74937.89000000
0.056542127035
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGPZ5
53458.79000000
PA
USD
56051.53000000
0.042291993139
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AE7
20000.00000000
PA
USD
30390.93000000
0.022930560558
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
110000.00000000
PA
USD
108882.81000000
0.082154243667
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBQ8
50000.00000000
PA
USD
55576.37000000
0.041933475478
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BH4
25000.00000000
PA
USD
32807.09000000
0.024753601288
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAC0
50000.00000000
PA
USD
49952.78000000
0.037690365081
Long
DBT
NUSS
N/A
N
2
2023-09-29
Fixed
0.25000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAR5
15000.00000000
PA
USD
16750.77000000
0.012638788805
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
3.30000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234C89
100000.00000000
PA
USD
102252.05000000
0.077151203492
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPS54
58152.00000000
PA
USD
66553.40000000
0.050215862728
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
5.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
50000.00000000
PA
USD
53533.09000000
0.040391780117
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WMXL0
38749.74000000
PA
USD
41441.62000000
0.031268525742
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
175000.00000000
PA
USD
195261.72000000
0.147328847627
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
270000.00000000
PA
USD
275484.38000000
0.207858438637
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCN9
40000.00000000
PA
USD
56632.57000000
0.042730399364
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPG5
18944.89000000
PA
USD
21314.38000000
0.016082123230
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BT4
15000.00000000
PA
USD
18640.61000000
0.014064710637
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
35000.00000000
PA
USD
37067.23000000
0.027967961567
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4F3
51549.07000000
PA
USD
56071.97000000
0.042307415525
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
225000.00000000
PA
USD
224806.64000000
0.169621076830
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BS4
20000.00000000
PA
USD
24509.87000000
0.018493183930
Long
DBT
CORP
US
N
2
2047-11-21
Fixed
3.81200000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBG2
15000.00000000
PA
USD
17010.43000000
0.012834707435
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
545000.00000000
PA
USD
569525.00000000
0.429717929070
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBY1
20000.00000000
PA
USD
19944.63000000
0.015048619638
Long
DBT
CORP
US
N
2
2025-02-16
Fixed
0.56300000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DX5
10000.00000000
PA
USD
9927.43000000
0.007490443194
Long
DBT
CORP
US
N
2
2025-08-20
Fixed
0.55000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
25000.00000000
PA
USD
30582.47000000
0.023075081294
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FZ2
50000.00000000
PA
USD
57150.92000000
0.043121504739
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5K2
17315.60000000
PA
USD
18156.36000000
0.013699334390
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
285000.00000000
PA
USD
310204.69000000
0.234055602431
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3DE7
10000.00000000
PA
USD
11813.66000000
0.008913641209
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
3.69651500
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
10000.00000000
PA
USD
10853.41000000
0.008189113504
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHN3
45000.00000000
PA
USD
47927.47000000
0.036162228442
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
2.37500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BS4
25000.00000000
PA
USD
24780.04000000
0.018697032564
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AN0
50000.00000000
PA
USD
54154.23000000
0.040860442589
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.40000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAR3
25000.00000000
PA
USD
25854.26000000
0.019507552899
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.72600000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6X8
50000.00000000
PA
USD
58361.29000000
0.044034752954
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
3.85000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAL8
200000.00000000
PA
USD
262583.52000000
0.198124483424
Long
DBT
NUSS
KR
N
2
2044-06-10
Fixed
4.12500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EMUH3
100000.00000000
PA
USD
99924.59000000
0.075395088675
Long
DBT
USGSE
US
N
2
2023-03-23
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9UF2
8840.21000000
PA
USD
9326.69000000
0.007037172928
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
20000.00000000
PA
USD
22658.35000000
0.017096175300
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBU5
17000.00000000
PA
USD
22024.48000000
0.016617907790
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.62500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CD0
20000.00000000
PA
USD
25764.91000000
0.019440136548
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.56300000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHZ6
35000.00000000
PA
USD
35909.70000000
0.027094582182
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8RN9
128184.07000000
PA
USD
138057.60000000
0.104167202430
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BN8
10000.00000000
PA
USD
11065.72000000
0.008349305617
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
SHARP HEALTHCARE
549300DEPBQ9WUW1K512
Sharp HealthCare
819892AL4
45000.00000000
PA
USD
44595.62000000
0.033648281413
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.68000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287B0
140000.00000000
PA
USD
148050.00000000
0.111706666781
Long
DBT
UST
US
N
2
2026-06-30
Fixed
1.87500000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-B
44933FAC0
10000.00000000
PA
USD
10026.72000000
0.007565359472
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
0.48000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
15000.00000000
PA
USD
15471.59000000
0.011673622078
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
55000.00000000
PA
USD
58775.53000000
0.044347305265
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HA2
50000.00000000
PA
USD
78018.93000000
0.058866832935
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
50000.00000000
PA
USD
48940.76000000
0.036926775882
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
345000.00000000
PA
USD
455777.34000000
0.343893059412
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
45000.00000000
PA
USD
44967.27000000
0.033928698723
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AR8
20000.00000000
PA
USD
19823.79000000
0.014957443457
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CC0
30000.00000000
PA
USD
34052.41000000
0.025693219972
Long
DBT
NUSS
IT
N
2
2051-05-06
Fixed
3.87500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBG0
30000.00000000
PA
USD
36993.12000000
0.027912044100
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
30000.00000000
PA
USD
33706.38000000
0.025432133462
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
417000.00000000
PA
USD
429184.22000000
0.323828021962
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CS5
150000.00000000
PA
USD
155672.79000000
0.117458213302
Long
DBT
NUSS
KR
N
2
2023-03-19
Fixed
2.75000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAU1
15000.00000000
PA
USD
15965.79000000
0.012046505798
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9KD2
46543.16000000
PA
USD
52094.46000000
0.039306305196
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HF1
25000.00000000
PA
USD
29713.23000000
0.022419222442
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BY5
50000.00000000
PA
USD
54978.90000000
0.041482672491
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
175000.00000000
PA
USD
179381.84000000
0.135347162631
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TBP4
60000.00000000
PA
USD
63899.80000000
0.048213668801
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.63900000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BV4
10000.00000000
PA
USD
11087.47000000
0.008365716425
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
30000.00000000
PA
USD
36345.45000000
0.027423364216
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
25000.00000000
PA
USD
27181.59000000
0.020509049758
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKB4
10000.00000000
PA
USD
10107.80000000
0.007626535943
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYS34
73571.40000000
PA
USD
77257.07000000
0.058291994427
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
10000.00000000
PA
USD
13627.35000000
0.010282106353
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
20000.00000000
PA
USD
21953.67000000
0.016564480238
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285N6
100000.00000000
PA
USD
109742.19000000
0.082802662953
Long
DBT
UST
US
N
2
2025-11-30
Fixed
2.87500000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
15000.00000000
PA
USD
16953.11000000
0.012791458356
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CF3
40000.00000000
PA
USD
43572.45000000
0.032876279317
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BC7
50000.00000000
PA
USD
74788.78000000
0.056429620577
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83400000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
50000.00000000
PA
USD
55115.18000000
0.041585498459
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131WQYR2
77684.30000000
PA
USD
85181.70000000
0.064271285226
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ABAR3
65917.60000000
PA
USD
69651.67000000
0.052553569006
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06H1
50000.00000000
PA
USD
50013.74000000
0.037736360612
Long
DBT
USGSE
US
N
2
2023-11-27
Fixed
0.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
225000.00000000
PA
USD
278085.94000000
0.209821367350
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAD2
100000.00000000
PA
USD
105837.03000000
0.079856142136
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.37260000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
10000.00000000
PA
USD
11905.17000000
0.008982687322
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAF6
10000.00000000
PA
USD
10662.42000000
0.008045007754
Long
DBT
CORP
N/A
N
2
2024-01-15
Fixed
3.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
15000.00000000
PA
USD
15144.83000000
0.011427075165
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4F84
93401.41000000
PA
USD
99703.53000000
0.075228294513
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAB9
10000.00000000
PA
USD
12072.80000000
0.009109167488
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
10000.00000000
PA
USD
10641.46000000
0.008029193017
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AY6
40000.00000000
PA
USD
48476.53000000
0.036576505122
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JG0
50000.00000000
PA
USD
47887.53000000
0.036132092919
Long
DBT
CORP
DE
N
2
2030-09-30
Fixed
0.75000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A3GE8
10000.00000000
PA
USD
10771.85000000
0.008127574863
Long
DBT
USGSE
US
N
2
2024-12-13
Fixed
2.75000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
25000.00000000
PA
USD
25286.99000000
0.019079536412
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
N TX TOLLWAY AUTH REVENUE
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WFB7
15000.00000000
PA
USD
25629.15000000
0.019337702931
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
10000.00000000
PA
USD
10046.21000000
0.007580065065
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6PH8
27001.10000000
PA
USD
28247.52000000
0.021313315123
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
300000.00000000
PA
USD
301078.13000000
0.227169431564
