NPORT-P
false
0000353905
XXXXXXXX
S000012312
C000139944
C000033502
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT Bond Index Fund
S000012312
549300X10AK0VTLHU121
2022-12-31
2022-03-31
N
2496924888.39
292984620.22
2203940268.17
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
158040226.05000001
USD
UST
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617NWHH8
1153242.20000000
PA
USD
1119047.96000000
0.050774876985
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DP9
200000.00000000
PA
USD
219203.85000000
0.009945997773
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WR26
294699.47000000
PA
USD
286214.07000000
0.012986471282
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RS83
374077.18000000
PA
USD
372816.24000000
0.016915895833
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
150000.00000000
PA
USD
137729.81000000
0.006249253302
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BY9
310000.00000000
PA
USD
249227.60000000
0.011308273803
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6NR7
843536.46500000
PA
USD
834942.69000000
0.037884088877
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-GC43, Class A4
17328HBD2
2940000.00000000
PA
USD
2870241.15000000
0.130232256810
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K1WH0
10992.23000000
PA
USD
11338.54000000
0.000514466755
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282Y5
9000000.00000000
PA
USD
8924765.58000000
0.404945892086
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAQ4
285000.00000000
PA
USD
288844.33000000
0.013105814806
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
STERIS Irish FinCo. UnLtd Co.
549300BRDKZ1HFI2J358
STERIS Irish FinCo. UnLtd Co.
85917PAA5
150000.00000000
PA
USD
137285.70000000
0.006229102575
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJT3
200000.00000000
PA
USD
192678.28000000
0.008742445645
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.45000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335AYT9
949256.65300000
PA
USD
943947.63000000
0.042830000596
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EW4
250000.00000000
PA
USD
277374.96000000
0.012585411864
Long
DBT
CORP
US
N
2
2048-09-10
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132Y1GK8
43311.47710000
PA
USD
45400.32000000
0.002059961454
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BNC8
2429.15000000
PA
USD
2662.43000000
0.000120803183
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138XYCD4
522082.83750000
PA
USD
532562.04000000
0.024164086826
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCP9
200000.00000000
PA
USD
184313.09000000
0.008362889532
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.46999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XGKE8
5000000.00000000
PA
USD
4650145.55000000
0.210992358420
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCE3
300000.00000000
PA
USD
300369.79000000
0.013628762736
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBD1
500000.00000000
PA
USD
501851.65000000
0.022770655686
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAP9
200000.00000000
PA
USD
197709.79000000
0.008970741759
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAL0
100000.00000000
PA
USD
91665.93000000
0.004159183954
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617QG3N2
687066.22000000
PA
USD
666525.83000000
0.030242463447
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAJ6
200000.00000000
PA
USD
183293.45000000
0.008316625121
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2U6
200000.00000000
PA
USD
194368.54000000
0.008819138286
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000160
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863BW7
750000.00000000
PA
USD
756945.00000000
0.034345077810
Long
DBT
NUSS
CL
N
2
2025-03-27
Fixed
3.12500000
N
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma, Series K
744533BP4
50000.00000000
PA
USD
44091.21000000
0.002000562839
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.15000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SLU9
9782.50930000
PA
USD
10511.54000000
0.000476943052
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS2, Class A5
12591UAF0
1500000.00000000
PA
USD
1517149.65000000
0.068838056634
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96100000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDK9
200000.00000000
PA
USD
182738.87000000
0.008291462007
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJB7
400000.00000000
PA
USD
484527.73000000
0.021984612604
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
250000.00000000
PA
USD
253031.78000000
0.011480881930
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.62500000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FQ7
300000.00000000
PA
USD
277722.65000000
0.012601187700
Long
DBT
CORP
US
N
2
2031-04-23
Fixed
1.95000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YXJ48
0.01210000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7XJ1
176650.56680000
PA
USD
179549.67000000
0.008146757541
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Baxalta, Inc.
5493000JW8DCO3T45R55
Baxalta, Inc.
07177MAB9
60000.00000000
PA
USD
61236.97000000
0.002778522216
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
350000.00000000
PA
USD
320248.25000000
0.014530713677
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
500000.00000000
PA
USD
529109.31000000
0.024007425139
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
100000.00000000
PA
USD
87980.09000000
0.003991945302
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31287WAH1
21736.45000000
PA
USD
23285.10000000
0.001056521373
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAU8
300000.00000000
PA
USD
273497.65000000
0.012409485590
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAL7
80000.00000000
PA
USD
74977.62000000
0.003401980583
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AJ2
500000.00000000
PA
USD
557831.91000000
0.025310663726
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BSU3
9114.46000000
PA
USD
10144.83000000
0.000460304217
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
7.00000000
N
N
N
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540AQ2
500000.00000000
PA
USD
485692.65000000
0.022037468846
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.25000000
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JQ1
300000.00000000
PA
USD
273130.43000000
0.012392823614
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36201EMV9
156.25000000
PA
USD
166.94000000
0.000007574615
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAG7
475000.00000000
PA
USD
482874.78000000
0.021909612840
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGV61
837213.90000000
PA
USD
814073.79000000
0.036937198423
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAH6
200000.00000000
PA
USD
179949.16000000
0.008164883712
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SWZ6
15052.29730000
PA
USD
15936.25000000
0.000723079941
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ML2
100000.00000000
PA
USD
92649.14000000
0.004203795417
Long
DBT
CORP
US
N
2
2031-01-29
Variable
2.66600160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620ARST9
272402.08000000
PA
USD
283303.96000000
0.012854430044
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EQ6P2
12331.18500000
PA
USD
12660.72000000
0.000574458399
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCH7
190000.00000000
PA
USD
181178.52000000
0.008220663809
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.82400040
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBCF3
391394.59860000
PA
USD
404105.83000000
0.018335607177
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DW7
300000.00000000
PA
USD
261303.95000000
0.011856217419
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAD9
165000.00000000
PA
USD
144194.37000000
0.006542571596
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDP3
300000.00000000
PA
USD
237952.73000000
0.010796695964
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QCWN2
277004.08590000
PA
USD
272080.81000000
0.012345198911
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X5MC4
249563.75830000
PA
USD
256552.08000000
0.011640609489
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WDL41
711463.16470000
PA
USD
740862.37000000
0.033615356128
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WH6K6
28190.02650000
PA
USD
28626.96000000
0.001298899086
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AQ2
300000.00000000
PA
USD
338803.80000000
0.015372639852
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.85000000
N
N
N
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Xilinx, Inc.
983919AK7
300000.00000000
PA
USD
278724.82000000
0.012646659441
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBF1
200000.00000000
PA
USD
179604.18000000
0.008149230838
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.12500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BW5
250000.00000000
PA
USD
240650.13000000
0.010919085851
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F9WL5
127404.47750000
PA
USD
129377.07000000
0.005870262087
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BM7
100000.00000000
PA
USD
100934.98000000
0.004579751160
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.05000000
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AZ0
100000.00000000
PA
USD
100345.37000000
0.004552998620
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DC0
200000.00000000
PA
USD
205535.63000000
0.009325825793
Long
DBT
CORP
GB
N
2
2033-03-29
Variable
4.76200080
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AY2
200000.00000000
PA
USD
178321.22000000
0.008091018734
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
31334YPK7
654982.08750000
PA
USD
651126.29000000
0.029543735799
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QVJB8
60017.06000000
PA
USD
62270.48000000
0.002825415956
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EJ6P8
465331.12130000
PA
USD
474649.47000000
0.021536403543
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBC8
170000.00000000
PA
USD
160859.17000000
0.007298708241
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.70000000
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AS7
350000.00000000
PA
USD
348922.46000000
0.015831756651
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
Linde, Inc.
ZU69GUVJQGZ6Z1UOOO79
Linde, Inc.
74005PBQ6
250000.00000000
PA
USD
251368.12000000
0.011405396218
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DEM0
120110.06210000
PA
USD
123132.13000000
0.005586908673
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.50000000
N
N
N
N
N
N
GlaxoSmithKline Capital plc
549300U0LV41VX7LEP38
GlaxoSmithKline Capital plc
377373AL9
1000000.00000000
PA
USD
976812.01000000
0.044321165328
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X5S38
310698.56690000
PA
USD
322808.60000000
0.014646885156
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.50000000
N
N
N
N
N
N
New York and Presbyterian Hospital (The)
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital (The)
649322AJ3
250000.00000000
PA
USD
192877.41000000
0.008751480826
Long
DBT
CORP
US
N
2
2060-08-01
Fixed
2.60600000
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AV0
200000.00000000
PA
USD
182761.20000000
0.008292475192
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.70000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAU9
150000.00000000
PA
USD
141661.37000000
0.006427641077
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FW3
335000.00000000
PA
USD
296505.16000000
0.013453411795
Long
DBT
CORP
US
N
2
2052-03-10
Fixed
2.95000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417D2G7
405074.10000000
PA
USD
404486.63000000
0.018352885322
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416BL71
420904.38000000
PA
USD
470125.33000000
0.021331128469
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAN3
35000.00000000
PA
USD
30007.81000000
0.001361552780
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6NX4
2122222.77910000
PA
USD
2063390.48000000
0.093622795036
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAY1
150000.00000000
PA
USD
134443.88000000
0.006100159879
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAW5
350000.00000000
PA
USD
379214.06000000
0.017206185915
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
250000.00000000
PA
USD
259000.31000000
0.011751693716
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429AT2
100000.00000000
PA
USD
89443.47000000
0.004058343653
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35000000
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECP4
195000.00000000
PA
USD
170845.00000000
0.007751798107
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.03000000
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority
66285WE51
35000.00000000
PA
USD
31717.36000000
0.001439120672
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.01100000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAN4
50000.00000000
PA
USD
50231.10000000
0.002279149790
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.40000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
40000.00000000
PA
USD
35104.33000000
0.001592798611
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7XT7
213103.63520000
PA
USD
215715.44000000
0.009787717167
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBS8
500000.00000000
PA
USD
479257.47000000
0.021745483619
Long
DBT
CORP
JP
N
2
2029-09-17
Fixed
3.20200000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FU7
200000.00000000
PA
USD
187131.73000000
0.008490780476
Long
DBT
CORP
US
N
2
2031-05-20
Fixed
2.37500000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGG3
105000.00000000
PA
USD
98714.91000000
0.004479019301
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CD2
250000.00000000
PA
USD
274830.67000000
0.012469969080
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BA8
500000.00000000
PA
USD
516904.42000000
0.023453649242
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
700000.00000000
PA
USD
811617.58000000
0.036825752118
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
891906AF6
300000.00000000
PA
USD
308899.79000000
0.014015796819
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.45000000
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AU1
100000.00000000
PA
USD
107444.80000000
0.004875123049
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBC9
80000.00000000
PA
USD
78856.10000000
0.003577959944
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
2.62500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K8FH4
84560.61000000
PA
USD
91330.71000000
0.004143973923
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31287NQY7
3383.98000000
PA
USD
3621.25000000
0.000164307992
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AZ6
100000.00000000
PA
USD
92274.08000000
0.004186777715
Long
DBT
CORP
US
N
2
2051-05-10
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KVZM5
896278.23000000
PA
USD
834223.11000000
0.037851439172
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36197EFP6
248105.49700000
PA
USD
251396.07000000
0.011406664401
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CE6
100000.00000000
PA
USD
95599.62000000
0.004337668374
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKZQ5
1060310.21540000
PA
USD
1013463.95000000
0.045984184083
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7S30
347402.46800000
PA
USD
353829.54000000
0.016054406968
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8DM2
170468.36670000
PA
USD
164001.65000000
0.007441292868
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
2.50000000
N
N
N
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AT1
175000.00000000
PA
USD
149593.75000000
0.006787559180
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.10000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBH1
210000.00000000
PA
USD
197539.85000000
0.008963031024
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
108000.00000000
PA
USD
105835.13000000
0.004802087040
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.81700000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148YAA6
500000.00000000
PA
USD
505259.00000000
0.022925258333
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01699880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ3K4
146689.53750000
PA
USD
150676.06000000
0.006836667135
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36178EDG1
541069.68000000
PA
USD
539237.13000000
0.024466957557
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
3.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661ED5
80000.00000000
PA
USD
72402.59000000
0.003285143025
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BT8
750000.00000000
PA
USD
741127.88000000
0.033627403187
Long
DBT
CORP
US
N
2
2027-09-14
Fixed
2.80000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LD1
500000.00000000
PA
USD
505624.83000000
0.022941857240
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.88699920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EPUP7
90326.73000000
PA
USD
96189.84000000
0.004364448591
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AF2
300000.00000000
PA
USD
317278.49000000
0.014395965924
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RX8
2000000.00000000
PA
USD
2159375.00000000
0.097977927586
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCG8
400000.00000000
PA
USD
357701.82000000
0.016230105015
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200UBX2
36907.79000000
PA
USD
39432.24000000
0.001789170086
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128CUWF9
168091.20000000
PA
USD
167845.89000000
0.007615718648
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AG0
500000.00000000
PA
USD
497377.83000000
0.022567663796
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
GLP Capital LP
N/A
GLP Capital LP
361841AL3
500000.00000000
PA
USD
525285.00000000
0.023833903649
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Bain Capital Specialty Finance, Inc.
549300V2JL72R0EYBK64
Bain Capital Specialty Finance, Inc.
05684BAC1
50000.00000000
PA
USD
45087.36000000
0.002045761432
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
2.55000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
100000.00000000
PA
USD
102126.83000000
0.004633829304
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BA1
55000.00000000
PA
USD
45561.34000000
0.002067267459
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.80000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CA5
1000000.00000000
PA
USD
970089.01000000
0.044016120763
Long
DBT
NUSS
AT
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
PECO Energy Co.
YH65D4JBECK76IFEJ279
PECO Energy Co.
693304AV9
250000.00000000
PA
USD
250755.90000000
0.011377617788
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
170000.00000000
PA
USD
155790.79000000
0.007068739214
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31099840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JGLW3
268321.08660000
PA
USD
278143.11000000
0.012620265350
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLGU4
607644.39700000
PA
USD
564811.51000000
0.025627351074
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YH7
14000000.00000000
PA
USD
13670234.34000000
0.620263377253
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5
12652UAU3
1250000.00000000
PA
USD
1279633.50000000
0.058061169736
Long
ABS-MBS
CORP
US
N
2
2051-04-15
Variable
4.03310160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ2M1
228061.19510000
PA
USD
231061.50000000
0.010484018252
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBB2
100000.00000000
PA
USD
92836.97000000
0.004212317880
Long
DBT
CORP
US
N
2
2032-01-26
Fixed
2.50000000
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAM1
250000.00000000
PA
USD
246099.57000000
0.011166344821
Long
DBT
CORP
JP
N
2
2027-09-11
Fixed
3.17000000
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106BAC5
100000.00000000
PA
USD
89354.27000000
0.004054296356
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128PNAM0
79933.05000000
PA
USD
82181.74000000
0.003728855141
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
4.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
20453KAA3
500000.00000000
PA
USD
509636.59000000
0.023123883952
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M7PU4
285071.31000000
PA
USD
303573.30000000
0.013774116494
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DF6
500000.00000000
PA
USD
470750.00000000
0.021359471796
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAG1
200000.00000000
PA
USD
174003.50000000
0.007895109614
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KC0
200000.00000000
PA
USD
196617.17000000
0.008921166006
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
4.40000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLV2
379000.00000000
PA
USD
332357.45000000
0.015080147806
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CT4
30000.00000000
PA
USD
25681.61000000
0.001165258894
Long
DBT
CORP
US
Y
2
2051-12-01
Fixed
3.13200000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298DQJ9
761.19000000
PA
USD
773.13000000
0.000035079444
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179T4Q5
115601.29000000
PA
USD
120819.66000000
0.005481984323
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
4.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAA2
500000.00000000
PA
USD
510146.10000000
0.023147002092
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGXT9
827856.62990000
PA
USD
805006.49000000
0.036525785277
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416W4V1
5001.54000000
PA
USD
5016.41000000
0.000227610978
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.50000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473QAX1
300000.00000000
PA
USD
349546.90000000
0.015860089542
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7JK4
30013.79740000
PA
USD
30924.80000000
0.001403159624
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8ZC0
348710.11460000
PA
USD
345157.53000000
0.015660929426
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AD6
750000.00000000
PA
USD
759668.26000000
0.034468641050
Long
DBT
CORP
JP
N
2
2026-03-01
Fixed
3.85000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BH1
250000.00000000
PA
USD
255981.02000000
0.011614698623
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572QAG0
500000.00000000
PA
USD
503382.26000000
0.022840104483
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4R8
117655.94250000
PA
USD
120626.93000000
0.005473239531
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
300000.00000000
PA
USD
284575.70000000
0.012912133060
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
700000.00000000
PA
USD
637140.00000000
0.028909131939
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F050445
35000.00000000
PA
USD
35669.92000000
0.001618461285
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
5.00000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CL4
250000.00000000
PA
USD
238135.18000000
0.010804974319
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.65000000
N
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAP4
25000.00000000
PA
USD
21669.93000000
0.000983235812
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225B2X5
8755.42000000
PA
USD
9812.81000000
0.000445239380
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416XJN1
103427.10000000
PA
USD
105486.09000000
0.004786249950
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
8000000.00000000
PA
USD
7446562.48000000
0.337874968189
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABL8
400000.00000000
PA
USD
338127.26000000
0.015341943013
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Mass General Brigham, Inc.
5493007Z86EDN0QFYU66
Mass General Brigham, Inc., Series 2020
70213HAE8
100000.00000000
PA
USD
89999.31000000
0.004083563937
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAH4
750000.00000000
PA
USD
744556.32000000
0.033782962757
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WGRE9
0.00510000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBF2
200000.00000000
PA
USD
205639.58000000
0.009330542345
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.62500000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
200000.00000000
PA
USD
174793.27000000
0.007930944069
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CQ0
35000.00000000
PA
USD
34370.19000000
0.001559488271
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255AV6
50000.00000000
PA
USD
49904.87000000
0.002264347664
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AE0
215000.00000000
PA
USD
222762.02000000
0.010107443618
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBPQ5
0.02420000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
115000.00000000
PA
USD
119688.11000000
0.005430642187
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CF5
618000.00000000
PA
USD
680086.56000000
0.030857758253
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLPQ3
1745720.79590000
PA
USD
1667852.27000000
0.075675928884
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAF7
750000.00000000
PA
USD
727642.67000000
0.033015534972
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
State of Israel Government Bond
4651387M1
500000.00000000
PA
USD
505440.00000000
0.022933470897
Long
DBT
NUSS
IL
N
2
2023-06-30
Fixed
3.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132HQXV9
76895.92910000
PA
USD
78488.18000000
0.003561266207
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460WAE7
160000.00000000
PA
USD
147870.59000000
0.006709373758
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.30000000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807AN8
255000.00000000
PA
USD
260932.22000000
0.011839350810
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GG2
200000.00000000
PA
USD
192166.18000000
0.008719209988
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAG1
85000.00000000
PA
USD
79990.90000000
0.003629449543
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MBWR3
397379.98540000
PA
USD
401503.82000000
0.018217545447
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YXK87
458922.10950000
PA
USD
463190.37000000
0.021016466584
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FXC5
149790.99000000
PA
USD
159625.01000000
0.007242710354
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
3200000.00000000
PA
USD
3320249.98000000
0.150650633683
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BG8
300000.00000000
PA
USD
285226.94000000
0.012941681955
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDV1
300000.00000000
PA
USD
308974.07000000
0.014019167146
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAQ2
500000.00000000
PA
USD
506565.14000000
0.022984522190
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
5350000.00000000
PA
USD
5538503.93000000
0.251300092384
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
500000.00000000
PA
USD
536648.36000000
0.024349496569
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EGZ31
87240.86000000
PA
USD
94392.10000000
0.004282879230
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAK1
300000.00000000
PA
USD
348708.69000000
0.015822057205
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAK1
60000.00000000
PA
USD
59776.08000000
0.002712236845
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CK6
100000.00000000
PA
USD
86149.28000000
0.003908875446
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAT1
500000.00000000
PA
USD
487736.10000000
0.022130186876
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VDN7
942760.53750000
PA
USD
935680.86000000
0.042454910122
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAJ9
770000.00000000
PA
USD
856351.53000000
0.038855478180
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918AW4
400000.00000000
PA
USD
410827.37000000
0.018640585497
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.62500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TNQ4
0.00640000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867229AE6
500000.00000000
PA
USD
630277.79000000
0.028597770960
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBK1
50000.00000000
PA
USD
45946.08000000
0.002084724375
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402CVQ2
362.27000000
PA
USD
396.54000000
0.000017992320
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KD8
200000.00000000
PA
USD
203671.31000000
0.009241235479
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.25000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DF4
25000.00000000
PA
USD
25854.85000000
0.001173119361
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M9JB9
205244.83460000
PA
USD
209493.09000000
0.009505388736
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJL4
400000.00000000
PA
USD
347471.11000000
0.015765904140
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.92200040
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AU2
300000.00000000
PA
USD
295287.70000000
0.013398171641
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
750000.00000000
PA
USD
762956.66000000
0.034617846545
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BSS8
2473.00000000
PA
USD
2749.24000000
0.000124742037
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
8.00000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAB9
500000.00000000
PA
USD
511507.31000000
0.023208764656
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAU5
300000.00000000
PA
USD
278749.44000000
0.012647776531
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31388KR95
3085.20000000
PA
USD
3146.28000000
0.000142757044
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.50000000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762PAE2
145000.00000000
PA
USD
123231.93000000
0.005591436926
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UGE6
11145.83900000
PA
USD
11703.36000000
0.000531019836
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.00000000
N
N
N
N
N
N
Essential Properties LP
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
100000.00000000
PA
USD
87483.73000000
0.003969423820
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
8772000.00000000
PA
USD
8877538.13000000
0.402803027750
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298HDK1
1511.93000000
PA
USD
1517.65000000
0.000068860759
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133AGDH9
863163.51750000
PA
USD
803381.12000000
0.036452036908
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05723KAG5
85000.00000000
PA
USD
83002.94000000
0.003766115679
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.13800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZT0
7500000.00000000
PA
USD
6980273.40000000
0.316717902967
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V4W7
0.01470000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J82S1
251160.26910000
PA
USD
262139.60000000
0.011894133601
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CQ5
100000.00000000
PA
USD
89705.07000000
0.004070213303
Long
DBT
CORP
US
N
2
2031-10-14
Fixed
2.25000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CX6
400000.00000000
PA
USD
341679.86000000
0.015503136130
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNS37
1000000.00000000
PA
USD
979285.70000000
0.044433404758
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BD3
500000.00000000
PA
USD
516910.54000000
0.023453926926
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MPGQ2
38672.26690000
PA
USD
39068.71000000
0.001772675537
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F0JL9
33877.12000000
PA
USD
35786.94000000
0.001623770866
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKJ7
280000.00000000
PA
USD
267535.19000000
0.012138949220
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.55099960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
5000000.00000000
PA
USD
5814843.75000000
0.263838536551
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M75A0
302130.30000000
PA
USD
337351.61000000
0.015306749228
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYJ7
280000.00000000
PA
USD
247996.77000000
0.011252427009
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38299840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V80
5500000.00000000
PA
USD
5494199.21000000
0.249289841895
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.25000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
200000.00000000
PA
USD
215894.00000000
0.009795819020
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EA4
300000.00000000
PA
USD
245856.50000000
0.011155315938
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9SN2
639919.07810000
PA
USD
631586.20000000
0.028657137814
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8C27
400715.79000000
PA
USD
407753.65000000
0.018501120737
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2021-1, Class A4
14316NAD1
510000.00000000
PA
USD
482530.23000000
0.021893979477
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36211B2E3
3200.83000000
PA
USD
3346.02000000
0.000151819904
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
7.50000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FE3
60000.00000000
PA
USD
60916.01000000
0.002763959208
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.95000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
150000.00000000
PA
USD
146815.13000000
0.006661484075
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000040
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
500000.00000000
PA
USD
528472.60000000
0.023978535518
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHPV1
521609.93000000
PA
USD
507202.88000000
0.023013458546
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
Santander UK plc
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAJ2
500000.00000000
PA
USD
510354.40000000
0.023156453347
Long
DBT
CORP
GB
N
2
2024-03-13
Fixed
4.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZT7
200000.00000000
PA
USD
183330.85000000
0.008318322081
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
University of California
N/A
University of California
91412HFG3
200000.00000000
PA
USD
201408.98000000
0.009138586145
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
3.34900000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAD0
150000.00000000
PA
USD
149366.98000000
0.006777269881
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBB4
95000.00000000
PA
USD
90255.56000000
0.004095190840
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200MHU0
5209.86000000
PA
USD
5700.80000000
0.000258663997
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
1000000.00000000
PA
USD
1036562.49000000
0.047032240617
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7WU5
160310.29810000
PA
USD
162933.42000000
0.007392823769
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBQ3
155000.00000000
PA
USD
116000.44000000
0.005263320502
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.12500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJDW7
18561.19000000
PA
USD
20346.46000000
0.000923185636
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAQ7
50000.00000000
PA
USD
46994.09000000
0.002132276027
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER2G4
340310.36990000
PA
USD
347092.09000000
0.015748706760
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJTG3
1062896.68490000
PA
USD
1050211.37000000
0.047651535078
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331ABM0
215000.00000000
PA
USD
211994.19000000
0.009618871847
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417KQ42
26645.59000000
PA
USD
27376.37000000
0.001242155715
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WH4Y5
365877.37000000
PA
USD
362149.89000000
0.016431928543
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJK9
250000.00000000
PA
USD
260447.29000000
0.011817347945
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SSP3
1994946.53930000
PA
USD
1987194.92000000
0.090165552519
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
3000000.00000000
PA
USD
2781796.86000000
0.126219249231
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
Leland Stanford Junior University (The)
JIUV0DC2REIJXQ26CR37
Leland Stanford Junior University (The)
85440KAD6
150000.00000000
PA
USD
125875.85000000
0.005711400250
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.41300000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKNS3
351891.51480000
PA
USD
327902.43000000
0.014878008934
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GE1
10000.00000000
PA
USD
8964.69000000
0.000406757393
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.87500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KB2
200000.00000000
PA
USD
196665.21000000
0.008923345738
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series H
842400HF3
30000.00000000
PA
USD
27920.60000000
0.001266849215
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JC6
500000.00000000
PA
USD
514189.51000000
0.023330464869
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BNP7
67734.70750000
PA
USD
69963.55000000
0.003174475779
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAF3
100000.00000000
PA
USD
100154.00000000
0.004544315535
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X5CH4
100796.40800000
PA
USD
105436.93000000
0.004784019400
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CC6
200000.00000000
PA
USD
188897.02000000
0.008570877474
Long
DBT
CORP
JP
N
2
2028-01-19
Variable
2.34100080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EY4Q1
36650.32200000
PA
USD
36944.85000000
0.001676309042
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.00000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AB4
500000.00000000
PA
USD
504118.65000000
0.022873516913
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.60500000
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAY5
250000.00000000
PA
USD
256644.02000000
0.011644781108
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado, Series 35
744448CT6
200000.00000000
PA
USD
177977.38000000
0.008075417585
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7HS9
130174.96530000
PA
USD
131900.88000000
0.005984775626
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KMBD6
422301.66000000
PA
USD
392591.28000000
0.017813154270
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKQV0
234506.13000000
PA
USD
243169.33000000
0.011033390219
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179T7L3
309514.77240000
PA
USD
321191.55000000
0.014573514293
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
PeaceHealth Obligated Group
N/A
PeaceHealth Obligated Group, Series 2018
70462GAA6
100000.00000000
PA
USD
116798.34000000
0.005299523843
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.78700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132LAS94
131110.80130000
PA
USD
135020.26000000
0.006126312130
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
1000000.00000000
PA
USD
969616.58000000
0.043994685064
Long
DBT
NUSS
US
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FG8
50000.00000000
PA
USD
44712.00000000
0.002028730117
Long
DBT
CORP
US
N
2
2051-10-21
Fixed
2.75000000
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBA9
250000.00000000
PA
USD
241987.58000000
0.010979770345
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAC6
500000.00000000
PA
USD
506997.09000000
0.023004121178
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.17600000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828K74
6000000.00000000
PA
USD
5893828.14000000
0.267422317433
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BC9
145000.00000000
PA
USD
133656.71000000
0.006064443393
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBW9
125000.00000000
PA
USD
115168.70000000
0.005225581730
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CT4
220000.00000000
PA
USD
199900.68000000
0.009070149626
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400040
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
250000.00000000
PA
USD
266481.82000000
0.012091154367
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBG2
250000.00000000
PA
USD
282599.96000000
0.012822487255
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AK3
150000.00000000
PA
USD
133721.04000000
0.006067362257
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132HNH51
45608.04600000
PA
USD
46477.14000000
0.002108820310
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913R2Q9
100000.00000000
PA
USD
92739.08000000
0.004207876290
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
1.15000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KJ9
350000.00000000
PA
USD
362925.66000000
0.016467127772
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617J3E56
12814.17230000
PA
USD
13318.41000000
0.000604299952
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BB4
393000.00000000
PA
USD
419528.55000000
0.019035386578
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F012643
4975000.00000000
PA
USD
4439993.18000000
0.201457055988
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
1.50000000
N
N
N
N
N
N
CNOOC Finance 2013 Ltd.
5493006KAH3PSSMCES09
CNOOC Finance 2013 Ltd.