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AKDH6
40000.00000000
PA
USD
40005.46000000
0.030184914486
Long
DBT
USGSE
US
N
2
2022-10-21
Fixed
0.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHY8
35000.00000000
PA
USD
36132.67000000
0.027262817478
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
2.01500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPA4
13865.44000000
PA
USD
14472.92000000
0.010920105719
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
2.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
50000.00000000
PA
USD
59189.35000000
0.044659540678
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28200000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
100000.00000000
PA
USD
120058.07000000
0.090586199391
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EMRZ7
50000.00000000
PA
USD
49945.65000000
0.037684985354
Long
DBT
USGSE
US
N
2
2024-02-26
Fixed
0.25000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAF4
15000.00000000
PA
USD
17527.01000000
0.013224477310
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282D1
100000.00000000
PA
USD
102437.50000000
0.077291129202
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QED90
199363.16000000
PA
USD
209092.70000000
0.157764596861
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329MVA5
85271.48000000
PA
USD
91195.16000000
0.068808560285
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BG4
10000.00000000
PA
USD
9241.70000000
0.006973046284
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.12500000
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAB7
15000.00000000
PA
USD
16738.96000000
0.012629877926
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.90000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159HB5
20000.00000000
PA
USD
22802.25000000
0.017204750710
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAH4
220000.00000000
PA
USD
215204.69000000
0.162376214763
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEP0
30000.00000000
PA
USD
31094.14000000
0.023461146476
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
20000.00000000
PA
USD
22258.41000000
0.016794412623
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
10000.00000000
PA
USD
13336.45000000
0.010062616522
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUJ8
15000.00000000
PA
USD
15629.70000000
0.011792919215
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
1.87200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
10000.00000000
PA
USD
11472.90000000
0.008656531018
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBG4
75000.00000000
PA
USD
79827.42000000
0.060231374576
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYT58
80169.37000000
PA
USD
83681.77000000
0.063139558237
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AM6
25000.00000000
PA
USD
26377.61000000
0.019902430873
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBG9
20000.00000000
PA
USD
21572.46000000
0.016276849718
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
20000.00000000
PA
USD
21399.59000000
0.016146415868
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6F2
166212.88000000
PA
USD
174326.66000000
0.131532928873
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAL6
25000.00000000
PA
USD
27833.31000000
0.021000785448
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
3.46900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4W28
19454.80000000
PA
USD
21250.67000000
0.016034052769
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
500000.00000000
PA
USD
476015.63000000
0.359163251356
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
100000.00000000
PA
USD
106206.96000000
0.080135261672
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAB2
10000.00000000
PA
USD
10875.95000000
0.008206120382
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AE7
50000.00000000
PA
USD
62701.17000000
0.047309278649
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.01500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
25000.00000000
PA
USD
25923.29000000
0.019559637405
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDL3
10000.00000000
PA
USD
12700.23000000
0.009582575890
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBK4
15000.00000000
PA
USD
18891.16000000
0.014253755590
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q3J8
50576.40000000
PA
USD
54097.73000000
0.040817812217
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ47
36606.00000000
PA
USD
37999.13000000
0.028671098634
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155AE4
15000.00000000
PA
USD
17542.38000000
0.013236074280
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286AY3
25000.00000000
PA
USD
39389.82000000
0.029720401873
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
9.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLQ7
34502.84000000
PA
USD
39476.64000000
0.029785909288
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAN2
15000.00000000
PA
USD
16209.24000000
0.012230193660
Long
DBT
CORP
NO
N
2
2024-03-01
Fixed
3.70000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
20000.00000000
PA
USD
24971.92000000
0.018841809836
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
45000.00000000
PA
USD
45015.61000000
0.033965172213
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAQ5
10000.00000000
PA
USD
10817.83000000
0.008162267687
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HG1
50000.00000000
PA
USD
63340.22000000
0.047791454572
Long
DBT
CORP
US
N
2
2066-11-01
Fixed
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
10000.00000000
PA
USD
10850.43000000
0.008186865035
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
245000.00000000
PA
USD
244856.44000000
0.184749049324
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEG7
25000.00000000
PA
USD
31869.16000000
0.024045914466
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.37500000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBM0
20000.00000000
PA
USD
19244.78000000
0.014520568907
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2V3
99657.36000000
PA
USD
102580.58000000
0.077399085905
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YX2
400000.00000000
PA
USD
421093.75000000
0.317723601587
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AY6
20000.00000000
PA
USD
19876.78000000
0.014997425465
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBS35
295066.22000000
PA
USD
307423.12000000
0.231956852595
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHL6
25000.00000000
PA
USD
26581.43000000
0.020056217113
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.86400000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
15000.00000000
PA
USD
15489.51000000
0.011687143074
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.49700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
15000.00000000
PA
USD
15141.63000000
0.011424660702
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
60000.00000000
PA
USD
73678.13000000
0.055591613083
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAC5
20000.00000000
PA
USD
25613.74000000
0.019326075779
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.31500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
100000.00000000
PA
USD
104511.72000000
0.078856169407
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
10000.00000000
PA
USD
11149.98000000
0.008412881462
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZH6
195000.00000000
PA
USD
195327.54000000
0.147378510125
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
15000.00000000
PA
USD
17096.88000000
0.012899935678
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAV4
40000.00000000
PA
USD
40488.58000000
0.030549438125
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36400000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
50000.00000000
PA
USD
59063.86000000
0.044564855980
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
50000.00000000
PA
USD
56953.11000000
0.042972253164
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBP7
10000.00000000
PA
USD
9838.42000000
0.007423283381
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
10000.00000000
PA
USD
10573.83000000
0.007978164839
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
20000.00000000
PA
USD
23027.81000000
0.017374940211
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDQ1
50000.00000000
PA
USD
47338.43000000
0.035717786058
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBP5
310000.00000000
PA
USD
313681.25000000
0.236678736031
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
15000.00000000
PA
USD
19933.40000000
0.015040146380
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
UNITED AIRLINES 2012-1 A
N/A
United Airlines 2012-1 Class A Pass Through Trust
210795PZ7
15156.26000000
PA
USD
16057.36000000
0.012115597182
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
100000.00000000
PA
USD
104484.38000000
0.078835540834
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GU1
25000.00000000
PA
USD
25148.59000000
0.018975110862
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
180000.00000000
PA
USD
190420.31000000
0.143675907582
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAN4
10000.00000000
PA
USD
10030.67000000
0.007568339826
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
10000.00000000
PA
USD
11001.25000000
0.008300661721
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
20000.00000000
PA
USD
24017.85000000
0.018121945064
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
20000.00000000
PA
USD
21988.20000000
0.016590533809
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
20000.00000000
PA
USD
20684.37000000
0.015606768167
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
50000.00000000
PA
USD
52784.58000000
0.039827014449
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7YP8
71700.47000000
PA
USD
75177.93000000
0.056723241984
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05X7
30000.00000000
PA
USD
29747.85000000
0.022445343920
Long
DBT
USGSE
US
N
2
2025-08-25
Fixed
0.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAQ47
22611.03000000
PA
USD
23654.80000000
0.017848016625
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
2.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BX1
10000.00000000
PA
USD
12358.30000000
0.009324582911
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAC5
25000.00000000
PA
USD
26435.17000000
0.019945861036
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.12500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
40000.00000000
PA
USD
41824.45000000
0.031557378584
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030682
1025000.00000000
PA
USD
1072088.50000000
0.808912075852
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBC1
50000.00000000
PA
USD
53980.05000000
0.040729020318
Long
DBT
NUSS
MX
N
2
2023-10-02
Fixed
4.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
50000.00000000
PA
USD
60895.73000000
0.045947038294
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
40000.00000000
PA
USD
45434.08000000
0.034280916143
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FN FM3266 3 4/1/48
3140X6TY7
246681.20000000
PA
USD
263817.76000000
0.199055742029
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRQ7
19020.01000000
PA
USD
19853.32000000
0.014979724429
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B6XJ7
40000.00000000
PA
USD
43517.96000000
0.032835165530
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.52200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBS1
198905.82000000
PA
USD
196955.47000000
0.148606815657
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
15000.00000000
PA
USD
20130.25000000
0.015188673616
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CQ5
25000.00000000
PA
USD
24651.32000000
0.018599910766
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.30000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
10000.00000000
PA
USD
10175.43000000
0.007677564122
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXZ8
67079.47000000
PA
USD
70312.76000000
0.053052374547
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415VYB5