12625GAG9
200000.00000000
PA
USD
156965.60000000
0.007122044198
Long
DBT
CORP
VG
N
2
2049-09-30
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128FSE38
68.79000000
PA
USD
69.36000000
0.000003147090
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
7.00000000
N
N
N
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375BN1
236000.00000000
PA
USD
295876.48000000
0.013424886521
Long
DBT
CORP
CA
N
2
2036-06-01
Fixed
6.20000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135AP1
500000.00000000
PA
USD
574585.04000000
0.026070808192
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AG3
250000.00000000
PA
USD
262727.73000000
0.011920818989
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BX6
200000.00000000
PA
USD
217844.81000000
0.009884333670
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AG5
206000.00000000
PA
USD
267481.01000000
0.012136490896
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XASY9
2700157.91000000
PA
USD
2513590.55000000
0.114049849095
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BD2
365000.00000000
PA
USD
368737.56000000
0.016730832741
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERLD0
18890.97600000
PA
USD
18698.52000000
0.000848413192
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807AU7
100000.00000000
PA
USD
91795.12000000
0.004165045728
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHL6
400000.00000000
PA
USD
404521.91000000
0.018354486092
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.86399880
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-PC1, Class A5
12593GAF9
1000000.00000000
PA
USD
1012766.50000000
0.045952538488
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Fixed
3.90200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4M9
105460.38000000
PA
USD
109906.64000000
0.004986824805
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128PYA46
97862.99130000
PA
USD
98945.78000000
0.004489494630
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.00000000
N
N
N
N
N
N
CyrusOne LP
N/A
CyrusOne LP
23283PAQ7
50000.00000000
PA
USD
50106.00000000
0.002273473592
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.90000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CL0
100000.00000000
PA
USD
86548.63000000
0.003926995266
Long
DBT
CORP
US
N
2
2051-08-25
Fixed
2.90000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SSQ1
485065.51480000
PA
USD
492670.55000000
0.022354079060
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.50000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
200000.00000000
PA
USD
195983.62000000
0.008892419764
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BA9
505000.00000000
PA
USD
513175.27000000
0.023284445473
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.93500000
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DN5
500000.00000000
PA
USD
469810.00000000
0.021316820913
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FK0
300000.00000000
PA
USD
321028.32000000
0.014566108012
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FBKZ2
8338.54510000
PA
USD
8627.30000000
0.000391448902
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2021-B25, Class A5
08163DAE7
1500000.00000000
PA
USD
1409007.30000000
0.063931283453
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.57700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJR1
300000.00000000
PA
USD
287532.50000000
0.013046292776
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.97599960
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BT9
95000.00000000
PA
USD
77740.78000000
0.003527354217
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685AY9
45000.00000000
PA
USD
41249.74000000
0.001871636023
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015AF0
400000.00000000
PA
USD
347301.28000000
0.015758198396
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307NQJ6
96503.65320000
PA
USD
97580.17000000
0.004427532424
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBG6
326000.00000000
PA
USD
363460.66000000
0.016491402478
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
100000.00000000
PA
USD
95202.11000000
0.004319632041
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CFM1
0.01820000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.00000000
N
N
N
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746AJ7
50000.00000000
PA
USD
45714.71000000
0.002074226359
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.65000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A23R1
224472.91140000
PA
USD
232450.78000000
0.010547054444
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
200000.00000000
PA
USD
200084.04000000
0.009078469271
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABN2
30000.00000000
PA
USD
26621.24000000
0.001207892989
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
1.85000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7K53
151539.25840000
PA
USD
157606.49000000
0.007151123479
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
10000000.00000000
PA
USD
10233203.10000000
0.464313994702
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAE6
500000.00000000
PA
USD
507525.25000000
0.023028085530
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DX5
500000.00000000
PA
USD
465866.90000000
0.021137909530
Long
DBT
CORP
US
N
2
2025-08-20
Fixed
0.55000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225B3G1
2982.84000000
PA
USD
3184.66000000
0.000144498471
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
7.00000000
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
500000.00000000
PA
USD
499169.86000000
0.022648974076
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31294MGD7
84447.02000000
PA
USD
86356.37000000
0.003918271799
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179R7H6
259913.31390000
PA
USD
258920.65000000
0.011748079280
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BA9
250000.00000000
PA
USD
268141.22000000
0.012166446789
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.20000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERX39
622880.05000000
PA
USD
618851.13000000
0.028079305911
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002AU5
195000.00000000
PA
USD
234766.35000000
0.010652119451
Long
DBT
CORP
US
N
2
2057-05-15
Variable
6.50000160
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913R2L0
300000.00000000
PA
USD
286959.53000000
0.013020295247
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
0.45000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3137EAEV7
3535000.00000000
PA
USD
3444924.24000000
0.156307513853
Long
DBT
USGA
US
N
2
2023-08-24
Fixed
0.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q73S4
64436.86210000
PA
USD
66340.81000000
0.003010100180
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DP0
500000.00000000
PA
USD
468265.00000000
0.021246719194
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBH7
95000.00000000
PA
USD
87799.29000000
0.003983741813
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.60000000
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAV4
200000.00000000
PA
USD
182527.59000000
0.008281875540
Long
DBT
CORP
US
N
2
2031-11-24
Fixed
2.60000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
300000.00000000
PA
USD
294724.40000000
0.013372612872
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAC7
250000.00000000
PA
USD
237023.30000000
0.010754524676
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.37500000
N
N
N
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Treasury Repurchase Agreement
N/A
10000000.00000000
PA
USD
10000000.00000000
0.453732805032
Long
RA
CORP
US
N
2
Repurchase
Y
0.26000000
2022-04-01
10430625.18000000
USD
10200001.44800000
USD
UST
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BPC6
748.27000000
PA
USD
842.82000000
0.000038241508
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
670000.00000000
PA
USD
674996.86000000
0.030626821867
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series R
30040WAK4
100000.00000000
PA
USD
86149.96000000
0.003908906300
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAN3
350000.00000000
PA
USD
359257.07000000
0.016300671809
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FL5
300000.00000000
PA
USD
277353.70000000
0.012584447228
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WDYQ1
75803.74000000
PA
USD
77071.26000000
0.003496975898
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDL7
145000.00000000
PA
USD
127675.49000000
0.005793055821
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
1000000.00000000
PA
USD
988521.85000000
0.044852479183
Long
DBT
NUSS
US
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AN3
200000.00000000
PA
USD
183511.19000000
0.008326504699
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBA7
100000.00000000
PA
USD
103492.49000000
0.004695793778
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K115, Class A2
3137FWG79
960000.00000000
PA
USD
858924.38000000
0.038972216824
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
1.38300000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAB6
500000.00000000
PA
USD
461620.00000000
0.020945213745
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBF5
20000.00000000
PA
USD
20089.76000000
0.000911538315
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.30000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAZ3
125000.00000000
PA
USD
121644.96000000
0.005519430891
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTX6
3837491.21000000
PA
USD
3663534.97000000
0.166226599827
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AY8
500000.00000000
PA
USD
555617.41000000
0.025210184596
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NBF7
35000.00000000
PA
USD
35548.49000000
0.001612951608
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AT2
35000.00000000
PA
USD
31292.04000000
0.001419822508
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GKN5
68470.79840000
PA
USD
68322.42000000
0.003100012327
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764AU1
100000.00000000
PA
USD
96303.56000000
0.004369608441
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
2.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJJP4
497212.69450000
PA
USD
505114.04000000
0.022918681023
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGSX3
13243.57050000
PA
USD
13473.99000000
0.000611359127
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128CUWB8
92754.77010000
PA
USD
92619.29000000
0.004202441025
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AN6
300000.00000000
PA
USD
275928.18000000
0.012519766709
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAQ3
200000.00000000
PA
USD
210270.24000000
0.009540650580
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EPAQ3
400000.00000000
PA
USD
389268.06000000
0.017662368877
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25000000
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCA5
380000.00000000
PA
USD
390414.65000000
0.017714393427
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AH3
300000.00000000
PA
USD
315576.26000000
0.014318730165
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAP5
35000.00000000
PA
USD
33340.63000000
0.001512773757
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.37500000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAK4
50000.00000000
PA
USD
43044.46000000
0.001953068357
Long
DBT
CORP
US
Y
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202WLF4
7516.50000000
PA
USD
8026.04000000
0.000364167764
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRV4
1000000.00000000
PA
USD
992256.59000000
0.045021936589
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SYS0
967574.98650000
PA
USD
981921.20000000
0.044552986039
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FCY69
5623.23750000
PA
USD
5926.96000000
0.000268925618
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.50000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DF7
300000.00000000
PA
USD
301721.06000000
0.013690074289
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.32200160
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617HP7D0
81189.39000000
PA
USD
83448.92000000
0.003786351254
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.00000000
N
N
N
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959EAA0
250000.00000000
PA
USD
225586.84000000
0.010235614969
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179NBB3
490632.94000000
PA
USD
503752.21000000
0.022856890328
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HC0
350000.00000000
PA
USD
361887.06000000
0.016420003083
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.95000000
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F022451
150000.00000000
PA
USD
147827.47000000
0.006707417262
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXFM9
184618.83550000
PA
USD
193145.82000000
0.008763659468
Long
ABS-MBS
USGSE
US
N
2
2057-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HN84
180.14000000
PA
USD
196.84000000
0.000008931276
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SYT8
0.02000000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JN8
500000.00000000
PA
USD
470949.78000000
0.021368536470
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QD3
300000.00000000
PA
USD
381363.28000000
0.017303703077
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBL9
100000.00000000
PA
USD
88287.52000000
0.004005894409
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBF0
300000.00000000
PA
USD
260094.30000000
0.011801331631
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KJXK3
598969.92520000
PA
USD
588072.12000000
0.026682761256
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAM0
159000.00000000
PA
USD
190929.96000000
0.008663118631
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.70000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKB4
50000.00000000
PA
USD
42784.92000000
0.001941292176
Long
DBT
CORP
US
N
2
2052-07-21
Variable
2.97200160
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERV49
80273.77430000
PA
USD
81866.44000000
0.003714548945
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BA0
500000.00000000
PA
USD
532750.92000000
0.024172656931
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EQTZ5
24872.85290000
PA
USD
25781.86000000
0.001169807565
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAP0
500000.00000000
PA
USD
448011.25000000
0.020327740114
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WDHW7
0.01290000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAS7
500000.00000000
PA
USD
500952.35000000
0.022729851495
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
7000000.00000000
PA
USD
6333906.25000000
0.287390104962
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7RS8
169797.84910000
PA
USD
179029.45000000
0.008123153453
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EH9
50000.00000000
PA
USD
45717.09000000
0.002074334348
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JB4
500000.00000000
PA
USD
504860.43000000
0.022907173905
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AL2
500000.00000000
PA
USD
507294.62000000
0.023017621091
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49306CAB7
225000.00000000
PA
USD
260716.72000000
0.011829572868
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.95000000
N
N
N
N
N
N
TotalEnergies Capital Canada Ltd.
5299005IX98ZZ9LSGK46
TotalEnergies Capital Canada Ltd.
89153UAF8
750000.00000000
PA
USD
753087.67000000
0.034170058094
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJ6R4
49621.92340000
PA
USD
52156.15000000
0.002366495623
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EF3
400000.00000000
PA
USD
345033.39000000
0.015655296787
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Johnson Controls International plc
N/A
Johnson Controls International plc
47837RAD2
100000.00000000
PA
USD
87780.47000000
0.003982887888
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H022648
7169000.00000000
PA
USD
6953089.86000000
0.315484496581
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XT2
3800000.00000000
PA
USD
3767937.50000000
0.170963685106
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418C2E3
18451.01000000
PA
USD
19489.46000000
0.000884300735
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBF9
500000.00000000
PA
USD
541276.92000000
0.024559509521
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410KTH7
6447.85000000
PA
USD
7060.16000000
0.000320342620
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A27M8
484974.20190000
PA
USD
481006.31000000
0.021824834227
Long
ABS-MBS
USGA
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345YAD8
250000.00000000
PA
USD
255155.28000000
0.011577232091
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAJ2
130000.00000000
PA
USD
107462.13000000
0.004875909367
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7R23
263388.29030000
PA
USD
268282.72000000
0.012172867108
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WFG8
4419029.86000000
PA
USD
4291790.92000000
0.194732633274
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VZQ6
1213030.38600000
PA
USD
1159252.24000000
0.052599077059
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WDQ8
0.01000000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J52B4
134262.18780000
PA
USD
135898.60000000
0.006166165297
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.00000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CM0
110000.00000000
PA
USD
100730.30000000
0.004570464157
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PW2
250000.00000000
PA
USD
316259.77000000
0.014349743256
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D5B4
298527.62110000
PA
USD
283362.96000000
0.012857107068
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EULG2
584323.66780000
PA
USD
592999.41000000
0.026906328568
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X6F55
528967.97280000
PA
USD
522029.55000000
0.023686193203
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAF9
500000.00000000
PA
USD
499605.09000000
0.022668721889
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
2.70900000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
500000.00000000
PA
USD
522159.48000000
0.023692088553
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAJ4
230000.00000000
PA
USD
281175.00000000
0.012757832145
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
5.87500000
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AV3
500000.00000000
PA
USD
506454.60000000
0.022979506627
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.90000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641596E1
80000.00000000
PA
USD
76089.90000000
0.003452448376
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EPWM2
345528.47820000
PA
USD
352385.94000000
0.015988906101
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CTD6
0.00530000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CD1
80000.00000000
PA
USD
79532.66000000
0.003608657691
Long
DBT
CORP
CA
Y
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903AL3
50000.00000000
PA
USD
44034.52000000
0.001997990627
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
37000.00000000
PA
USD
34691.31000000
0.001574058539
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAB7
15000000.00000000
PA
USD
13906640.70000000
0.630989909338
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAH0
45000.00000000
PA
USD
41983.11000000
0.001904911426
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.45000000
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
652000.00000000
PA
USD
682043.40000000
0.030946546503
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BE8
500000.00000000
PA
USD
503019.73000000
0.022823655307
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.90000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBW9
60000.00000000
PA
USD
60142.49000000
0.002728862068
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MFKV9
182456.51000000
PA
USD
180915.91000000
0.008208748331
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CA8
200000.00000000
PA
USD
196319.37000000
0.008907653843
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GHN9
170309.83210000
PA
USD
170026.68000000
0.007714668244
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BL0
200000.00000000
PA
USD
231994.21000000
0.010526338365
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BH6
200000.00000000
PA
USD
192458.41000000
0.008732469422
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.37500000
N
N
N
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452AJ9
200000.00000000
PA
USD
179552.04000000
0.008146865075
Long
DBT
CORP
US
N
2
2051-06-03
Fixed
3.05000000
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AJ0
65000.00000000
PA
USD
61039.82000000
0.002769576874
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2012-1, Class A
210795PZ7
194960.98000000
PA
USD
195568.54000000
0.008873586223
Long
ABS-O
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WP93
3970475.53650000
PA
USD
3791089.93000000
0.172014186806
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W1VC8
105967.22840000
PA
USD
108084.68000000
0.004904156503
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JC1
3000000.00000000
PA
USD
2979780.00000000
0.135202393777
Long
DBT
NUSS
US
N
2
2023-05-15
Fixed
1.37500000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857TAH0
206000.00000000
PA
USD
262540.79000000
0.011912336908
Long
DBT
CORP
GB
N
2
2030-02-15
Fixed
7.87500000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
800000.00000000
PA
USD
793867.22000000
0.036020360055
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAR5
40000.00000000
PA
USD
30242.72000000
0.001372211417
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AX1
40000.00000000
PA
USD
37237.83000000
0.001689602505
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
100000.00000000
PA
USD
102564.72000000
0.004653697810
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EL6H1
272012.85840000
PA
USD
284614.20000000
0.012913879931
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179NQ50
218104.73700000
PA
USD
229162.15000000
0.010397838512
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.00000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBF5
200000.00000000
PA
USD
195728.70000000
0.008880853207
Long
DBT
CORP
JP
N
2
2024-07-10
Variable
1.24099920
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DC1
200000.00000000
PA
USD
169154.64000000
0.007675100929
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179M5M8
537840.27220000
PA
USD
552206.96000000
0.025055441291
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AC9
250000.00000000
PA
USD
251799.60000000
0.011424973881
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGM0
840000.00000000
PA
USD
758700.68000000
0.034424738771
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJH9
100000.00000000
PA
USD
95452.57000000
0.004330996233
Long
DBT
CORP
US
N
2
2024-06-18
Fixed
0.50000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEK6
250000.00000000
PA
USD
276282.71000000
0.012535852899
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
4.87500000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
200000.00000000
PA
USD
180470.00000000
0.008188515932
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
748149AQ4
500000.00000000
PA
USD
501246.72000000
0.022743208027
Long
DBT
NUSS
CA
N
2
2024-04-09
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AABZ6
75790.18930000
PA
USD
78889.55000000
0.003579477680
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
9100000.00000000
PA
USD
8058121.07000000
0.365623387637
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QAXY1
36024.04070000
PA
USD
38266.97000000
0.001736297963
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WER53
6010.21620000
PA
USD
6040.09000000
0.000274058697
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHBV3
10693.34970000
PA
USD
11087.48000000
0.000503075340
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAD3
500000.00000000
PA
USD
514715.60000000
0.023354335298
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
American University (The)
549300ZMGVN6I2E7LS27
American University (The), Series 2019
030360AD3
35000.00000000
PA
USD
33988.06000000
0.001542149780
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
3.67200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X6F63
1668102.56230000
PA
USD
1679680.90000000
0.076212632631
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
3.50000000
N
N
N
N
N
N
Lubrizol Corp. (The)
549300TW3R1QXAWGC017
Lubrizol Corp. (The)
549271AF1
147000.00000000
PA
USD
191018.00000000
0.008667113295
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WEUR1
9805.82140000
PA
USD
9951.96000000
0.000451553072
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
390000.00000000
PA
USD
354455.74000000
0.016082819716
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500040
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
500000.00000000
PA
USD
508420.09000000
0.023068687357
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QA2X7
264860.60480000
PA
USD
274787.27000000
0.012467999880
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAF5
250000.00000000
PA
USD
267055.25000000
0.012117172768
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.65800000
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CT5
400000.00000000
PA
USD
411139.96000000
0.018654768731
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMHQ0
6106274.22980000
PA
USD
5674787.49000000
0.257483724579
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011BN3
100000.00000000
PA
USD
90512.45000000
0.004106846782
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.95000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CD6
500000.00000000
PA
USD
512367.98000000
0.023247816077
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
90000.00000000
PA
USD
78125.18000000
0.003544795706
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297CRH5
10301.02000000
PA
USD
11066.73000000
0.000502133844
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8GK3
551436.81710000
PA
USD
547589.23000000
0.024845919733
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETY75
647523.82020000
PA
USD
675499.87000000
0.030649645081
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AM4
200000.00000000
PA
USD
191657.01000000
0.008696107275
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
Ohio State University (The)
JFC10ZULKO4X2E3HBY86
Ohio State University (The), RB
677632MV0
150000.00000000
PA
USD
174944.99000000
0.007937828103
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAC0
155000.00000000
PA
USD
167731.41000000
0.007610524315
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAN1
260000.00000000
PA
USD
246354.89000000
0.011177929527
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series R
677415CU3
90000.00000000
PA
USD
74581.92000000
0.003384026376
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBR4
250000.00000000
PA
USD
229057.66000000
0.010393097458
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KJ9
400000.00000000
PA
USD
363940.13000000
0.016513157604
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95000000
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
500000.00000000
PA
USD
459618.51000000
0.020854399578
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132M9GQ1
157654.52530000
PA
USD
160644.46000000
0.007288966144
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EQ5W8
236633.65790000
PA
USD
239099.31000000
0.010848720060
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BJ4
200000.00000000
PA
USD
192852.66000000
0.008750357837
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
NSTAR Electric Co.
54930080R72Y2Z31UR68
NSTAR Electric Co.
67021CAP2
200000.00000000
PA
USD
207597.72000000
0.009419389581
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAJ5
175000.00000000
PA
USD
156658.31000000
0.007108101442
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.50000000
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BX3
250000.00000000
PA
USD
234604.35000000
0.010644768979
Long
DBT
CORP
US
N
2
2026-05-12
Fixed
1.00000000
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BR5
100000.00000000
PA
USD
91805.90000000
0.004165534852
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GT5R7
6760.21730000
PA
USD
6945.15000000
0.000315124239
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BD4
500000.00000000
PA
USD
554090.68000000
0.025140911847
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZG0
100000.00000000
PA
USD
91939.84000000
0.004171612149
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
State of Israel Government Bond
46513JB42
200000.00000000
PA
USD
206000.00000000
0.009346895783
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAH5
50000.00000000
PA
USD
43404.82000000
0.001969419073
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FTM8
108149.52000000
PA
USD
118675.67000000
0.005384704463
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
5.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DN5
1000000.00000000
PA
USD
937740.26000000
0.042548351856
Long
DBT
NUSS
US
N
2
2025-07-15
Fixed
0.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XBB58
352363.21880000
PA
USD
350386.46000000
0.015898183134
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.50000000
N
N
N
N
N
N
Connecticut Light and Power Co. (The)
549300O45IUXEDS1VZ32
Connecticut Light and Power Co. (The), Series A
207597EN1
100000.00000000
PA
USD
90446.06000000
0.004103834450
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BT5
300000.00000000
PA
USD
262997.95000000
0.011933079757
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8EY5
165342.30530000
PA
USD
170933.55000000
0.007755815911
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.50000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAT6
500000.00000000
PA
USD
488398.73000000
0.022160252573
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.82900000
N
N
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866BD9
250000.00000000
PA
USD
240973.87000000
0.010933774997
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WHPV1
453528.18620000
PA
USD
450625.41000000
0.020446353129
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAK1
100000.00000000
PA
USD
87011.18000000
0.003947982677
Long
DBT
CORP
US
Y
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
Duke University, Series 2020
26442TAH0
110000.00000000
PA
USD
96546.51000000
0.004380631879
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572AQ1
50000.00000000
PA
USD
49409.75000000
0.002241882446
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBB8
250000.00000000
PA
USD
249814.53000000
0.011334904743
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
2.85000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MD0
200000.00000000
PA
USD
225854.83000000
0.010247774554
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CL4
55000.00000000
PA
USD
49373.51000000
0.002240238118
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BR4
150000.00000000
PA
USD
158823.49000000
0.007206342762
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D6A5
1974637.14260000
PA
USD
1765088.02000000
0.080087833844
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
1.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DY3
500000.00000000
PA
USD
436883.19000000
0.019822823527
Long
DBT
CORP
US
N
2
2030-08-20
Fixed
1.25000000
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAF7
300000.00000000
PA
USD
361943.71000000
0.016422573480
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.41900000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDQ1
10000000.00000000
PA
USD
9448046.90000000
0.428688882201
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746AK4
50000.00000000
PA
USD
42999.29000000
0.001951018846
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKEX2
368444.79400000
PA
USD
342755.09000000
0.015551922842
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NN7
90000.00000000
PA
USD
89219.57000000
0.004048184575
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500040
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BX0
60000.00000000
PA
USD
54130.47000000
0.002456076999
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAQ2
50000.00000000
PA
USD
50722.38000000
0.002301440775
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKTU9
69110.36340000
PA
USD
68539.15000000
0.003109846078
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAB4
100000.00000000
PA
USD
103229.81000000
0.004683875125
Long
DBT
CORP
US
Y
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RVA4
636981.13000000
PA
USD
634768.74000000
0.028801540094
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828J27
18700000.00000000
PA
USD
18437031.25000000
0.836548590552
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
100000.00000000
PA
USD
88324.34000000
0.004007565054
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MJF20
33361.30460000
PA
USD
33679.62000000
0.001528154845
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
3.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAK2
99000.00000000
PA
USD
144677.61000000
0.006564497781
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36210UW66
2268.17000000
PA
USD
2426.80000000
0.000110111877
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAF3
100000.00000000
PA
USD
84007.64000000
0.003811702214
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133L8H24
1915167.03980000
PA
USD
1863045.19000000
0.084532471996
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WMJ62
14912.09590000
PA
USD
15188.02000000
0.000689130291
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F030447
98663.00000000
PA
USD
99341.31000000
0.004507441124
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
3.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAU4
100000.00000000
PA
USD
112873.83000000
0.005121455950
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
Jefferies Group LLC
N/A
Jefferies Group LLC
47233JAG3
500000.00000000
PA
USD
524221.06000000
0.023785629201
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132J8DV9
321236.06000000
PA
USD
321155.27000000
0.014571868150
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724PAD1
600000.00000000
PA
USD
567676.55000000
0.025757347338
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAT0
300000.00000000
PA
USD
265827.69000000
0.012061474343
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.00000000
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAQ6
250000.00000000
PA
USD
227603.21000000
0.010327104290
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAG8
135000.00000000
PA
USD
121678.77000000
0.005520964962
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410KP65
3700.34000000
PA
USD
4051.83000000
0.000183844819
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AV1
100000.00000000
PA
USD
95377.01000000
0.004327567828
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863BP2
400000.00000000
PA
USD
372804.00000000
0.016915340464
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.62500000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AH5
250000.00000000
PA
USD
250546.48000000
0.011368115716
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.65000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200ACN7
4612.07000000
PA
USD
5136.06000000
0.000233039891
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVE9
200000.00000000
PA
USD
183570.33000000
0.008329188075
Long
DBT
CORP
CA
N
2
2026-06-22
Fixed
1.25000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297VZY7
4979.28000000
PA
USD
5418.77000000
0.000245867371
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBG8
70000.00000000
PA
USD
67658.31000000
0.003069879478
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PT9
709600.00000000
PA
USD
925806.25000000
0.042006866672
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CS47
363881.34260000
PA
USD
367337.57000000
0.016667310602
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BC7
115000.00000000
PA
USD
115199.34000000
0.005226971967
Long
DBT
CORP
US
N
2
2069-11-15
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MKE85
45347.62660000
PA
USD
45818.42000000
0.002078932022
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140E2HL8
29836.90910000
PA
USD
30554.74000000
0.001386368788
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YM6
15000000.00000000
PA
USD
14634375.00000000
0.664009601864
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
Novant Health, Inc.
549300ZUXEGFGE8EP917
Novant Health, Inc.
66988AAH7
130000.00000000
PA
USD
117124.05000000
0.005314302374
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.16800000
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBU9
75000.00000000
PA
USD
64890.46000000
0.002944293043
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F040644
1625000.00000000
PA
USD
1658515.63000000
0.075252294898
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
4.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAK0
165000.00000000
PA
USD
150843.78000000
0.006844277142
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31294ERY7
570.72000000
PA
USD
590.47000000
0.000026791560
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
7.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2P9
250000.00000000
PA
USD
236977.14000000
0.010752430246
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AH1
100000.00000000
PA
USD
91386.66000000
0.004146512558
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
00440EAW7
250000.00000000
PA
USD
271619.33000000
0.012324260050
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DW0
300000.00000000
PA
USD
301959.26000000
0.013700882204
Long
DBT
CORP
AU
N
2
2028-01-25
Fixed
3.40000000
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
50000.00000000
PA
USD
47633.31000000
0.002161279535
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135UAR0
200000.00000000
PA
USD
225189.06000000
0.010217566385
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AM8
60000.00000000
PA
USD
55667.49000000
0.002525816638
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABB8
350000.00000000
PA
USD
380325.06000000
0.017256595629
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967ME8
500000.00000000
PA
USD
507624.69000000
0.023032597449
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000160
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBT2
200000.00000000
PA
USD
173189.62000000
0.007858181208
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.40000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132GUJW5
65250.16260000
PA
USD
66895.18000000
0.003035253766
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YWNQ6
222069.75010000
PA
USD
219807.35000000
0.009973380548
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
CyrusOne LP
N/A
CyrusOne LP
23283PAR5
50000.00000000
PA
USD
51500.00000000
0.002336723945
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAT8
8000000.00000000
PA
USD
7375937.52000000
0.334670482069
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HCX5
750000.00000000
PA
USD
758174.10000000
0.034400846109
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.25000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKLQ0
2832968.11010000
PA
USD
2708171.98000000
0.122878646899
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9EZ2
152458.09000000
PA
USD
156163.64000000
0.007085656642
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CYZ1
46019.13000000
PA
USD
47484.32000000
0.002154519370
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179Q6N6
182669.19160000
PA
USD
182183.24000000
0.008266251251
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.00000000
N
N
N
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903BV6
280000.00000000
PA
USD
280938.25000000
0.012747090021
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCV6
90000.00000000
PA
USD
88265.19000000
0.004004881224
Long
DBT
CORP
US
N
2
2026-02-24
Variable
2.59499880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CR97
623495.80950000
PA
USD
642678.04000000
0.029160410982
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZN5
100000.00000000
PA
USD
94711.03000000
0.004297350130
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5G78
513092.73100000
PA
USD
522176.11000000
0.023692843111
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AR7
50000.00000000
PA
USD
52081.67000000
0.002363116221
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285U0
8000000.00000000
PA
USD
8050937.52000000
0.365297446408
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ2P4
0.00700000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ENQR3
1579575.56090000
PA
USD
1679908.73000000
0.076222970026
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGXX0
1777064.75000000
PA
USD
1731252.94000000
0.078552625268
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
250000.00000000
PA
USD
236434.42000000
0.010727805259
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
Evergy Metro, Inc.
1128SIJQ26096WL7IO82
Evergy Metro, Inc.
485134BP4
500000.00000000
PA
USD
507520.91000000
0.023027888610
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.65000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBA7
100000.00000000
PA
USD
103057.50000000
0.004676056855
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.62500000
N
N
N
N
N
N
Oaktree Specialty Lending Corp.
549300J6MGCEU5928620
Oaktree Specialty Lending Corp.
67401PAC2
100000.00000000
PA
USD
91624.34000000
0.004157296879
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAS6
100000.00000000
PA
USD
101459.62000000
0.004603555798
Long
DBT
CORP
US
Y
2
2025-03-24
Fixed
4.70000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAV0
500000.00000000
PA
USD
501852.82000000
0.022770708773
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AX3
95000.00000000
PA
USD
79444.41000000
0.003604653499
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EGNG5
266602.11000000
PA
USD
288454.40000000
0.013088122403
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BN6
300000.00000000
PA
USD
403202.92000000
0.018294639188
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F032443
1293000.00000000
PA
USD
1318860.00000000
0.059841004724
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
3.50000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAX0
35000.00000000
PA
USD
32589.54000000
0.001478694339
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZC7
1263830.45590000
PA
USD
1282687.30000000
0.058199730660
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAG1
100000.00000000
PA
USD
97871.18000000
0.004440736503
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AWSY7
109216.15000000
PA
USD
113809.92000000
0.005163929424
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HAW4
696.00000000
PA
USD
763.32000000
0.000034634332
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
Regents of the University of California Medical Center Pooled Revenue
913366EP1
150000.00000000
PA
USD
205930.47000000
0.009343740979
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BPM4
2294.33000000
PA
USD
2517.33000000
0.000114219520
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641594B9
300000.00000000
PA
USD
270683.47000000
0.012281797011
Long
DBT
CORP
CA
N
2
2031-08-01
Fixed
2.15000000
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AL5
340000.00000000
PA
USD
406275.83000000
0.018434067196
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WD2H3
387100.26240000
PA
USD
403982.02000000
0.018329989511
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMW75
986963.41000000
PA
USD
943119.86000000
0.042792441955
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDN3
150000.00000000
PA
USD
133156.10000000
0.006041729076
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
1500000.00000000
PA
USD
1399101.57000000
0.063481827988
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142DP5
725000.00000000
PA
USD
737201.69000000
0.033449259067
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
3.30000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QN1
2000000.00000000
PA
USD
2661484.38000000
0.120760277328
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AQ0
200000.00000000
PA
USD
177292.46000000
0.008044340518
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAA4
750000.00000000
PA
USD
801512.27000000
0.036367241053
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.25999880
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AW9
40000.00000000
PA
USD
34241.44000000
0.001553646461
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.05000000
N
N
N
N
N
Los Angeles County Public Works Financing Authority
N/A
Los Angeles County Public Works Financing Authority, RB
54473ENS9
75000.00000000
PA
USD
111533.11000000
0.005060623085
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
7.61800000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
8300000.00000000
PA
USD
8198843.75000000
0.372008437270
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
100000.00000000
PA
USD
88445.81000000
0.004013076546
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
180640.35000000
0.008196245270
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72199880
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CK5
250000.00000000
PA
USD
264573.78000000
0.012004580333
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.30000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBC7
25000.00000000
PA
USD
24236.27000000
0.001099679077
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAA1
205000.00000000
PA
USD
209469.90000000
0.009504336529
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYG3
500000.00000000
PA
USD
456964.48000000
0.020733977531
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54199880
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EJ3
340000.00000000
PA
USD
354330.59000000
0.016077141250
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.05000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334JW2
500000.00000000
PA
USD
505540.94000000
0.022938050876
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AW3
500000.00000000
PA
USD
510531.29000000
0.023164479426
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
500000.00000000
PA
USD
526506.38000000
0.023889321666
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BV1
55000.00000000
PA
USD
54302.18000000
0.002463868045
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14100000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SEH6
1567167.66070000
PA
USD
1595302.27000000
0.072384097384
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Medtronic, Inc.
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BT2
350000.00000000
PA
USD
388788.50000000
0.017640609666
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
State of Israel Government Bond
46513JB59
200000.00000000
PA
USD
213656.00000000
0.009694273619
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CY5
500000.00000000
PA
USD
509543.80000000
0.023119673766
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284L1
5000000.00000000
PA
USD
5050781.25000000
0.229170514416
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AU8
475000.00000000
PA
USD
470063.56000000
0.021328325762
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35000000
N
N
N
N
N
N
TELUS Corp.
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971MBW2
60000.00000000
PA
USD
58695.07000000
0.002663187875
Long
DBT
CORP
CA
N
2
2032-05-13
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K4J63
172360.59000000
PA
USD
184806.52000000
0.008385278070
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CJ3
200000.00000000
PA
USD
229278.62000000
0.010403123138
Long
DBT
NUSS
ID
N
2
2049-02-11
Fixed
5.35000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200H3K8
13438.18000000
PA
USD
14362.67000000
0.000651681454
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAT8
60000.00000000
PA
USD
73433.69000000
0.003331927414
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BT1
100000.00000000
PA
USD
88396.14000000
0.004010822855
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
1.95000000
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142DH3
750000.00000000
PA
USD
754492.57000000
0.034233803016
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
2.55000000
N
N
N
N
N
N
Trustees of Princeton University (The)
549300PJZYINN64GDJ90
Trustees of Princeton University (The), Series 2020
89837LAG0
84000.00000000
PA
USD
70865.72000000
0.003215410191
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.51600000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335B7C4
94103.36130000
PA
USD
98210.70000000
0.004456141639
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
350000.00000000
PA
USD
370453.77000000
0.016808702819
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
650000.00000000
PA
USD
661653.99000000
0.030021412084
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142ET6
600000.00000000
PA
USD
545809.75000000
0.024765178888
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNQM7
1997607.18000000
PA
USD
1908503.17000000
0.086595049673
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBD6
400000.00000000
PA
USD
418437.02000000
0.018985860281
Long
DBT
CORP
GB
N
2
2029-05-16
Variable
4.97199960
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AP0
100000.00000000
PA
USD
106738.57000000
0.004843079077
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P38
7600000.00000000
PA
USD
7613062.50000000
0.345429620300
Long
DBT
UST
US
N
2
2023-01-31
Fixed
1.75000000
N
N
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817MAK3
200000.00000000
PA
USD
182086.22000000
0.008261849135
Long
DBT
CORP
US
Y
2
2031-11-23
Fixed
3.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417AXF1
240234.24000000
PA
USD
242719.39000000
0.011012974966
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAU4
300000.00000000
PA
USD
300400.31000000
0.013630147528
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
500000.00000000
PA
USD
609032.68000000
0.027633810625
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHL34
139471.19460000
PA
USD
141317.17000000
0.006412023594
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GML7
726637.77130000
PA
USD
741226.93000000
0.033631897411
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Progress Energy, Inc.
549300FBMTW0JYWMNB26
Progress Energy, Inc.
743263AE5
136000.00000000
PA
USD
174116.29000000
0.007900227266
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAR2
50000.00000000
PA
USD
43719.68000000
0.001983705304
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
390000.00000000
PA
USD
388557.09000000
0.017630109836
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBK0
250000.00000000
PA
USD
229791.58000000
0.010426397816
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.75800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335CBP8
2604.55220000
PA
USD
2664.66000000
0.000120904365
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TLT0
1555605.39850000
PA
USD
1610897.93000000
0.073091723639
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969PAB4
65000.00000000
PA
USD
57734.47000000
0.002619602302
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AL5
70000.00000000
PA
USD
76776.30000000
0.003483592595
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJW71
209538.37060000
PA
USD
218086.29000000
0.009895290410
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series GG
571903BF9
200000.00000000
PA
USD
190373.77000000
0.008637882466
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAH8
200000.00000000
PA
USD
203022.00000000
0.009211774154
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBC7
100000.00000000
PA
USD
94634.10000000
0.004293859564
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
Amcor Flexibles North America, Inc.
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
02344AAA6
75000.00000000
PA
USD
68854.63000000
0.003124160440
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
Aon Corp.
N/A
Aon Corp.