19359.38000000
PA
USD
22348.44000000
0.016862342047
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
10000.00000000
PA
USD
12743.88000000
0.009615510683
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.62500000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EV1
25000.00000000
PA
USD
31276.68000000
0.023598876533
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AG5
25000.00000000
PA
USD
37079.72000000
0.027977385521
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEN95
46683.55000000
PA
USD
47637.75000000
0.035943628946
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
10000.00000000
PA
USD
10102.05000000
0.007622197454
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
15000.00000000
PA
USD
16194.75000000
0.012219260667
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAX6
15000.00000000
PA
USD
17820.02000000
0.013445559177
Long
DBT
CORP
CA
N
2
2050-05-13
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7H6
24066.33000000
PA
USD
25387.51000000
0.019155380749
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAD6
33748.24000000
PA
USD
34488.87000000
0.026022537715
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.07300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZT0
23242.60000000
PA
USD
24575.34000000
0.018542582346
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AZ3
50000.00000000
PA
USD
54542.54000000
0.041153430200
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B4QB7
20000.00000000
PA
USD
22624.44000000
0.017070589531
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
3.14300000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDK2
25000.00000000
PA
USD
26965.57000000
0.020346058376
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
20000.00000000
PA
USD
31050.04000000
0.023427872150
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
50000.00000000
PA
USD
48450.28000000
0.036556698976
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
20000.00000000
PA
USD
21101.36000000
0.015921395408
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
40000.00000000
PA
USD
51116.79000000
0.038568633755
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
10000.00000000
PA
USD
11514.31000000
0.008687775686
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
50000.00000000
PA
USD
50723.18000000
0.038271647189
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
40000.00000000
PA
USD
42629.42000000
0.032164744444
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
20000.00000000
PA
USD
20739.40000000
0.015648289395
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
N/A
Wachovia Corp
929903AM4
35000.00000000
PA
USD
46281.56000000
0.034920356643
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2L73
48837.34000000
PA
USD
51205.94000000
0.038635899201
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
15000.00000000
PA
USD
16066.38000000
0.012122402952
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAU4
23968.58000000
PA
USD
25610.11000000
0.019323336872
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DE5
10000.00000000
PA
USD
11541.45000000
0.008708253355
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AG3
50000.00000000
PA
USD
52147.31000000
0.039346181571
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKAC3
160379.86000000
PA
USD
167096.31000000
0.126077486130
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9UT0
23958.42000000
PA
USD
24961.76000000
0.018834143914
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
10000.00000000
PA
USD
9811.67000000
0.007403099974
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
145000.00000000
PA
USD
144603.52000000
0.109106229139
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
10000.00000000
PA
USD
9905.62000000
0.007473987116
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032688
450000.00000000
PA
USD
472545.00000000
0.356544592059
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
25000.00000000
PA
USD
29130.91000000
0.021979850431
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
50000.00000000
PA
USD
49422.87000000
0.037290537456
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
135000.00000000
PA
USD
133207.03000000
0.100507350984
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAX9
35000.00000000
PA
USD
34571.59000000
0.026084951599
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
15000.00000000
PA
USD
15708.52000000
0.011852390471
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAA0
45000.00000000
PA
USD
47269.05000000
0.035665437470
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.37500000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
25000.00000000
PA
USD
27234.42000000
0.020548911043
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8CX3
93500.73000000
PA
USD
95411.87000000
0.071990151767
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AZ6
3000.00000000
PA
USD
3285.85000000
0.002479239115
Long
DBT
CORP
US
N
2
2051-05-10
Fixed
3.65000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
25000.00000000
PA
USD
27032.41000000
0.020396490484
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
50000.00000000
PA
USD
57845.82000000
0.043645820597
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPF3
26146.47000000
PA
USD
27737.58000000
0.020928555260
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QL5
34000.00000000
PA
USD
48189.69000000
0.036360078643
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AEQ3
50000.00000000
PA
USD
51168.75000000
0.038607838607
Long
DBT
NUSS
CA
N
2
2022-10-03
Fixed
2.20000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DD9
20000.00000000
PA
USD
19690.08000000
0.014856556605
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00000000
N
N
N
N
N
N
MAXIM INTEGRATED PRODUCT
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772KAB7
110000.00000000
PA
USD
114394.15000000
0.086312659208
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EB5
10000.00000000
PA
USD
12185.69000000
0.009194345236
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAJ4
65000.00000000
PA
USD
81928.77000000
0.061816884905
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286F2
60000.00000000
PA
USD
65053.13000000
0.049083879203
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAF4
10000.00000000
PA
USD
10624.17000000
0.008016147369
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEN87
55201.56000000
PA
USD
56329.87000000
0.042502006200
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFV1
10000.00000000
PA
USD
9671.01000000
0.007296969209
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAJ5
10000.00000000
PA
USD
10990.26000000
0.008292369548
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
BAPTIST HEALTHCARE
N/A
Baptist Healthcare System Obligated Group
06684QAB8
25000.00000000
PA
USD
27935.50000000
0.021077889833
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.54000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DC9
50000.00000000
PA
USD
57053.61000000
0.043048082411
Long
DBT
NUSS
N/A
N
2
2028-09-18
Fixed
3.12500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
20000.00000000
PA
USD
19933.61000000
0.015040304829
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
180000.00000000
PA
USD
198871.88000000
0.150052785082
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEGF7
21144.27000000
PA
USD
22563.27000000
0.017024435551
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ABT4
21575.49000000
PA
USD
23214.89000000
0.017516095789
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
30000.00000000
PA
USD
27345.22000000
0.020632511844
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EL3
50000.00000000
PA
USD
52881.33000000
0.039900014247
Long
DBT
NUSS
N/A
N
2
2024-01-30
Fixed
2.62500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BJ7
25000.00000000
PA
USD
27133.21000000
0.020472546087
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCG4
215000.00000000
PA
USD
214512.89000000
0.161854237916
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JH8
25000.00000000
PA
USD
24984.96000000
0.018851648775
Long
DBT
CORP
DE
N
2
2023-10-19
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
74573.30000000
PA
USD
82445.21000000
0.062206549147
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
250000.00000000
PA
USD
222734.38000000
0.168057515484
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AH4
10000.00000000
PA
USD
13363.85000000
0.010083290367
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.05000000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAB3
25000.00000000
PA
USD
25987.21000000
0.019607866315
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
2.33800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7JT7
20326.74000000
PA
USD
21301.40000000
0.016072329562
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
10000.00000000
PA
USD
14068.19000000
0.010614728892
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
200000.00000000
PA
USD
217984.38000000
0.164473546101
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.87500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKUP9
30000.00000000
PA
USD
35075.11000000
0.026464867444
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Fixed
3.77100000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABD4
25000.00000000
PA
USD
27180.72000000
0.020508393326
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBS4
50000.00000000
PA
USD
50146.38000000
0.037836440128
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
0.65300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912828YA2
220000.00000000
PA
USD
223222.66000000
0.168425932446
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
50000.00000000
PA
USD
55393.98000000
0.041795858598
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUE0
42108.80000000
PA
USD
44127.91000000
0.033295384924
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHV5
85000.00000000
PA
USD
118192.44000000
0.089178544486
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAQ5
55000.00000000
PA
USD
49239.94000000
0.037152513136
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
10000.00000000
PA
USD
10915.33000000
0.008235833374
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBJ3
40000.00000000
PA
USD
42852.40000000
0.032332987285
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.21500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
573576.96000000
PA
USD
585304.34000000
0.441623754638
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5DS1
13798.74000000
PA
USD
14638.13000000
0.011044759947
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QN1
45000.00000000
PA
USD
67788.28000000
0.051147604226
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
25000.00000000
PA
USD
34678.18000000
0.026165375872
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
40000.00000000
PA
USD
43453.80000000
0.032786755535
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
10000.00000000
PA
USD
10382.62000000
0.007833893094
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
20000.00000000
PA
USD
19591.93000000
0.014782500480
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFH2
30000.00000000
PA
USD
30201.83000000
0.022787880851
Long
DBT
NUSS
CA
N
2
2031-02-25
Fixed
1.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QU5
55000.00000000
PA
USD
67632.81000000
0.051030299021
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAZ9
35000.00000000
PA
USD
42478.68000000
0.032051008119
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
3.95000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAF7
20000.00000000
PA
USD
23688.75000000
0.017873632574
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ER5
15000.00000000
PA
USD
18155.75000000
0.013698874133
Long
DBT
CORP
US
N
2
2067-09-15
Fixed
4.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
50000.00000000
PA
USD
52159.52000000
0.039355394259
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.10900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
450000.00000000
PA
USD
458736.33000000
0.346125676163
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531GAB7
20000.00000000
PA
USD
23010.61000000
0.017361962470