03740LAA0
50000.00000000
PA
USD
44127.13000000
0.002002192647
Long
DBT
CORP
US
N
2
2031-08-23
Fixed
2.05000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
70000.00000000
PA
USD
65835.53000000
0.002987173969
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CX5
400000.00000000
PA
USD
452040.12000000
0.020510543163
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FT0
100000.00000000
PA
USD
94366.23000000
0.004281705423
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867AP6
50000.00000000
PA
USD
58116.22000000
0.002636923551
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KJLB6
622807.58580000
PA
USD
595651.89000000
0.027026680287
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LS8
700000.00000000
PA
USD
693419.02000000
0.031462695700
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000080
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AY6
100000.00000000
PA
USD
89870.00000000
0.004077696718
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUC64
59298.29110000
PA
USD
60304.80000000
0.002736226606
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EQ2
500000.00000000
PA
USD
487239.76000000
0.022107666302
Long
DBT
NUSS
US
N
2
2024-10-18
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
450000.00000000
PA
USD
385804.80000000
0.017505229409
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BN9
75000.00000000
PA
USD
64239.68000000
0.002914765020
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KC4
300000.00000000
PA
USD
319491.84000000
0.014496392874
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PU6
305000.00000000
PA
USD
408056.64000000
0.018514868387
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJW53
12807.66760000
PA
USD
12945.17000000
0.000587364829
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213FGL1
52056.24000000
PA
USD
55763.93000000
0.002530192437
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.50000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZJ4
100000.00000000
PA
USD
88593.74000000
0.004019788615
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.00000000
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AH5
310000.00000000
PA
USD
305825.91000000
0.013876324799
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9EY3
841719.38140000
PA
USD
840393.03000000
0.038131388683
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBZ2
145000.00000000
PA
USD
132592.05000000
0.006016136277
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9F65
4858.95520000
PA
USD
5066.45000000
0.000229881457
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WQB7
2719324.81350000
PA
USD
2694344.93000000
0.122251268281
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851AW2
140000.00000000
PA
USD
118963.04000000
0.005397743383
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769AH9
155000.00000000
PA
USD
138196.36000000
0.006270422206
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCM1
400000.00000000
PA
USD
451056.72000000
0.020465923079
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAG8
250000.00000000
PA
USD
256081.85000000
0.011619273611
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAG6
230000.00000000
PA
USD
220189.32000000
0.009990711780
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AX4
50000.00000000
PA
USD
42723.10000000
0.001938487200
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.20000000
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBL5
200000.00000000
PA
USD
199358.39000000
0.009045544150
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57100000
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
200000.00000000
PA
USD
203752.00000000
0.009244896649
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021AS5
50000.00000000
PA
USD
40052.74000000
0.001817324206
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKZM0
666093.86000000
PA
USD
690889.06000000
0.031347903115
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAJ1
15000.00000000
PA
USD
13468.17000000
0.000611095055
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.62500000
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106BAE1
50000.00000000
PA
USD
48787.38000000
0.002213643477
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.20000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
200000.00000000
PA
USD
207671.05000000
0.009422716804
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVS5
300000.00000000
PA
USD
275519.79000000
0.012501236715
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.00000000
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CE4
100000.00000000
PA
USD
92003.92000000
0.004174519669
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
1.10000000
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAB8
150000.00000000
PA
USD
142501.94000000
0.006465780495
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307PWW5
207600.72980000
PA
USD
209908.72000000
0.009524247232
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.00000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BA3
40000.00000000
PA
USD
35096.37000000
0.001592437440
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
Diageo Investment Corp.
S4G8DPIPDVCF6CB81Z61
Diageo Investment Corp.
386088AH1
250000.00000000
PA
USD
349750.90000000
0.015869345691
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
7.45000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZF0
526566.94550000
PA
USD
522974.85000000
0.023729084565
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DV5
300000.00000000
PA
USD
381327.38000000
0.017302074176
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YQ7
8000000.00000000
PA
USD
7701250.00000000
0.349430976475
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9D32
299240.06110000
PA
USD
305185.03000000
0.013847245971
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EA1
500000.00000000
PA
USD
514329.59000000
0.023336820758
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMU35
91264.75890000
PA
USD
92281.50000000
0.004187114384
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31287LGN6
4732.84000000
PA
USD
4960.45000000
0.000225071889
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MAD63
36409.61130000
PA
USD
38027.94000000
0.001725452388
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SNV5
0.02000000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAS3
150000.00000000
PA
USD
180476.43000000
0.008188807682
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.30000000
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
75000.00000000
PA
USD
71807.72000000
0.003258151821
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
150000.00000000
PA
USD
142077.30000000
0.006446513186
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RQ36
12170.01050000
PA
USD
12535.73000000
0.000568787193
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
4.00000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAG8
230000.00000000
PA
USD
188345.26000000
0.008545842313
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBF2
250000.00000000
PA
USD
244846.65000000
0.011109495730
Long
DBT
CORP
US
N
2
2025-10-15
Variable
2.30100120
N
N
N
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
04316JAB5
100000.00000000
PA
USD
82574.57000000
0.003746679127
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
3.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297UPQ7
152243.94000000
PA
USD
165870.33000000
0.007526081010
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132KFWH1
476093.49350000
PA
USD
471850.70000000
0.021409414166
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31296XQH1
44138.62000000
PA
USD
47729.98000000
0.002165665770
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.50000000
N
N
N
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417EAP4
200000.00000000
PA
USD
207855.25000000
0.009431074562
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.10000000
N
N
N
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175AF7
50000.00000000
PA
USD
43369.79000000
0.001967829647
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620A8NH2
412161.05000000
PA
USD
454901.12000000
0.020640356118
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
Delmarva Power & Light Co.
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co.
247109BS9
250000.00000000
PA
USD
252761.13000000
0.011468601651
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.50000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
03835VAH9
150000.00000000
PA
USD
163841.53000000
0.007434027698
Long
DBT
CORP
JE
N
2
2049-03-15
Fixed
5.40000000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CP5
200000.00000000
PA
USD
200078.97000000
0.009078239228
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128E6JK4
152052.85830000
PA
USD
154071.23000000
0.006990717136
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BQ2
200000.00000000
PA
USD
206970.05000000
0.009390910134
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
Northwell Healthcare, Inc.
54930073NUTKK4QD3P47
Northwell Healthcare, Inc.
667274AC8
35000.00000000
PA
USD
35293.39000000
0.001601376884
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XXNN5
0.01110000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J96V8
49146.00670000
PA
USD
51278.98000000
0.002326695543
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BDT2
1488.59000000
PA
USD
1591.34000000
0.000072204316
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31359MFP3
2000000.00000000
PA
USD
2681772.88000000
0.121680833130
Long
DBT
USGA
US
N
2
2030-05-15
Fixed
7.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMUC5
193901.73330000
PA
USD
195598.56000000
0.008874948328
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WBQ65
267145.64930000
PA
USD
282770.00000000
0.012830202527
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179S2P1
166704.65000000
PA
USD
169107.09000000
0.007672943429
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138LT6M5
46425.86010000
PA
USD
48419.69000000
0.002196960176
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DM0
50000.00000000
PA
USD
59934.91000000
0.002719443483
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
5.40000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NA5
285000.00000000
PA
USD
261740.50000000
0.011876025125
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46199960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EGKL7
140080.51020000
PA
USD
144242.52000000
0.006544756320
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
State of Illinois, GO
452151LF8
945000.00000000
PA
USD
1004919.99000000
0.045596516589
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAL4
200000.00000000
PA
USD
247401.74000000
0.011225428546
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.62500000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AR9
183000.00000000
PA
USD
187354.35000000
0.008500881476
Long
DBT
CORP
IE
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FB47
220595.99000000
PA
USD
241944.84000000
0.010977831091
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAK4
200000.00000000
PA
USD
214285.91000000
0.009722854702
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBB3
900000.00000000
PA
USD
884358.00000000
0.040126223599
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJX39
577723.30090000
PA
USD
572952.91000000
0.025996753100
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2M4
500000.00000000
PA
USD
593385.23000000
0.026923834487
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.01300000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CH3
100000.00000000
PA
USD
90905.40000000
0.004124676213
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EJ2
65000.00000000
PA
USD
67231.67000000
0.003050521421
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AL9
500000.00000000
PA
USD
568370.80000000
0.025788847738
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETQU3
110315.11750000
PA
USD
111438.93000000
0.005056349829
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31415VVB8
42046.06000000
PA
USD
42751.22000000
0.001939763096
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
7.00000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BG7
200000.00000000
PA
USD
188923.44000000
0.008572076236
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
2.40000000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214ER0
200000.00000000
PA
USD
184972.96000000
0.008392829999
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GT5V8
143485.68500000
PA
USD
148977.87000000
0.006759614684
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDT5
677000.00000000
PA
USD
558879.23000000
0.025358184070
Long
DBT
CORP
US
Y
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Dominion Energy South Carolina, Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina, Inc., Series A
25731VAA2
50000.00000000
PA
USD
45627.29000000
0.002070259827
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RXE4
55094.96600000
PA
USD
57654.65000000
0.002615980606
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAM6
365000.00000000
PA
USD
335159.07000000
0.015207266496
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
750000.00000000
PA
USD
774574.10000000
0.035144967909
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBE5
105000.00000000
PA
USD
100484.60000000
0.004559315942
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SLS4
0.06940000
PA
USD
0.07000000
0.000000003176
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230QTP3
86988.16000000
PA
USD
92089.26000000
0.004178391825
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBA4
200000.00000000
PA
USD
192695.70000000
0.008743236047
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
2.05000000
N
N
N
N
N
Old Republic International Corp.
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AK0
200000.00000000
PA
USD
201642.54000000
0.009149183528
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140E26C0
10277.78250000
PA
USD
10700.38000000
0.000485511343
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36184Q2N3
445785.21740000
PA
USD
451679.50000000
0.020494180651
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410LQ21
281606.37200000
PA
USD
279918.33000000
0.012700812905
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
JD.com, Inc.
549300HVTWB0GJZ16V92
JD.com, Inc.
47215PAE6
200000.00000000
PA
USD
188725.96000000
0.008563115921
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.37500000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132ADPE2
277042.58660000
PA
USD
288234.89000000
0.013078162514
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CU8
200000.00000000
PA
USD
206157.73000000
0.009354052511
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
4.45000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
180000.00000000
PA
USD
166491.42000000
0.007554261901
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAK0
250000.00000000
PA
USD
285325.38000000
0.012946148501
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.80000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DU9
55000.00000000
PA
USD
53802.38000000
0.002441190479
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAD6
160000.00000000
PA
USD
163617.89000000
0.007423880418
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAD2
250000.00000000
PA
USD
264443.39000000
0.011998664111
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJY7
1000000.00000000
PA
USD
1021459.53000000
0.046346969777
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FPCG2
144914.69660000
PA
USD
146423.27000000
0.006643704101
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59023VAA8
200000.00000000
PA
USD
279098.31000000
0.012663605907
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75000000
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series G
06406HDA4
205000.00000000
PA
USD
205859.23000000
0.009340508586
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAB2
200000.00000000
PA
USD
204304.40000000
0.009269960849
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAD4
135000.00000000
PA
USD
136551.41000000
0.006195785429
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKE1
100000.00000000
PA
USD
85719.23000000
0.003889362667
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBR0
105000.00000000
PA
USD
95801.81000000
0.004346842397
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKG6
700000.00000000
PA
USD
637775.50000000
0.028937966659
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VSF8
1498214.42000000
PA
USD
1431001.90000000
0.064929250609
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBS8
145000.00000000
PA
USD
126617.48000000
0.005745050436
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YBB4
210000.00000000
PA
USD
198807.47000000
0.009020547102
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
Leggett & Platt, Inc.
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc.
524660BA4
50000.00000000
PA
USD
44165.67000000
0.002003941333
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
2000000.00000000
PA
USD
1929765.62000000
0.087559796781
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYD6
99352.55030000
PA
USD
103312.98000000
0.004687648821
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AADS0
115258.62220000
PA
USD
115780.68000000
0.005253349270
Long
ABS-MBS
USGA
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EY0
3000000.00000000
PA
USD
3523476.57000000
0.159871690757
Long
DBT
UST
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
3000000.00000000
PA
USD
2880937.50000000
0.130717585299
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DU1
300000.00000000
PA
USD
271914.98000000
0.012337674660
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCR0
4000000.00000000
PA
USD
3660156.24000000
0.166073295763
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DE2
250000.00000000
PA
USD
241802.23000000
0.010971360408
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Southwest Gas Corp.
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp.
845011AD7
90000.00000000
PA
USD
73542.20000000
0.003336850869
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.18000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUKZ1
2607.19650000
PA
USD
2722.90000000
0.000123546905
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617BKN98
209897.90780000
PA
USD
207515.31000000
0.009415650369
Long
ABS-MBS
USGA
US
N
2
2049-10-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHX0
200000.00000000
PA
USD
189656.44000000
0.008605334851
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88399960
N
N
N
N
N
N
Johns Hopkins Health System Corp. (The)
549300D81FCFUS7TQR04
Johns Hopkins Health System Corp. (The)
478111AC1
20000.00000000
PA
USD
20582.22000000
0.000933882841
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.83700000
N
N
N
N
N
N
Tucson Electric Power Co.
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co.
898813AU4
20000.00000000
PA
USD
19533.72000000
0.000886308956
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.25000000
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAG2
500000.00000000
PA
USD
513041.27000000
0.023278365453
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CD9
150000.00000000
PA
USD
141447.51000000
0.006417937547
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
3.54700080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJXA3
0.00950000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QC5
1080000.00000000
PA
USD
1394001.57000000
0.063250424257
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EZ2
45000.00000000
PA
USD
40244.79000000
0.001826038145
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503MAC2
300000.00000000
PA
USD
261685.99000000
0.011873551828
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
7000000.00000000
PA
USD
7288476.58000000
0.330702092305
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CX3
200000.00000000
PA
USD
204351.90000000
0.009272116080
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BY5
60000.00000000
PA
USD
56738.74000000
0.002574422765
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CU77
39749.94720000
PA
USD
40201.36000000
0.001824067583
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WF7H3
203737.34700000
PA
USD
205856.43000000
0.009340381541
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERJH4
157504.52210000
PA
USD
156454.17000000
0.007098838941
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5MS5
258099.56320000
PA
USD
267657.44000000
0.012144496103
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
200000.00000000
PA
USD
184976.00000000
0.008392967934
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AL6
80000.00000000
PA
USD
74913.37000000
0.003399065350
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.95000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
250000.00000000
PA
USD
245878.73000000
0.011156324586
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.63599920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132JAEZ4
464586.42840000
PA
USD
474174.03000000
0.021514831270
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BH5
250000.00000000
PA
USD
291068.23000000
0.013206720445
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Northwestern University
OBWWNZE695DUK77DTI34
Northwestern University, Series 2020
668444AS1
28000.00000000
PA
USD
23620.67000000
0.001071747285
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.64000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
925524AV2
118000.00000000
PA
USD
130266.10000000
0.005910600295
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BL3
300000.00000000
PA
USD
301185.99000000
0.013665796407
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.95400000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAF2
155000.00000000
PA
USD
142445.77000000
0.006463231878
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202EH44
241304.23000000
PA
USD
264427.49000000
0.011997942676
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31417W7C9
421360.27000000
PA
USD
438255.97000000
0.019885111059
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Variable
1.99299960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MLBA1
63616.26680000
PA
USD
64276.26000000
0.002916424774
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HGL2
522.65000000
PA
USD
583.97000000
0.000026496634
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
7.50000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVL0
200000.00000000
PA
USD
174757.03000000
0.007929299742
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.45000000
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844BQ0
500000.00000000
PA
USD
534848.86000000
0.024267847351
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.45000000
N
N
N
N
N
N
Nationwide Financial Services, Inc.
5493001H7AZNDS6BKJ36
Nationwide Financial Services, Inc.
638612AJ0
105000.00000000
PA
USD
115500.00000000
0.005240613898
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
1700000.00000000
PA
USD
1267960.95000000
0.057531547851
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAW6
250000.00000000
PA
USD
254562.48000000
0.011550334810
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EW9
200000.00000000
PA
USD
184212.45000000
0.008358323166
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAQ7
65000.00000000
PA
USD
60976.50000000
0.002766703838
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CP7
100000.00000000
PA
USD
86157.25000000
0.003909237071
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
3.00000000
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBA8
200000.00000000
PA
USD
210146.28000000
0.009535026109
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
65000.00000000
PA
USD
64797.19000000
0.002940061077
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466LAL8
290000.00000000
PA
USD
257493.97000000
0.011683346128
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TLR4
351755.57330000
PA
USD
350251.16000000
0.015892044129
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FZ4
300000.00000000
PA
USD
296631.69000000
0.013459152876
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAFC7
198141.89760000
PA
USD
206780.68000000
0.009382317796
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKJG4
779507.65000000
PA
USD
757976.81000000
0.034391894415
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
390000.00000000
PA
USD
366974.64000000
0.016650843278
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64499840
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGP3
90000.00000000
PA
USD
90431.04000000
0.004103152944
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.87500000
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAY2
400000.00000000
PA
USD
405529.92000000
0.018400222812
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
4.02500000
N
N
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135UAW9
45000.00000000
PA
USD
40755.55000000
0.001849213002
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418C4W1
169515.71670000
PA
USD
173106.79000000
0.007854422939
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
GlaxoSmithKline Capital, Inc.
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc.