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.87500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAL6
25000.00000000
PA
USD
26083.42000000
0.019680458672
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
15000.00000000
PA
USD
17475.48000000
0.013185596901
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
96882.05000000
PA
USD
98862.30000000
0.074593569762
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
50000.00000000
PA
USD
54994.31000000
0.041494299642
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCL3
290000.00000000
PA
USD
290249.22000000
0.218998803797
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8YL5
143967.77000000
PA
USD
146910.45000000
0.110846853663
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
10000.00000000
PA
USD
11149.78000000
0.008412730558
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
125000.00000000
PA
USD
138402.50000000
0.104427436334
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FY7
30000.00000000
PA
USD
33812.98000000
0.025512565280
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSK7
168320.84000000
PA
USD
178558.15000000
0.134725672159
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
4.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAU9
20000.00000000
PA
USD
21248.98000000
0.016032777631
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
2.90000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
10000.00000000
PA
USD
14657.56000000
0.011059420268
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
200000.00000000
PA
USD
212562.50000000
0.160382629907
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
31000.00000000
PA
USD
32097.37000000
0.024218103445
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QA3Y4
14621.99000000
PA
USD
15764.60000000
0.011894703945
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
30000.00000000
PA
USD
37730.68000000
0.028468547775
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S92
100000.00000000
PA
USD
102121.09000000
0.077052391570
Long
DBT
UST
US
N
2
2023-07-31
Fixed
1.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBC9
22000.00000000
PA
USD
23195.82000000
0.017501707095
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
2.62500000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
20000.00000000
PA
USD
23848.40000000
0.017994091672
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
41000.00000000
PA
USD
44072.46000000
0.033253546798
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CC5
45000.00000000
PA
USD
44599.89000000
0.033651503213
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.05000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CW4
20000.00000000
PA
USD
19662.44000000
0.014835701676
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWC69
23819.96000000
PA
USD
25024.79000000
0.018881701302
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLM2
12938.42000000
PA
USD
13641.80000000
0.010293009165
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BK3
25000.00000000
PA
USD
32548.14000000
0.024558218367
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AQ7
40000.00000000
PA
USD
47746.67000000
0.036025811250
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
115000.00000000
PA
USD
121610.49000000
0.091757531128
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.87500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
10000.00000000
PA
USD
11129.56000000
0.008397474166
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896517AB5
45000.00000000
PA
USD
45578.87000000
0.034390163075
Long
DBT
CORP
US
N
2
2040-12-01
Fixed
2.63200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
15000.00000000
PA
USD
17677.16000000
0.013337768468
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AV4
50000.00000000
PA
USD
55287.81000000
0.041715751224
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
150000.00000000
PA
USD
185048.34000000
0.139622649475
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QEK2
70000.00000000
PA
USD
86607.19000000
0.065346845756
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.70000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
50000.00000000
PA
USD
52710.62000000
0.039771210160
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDV1
15000.00000000
PA
USD
18395.77000000
0.013879973992
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
75000.00000000
PA
USD
109759.40000000
0.082815648240
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L24
200000.00000000
PA
USD
203851.56000000
0.153810052589
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.87500000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXP-IMP BK KOR 0.625 6/24
302154DH9
200000.00000000
PA
USD
200700.12000000
0.151432228489
Long
DBT
NUSS
KR
N
2
2024-06-29
Fixed
0.62500000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AQ1
65000.00000000
PA
USD
65113.90000000
0.049129731375
Long
DBT
NUSS
CA
N
2
2027-05-21
Fixed
1.05000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BL1
40000.00000000
PA
USD
44795.77000000
0.033799298565
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040681
-275000.00000000
PA
USD
-290669.50000000
-0.21931591340
Short
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
20000.00000000
PA
USD
20438.81000000
0.015421488268
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BD7
25000.00000000
PA
USD
25861.86000000
0.019513287250
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5K9
112743.77000000
PA
USD
118867.61000000
0.089687973667
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACHY9
97359.75000000
PA
USD
108670.86000000
0.081994323180
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
50000.00000000
PA
USD
52999.12000000
0.039988889142
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHGD8
45050.78000000
PA
USD
53129.93000000
0.040087587886
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAU5
27000.00000000
PA
USD
35257.89000000
0.026602778585
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FP8
105000.00000000
PA
USD
144932.81000000
0.109354684987
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DC1
35000.00000000
PA
USD
34183.19000000
0.025791896081
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKUK9
59311.53000000
PA
USD
63692.73000000
0.048057430371
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
100000.00000000
PA
USD
128531.25000000
0.096979382065
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FZ1
20000.00000000
PA
USD
19400.84000000
0.014638319278
Long
DBT
CORP
US
N
2
2060-12-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
65000.00000000
PA
USD
74805.92000000
0.056442553047
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
100000.00000000
PA
USD
132578.13000000
0.100032833437
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
316000.00000000
PA
USD
389815.63000000
0.294123638545
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
20000.00000000
PA
USD
20594.99000000
0.015539329181
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BN9
50000.00000000
PA
USD
51120.56000000
0.038571478295
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
50000.00000000
PA
USD
48840.07000000
0.036850803276
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ALQC5
73685.66000000
PA
USD
76853.07000000
0.057987168400
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EH2
50000.00000000
PA
USD
52081.43000000
0.039296473802
Long
DBT
NUSS
N/A
N
2
2023-03-17
Fixed
2.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AB2
40000.00000000
PA
USD
46028.99000000
0.034729787559
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
50000.00000000
PA
USD
54399.02000000
0.041045141508
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YW4
100000.00000000
PA
USD
102066.41000000
0.077011134423
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.62500000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAQ2
10000.00000000
PA
USD
11280.52000000
0.008511376486
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.45500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFP4
24344.37000000
PA
USD
26094.87000000
0.019689097925
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BE8
22000.00000000
PA
USD
29169.05000000
0.022008627819
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2018-CX11 Commercial Mortgage Trust
12652UAT6
50000.00000000
PA
USD
55849.06000000
0.042139225501
Long
ABS-MBS
CORP
US
N
2
2051-04-15
Fixed
3.76590000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
25000.00000000
PA
USD
26940.41000000
0.020327074656
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AR5
20000.00000000
PA
USD
22545.35000000
0.017010914555
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.90000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DN5
16000.00000000
PA
USD
17167.58000000
0.012953280233
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
2.37500000
N
N
N
N
N
N
COMMUNITY HEALTH NETWORK
N/A
Community Health Network Inc
20369EAE2
15000.00000000
PA
USD
15512.47000000
0.011704466850
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.09900000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
45000.00000000
PA
USD
47958.16000000
0.036185384657
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAC3
40000.00000000
PA
USD
42158.69000000
0.031809569306
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
630000.00000000
PA
USD
624881.25000000
0.471485319634
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
20000.00000000
PA
USD
22006.33000000
0.016604213254
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5D36
16231.21000000
PA
USD
17412.74000000
0.013138258324
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
100000.00000000
PA
USD
104203.13000000
0.078623332121
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YG9
100000.00000000
PA
USD
104585.94000000
0.078912169872
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
61265.02000000
PA
USD
64628.31000000
0.048763344071
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCT7
25000.00000000
PA
USD
28153.83000000
0.021242624156
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.12500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVD8
20000.00000000
PA
USD
21368.08000000
0.016122640947
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLW3
123517.21000000
PA
USD
126042.65000000
0.095101683916
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
145708.39000000
PA
USD
154955.92000000
0.116917320643
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CG1
11000.00000000
PA
USD
11440.29000000
0.008631926125
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
15000.00000000
PA
USD
15221.39000000
0.011484841206
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
150000.00000000
PA
USD
158085.94000000
0.119278982927
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
50000.00000000
PA
USD
56310.66000000
0.042487511873
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
365000.00000000
PA
USD
362319.53000000
0.273377284743
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AK4
20000.00000000
PA
USD
21240.26000000
0.016026198218
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
15000.00000000
PA
USD
19898.29000000
0.015013655187
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAH1
70000.00000000
PA
USD
91970.06000000
0.069393237732
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AV9
100000.00000000
PA
USD
110080.49000000
0.083057917025
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THG3
20000.00000000
PA
USD
19986.14000000
0.015079939758
Long
DBT
CORP
US
N
2
2027-08-13
Fixed
1.15000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
5000.00000000
PA
USD
4948.69000000
0.003733884936
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BC2
45000.00000000
PA
USD
50980.86000000
0.038466071869
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.58400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282W9
275000.00000000
PA
USD
280661.13000000
0.211764399375
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.87500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058DX8
20000.00000000
PA
USD
21330.88000000
0.016094572808
Long
DBT
NUSS
N/A
N
2
2024-11-25
Fixed
2.50000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AD0
50000.00000000
PA
USD
54658.35000000
0.041240811146
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
10000.00000000
PA
USD
10676.48000000
0.008055616303
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAQ5
10000.00000000
PA
USD
10491.76000000
0.007916241393
Long
DBT
CORP
US
N
2
2023-03-19
Fixed
3.70000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
54000.00000000
PA
USD
60354.34000000
0.045538548782
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
TELEDYNE FLIR LLC
5493000HDPX16EHNN346
Teledyne FLIR LLC
302445AE1
25000.00000000
PA
USD
25746.60000000
0.019426321289
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CJ2
25000.00000000
PA
USD
26678.11000000
0.020129164094
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
117000.00000000
PA
USD
135939.38000000
0.102568963351
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
20000.00000000
PA
USD
21598.42000000
0.016296437054
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6Q3
19610.51000000
PA
USD
20011.35000000
0.015098961204
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8AT4
22719.36000000
PA
USD
23584.00000000
0.017794596618
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
30000.00000000
PA
USD
39553.27000000
0.029843728146
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAK3
20000.00000000
PA
USD
19584.58000000
0.014776954759
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283P3
125000.00000000
PA
USD
132695.31000000
0.100121248076
Long
DBT
UST
US
N
2
2024-12-31
Fixed
2.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
10000.00000000
PA
USD
11579.05000000
0.008736623302
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
50000.00000000
PA
USD
53252.41000000
0.040180001480
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
78009PEH0
50000.00000000
PA
USD
59920.05000000
0.045210868347
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.07600000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
25000.00000000
PA
USD
27248.10000000
0.020559232874
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.11900000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814DC4
25000.00000000
PA
USD
38022.06000000
0.028688399775
Long
DBT
NUSS
CA
N
2
2029-12-01
Fixed
8.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HT3
10000.00000000
PA
USD
9344.27000000
0.007050437387
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
200000.00000000
PA
USD
200031.25000000
0.150927552784
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAC2
10000.00000000
PA
USD
10836.31000000
0.008176211214
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.21800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT50
321346.48000000
PA
USD
350939.09000000
0.264790516631
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
50000.00000000
PA
USD
49203.68000000
0.037125154246
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CBD5
10000.00000000
PA
USD
13350.42000000
0.010073157165
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.85000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
30000.00000000
PA
USD
31656.32000000
0.023885322457
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JG2
5000.00000000
PA
USD
4939.40000000
0.003726875446
Long
DBT
NUSS
N/A
N
2
2025-12-15
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
150000.00000000
PA
USD
157089.84000000
0.118527405685
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAG3
10000.00000000
PA
USD
10644.79000000
0.008031705569
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.20000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
20000.00000000
PA
USD
21304.15000000
0.016074404492
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCN9
300000.00000000
PA
USD
299619.14000000
0.226068594619
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
75000.00000000
PA
USD
91371.09000000
0.068941302965
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
50000.00000000
PA
USD
54049.74000000
0.040781602808
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCD5
84919.84000000
PA
USD
92045.78000000
0.069450369977
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020683
1275000.00000000
PA
USD
1305702.00000000
0.985178103547
Long
ABS-MBS
USGA
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEA28
110906.91000000
PA
USD
115551.51000000
0.087185910325
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
25000.00000000
PA
USD
27567.61000000
0.020800309518
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEW8
45000.00000000
PA
USD
45013.68000000
0.033963715990
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
255000.00000000
PA
USD
274204.69000000
0.206892887104
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
50000.00000000
PA
USD
54671.62000000
0.041250823625
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
3.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2C0
20000.00000000
PA
USD
20537.09000000
0.015495642480
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.45000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AF2
50000.00000000
PA
USD
53522.98000000
0.040384151921
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
130000.00000000
PA
USD
133250.00000000
0.100539772702
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
5000.00000000
PA
USD
5042.10000000
0.003804364637
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
20000.00000000
PA
USD
20990.25000000
0.015837560705
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQU7
50268.44000000
PA
USD
53150.86000000
0.040103379987
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELGL1
28813.94000000
PA
USD
30348.44000000
0.022898501009
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5EL5
245679.89000000
PA
USD
267022.73000000
0.201473955577
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BP8
40000.00000000
PA
USD
42696.73000000
0.032215531177
Long
DBT
CORP
DE
N
2
2025-06-10
Fixed
2.37500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JR3
100000.00000000
PA
USD
110582.63000000
0.083436791632
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
3.30000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAH7
10000.00000000
PA
USD
12128.55000000
0.009151231971
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
75000.00000000
PA
USD
88730.24000000
0.066948729166
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8EP8
45134.06000000
PA
USD
46851.74000000
0.035350568782
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
US TREASURY B 7.125 02/23
912810EP9
200000.00000000
PA
USD
221289.06000000
0.166966992825
Long
DBT
UST
US
N
2
2023-02-15
Fixed
7.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZG0
49364.60000000
PA
USD
49706.85000000
0.037504806009
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
80000.00000000
PA
USD
112337.50000000
0.084760875917
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
25000.00000000
PA
USD
24567.84000000
0.018536923447
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
45000.00000000
PA
USD
47795.82000000
0.036062895902
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
25000.00000000
PA
USD
29900.30000000
0.022560370474
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
25000.00000000
PA
USD
27924.79000000
0.021069808925
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BU7
50000.00000000
PA
USD
53211.86000000
0.040149405699
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DQ8
50000.00000000
PA
USD
48157.33000000
0.036335662380
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
5000.00000000
PA
USD
5325.01000000
0.004017825853
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
200000.00000000
PA
USD
211125.00000000
0.159298007593
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
30000.00000000
PA
USD
37609.93000000
0.028377439501
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CY4
10000.00000000
PA
USD
9751.21000000
0.007357481703
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRA2
44347.99000000
PA
USD
47046.72000000
0.035497685067
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAA2
20000.00000000
PA
USD
25117.54000000
0.018951683020
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAG2
10000.00000000
PA
USD
9032.33000000
0.006815072459
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
10000.00000000
PA
USD
12437.63000000
0.009384438973
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
265000.00000000
PA
USD
325618.75000000
0.245685816981
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG1 Mortgage Trust
08162LAF7
50000.00000000
PA
USD
53518.77000000
0.040380975393
Long
ABS-MBS
CORP
US
N
2
2043-09-15
Variable
2.90860000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
15000.00000000
PA
USD
17340.54000000
0.013083781989
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
30000.00000000
PA
USD
33843.66000000
0.025535713949
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDN7
11331.59000000
PA
USD
11864.87000000
0.008952280172
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN WATER CAP CORP
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAD7
40000.00000000
PA
USD
60704.10000000
0.045802449652
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.59300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
150000.00000000
PA
USD
199687.50000000
0.150668186578
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
21000.00000000
PA
USD
21451.17000000
0.016185334003
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
25000.00000000
PA
USD
26817.12000000
0.020234049901
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
10000.00000000
PA
USD
11147.94000000
0.008411342241
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
50000.00000000
PA
USD
50963.17000000
0.038452724412
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
40000.00000000
PA
USD
45113.43000000
0.034038979347
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FM5
105000.00000000
PA
USD
150133.59000000
0.113278776838
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABL6
20000.00000000
PA
USD
21850.46000000
0.016486606242
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
20000.00000000
PA
USD
28100.00000000
0.021202008352
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAW5
20000.00000000
PA
USD
28823.24000000
0.021747707303
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56J6
22259.17000000
PA
USD
22714.09000000
0.017138232238
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
1.50000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
40000.00000000
PA
USD
52832.19000000
0.039862937140
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
83012AAA7
50000.00000000
PA
USD
50906.00000000
0.038409588511
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.50000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAY7
75000.00000000
PA
USD
82151.15000000
0.061984675033
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.87500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JM7
150000.00000000
PA
USD
149678.26000000
0.112935221305
Long
DBT
CORP
DE
N
2
2024-03-08
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AD2
98189.47000000
PA
USD
103211.97000000
0.077875482206
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
25000.00000000
PA
USD
24742.33000000
0.018668579619
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
50000.00000000
PA
USD
53085.51000000
0.040054072114
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
10000.00000000
PA
USD
9855.30000000
0.007436019676
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AP60
30736.51000000
PA
USD
33300.89000000
0.025126183200
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLN4
28053.90000000
PA
USD
31015.25000000
0.023401622403
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCYY6
135293.90000000
PA
USD
141855.63000000
0.107032891533
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785GS9
50000.00000000
PA
USD
52374.88000000
0.039517887658
Long
DBT
CORP
N/A
N
2
2025-02-10
Fixed
1.87500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CU0
15000.00000000
PA
USD
15899.82000000
0.011996730122
Long
DBT
NUSS
N/A
N
2
2026-06-02
Fixed
2.00000000
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