377372AJ6
300000.00000000
PA
USD
314368.72000000
0.014263940113
Long
DBT
CORP
US
N
2
2043-03-18
Fixed
4.20000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
5500000.00000000
PA
USD
5178164.09000000
0.234950291747
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAZ4
40000.00000000
PA
USD
38670.60000000
0.001754611981
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RQ28
137934.89970000
PA
USD
140908.83000000
0.006393495868
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
428236BR3
250000.00000000
PA
USD
291354.70000000
0.013219718529
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128Q0DK0
40539.35620000
PA
USD
40987.73000000
0.001859747770
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAW7
100000.00000000
PA
USD
88458.41000000
0.004013648249
Long
DBT
CORP
US
N
2
2031-07-28
Fixed
1.80000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JC8
1000000.00000000
PA
USD
877820.84000000
0.039829611204
Long
DBT
NUSS
US
N
2
2030-05-14
Fixed
0.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MAET2
13051.86170000
PA
USD
13633.87000000
0.000618613407
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X5DK6
79502.93040000
PA
USD
80395.72000000
0.003647817554
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series D
25746UCK3
500000.00000000
PA
USD
494436.25000000
0.022434194662
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.85000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAC6
300000.00000000
PA
USD
269391.74000000
0.012223186984
Long
DBT
CORP
US
N
2
2027-08-03
Fixed
1.12500000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076AZ5
500000.00000000
PA
USD
503315.58000000
0.022837078992
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.70000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36290YZV3
8404.05000000
PA
USD
8972.83000000
0.000407126732
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DR5
400000.00000000
PA
USD
406481.40000000
0.018443394581
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AP1
25000.00000000
PA
USD
23648.59000000
0.001073014107
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AV1
100000.00000000
PA
USD
101967.21000000
0.004626586821
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DE7
55000.00000000
PA
USD
54485.27000000
0.002472175439
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BLL8
44925.29390000
PA
USD
45734.05000000
0.002075103879
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BV7
250000.00000000
PA
USD
255966.52000000
0.011614040711
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BQS8
42793.91750000
PA
USD
45252.99000000
0.002053276608
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.50000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EN6
80000.00000000
PA
USD
72815.12000000
0.003303860864
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.25000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
250000.00000000
PA
USD
238908.73000000
0.010840072820
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAM0
30000.00000000
PA
USD
25372.59000000
0.001151237643
Long
DBT
CORP
US
Y
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138M8HY2
68161.73390000
PA
USD
68858.18000000
0.003124321516
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EF0
75000.00000000
PA
USD
78044.07000000
0.003541115479
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FL8
240000.00000000
PA
USD
222569.57000000
0.010098711531
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.55000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDX35
493280.79500000
PA
USD
472248.08000000
0.021427444600
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
205000.00000000
PA
USD
170553.43000000
0.007738568620
Long
DBT
CORP
US
N
2
2052-01-25
Variable
2.80199880
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AS9
500000.00000000
PA
USD
512091.27000000
0.023235260836
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBJ8
500000.00000000
PA
USD
514775.67000000
0.023357060871
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
31329QCR0
78728.44000000
PA
USD
80475.54000000
0.003651439250
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBE0
100000.00000000
PA
USD
84049.44000000
0.003813598817
Long
DBT
CORP
US
Y
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAN4
200000.00000000
PA
USD
182451.38000000
0.008278417642
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X9Y90
683555.42230000
PA
USD
636524.40000000
0.028881200148
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8SW4
153006.44030000
PA
USD
158227.92000000
0.007179319797
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
Brookfield Finance I UK plc
213800JCKNPJE9FDCJ76
Brookfield Finance I UK plc
11272BAA1
50000.00000000
PA
USD
44445.92000000
0.002016657195
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
200000.00000000
PA
USD
183573.95000000
0.008329352326
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53799920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M7MG8
792044.82000000
PA
USD
873048.84000000
0.039613089910
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.50000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAY3
250000.00000000
PA
USD
273093.64000000
0.012391154331
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBD3
100000.00000000
PA
USD
98077.90000000
0.004450116067
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887AR3
221000.00000000
PA
USD
260855.64000000
0.011835876124
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
7.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGU8
200000.00000000
PA
USD
217437.19000000
0.009865838613
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
500000.00000000
PA
USD
499423.94000000
0.022660502519
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CAY5
150000.00000000
PA
USD
176609.36000000
0.008013346030
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000040
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DK3
95000.00000000
PA
USD
86936.40000000
0.003944589663
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
2.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V4V9
2177004.81200000
PA
USD
2114321.42000000
0.095933698863
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FJQ0
524867.66000000
PA
USD
558826.66000000
0.025355798796
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHKC5
96296.95450000
PA
USD
98006.70000000
0.004446885490
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QW1
1000000.00000000
PA
USD
1059101.56000000
0.048054912163
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EVJC2
789415.88580000
PA
USD
802255.91000000
0.036400982439
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9Q53
109715.82570000
PA
USD
114071.66000000
0.005175805426
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D4X7
11488149.91720000
PA
USD
10676846.43000000
0.484443547958
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAF0
500000.00000000
PA
USD
503624.63000000
0.022851101605
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DP2
300000.00000000
PA
USD
279761.86000000
0.012693713347
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017BT5
700000.00000000
PA
USD
771886.21000000
0.035023009522
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828B66
2500000.00000000
PA
USD
2519140.63000000
0.114301674432
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMVC5
2116976.41050000
PA
USD
2022547.89000000
0.091769632744
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2RT1
727428.30050000
PA
USD
724872.50000000
0.032889843271
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAS0
50000.00000000
PA
USD
41505.41000000
0.001883236610
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418AEB0
128305.74000000
PA
USD
130887.97000000
0.005938816577
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHF56
81159.28700000
PA
USD
82272.27000000
0.003732962784
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
3000000.00000000
PA
USD
2844960.93000000
0.129085210297
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SJS7
1288712.40400000
PA
USD
1283712.43000000
0.058246244171
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BY1
200000.00000000
PA
USD
185997.26000000
0.008439305850
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
1.65000000
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
Dallas Area Rapid Transit, RB
235241LS3
200000.00000000
PA
USD
263946.20000000
0.011976104970
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
5.99900000
N
N
N
N
N
N
Chubb Corp. (The)
N/A
Chubb Corp. (The)
171232AQ4
165000.00000000
PA
USD
204984.46000000
0.009300817402
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CM9
200000.00000000
PA
USD
188511.16000000
0.008553369740
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
1.65000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140E7KF6
116774.42610000
PA
USD
117988.31000000
0.005353516685
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.00000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AU1
100000.00000000
PA
USD
111427.00000000
0.005055808526
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769CH5
750000.00000000
PA
USD
510854.86000000
0.023179160859
Long
DBT
NUSS
DE
N
2
2037-06-29
None
0.00000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133L8CY9
792534.40440000
PA
USD
770610.38000000
0.034965120930
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DH7
175000.00000000
PA
USD
179405.28000000
0.008140206093
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBC3
100000.00000000
PA
USD
92295.10000000
0.004187731461
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2SG8
731750.34830000
PA
USD
729103.85000000
0.033081833502
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SGL5
0.00870000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WNJK9
15671.33040000
PA
USD
16423.76000000
0.000745199869
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RSV2
100000.00000000
PA
USD
121607.11000000
0.005517713513
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SQX8
36133.16000000
PA
USD
37326.98000000
0.001693647533
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TNR2
243771.42000000
PA
USD
247105.36000000
0.011211980813
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36297FSM5
199638.04250000
PA
USD
215378.12000000
0.009772411853
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3135G04Z3
1000000.00000000
PA
USD
937209.43000000
0.042524266357
Long
DBT
USGA
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
68323AFG4
1000000.00000000
PA
USD
951660.66000000
0.043179966070
Long
DBT
NUSS
CA
N
2
2029-10-02
Fixed
2.00000000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046AM1
60000.00000000
PA
USD
54215.40000000
0.002459930551
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8D77
324977.39140000
PA
USD
339274.36000000
0.015393990703
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AZ5
70000.00000000
PA
USD
57539.28000000
0.002610745891
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.12500000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141EC31
300000.00000000
PA
USD
332615.56000000
0.015091859103
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DA9
200000.00000000
PA
USD
178707.64000000
0.008108551877
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
250000.00000000
PA
USD
341090.83000000
0.015476409906
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62499960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J75S0
132566.28350000
PA
USD
138414.70000000
0.006280329008
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCY6
200000.00000000
PA
USD
203154.64000000
0.009217792466
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.37500000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDH1
175000.00000000
PA
USD
174176.12000000
0.007902941949
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDCT1
201817.50930000
PA
USD
187619.49000000
0.008512911747
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4DF0
48167.59150000
PA
USD
48741.05000000
0.002211541333
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBV6
600000.00000000
PA
USD
553537.53000000
0.025115813617
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBK6
90000.00000000
PA
USD
83976.42000000
0.003810285660
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBJ0
200000.00000000
PA
USD
203821.79000000
0.009248063250
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
3.29400000
N
N
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507VAQ2
200000.00000000
PA
USD
164308.87000000
0.007455232447
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ELBU6
9269.52210000
PA
USD
10026.10000000
0.000454917047
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31359MEU3
2500000.00000000
PA
USD
3095579.10000000
0.140456578824
Long
DBT
USGA
US
N
2
2029-05-15
Fixed
6.25000000
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBU4
250000.00000000
PA
USD
234720.38000000
0.010650033641
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
7500000.00000000
PA
USD
7349414.10000000
0.333467027493
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179S2Q9
799927.84340000
PA
USD
824186.00000000
0.037396022564
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36294R3V9
4182.27000000
PA
USD
4468.33000000
0.000202742790
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
Omnicom Group, Inc.
N/A
Omnicom Group, Inc.
68217FAA0
200000.00000000
PA
USD
202418.64000000
0.009184397731
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D57D8
475238.14800000
PA
USD
451273.57000000
0.020475762275
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WESA8
1079944.50290000
PA
USD
1127038.03000000
0.051137412672
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
4.00000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAD8
150000.00000000
PA
USD
131934.79000000
0.005986314234
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543CV3
350000.00000000
PA
USD
386299.45000000
0.017527673303
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UCB6
134140.07200000
PA
USD
137793.43000000
0.006252139950
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWBX0
1997832.37500000
PA
USD
1785386.48000000
0.081008841563
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
1.50000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477AN3
310000.00000000
PA
USD
313073.61000000
0.014205176724
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.30000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GYJ26
745884.95000000
PA
USD
755201.99000000
0.034265991728
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230UGQ6
184073.13000000
PA
USD
192275.68000000
0.008724178362
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
195000.00000000
PA
USD
185897.91000000
0.008434798015
Long
DBT
CORP
US
N
2
2028-01-21
Variable
2.47500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
300000.00000000
PA
USD
315526.21000000
0.014316459232
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213HW88
1119.84000000
PA
USD
1196.44000000
0.000054286407
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AX2
265000.00000000
PA
USD
260231.91000000
0.011807575448
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAE0
1000000.00000000
PA
USD
1016990.00000000
0.046144172538
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483BH4
172000.00000000
PA
USD
180604.45000000
0.008194616369
Long
DBT
CORP
US
N
2
2043-04-16
Fixed
4.01600000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAW9
500000.00000000
PA
USD
519489.71000000
0.023570952330
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Italian Republic Government Bond
465410BZ0
400000.00000000
PA
USD
383427.20000000
0.017397349898
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
16700000.00000000
PA
USD
15066531.25000000
0.683617948616
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
31329PNA7
200444.71630000
PA
USD
208445.23000000
0.009457843890
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BR7
50000.00000000
PA
USD
42641.88000000
0.001934801982
Long
DBT
CORP
US
N
2
2051-12-14
Fixed
3.15000000
N
N
N
N
N
N
Southern California Gas Co.
XY0N0J73VHV5F4CUJV89
Southern California Gas Co.
842434CW0
80000.00000000
PA
USD
78900.72000000
0.003579984500
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
50000.00000000
PA
USD
47737.75000000
0.002166018321
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBJ7
150000.00000000
PA
USD
138967.50000000
0.006305411358
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TDR3
200000.00000000
PA
USD
201542.43000000
0.009144641209
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
3.20000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4QW9
913769.68260000
PA
USD
908525.48000000
0.041222781448
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LBB5
75000.00000000
PA
USD
71151.88000000
0.003228394209
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHUV2
39074.09520000
PA
USD
40503.23000000
0.001837764416
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACM5
350000.00000000
PA
USD
297654.05000000
0.013505540703
Long
DBT
CORP
US
Y
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GWFR9
77175.80520000
PA
USD
78324.96000000
0.003553860380
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FB9
35000.00000000
PA
USD
34179.20000000
0.001550822428
Long
DBT
CORP
US
N
2
2023-10-07
Fixed
0.40000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WG6H2
29473.26610000
PA
USD
29903.94000000
0.001356839857
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YAR2
400000.00000000
PA
USD
401478.46000000
0.018216394781
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
3.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7VR5
42333.23790000
PA
USD
44349.83000000
0.002012297276
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AW4
250000.00000000
PA
USD
217518.29000000
0.009869518386
Long
DBT
CORP
US
Y
2
2036-08-15
Variable
2.48699880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
9700000.00000000
PA
USD
9295707.01000000
0.421776721640
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBR6
95000.00000000
PA
USD
87187.51000000
0.003955983347
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BP2
125000.00000000
PA
USD
125371.90000000
0.005688534385
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHNL2
519755.43000000
PA
USD
528796.62000000
0.023993237368
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FS0
200000.00000000
PA
USD
231947.12000000
0.010524201737
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAP9
200000.00000000
PA
USD
183935.98000000
0.008345778815
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YUH79
699312.42670000
PA
USD
706579.33000000
0.032059822137
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBA3
380000.00000000
PA
USD
377820.47000000
0.017142954165
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WS7
60000.00000000
PA
USD
56819.39000000
0.002578082120
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAK1
400000.00000000
PA
USD
378500.00000000
0.017173786670
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.80000160
N
N
N
N
N
WRKCo, Inc.
549300JEB576INN13W07
WRKCo, Inc.
92940PAD6
250000.00000000
PA
USD
269236.50000000
0.012216143236
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RQZ5
198237.05300000
PA
USD
197609.18000000
0.008966176754
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418WPW4
133160.70000000
PA
USD
143526.80000000
0.006512281756
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFM29
0.01540000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AZ3
595000.00000000
PA
USD
593546.04000000
0.026931130964
Long
DBT
CORP
US
N
2
2025-02-09
Fixed
2.50000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAR7
600000.00000000
PA
USD
613439.81000000
0.027833776570
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.00500000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AT2
92000.00000000
PA
USD
88013.52000000
0.003993462131
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAF3
500000.00000000
PA
USD
501308.32000000
0.022746003021
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.53999880
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKQY4
153399.45400000
PA
USD
160767.08000000
0.007294529816
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAF6
120000.00000000
PA
USD
121369.29000000
0.005506922839
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AP4
250000.00000000
PA
USD
250675.85000000
0.011373985657
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
4000000.00000000
PA
USD
3720937.52000000
0.168831141829
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Mississippi Power Co.
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co., Series B
605417CD4
100000.00000000
PA
USD
84970.73000000
0.003855400766
Long
DBT
CORP
US
N
2
2051-07-30
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417Y7H4
152120.46000000
PA
USD
154038.80000000
0.006989245680
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
250000.00000000
PA
USD
259799.89000000
0.011787973283
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBHW1
138332.29230000
PA
USD
143728.66000000
0.006521440806
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.50000000
N
N
N
N
N
N
Aon Corp.
LTS3U8DGK38SETRUWX71
Aon Corp.