40000.00000000
PA
USD
42580.31000000
0.032127689973
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAL5
50000.00000000
PA
USD
53133.88000000
0.040090568240
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
62337.87000000
PA
USD
65760.05000000
0.049617264389
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAC4
10000.00000000
PA
USD
11892.24000000
0.008972931381
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.61000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFN5
10000.00000000
PA
USD
10727.73000000
0.008094285447
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.12500000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
20000.00000000
PA
USD
22303.70000000
0.016828584828
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
527288BE3
25000.00000000
PA
USD
26774.66000000
0.020202012987
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4U1
218276.75000000
PA
USD
223676.02000000
0.168768001575
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAJ8
25000.00000000
PA
USD
30420.04000000
0.022952524631
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.87500000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
20000.00000000
PA
USD
27677.09000000
0.020882914354
Long
DBT
CORP
US
N
2
2045-10-15
Variable
6.35000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BG7
25000.00000000
PA
USD
26768.67000000
0.020197493413
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
3.37500000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAK5
30000.00000000
PA
USD
35670.39000000
0.026914018032
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
20000.00000000
PA
USD
29904.46000000
0.022563509277
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBP7
197450.24000000
PA
USD
201487.32000000
0.152026186531
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
45000.00000000
PA
USD
45937.88000000
0.034661043254
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
50000.00000000
PA
USD
62475.94000000
0.047139338138
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAQ9
20000.00000000
PA
USD
23304.55000000
0.017583746040
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417B6F9
23957.88000000
PA
USD
25947.96000000
0.019578251410
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0BT4
150000.00000000
PA
USD
196886.00000000
0.148554399162
Long
DBT
NUSS
N/A
N
2
2041-10-28
Fixed
3.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
10000.00000000
PA
USD
11298.38000000
0.008524852210
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
20000.00000000
PA
USD
21609.40000000
0.016304721682
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JA2
50000.00000000
PA
USD
50385.90000000
0.038017162727
Long
DBT
NUSS
N/A
N
2
2025-03-11
Fixed
0.75000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
40000.00000000
PA
USD
46935.46000000
0.035413737186
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
20000.00000000
PA
USD
20361.24000000
0.015362960161
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
10000.00000000
PA
USD
12194.55000000
0.009201030283
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JP3
10000.00000000
PA
USD
10262.33000000
0.007743131899
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAB4
40000.00000000
PA
USD
40883.71000000
0.030847571562
Long
DBT
NUSS
CA
N
2
2022-10-23
Fixed
2.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AQ9
40000.00000000
PA
USD
47086.38000000
0.035527609325
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAF6
5000.00000000
PA
USD
6807.98000000
0.005136756185
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
75000.00000000
PA
USD
78017.66000000
0.058865874695
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
250000.00000000
PA
USD
253828.13000000
0.191518367698
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012486
600000.00000000
PA
USD
611526.00000000
0.461408518138
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Fixed
1.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JG9
75000.00000000
PA
USD
71863.42000000
0.054222378329
Long
DBT
NUSS
N/A
N
2
2030-08-26
Fixed
0.75000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHX1
175000.00000000
PA
USD
184393.68000000
0.139128695497
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTW0
42913.31000000
PA
USD
44624.57000000
0.033670124763
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55A6
53876.64000000
PA
USD
56784.59000000
0.042845101475
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYS83
11125.90000000
PA
USD
11613.35000000
0.008762503334
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
230000.00000000
PA
USD
230000.00000000
0.173539570143
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BA3
10000.00000000
PA
USD
10318.24000000
0.007785317105
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2E40
92517.47000000
PA
USD
98497.78000000
0.074318532179
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967AR2
100000.00000000
PA
USD
129286.61000000
0.097549316194
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
25000.00000000
PA
USD
31105.20000000
0.023469491466
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AU3
47000.00000000
PA
USD
51080.68000000
0.038541388042
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7FZ6
41005.40000000
PA
USD
45894.36000000
0.034628206549
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BN1
40000.00000000
PA
USD
45300.11000000
0.034179833116
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5JV6
93350.48000000
PA
USD
97877.96000000
0.073850865673
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CF7
61000.00000000
PA
USD
59138.94000000
0.044621505331
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZN3
335000.00000000
PA
USD
329111.33000000
0.248321037989
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMES0
62489.87000000
PA
USD
66029.77000000
0.049820773489
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBW7
20000.00000000
PA
USD
29678.60000000
0.022393093419
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.80000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DD5
50000.00000000
PA
USD
55420.16000000
0.041815611929
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCZ7
10000.00000000
PA
USD
10203.72000000
0.007698909489
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.70000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAS3
10000.00000000
PA
USD
9618.46000000
0.007257319190
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
15000.00000000
PA
USD
17594.76000000
0.013275596031
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AX7
20000.00000000
PA
USD
20259.55000000
0.015286233036
Long
DBT
CORP
US
N
2
2051-05-18
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828UN8
115000.00000000
PA
USD
118274.80000000
0.089240686742
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.00000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AT5
15000.00000000
PA
USD
15176.24000000
0.011450774634
Long
DBT
NUSS
CA
N
2
2026-04-14
Fixed
1.05000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EZ2
25000.00000000
PA
USD
25658.99000000
0.019360217804
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DB8
46748.99000000
PA
USD
48528.13000000
0.036615438348
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
20000.00000000
PA
USD
21291.41000000
0.016064791909
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEQ8
80000.00000000
PA
USD
80330.82000000
0.060611199878
Long
DBT
USGSE
US
N
2
2023-04-20
Fixed
0.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5KX0
110446.78000000
PA
USD
116906.03000000
0.088207922580
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CC8
96000.00000000
PA
USD
99368.28000000
0.074975341726
Long
DBT
NUSS
ID
N
2
2023-01-11
Fixed
2.95000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
50000.00000000
PA
USD
58210.28000000
0.043920812909
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
35000.00000000
PA
USD
41546.03000000
0.031347305162
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
72000.00000000
PA
USD
83666.25000000
0.063127848089
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448BZ3
10000.00000000
PA
USD
14969.31000000
0.011294641838
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
50000.00000000
PA
USD
54312.83000000
0.040980109441
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874AZ0
50000.00000000
PA
USD
71009.54000000
0.053578108903
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBN5
10000.00000000
PA
USD
12249.12000000
0.009242204432
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY22
97911.97000000
PA
USD
99845.96000000
0.075335760778
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
1.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJX9
20000.00000000
PA
USD
21685.61000000
0.016362223642
Long
DBT
CORP
US
N
2
2024-05-13
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYU9
39065.41000000
PA
USD
43259.66000000
0.032640273047
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
4.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
40000.00000000
PA
USD
39137.38000000
0.029529930877
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
15000.00000000
PA
USD
17254.63000000
0.013018961187
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UL7
25000.00000000
PA
USD
26470.48000000
0.019972503133
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X47B6
145272.07000000
PA
USD
152317.74000000
0.114926761412
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JE4
150000.00000000
PA
USD
148676.33000000
0.112179245211
Long
DBT
NUSS
N/A
N
2
2025-07-28
Fixed
0.37500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDR9
20000.00000000
PA
USD
20039.43000000
0.015120148122
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
22724.18000000
PA
USD
23971.68000000
0.018087108881
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAZ3
30000.00000000
PA
USD
33446.11000000
0.025235754575
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.58800000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AD6
15000.00000000
PA
USD
15548.56000000
0.011731697472
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21100000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AG7
25000.00000000
PA
USD
27838.89000000
0.021004995669
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.37500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
150000.00000000
PA
USD
162592.53000000
0.122679294629
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
5000.00000000
PA
USD
5163.47000000
0.003895940714
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
40000.00000000
PA
USD
39911.37000000
0.030113921711
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDLW2
157325.51000000
PA
USD
166899.33000000
0.125928860806
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
68445.72000000
PA
USD
73428.13000000
0.055402983115
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EN8
50000.00000000
PA
USD
50907.81000000
0.038410954192
Long
DBT
USGA
US
N
2
2022-08-15
Fixed
1.87500000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DB7
25000.00000000
PA
USD
27472.96000000
0.020728894212
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3XY1
25000.00000000
PA
USD
28969.12000000
0.021857776661
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.55445400
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AX8
30000.00000000
PA
USD
33161.78000000
0.025021221940
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.15000000
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410AH1
40000.00000000
PA
USD
45213.80000000
0.034114710506
Long
DBT
NUSS
IT
N
2
2023-09-27
Fixed
6.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
10000.00000000
PA
USD
12180.78000000
0.009190640544
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
25000.00000000
PA
USD
27741.99000000
0.020931882693
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
225000.00000000
PA
USD
218777.34000000
0.165071850177
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.37500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
25000.00000000
PA
USD
25833.34000000
0.019491768343
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AC1
50000.00000000
PA
USD