037389BE2
200000.00000000
PA
USD
190511.14000000
0.008644115394
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664DB4
100000.00000000
PA
USD
102256.70000000
0.004639721932
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEE8
180000.00000000
PA
USD
167678.43000000
0.007608120438
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392FV5
80000.00000000
PA
USD
69561.02000000
0.003156211672
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.12500000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAL9
85000.00000000
PA
USD
72100.15000000
0.003271420330
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class A4
94989JAZ9
1500000.00000000
PA
USD
1505423.70000000
0.068306011816
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.54000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series H
664397AM8
245000.00000000
PA
USD
244392.64000000
0.011088895807
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.15000000
N
N
N
N
N
University of Texas System
549300GZUEUTLKVGLF98
University of Texas System, RB
9151153X5
260000.00000000
PA
USD
315749.93000000
0.014326610142
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.26200000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724PAB5
30000.00000000
PA
USD
29327.16000000
0.001330669457
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TAL9
371490.16510000
PA
USD
382742.45000000
0.017366280544
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JG3
150000.00000000
PA
USD
129380.65000000
0.005870424524
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKXN3
1500958.20020000
PA
USD
1396107.88000000
0.063345994451
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAB3
750000.00000000
PA
USD
765676.19000000
0.034741240543
Long
DBT
CORP
US
N
2
2024-02-25
Fixed
3.37500000
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AX6
85000.00000000
PA
USD
65301.36000000
0.002962936924
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.12500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MHT41
5000000.00000000
PA
USD
4776973.15000000
0.216746942691
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36176XCE7
122897.58000000
PA
USD
129595.51000000
0.005880173427
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WLP1
3152163.13900000
PA
USD
3061401.61000000
0.138905833983
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813BQ1
460000.00000000
PA
USD
445916.23000000
0.020232682184
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31388LA91
7.01000000
PA
USD
7.53000000
0.000000341660
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
6.50000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081FA6
65000.00000000
PA
USD
57525.85000000
0.002610136528
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FZ5
60000.00000000
PA
USD
60101.16000000
0.002726986791
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DK3
200000.00000000
PA
USD
203474.06000000
0.009232285599
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
00217GAC7
100000.00000000
PA
USD
93778.33000000
0.004255030472
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYV3
200000.00000000
PA
USD
190192.07000000
0.008629638141
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
2.05000000
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
125000.00000000
PA
USD
128385.88000000
0.005825288545
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
80000.00000000
PA
USD
71551.30000000
0.003246517205
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
78009PEH0
500000.00000000
PA
USD
532383.91000000
0.024156004483
Long
DBT
CORP
GB
N
2
2030-01-27
Variable
5.07600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWBH5
5715872.18970000
PA
USD
5318695.32000000
0.241326654665
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687DZ6
245000.00000000
PA
USD
308499.77000000
0.013997646599
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
50064FAE4
300000.00000000
PA
USD
326363.18000000
0.014808168112
Long
DBT
NUSS
KR
N
2
2025-11-03
Fixed
5.62500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BRK4
823053.41910000
PA
USD
817552.63000000
0.037095044807
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CD0
524000.00000000
PA
USD
563429.99000000
0.025564666980
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.56300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAM3
8000000.00000000
PA
USD
7390000.00000000
0.335308542918
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
450000.00000000
PA
USD
516364.34000000
0.023429144040
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W9GM6
486888.58720000
PA
USD
485929.87000000
0.022048232296
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466LAK0
200000.00000000
PA
USD
176998.53000000
0.008031003950
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F032641
1525000.00000000
PA
USD
1527621.09000000
0.069313180219
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179R4E6
962644.08290000
PA
USD
983322.48000000
0.044616566710
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418AMX3
199299.85940000
PA
USD
203295.70000000
0.009224192821
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661AK3
236000.00000000
PA
USD
277461.28000000
0.012589328486
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AQ1
20000.00000000
PA
USD
20101.62000000
0.000912076442
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138M5KE8
11666.87360000
PA
USD
12099.18000000
0.000548979487
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJR75
163095.76000000
PA
USD
165159.49000000
0.007493827867
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWBN2
1983385.86300000
PA
USD
1772505.99000000
0.080424411477
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
1.50000000
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AG9
500000.00000000
PA
USD
500736.73000000
0.022720068108
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
Santa Clara Valley Transportation Authority
549300R6Q7T4MD3V9H68
Santa Clara Valley Transportation Authority, RB
80168NEP0
200000.00000000
PA
USD
226636.82000000
0.010283256006
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.87600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MJWD7
111742.65210000
PA
USD
113143.97000000
0.005133713088
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402C4G4
17478.67000000
PA
USD
18947.33000000
0.000859702518
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAU5
250000.00000000
PA
USD
277112.45000000
0.012573500924
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAL9
60000.00000000
PA
USD
59794.20000000
0.002713059009
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31412RNG8
28252.72000000
PA
USD
28816.75000000
0.001307510480
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
Dominion Energy South Carolina, Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina, Inc.
837004CB4
150000.00000000
PA
USD
181952.57000000
0.008255784996
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.05000000
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BS4
320000.00000000
PA
USD
319682.28000000
0.014505033762
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.40000000
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AN2
40000.00000000
PA
USD
40080.50000000
0.001818583769
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDG3
365000.00000000
PA
USD
369762.62000000
0.016777343076
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
1000000.00000000
PA
USD
943242.52000000
0.042798007442
Long
DBT
NUSS
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213DC48
452.62000000
PA
USD
483.58000000
0.000021941610
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
METROPOLITAN LIFE INSURANCE COMPANY
549300H7EXFMRS487544
Treasury Repurchase Agreement
N/A
30000000.00000000
PA
USD
30000000.00000000
1.361198415096
Long
RA
CORP
US
N
2
Repurchase
Y
0.31000000
2022-04-01
46429343.98500000
USD
30612508.50450000
USD
UST
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X9VZ5
2851315.75420000
PA
USD
2653520.58000000
0.120398933597
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284A5
5000000.00000000
PA
USD
5043750.00000000
0.228851483538
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.62500000
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAM7
350000.00000000
PA
USD
369294.15000000
0.016756087056
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
186000.00000000
PA
USD
185379.23000000
0.008411263802
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509AE2
250000.00000000
PA
USD
254976.13000000
0.011569103468
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Italian Republic Government Bond
465410AH1
251000.00000000
PA
USD
266167.43000000
0.012076889462
Long
DBT
NUSS
IT
N
2
2023-09-27
Fixed
6.87500000
N
N
N
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
04316JAA7
200000.00000000
PA
USD
177783.29000000
0.008066611085
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TLS2
338578.29700000
PA
USD
343461.59000000
0.015583979065
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
500000.00000000
PA
USD
443064.73000000
0.020103300275
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23899840
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAQ5
100000.00000000
PA
USD
87440.09000000
0.003967443730
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.10000000
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BJ8
100000.00000000
PA
USD
92244.01000000
0.004185413340
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCY3
195000.00000000
PA
USD
209333.63000000
0.009498153512
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
300000.00000000
PA
USD
253116.56000000
0.011484728676
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ5D8
37907.40000000
PA
USD
39490.62000000
0.001791818978
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AP4
500000.00000000
PA
USD
507309.01000000
0.023018274012
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WEB3
50000.00000000
PA
USD
46623.16000000
0.002115445716
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
2.25000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAC8
500000.00000000
PA
USD
513824.99000000
0.023313925400
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals, Series 2019
48305QAE3
122000.00000000
PA
USD
113618.24000000
0.005155232273
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.26600000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBL9
400000.00000000
PA
USD
370807.57000000
0.016824755886
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.52200160
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EF1
220000.00000000
PA
USD
227918.08000000
0.010341390975
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.05000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CX1
160000.00000000
PA
USD
184733.78000000
0.008381977618
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJC24
67007.26000000
PA
USD
73657.10000000
0.003342064259
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HAFK1
239472.05720000
PA
USD
252471.43000000
0.011455457012
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335CC36
33654.75910000
PA
USD
34993.81000000
0.001587783957
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BX7
120000.00000000
PA
USD
115162.06000000
0.005225280451
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
1.99500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AJ8
200000.00000000
PA
USD
249707.99000000
0.011330070674
Long
DBT
CORP
GB
N
2
2038-06-01
Fixed
6.80000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CK6
50000.00000000
PA
USD
44913.10000000
0.002037854684
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
2.87500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YDB2
168000.00000000
PA
USD
182889.83000000
0.008298311557
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202F4R4
140759.57960000
PA
USD
148796.74000000
0.006751396221
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.00000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAJ3
200000.00000000
PA
USD
188207.91000000
0.008539610293
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AX4
200000.00000000
PA
USD
180527.12000000
0.008191107654
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AT6
65000.00000000
PA
USD
55049.13000000
0.002497759616
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFFJ3
1445644.03200000
PA
USD
1382820.77000000
0.062743114682
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AL4
100000.00000000
PA
USD
87121.57000000
0.003952991433
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31403DDX4
34248.14000000
PA
USD
37062.01000000
0.001681624975
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718EV7
250000.00000000
PA
USD
250205.77000000
0.011352656585
Long
DBT
CORP
US
N
2
2027-08-11
Fixed
2.85000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HNJ5
500000.00000000
PA
USD
516255.15000000
0.023424189732
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.25000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJA8
600000.00000000
PA
USD
620897.69000000
0.028172165052
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.08300120
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
500000.00000000
PA
USD
470960.97000000
0.021369044197
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638BU5
750000.00000000
PA
USD
778050.00000000
0.035302680895
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31412MBH0
21646.72000000
PA
USD
22250.81000000
0.001009592243
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
Government Agency Repurchase Agreement
N/A
20000000.00000000
PA
USD
20000000.00000000
0.907465610064
Long
RA
CORP
US
N
2
Repurchase
Y
0.33000000
2022-04-01
40794742.72000000
USD
19517313.88160000
USD
AMBS
900972.00000000
USD
882686.17280000
USD
ACMO
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WRTB6
207045.55550000
PA
USD
206659.72000000
0.009376829444
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAE2
300000.00000000
PA
USD
272678.31000000
0.012372309446
Long
DBT
CORP
US
N
2
2029-06-07
Variable
1.88700120
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
2500000.00000000
PA
USD
2397656.25000000
0.108789529581
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZE5
100000.00000000
PA
USD
94906.53000000
0.004306220607
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JAT1
150000.00000000
PA
USD
164312.52000000
0.007455398060
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.55000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109AX9
100000.00000000
PA
USD
100951.84000000
0.004580516153
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHQ57
486819.49820000
PA
USD
473357.71000000
0.021477792154
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co., Series VVV
797440BZ6
600000.00000000
PA
USD
528552.93000000
0.023982180353
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.70000000
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVR7
100000.00000000
PA
USD
92772.78000000
0.004209405370
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.05000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
77000.00000000
PA
USD
71759.77000000
0.003255976173
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAN4
500000.00000000
PA
USD
431978.65000000
0.019600288457
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XD6A9
1087484.37300000
PA
USD
1041113.92000000
0.047238753927
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38143YAC7
400000.00000000
PA
USD
487377.61000000
0.022113921009
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179R7J2
274640.40020000
PA
USD
279955.12000000
0.012702482188
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
413875AS4
90000.00000000
PA
USD
97758.82000000
0.004435638361
Long
DBT
CORP
US
N
2
2035-04-27
Fixed
4.85400000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MM0
300000.00000000
PA
USD
351157.81000000
0.015933181814
Long
DBT
CORP
US
N
2
2041-03-26
Variable
5.31600120
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QWM48
0.00750000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado, Series 34
744448CS8
200000.00000000
PA
USD
186624.09000000
0.008467747184
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X7VU0
2548507.55170000
PA
USD
2437877.91000000
0.110614518243
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBL9
280000.00000000
PA
USD
276021.13000000
0.012523984156
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAD6
50000.00000000
PA
USD
43609.86000000
0.001978722410
Long
DBT
CORP
CA
Y
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NG2
400000.00000000
PA
USD
389583.49000000
0.017676680971
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07000080
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAJ6
90000.00000000
PA
USD
81260.88000000
0.003687072702
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31371MLC9
208742.79000000
PA
USD
230920.34000000
0.010477613360
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKG3
85000.00000000
PA
USD
83106.98000000
0.003770836315
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.84299840
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJY61
57931.28090000
PA
USD
57702.86000000
0.002618168052
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128P7WT6
28152.50000000
PA
USD
28527.64000000
0.001294392611
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410LUK6
26366.41430000
PA
USD
27305.70000000
0.001238949185
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081EV5
450000.00000000
PA
USD
541832.04000000
0.024584697136
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.65000000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329RAA1
30000.00000000
PA
USD
29041.68000000
0.001317716292
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AX2
100000.00000000
PA
USD
88712.48000000
0.004025176239
Long
DBT
CORP
US
N
2
2052-05-07
Fixed
3.45000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
01N040645
464000.00000000
PA
USD
477303.75000000
0.021656836933
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
4.00000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement AoeR
30254WAP4
600000.00000000
PA
USD
604333.10000000
0.027420575263
Long
DBT
NUSS
DE
N
2
2024-01-30
Fixed
2.75000000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329WAR3
45000.00000000
PA
USD
40274.83000000
0.001827401158
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CF7
300000.00000000
PA
USD
258188.52000000
0.011714860140
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297UE48
109145.37000000
PA
USD
119595.16000000
0.005426424741
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BM1
400000.00000000
PA
USD
465813.79000000
0.021135499755
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200BB6
233000.00000000
PA
USD
279773.27000000
0.012694231057
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
5.87500000
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAP0
200000.00000000
PA
USD
198939.27000000
0.009026527300
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFA7
250000.00000000
PA
USD
277931.19000000
0.012610649844
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128LLDM5
7357.44000000
PA
USD
7374.59000000
0.000334609340
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Variable
2.14999920
N
Y
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series HH
571903BG7
200000.00000000
PA
USD
182538.59000000
0.008282374646
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448AY9
500000.00000000
PA
USD
494604.53000000
0.022441830077
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCSU3
1580067.70900000
PA
USD
1412906.77000000
0.064108215200
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
1.50000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AQ1
100000.00000000
PA
USD
102646.51000000
0.004657408890
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BUB2
1372.78000000
PA
USD
1521.87000000
0.000069052234
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
7.50000000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
Iberdrola International BV
81013TAC5
118000.00000000
PA
USD
126839.64000000
0.005755130564
Long
DBT
CORP
NL
N
2
2025-03-15
Fixed
5.81000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TV69
329376.68110000
PA
USD
338549.43000000
0.015361098251
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AY0
410000.00000000
PA
USD
425174.56000000
0.019291564573
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AQ2
250000.00000000
PA
USD
275720.50000000
0.012510343586
Long
DBT
CORP
GB
N
2
2044-03-14
Fixed
5.25000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
190000.00000000
PA
USD
174100.92000000
0.007899529879
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335AUF3
234453.24520000
PA
USD
238991.85000000
0.010843844248
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AV5
250000.00000000
PA
USD
266047.67000000
0.012071455558
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
500000.00000000
PA
USD
432169.34000000
0.019608940688
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800160
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAE8
25000.00000000
PA
USD
24231.26000000
0.001099451756
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAV1
250000.00000000
PA
USD
261084.51000000
0.011846260707
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBBH0
129371.07450000
PA
USD
133265.17000000
0.006046677939
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849AB2
118000.00000000
PA
USD
141188.63000000
0.006406191312
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TAJ4
188464.42630000
PA
USD
187734.90000000
0.008518148277
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.00000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EC3
125000.00000000
PA
USD
141773.07000000
0.006432709272
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
60000.00000000
PA
USD
59025.51000000
0.002678181022
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
70000.00000000
PA
USD
65641.67000000
0.002978377905
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BCZ7
1159106.89500000
PA
USD
1152857.95000000
0.052308947145
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138M8EN9
49024.31990000
PA
USD
49532.72000000
0.002247461998
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ2G4
84180.32980000
PA
USD
85302.34000000
0.003870447000
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BY0
40000.00000000
PA
USD
38830.90000000
0.001761885317
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RZT9
0.03440000
PA
USD
0.04000000
0.000000001814
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EHRM6
3662.72110000
PA
USD
3742.76000000
0.000169821299
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200STY6
309.14000000
PA
USD
321.79000000
0.000014600667
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLHK5
309627.01890000
PA
USD
295873.91000000
0.013424769912
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BX7
500000.00000000
PA
USD
505818.61000000
0.022950649675
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYH4
200000.00000000
PA
USD
181839.27000000
0.008250644204
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.30000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M6YJ1
106732.09000000
PA
USD
115591.03000000
0.005244744227
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNQJ4
1997114.02000000
PA
USD
1855256.71000000
0.084179083108
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335HYQ0
33965.34000000
PA
USD
35751.79000000
0.001622175996
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
5.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDK9
150000.00000000
PA
USD
150270.35000000
0.006818258741
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HN43
5000.28000000
PA
USD
5427.33000000
0.000246255766
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBZF8
126706.19090000
PA
USD
124808.49000000
0.005662970625
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2C6
1500000.00000000
PA
USD
1527396.11000000
0.069302972138
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
100000.00000000
PA
USD
92521.53000000
0.004198005333
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292SAV2
316414.56300000
PA
USD
322990.69000000
0.014655147177
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER6H8
80346.73640000
PA
USD
81172.80000000
0.003683076223
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FE3
100000.00000000
PA
USD
91276.00000000
0.004141491551
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
1.95000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
31329QHM6
93907.71250000
PA
USD
95991.72000000
0.004355459237
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167FE8
1000000.00000000
PA
USD
956451.11000000
0.043397324501
Long
DBT
NUSS
US
N
2
2024-06-11
Fixed
0.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417YWB9
150352.40000000
PA
USD
154670.44000000
0.007017905259
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
310000.00000000
PA
USD
283741.67000000
0.012874290383
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EP5N0
252197.30000000
PA
USD
258862.67000000
0.011745448537
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4W7
472152.20000000
PA
USD
482852.93000000
0.021908621434
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGE4
300000.00000000
PA
USD
318932.41000000
0.014471009700
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QAV0
400000.00000000
PA
USD
452964.00000000
0.020552462629
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417AQ9
40000.00000000
PA
USD
35182.55000000
0.001596347709
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EU4H9
96800.84880000
PA
USD
98099.08000000
0.004451077073
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BT0
600000.00000000
PA
USD
569945.68000000
0.025860305210
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B4, Class A2
08161HAB6
431345.75000000
PA
USD
434878.04000000
0.019731843293
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
3.97600000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BK4
500000.00000000
PA
USD
509643.18000000
0.023124182962
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.62500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F0UQ5
58122.75580000
PA
USD
60449.76000000
0.002742803916
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
University of California
N/A
University of California, RB
91412GDZ5
300000.00000000
PA
USD
375543.18000000
0.017039626047
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
5.94600000
N
N
N
N
N
N
Bell Telephone Co. of Canada (The)
549300JYAVAQRV5MNZ86
Bell Telephone Co. of Canada (The), Series US-4
0778FPAF6
250000.00000000
PA
USD
238298.22000000
0.010812371979
Long
DBT
CORP
CA
N
2
2051-03-17
Fixed
3.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMZB2
105334.34420000
PA
USD
108068.98000000
0.004903444143
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XXHD4
182811.98660000
PA
USD
185094.99000000
0.008398366901
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
135000.00000000
PA
USD
124937.81000000
0.005668838298
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
Providence St Joseph Health Obligated Group, Series A
743756AE8
38000.00000000
PA
USD
38183.10000000
0.001732492506
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340AT4
250000.00000000
PA
USD
259004.08000000
0.011751864773
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CA2
200000.00000000
PA
USD
184583.12000000
0.008375141679
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAQ4
150000.00000000
PA
USD
153241.82000000
0.006953084083
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283J7
3800000.00000000
PA
USD
3762890.64000000
0.170734692511
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXGQ9
306428.62770000
PA
USD
313042.27000000
0.014203754726
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CM8
55000.00000000
PA
USD
53597.29000000
0.002431884873
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179R4D8
498464.65230000
PA
USD
496633.24000000
0.022533879305
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAY7
250000.00000000
PA
USD
256176.57000000
0.011623571368
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36210A4E4
5577.95000000
PA
USD
6168.53000000
0.000279886441
Long
ABS-MBS
USGA
US
N
2
2035-02-15
Fixed
5.50000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBS7
200000.00000000
PA
USD
183577.25000000
0.008329502058
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
1.55400120
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
125000.00000000
PA
USD
115178.11000000
0.005226008692
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAN8
500000.00000000
PA
USD
504881.80000000
0.022908143532
Long
DBT
CORP
US
N
2
2027-05-17
Fixed
3.10000000
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DK1
500000.00000000
PA
USD
488640.00000000
0.022171199785
Long
DBT
NUSS
US
N
2
2025-03-14
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WF2G0
13671.22760000
PA
USD
14041.56000000
0.000637111640
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BX1
365000.00000000
PA
USD
369661.43000000
0.016772751754
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
2.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418MHW5
11497.74000000
PA
USD
11796.14000000
0.000535229569
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140E6MN9
98994.88930000
PA
USD
98419.71000000
0.004465625108
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDL2
3000000.00000000
PA
USD
2825859.36000000
0.128218509403
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAN6
20000.00000000
PA
USD
20180.95000000
0.000915675905
Long
DBT
CORP
CA
N
2
2032-03-16
Fixed
3.70300000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVKZ7
0.00640000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDM5
65000.00000000
PA
USD
61704.17000000
0.002799720613
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AT5
500000.00000000
PA
USD
490725.71000000
0.022265835289
Long
DBT
NUSS
JP
N
2
2026-04-20
Fixed
2.37500000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AW3
1000000.00000000
PA
USD
1017874.40000000
0.046184300668
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
Trustees of the University of Pennsylvania (The)
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania (The), Series 2020
91481CAD2
48000.00000000
PA
USD
39101.11000000
0.001774145632
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.39600000
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAG9
750000.00000000
PA
USD
781259.12000000
0.035448289197
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8LM3
407214.49700000
PA
USD
406585.93000000
0.018448137450
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEF5
60000.00000000
PA
USD
56355.93000000
0.002557053419
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAP5
250000.00000000
PA
USD
253970.97000000
0.011523496061
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298CPA1
390.19000000
PA
USD
394.73000000
0.000017910195
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155QAE0
150000.00000000
PA
USD
126381.45000000
0.005734340981
Long
DBT
CORP
US
Y
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132AEGF7
67735.01830000
PA
USD
69724.88000000
0.003163646538
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series B
842400GR8
300000.00000000
PA
USD
318742.15000000
0.014462376980
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138AWMK6
90900.97980000
PA
USD
94962.15000000
0.004308744269
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31385XJ57
5062.11000000
PA
USD
5492.60000000
0.000249217280
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WEMY2
270629.68870000
PA
USD
273446.83000000
0.012407179720
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
3.00000000
N
N
N
N
N
N
Arrow Electronics, Inc.