58688.42000000
0.044281579040
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.32500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
25000.00000000
PA
USD
28112.84000000
0.021211696387
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKK31
24167.10000000
PA
USD
24644.46000000
0.018594734760
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
50000.00000000
PA
USD
64201.38000000
0.048441216903
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
605000.00000000
PA
USD
641725.39000000
0.484194557960
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
20000.00000000
PA
USD
20449.22000000
0.015429342819
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
20000.00000000
PA
USD
24592.07000000
0.018555205464
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAX5
50000.00000000
PA
USD
46244.92000000
0.034892711035
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7TZ2
29095.93000000
PA
USD
31337.08000000
0.023644449533
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBG6
10000.00000000
PA
USD
12701.52000000
0.009583549221
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HG4
175082.39000000
PA
USD
187245.09000000
0.141280141000
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ET1
20000.00000000
PA
USD
23229.83000000
0.017527368316
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B3 Mortgage Trust
08161BAW3
175000.00000000
PA
USD
187441.17000000
0.141428087256
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Fixed
3.74600000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
24000.00000000
PA
USD
25794.97000000
0.019462817415
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EC3
40000.00000000
PA
USD
42891.13000000
0.032362209839
Long
DBT
CORP
AU
N
2
2024-02-26
Fixed
3.30000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BK7
25000.00000000
PA
USD
27487.45000000
0.020739827205
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVM3
25000.00000000
PA
USD
27093.66000000
0.020442704826
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9D40
128806.67000000
PA
USD
137497.71000000
0.103744754300
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AL8
50000.00000000
PA
USD
61394.17000000
0.046323121178
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.10000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBA2
10000.00000000
PA
USD
10853.30000000
0.008189030507
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Fixed
3.75200000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
45000.00000000
PA
USD
47547.54000000
0.035875563708
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
30000.00000000
PA
USD
36073.72000000
0.027218338531
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
10000.00000000
PA
USD
10324.43000000
0.007789987583
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
30000.00000000
PA
USD
30811.12000000
0.023247602262
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
35000.00000000
PA
USD
42320.71000000
0.031931816615
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VA6
88713.76000000
PA
USD
93595.67000000
0.070619792778
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZU9
24851.84000000
PA
USD
24608.16000000
0.018567345688
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
10000.00000000
PA
USD
13120.38000000
0.009899587414
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
15000.00000000
PA
USD
19236.17000000
0.014514072491
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F050684
200000.00000000
PA
USD
218752.00000000
0.165052730643
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
5.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAN0
40000.00000000
PA
USD
44374.74000000
0.033481623064
Long
DBT
CORP
JP
N
2
2027-01-11
Fixed
3.44600000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
45000.00000000
PA
USD
45556.89000000
0.034373578729
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
10000.00000000
PA
USD
11241.37000000
0.008481837033
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECF6
55000.00000000
PA
USD
58771.14000000
0.044343992923
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
55000.00000000
PA
USD
53679.91000000
0.040502558725
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKNV3
24744.70000000
PA
USD
26318.13000000
0.019857552031
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
25000.00000000
PA
USD
24772.43000000
0.018691290667
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ70
60482.33000000
PA
USD
61718.58000000
0.046567894969
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EK5
50000.00000000
PA
USD
52804.64000000
0.039842150118
Long
DBT
CORP
US
N
2
2023-06-26
Fixed
3.40000000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHP0
60000.00000000
PA
USD
61113.15000000
0.046111086004
Long
DBT
NUSS
CA
N
2
2023-02-24
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMF4
28074.56000000
PA
USD
29782.06000000
0.022471156045
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
200000.00000000
PA
USD
209343.75000000
0.157954019075
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAF1
30000.00000000
PA
USD
41644.57000000
0.031421655550
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
10000.00000000
PA
USD
11103.50000000
0.008377811378
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
10000.00000000
PA
USD
11344.04000000
0.008559303588
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ73
15908.55000000
PA
USD
17066.73000000
0.012877186904
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AV1
25000.00000000
PA
USD
25969.42000000
0.019594443407
Long
DBT
CORP
US
N
2
2027-03-12
Fixed
2.00000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
20000.00000000
PA
USD
20795.51000000
0.015690625505
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
1.75000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEV7
54000.00000000
PA
USD
54048.75000000
0.040780855833
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.25000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2J5
60000.00000000
PA
USD
60013.54000000
0.045281408410
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
50000.00000000
PA
USD
56886.17000000
0.042921745604
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6Q38
114795.26000000
PA
USD
124330.79000000
0.093810051531
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
15000.00000000
PA
USD
15917.91000000
0.012010379386
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AW9
50000.00000000
PA
USD
57986.60000000
0.043752041904
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
10000.00000000
PA
USD
11430.12000000
0.008624252658
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
428236BR3
35000.00000000
PA
USD
46255.33000000
0.034900565587
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBB8
35000.00000000
PA
USD
46914.16000000
0.035397665913
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.25000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
30000.00000000
PA
USD
37077.09000000
0.027975401133
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSG1
38959.14000000
PA
USD
41257.52000000
0.031129618634
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
10000.00000000
PA
USD
10274.13000000
0.007752035233
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BK2
10000.00000000
PA
USD
11596.99000000
0.008750159389
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BL4
45000.00000000
PA
USD
61933.67000000
0.046730184648
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAG1
25000.00000000
PA
USD
27403.26000000
0.020676304177
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBG8
20000.00000000
PA
USD
23159.93000000
0.017474627377
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV90
89184.57000000
PA
USD
93537.05000000
0.070575562823
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.00000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AG1
10000.00000000
PA
USD
10706.56000000
0.008078312261
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.85000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAU4
40000.00000000
PA
USD
43429.44000000
0.032768375431
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGGZ1
91753.51000000
PA
USD
99724.37000000
0.075244018707
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
20000.00000000
PA
USD
22856.57000000
0.017245736229
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAP0
25000.00000000
PA
USD
26164.97000000
0.019741989767
Long
DBT
CORP
GB
N
2
2032-03-15
Fixed
2.89600000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
15000.00000000
PA
USD
15927.93000000
0.012017939676
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
BANCORP SOUTH
Q7C315HKI8VX0SSKBS64
BancorpSouth Bank
05971JAA0
50000.00000000
PA
USD
52889.44000000
0.039906133403
Long
DBT
CORP
US
N
2
2029-11-20
Fixed
4.12500000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAY1
15000.00000000
PA
USD
14989.75000000
0.011310064224
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.75000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
35000.00000000
PA
USD
38297.52000000
0.028896239819
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
30000.00000000
PA
USD
37585.89000000
0.028359300843
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust 2016-NXS5
95000CBA0
50000.00000000
PA
USD
54460.83000000
0.041091778382
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.37200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RF95
24267.15000000
PA
USD
25903.88000000
0.019544992175
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQS2
36971.18000000
PA
USD
38445.48000000
0.029007878579
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
2.50000000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
15000.00000000
PA
USD
16302.23000000
0.012300356463
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
15000.00000000
PA
USD
16354.57000000
0.012339848033
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
50000.00000000
PA
USD
55486.02000000
0.041865304607
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZE3
100000.00000000
PA
USD
99070.31000000
0.074750517440
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.62500000
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AH5
50000.00000000
PA
USD
50277.72000000
0.037935538767
Long
DBT
NUSS
CA
N
2
2026-07-20
Fixed
0.90000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAD2
10000.00000000
PA
USD
10780.53000000
0.008134124096
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
3.79000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
10000.00000000
PA
USD
10855.32000000
0.008190554637
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
20000.00000000
PA
USD
19543.00000000
0.014745581823
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BA9
10000.00000000
PA
USD
11978.38000000
0.009037925722
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.93500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
100000.00000000
PA
USD
106017.25000000
0.079992121707
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
40000.00000000
PA
USD
46026.73000000
0.034728082344
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
50000.00000000
PA
USD
54131.36000000
0.040843186720
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EA4
50000.00000000
PA
USD
47159.65000000
0.035582892996
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BY1
25000.00000000
PA
USD
25510.21000000
0.019247960337
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
1.65000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
50000.00000000
PA
USD
50266.03000000
0.037926718430
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67300000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
10000.00000000
PA
USD
10912.03000000
0.008233343459
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AB1
100000.00000000
PA
USD
103387.70000000
0.078008073983
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JK3
10000.00000000
PA
USD
9857.68000000
0.007437815433
Long
DBT
CORP
N/A
N
2
2026-03-26
Fixed
0.37500000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BE2
30000.00000000
PA
USD
35534.95000000
0.026811825861
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
30000.00000000
PA
USD
44311.43000000
0.033433854411
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
25000.00000000
PA
USD
26833.85000000
0.020246673018
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAD1
30000.00000000
PA
USD
33803.78000000
0.025505623697
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.72000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L57
300000.00000000
PA
USD
305753.91000000
0.230697400483
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
10000.00000000
PA
USD
10730.61000000
0.008096458464
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
100000.00000000
PA
USD
101486.60000000
0.076573656258
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDQ8
49379.27000000
PA
USD
50606.05000000
0.038183270276
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RBN1
36000.00000000
PA
USD
36908.93000000
0.027848521072
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.62500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BP6
15000.00000000
PA
USD
17374.29000000
0.013109247035
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022689
1350000.00000000
PA
USD
1403311.50000000
1.058826410816
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQJ4
75373.73000000
PA
USD
81018.47000000
0.061130045467
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDA3
10000.00000000
PA
USD
10948.42000000
0.008260800437
Long
DBT
CORP
GB
N
2
2025-03-17
Fixed
3.50600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJKT4
41732.22000000
PA
USD
43369.02000000
0.032722787340
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZY9
325000.00000000
PA
USD
324669.92000000
0.244969905893
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.12500000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAJ4
20000.00000000
PA
USD
27313.23000000
0.020608374754
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
5.87500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
25000.00000000
PA
USD
26753.73000000
0.020186220886
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAH8
10000.00000000
PA
USD
11825.06000000
0.008922242736
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAY3
35000.00000000
PA
USD
44362.62000000
0.033472478283
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJH3
50000.00000000
PA
USD
50195.98000000
0.037873864313
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
0.81000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
53000.00000000
PA
USD
57811.62000000
0.043620016017
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286G0
200000.00000000
PA
USD
210750.00000000
0.159015062642
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.37500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HS5
15000.00000000
PA
USD
17556.60000000
0.013246803552
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.80000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
40000.00000000
PA
USD
43087.16000000
0.032510118370
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DT4
15000.00000000
PA
USD
15201.23000000
0.011469630086
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
15000.00000000
PA
USD
19315.22000000
0.014573717287
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7W27
19657.83000000
PA
USD
20632.52000000
0.015567646312
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YV6
200000.00000000
PA
USD
207203.13000000
0.156338878750
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJM25
227838.38000000
PA
USD
237379.89000000
0.179107843788
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B75M9
200000.00000000
PA
USD
217207.81000000
0.163887608605
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
2.44400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCQC3
64439.67000000
PA
USD
68208.29000000
0.051464510116
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HX5
50000.00000000
PA
USD
52943.71000000
0.039947081196
Long
DBT
CORP
DE
N
2
2024-02-28
Fixed
2.62500000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAC7
10000.00000000
PA
USD
11056.14000000
0.008342077317
Long
DBT
CORP
US
N
2
2026-06-27
Fixed
3.40000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AM7
70000.00000000
PA
USD
75769.62000000
0.057169683846
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B75L1
29899.75000000
PA
USD
31604.75000000
0.023846411867
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Fixed
2.15100000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
50000.00000000
PA
USD
60626.11000000
0.045743604647
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAL6
35000.00000000
PA
USD
37188.90000000
0.028059764000
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BP2
20000.00000000
PA
USD
20546.61000000
0.015502825510
Long
DBT
NUSS
JP
N
2
2022-11-16
Fixed
2.37500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
25000.00000000
PA
USD
26252.63000000
0.019808130979
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
University of Notre Dame du Lac
XV74408A6JGDG5126L34
UNIV OF NOTRE 3.438 2/45
914744AD9
50000.00000000
PA
USD
61344.01000000
0.046285274462
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
3.43800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
50000.00000000
PA
USD
53107.65000000
0.040070777184
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
25000.00000000
PA
USD
30155.02000000
0.022752561775
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBD4
40000.00000000
PA
USD
43126.14000000
0.032539529554
Long
DBT
CORP
CA
N
2
2027-02-16
Fixed
2.80000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
10000.00000000
PA
USD
12253.78000000
0.009245720494
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
25000.00000000
PA
USD
31453.12000000
0.023732004019
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
25000.00000000
PA
USD
28312.31000000
0.021362200465
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
30000.00000000
PA
USD
30143.71000000
0.022744028156
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FX43
33867.25000000
PA
USD
36147.48000000
0.027273991917
Long
ABS-MBS
USGA
US
N
2
2026-10-20
Fixed
3.50000000
N
N
N
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
10000.00000000
PA
USD
11479.53000000
0.008661533485
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BF1
35000.00000000
PA
USD
42888.12000000
0.032359938735
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275RBC5
25000.00000000
PA
USD
27295.75000000
0.020595185746
Long
DBT
CORP
US
N
2
2026-02-28
Fixed
2.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
305000.00000000
PA
USD
303915.82000000
0.229310525055
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
15000.00000000
PA
USD
16276.30000000
0.012280791763
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
15000.00000000
PA
USD
18284.39000000
0.013795935569
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AP1
35000.00000000
PA
USD
45363.66000000
0.034227782854
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.87500000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
10000.00000000
PA
USD
11133.65000000
0.008400560152
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286L9
150000.00000000
PA
USD
161050.78000000
0.121516013619
Long
DBT
UST
US
N
2
2026-03-31
Fixed
2.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVM8
41180.36000000
PA
USD
45059.83000000
0.033998537082
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Fixed
2.83000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAG9
20000.00000000
PA
USD
22988.82000000
0.017345521482
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9RT6
40805.33000000
PA
USD
43212.13000000
0.032604410718
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BF6
15000.00000000
PA
USD
16915.43000000
0.012763028047
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AP0
50000.00000000
PA
USD
55083.41000000
0.041561527362
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.35000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
30000.00000000
PA
USD
38377.56000000
0.028956631589
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
50000.00000000
PA
USD
50539.27000000
0.038132883439
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
40000.00000000
PA
USD
44122.90000000
0.033291604780
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AK4
40000.00000000
PA
USD
43660.14000000
0.032942443165
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae-Aces
B1V7KEBTPIMZEU4LTD58
FNA 2021-M1G A2 11/30
3136BFRV7
60000.00000000
PA
USD
60656.92000000
0.045766851404
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.51028000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EDC3
20000.00000000
PA
USD
19876.72000000
0.014997380194
Long
DBT
CORP
CA
N
2
2027-01-22
Fixed
0.94900000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
25000.00000000
PA
USD
28547.14000000
0.021539384367
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N30
100000.00000000
PA
USD
102812.50000000
0.077574074153
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QERX2
235351.33000000
PA
USD
245207.47000000
0.185013908434
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Stellantis NV
31562QAF4
15000.00000000
PA
USD
16140.92000000
0.012178644863
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
25000.00000000
PA
USD
26177.14000000
0.019751172274
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032682
-25000.00000000
PA
USD
-26495.25000000
-0.01999119259
Short
ABS-MBS
USGSE
US
N
2
2051-08-15
Fixed
3.50000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CJ1
40000.00000000
PA
USD
42676.41000000
0.032200199333
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
25000.00000000
PA
USD
25215.45000000
0.019025558060
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JL8
75000.00000000
PA
USD
74548.63000000
0.056248422630
Long
DBT
NUSS
N/A
N
2
2025-10-28
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419GB94
95869.08000000
PA
USD
105121.52000000
0.079316275624
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
10000.00000000
PA
USD
11326.51000000
0.008546076854
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FN FM7936 2 7/1/36
3140XBZA1
74707.38000000
PA
USD
77578.51000000
0.058534527294
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RRB1
31201.50000000
PA
USD
34948.43000000
0.026369284866
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ6D7
52017.09000000
PA
USD
56057.74000000
0.042296678707
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QS0
35000.00000000
PA
USD
46779.69000000
0.035296205626
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
42000.00000000
PA
USD
45429.74000000
0.034277641527
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
25000.00000000
PA
USD
26249.32000000
0.019805633518
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
20000.00000000
PA
USD
23162.67000000
0.017476694761
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030488
25000.00000000
PA
USD
26304.50000000
0.019847267925
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
150000.00000000
PA
USD
160734.38000000
0.121277283532
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283Z1
175000.00000000
PA
USD
189205.08000000
0.142758992400
Long
DBT
UST
US
N
2
2025-02-28
Fixed
2.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
5000.00000000
PA
USD
5195.47000000
0.003920085349
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BM7
25000.00000000
PA
USD
27873.82000000
0.021031351048
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAK7
275000.00000000
PA
USD
274527.34000000
0.207136332940
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.12500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
40000.00000000
PA
USD
48182.00000000
0.036354276385
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
FR ZS4598 3 1/1/45
3132A5DB8
352324.04000000
PA
USD
374755.65000000
0.282760584391
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AR4
10000.00000000
PA
USD
10330.58000000
0.007794627880
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.60000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBF9
50000.00000000
PA
USD
53730.56000000
0.040540775156
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
3.75000000
N
N
N
N
N
N
2021-09-24
BNY Mellon ETF Trust
James Windels
James Windels
Treasurer
XXXX