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
04273WAC5
160000.00000000
PA
USD
146938.67000000
0.006667089490
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAC7
180000.00000000
PA
USD
180986.77000000
0.008211963482
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307SD34
340852.89340000
PA
USD
337605.93000000
0.015318288561
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBU2
200000.00000000
PA
USD
174800.82000000
0.007931286638
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXGJ5
217516.82070000
PA
USD
221969.37000000
0.010071478488
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QQTX0
221565.72700000
PA
USD
229776.40000000
0.010425709050
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAY5
200000.00000000
PA
USD
179482.09000000
0.008143691214
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAV8
50000.00000000
PA
USD
50876.41000000
0.002308429621
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
35000.00000000
PA
USD
34574.97000000
0.001568779812
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAL3
400000.00000000
PA
USD
359011.01000000
0.016289507260
Long
DBT
CORP
ES
N
2
2032-11-22
Variable
3.22499880
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EV1
500000.00000000
PA
USD
546439.50000000
0.024793752711
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
150000.00000000
PA
USD
143554.50000000
0.006513538595
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BY9
250000.00000000
PA
USD
248656.93000000
0.011282380633
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31401NWV7
7104.40000000
PA
USD
7587.25000000
0.000344258422
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAL1
100000.00000000
PA
USD
138890.40000000
0.006301913078
Long
DBT
CORP
FR
N
2
2031-03-01
Variable
9.00000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703DBG5
50000.00000000
PA
USD
40619.48000000
0.001843039059
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132HMVZ1
136932.01970000
PA
USD
139766.19000000
0.006341650543
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BN44
487679.81550000
PA
USD
493065.71000000
0.022372008766
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUFU8
2132.89110000
PA
USD
2218.60000000
0.000100665160
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307RU86
101094.50030000
PA
USD
100195.65000000
0.004546205332
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AL5
500000.00000000
PA
USD
461004.27000000
0.020917276055
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30000000
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBJ8
300000.00000000
PA
USD
265078.83000000
0.012027496109
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620ARSQ5
866757.75000000
PA
USD
901586.95000000
0.040907957580
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BA3
120000.00000000
PA
USD
126609.87000000
0.005744705145
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36241KEE4
2479.89000000
PA
USD
2780.05000000
0.000126139988
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
6.00000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAR7
50000.00000000
PA
USD
43653.11000000
0.001980684804
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.12500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BZ8
300000.00000000
PA
USD
278689.30000000
0.012645047782
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413AL0
200000.00000000
PA
USD
196903.83000000
0.008934172710
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48300000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KLEZ6
3342708.99980000
PA
USD
3110143.30000000
0.141117404356
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AH9
50000.00000000
PA
USD
49205.47000000
0.002232613592
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAH6
100000.00000000
PA
USD
93087.19000000
0.004223671183
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDC3
500000.00000000
PA
USD
514576.61000000
0.023348028865
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJQ9
100000.00000000
PA
USD
88632.00000000
0.004021524597
Long
DBT
CORP
US
N
2
2031-09-12
Fixed
1.90000000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764BK2
165000.00000000
PA
USD
142545.94000000
0.006467776920
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.37500000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BV1
500000.00000000
PA
USD
502830.33000000
0.022815061608
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BC9
250000.00000000
PA
USD
253206.28000000
0.011488799567
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DL9
195000.00000000
PA
USD
220660.49000000
0.010012090308
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SJV0
63087.39040000
PA
USD
67428.55000000
0.003059454513
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213FP56
11409.51000000
PA
USD
12443.79000000
0.000564615574
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FGY6
56002.32000000
PA
USD
61352.20000000
0.002783750580
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639AZ9
115000.00000000
PA
USD
105791.78000000
0.004800120108
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132GVG97
45734.13430000
PA
USD
47878.48000000
0.002172403703
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAM1
250000.00000000
PA
USD
266763.11000000
0.012103917417
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36212QTQ3
703.49000000
PA
USD
710.52000000
0.000032238623
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAL0
250000.00000000
PA
USD
255370.10000000
0.011586979179
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96399960
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAR4
170000.00000000
PA
USD
175709.13000000
0.007972499642
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.37500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BYT7
422400.88690000
PA
USD
419915.45000000
0.019052941500
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VFP0
896942.47690000
PA
USD
890208.81000000
0.040391694042
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
171239AJ5
35000.00000000
PA
USD
30152.27000000
0.001368107404
Long
DBT
CORP
US
N
2
2061-12-15
Fixed
3.05000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAK1
160000.00000000
PA
USD
147036.80000000
0.006671541970
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
50064FAL8
250000.00000000
PA
USD
297474.42000000
0.013497390301
Long
DBT
NUSS
KR
N
2
2044-06-10
Fixed
4.12500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GGM0
350000.00000000
PA
USD
451844.68000000
0.020501675409
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 21A
8426EPAE8
100000.00000000
PA
USD
84755.01000000
0.003845612842
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBF1
300000.00000000
PA
USD
267716.15000000
0.012147159969
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETYW0
144345.94250000
PA
USD
147049.86000000
0.006672134545
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Aon Corp.
N/A
Aon Corp.
03740LAB8
50000.00000000
PA
USD
41442.17000000
0.001880367204
Long
DBT
CORP
US
N
2
2051-08-23
Fixed
2.90000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAF4
500000.00000000
PA
USD
394421.55000000
0.017896199624
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AK6
600000.00000000
PA
USD
672317.62000000
0.030505255959
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375BD3
242000.00000000
PA
USD
289863.92000000
0.013152076949
Long
DBT
CORP
CA
N
2
2028-07-15
Fixed
6.90000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
500000.00000000
PA
USD
501012.56000000
0.022732583420
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAN3
500000.00000000
PA
USD
452111.61000000
0.020513786899
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M7E36
60768.40000000
PA
USD
65766.71000000
0.002984051380
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAB7
450000.00000000
PA
USD
507425.30000000
0.023023550471
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742AW5
250000.00000000
PA
USD
298690.88000000
0.013552585081
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QNA2
1223000.00000000
PA
USD
1313243.35000000
0.059586158888
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WEA5
50000.00000000
PA
USD
48175.46000000
0.002185878659
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128LXEU0
6808.51000000
PA
USD
7407.86000000
0.000336118909
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDP3
11500000.00000000
PA
USD
10747558.57000000
0.487651989721
Long
DBT
UST
US
N
2
2028-12-31
Fixed
1.37500000
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
250000.00000000
PA
USD
267913.53000000
0.012156115747
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945CAC7
250000.00000000
PA
USD
255293.97000000
0.011583524911
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
250000.00000000
PA
USD
304471.54000000
0.013814872589
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECC2
2083983.34000000
PA
USD
1978762.46000000
0.089782944146
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAC5
300000.00000000
PA
USD
339533.47000000
0.015405747374
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138M7CK9
115684.05370000
PA
USD
117134.49000000
0.005314776071
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MVS6
492265.60750000
PA
USD
505422.84000000
0.022932692292
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAK5
500000.00000000
PA
USD
502170.67000000
0.022785130670
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.12500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAX9
250000.00000000
PA
USD
284458.25000000
0.012906803968
Long
DBT
CORP
US
N
2
2045-09-01
Fixed
4.70000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBJ3
50000.00000000
PA
USD
46439.68000000
0.002107120627
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWA3
200000.00000000
PA
USD
188265.73000000
0.008542233776
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
1.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
275000.00000000
PA
USD
247868.16000000
0.011246591551
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550AZ1
300000.00000000
PA
USD
295301.57000000
0.013398800968
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
2.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L6RZ9
440996.21380000
PA
USD
421325.41000000
0.019116916011
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAQ8
200000.00000000
PA
USD
201739.93000000
0.009153602432
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.30000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BC6
500000.00000000
PA
USD
503914.66000000
0.022864261217
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCX7
5000000.00000000
PA
USD
4750195.30000000
0.215531943791
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EE3
500000.00000000
PA
USD
507359.18000000
0.023020550390
Long
DBT
NUSS
CA
N
2
2023-11-01
Fixed
3.35000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV3Y9
0.01410000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACP8
80000.00000000
PA
USD
72775.40000000
0.003302058637
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKD3
100000.00000000
PA
USD
86328.84000000
0.003917022672
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZD7
200000.00000000
PA
USD
184466.76000000
0.008369862044
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CWU4
191630.26000000
PA
USD
198914.06000000
0.009025383440
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RNW5
0.01700000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
250000.00000000
PA
USD
330618.14000000
0.015001229605
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WDY24
2712.59810000
PA
USD
2823.88000000
0.000128128699
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AE7
105000.00000000
PA
USD
98918.80000000
0.004488270459
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
300000.00000000
PA
USD
323040.00000000
0.014657384533
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000088
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBH3
200000.00000000
PA
USD
195729.82000000
0.008880904025
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132J2SY0
37803.14000000
PA
USD
37747.93000000
0.001712747416
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
250000.00000000
PA
USD
255437.28000000
0.011590027356
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUKN8
585516.17300000
PA
USD
592376.92000000
0.026878084154
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CD4
200000.00000000
PA
USD
186359.48000000
0.008455740960
Long
DBT
CORP
JP
N
2
2033-01-19
Variable
2.85199920
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
160000.00000000
PA
USD
149924.69000000
0.006802575013
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABA0
200000.00000000
PA
USD
201242.36000000
0.009131026049
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAV9
100000.00000000
PA
USD
91641.29000000
0.004158065956
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFFA9
0.00830000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
500000.00000000
PA
USD
508076.08000000
0.023053078494
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBM2
160000.00000000
PA
USD
148647.78000000
0.006744637418
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GNV4
89695.38540000
PA
USD
89501.96000000
0.004060997536
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417DHA4
665950.22800000
PA
USD
676369.17000000
0.030689088074
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDY4
50000.00000000
PA
USD
47633.95000000
0.002161308574
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9W56
19061.40890000
PA
USD
19561.63000000
0.000887575325
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
3300000.00000000
PA
USD
3439734.38000000
0.156072032880
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
State of Illinois, GO
452151LE1
81454.54000000
PA
USD
82906.21000000
0.003761726721
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.95000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BF2
400000.00000000
PA
USD
412135.75000000
0.018699950990
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M6EC8
60898.37000000
PA
USD
65905.42000000
0.002990345108
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.00000000
N
N
N
N
N
N
California Institute of Technology
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
100000.00000000
PA
USD
85764.57000000
0.003891419891
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAR1
100000.00000000
PA
USD
90717.76000000
0.004116162371
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.95000000
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
500000.00000000
PA
USD
503308.79000000
0.022836770908
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132JMLM9
48040.70220000
PA
USD
48956.65000000
0.002221323812
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGHR8
212486.63080000
PA
USD
216473.58000000
0.009822116466
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DN4
200000.00000000
PA
USD
209172.44000000
0.009490839793
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAN2
500000.00000000
PA
USD
509936.46000000
0.023137490038
Long
DBT
NUSS
NO
N
2
2024-03-01
Fixed
3.70000000
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AU3
100000.00000000
PA
USD
98864.09000000
0.004485788087
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DQ70
1125551.13250000
PA
USD
1048795.87000000
0.047587309200
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FNJR6
0.02000000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EU3
1000000.00000000
PA
USD
942240.00000000
0.042752519821
Long
DBT
NUSS
US
N
2
2025-04-29
Fixed
0.62500000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724FAC5
135000.00000000
PA
USD
136785.64000000
0.006206413212
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.25000000
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406GAA9
500000.00000000
PA
USD
487754.53000000
0.022131023106
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
3.00000000
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
250000.00000000
PA
USD
237624.09000000
0.010781784489
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F042640
25000.00000000
PA
USD
25906.25000000
0.001175451548
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
4.50000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
State of Connecticut, GO
20772GF45
500000.00000000
PA
USD
593932.10000000
0.026948647773
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
5.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERZE3
112811.36160000
PA
USD
114024.86000000
0.005173681957
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKD48
294627.24950000
PA
USD
274377.57000000
0.012449410447
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EBD1
4786466.52170000
PA
USD
4543422.77000000
0.206149995787
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31386ECD8
574.41000000
PA
USD
580.31000000
0.000026330568
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FMT8
250000.00000000
PA
USD
295992.58000000
0.013430154359
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BU1
250000.00000000
PA
USD
349258.15000000
0.015846988007
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
8.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
6000000.00000000
PA
USD
5603906.28000000
0.254267611556
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JP7
560000.00000000
PA
USD
563849.14000000
0.025583685190
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.30000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BG93
5157.38000000
PA
USD
5641.72000000
0.000255983344
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYK4
300000.00000000
PA
USD
258249.95000000
0.011717647421
Long
DBT
CORP
US
N
2
2042-07-21
Variable
2.90800080
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AX8
300000.00000000
PA
USD
302548.79000000
0.013727631114
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.15000000
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2021-L7, Class A5
61772TBH6
3000000.00000000
PA
USD
2800160.40000000
0.127052463283
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Fixed
2.57400000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECN9
185000.00000000
PA
USD
169835.30000000
0.007705984706
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128PTJ48
154213.86000000
PA
USD
157688.47000000
0.007154843181
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBH0
405000.00000000
PA
USD
356621.10000000
0.016181069203
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31306XQY2
178599.07150000
PA
USD
180579.39000000
0.008193479315
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
Sutter Health, Series 20A
86944BAJ2
134000.00000000
PA
USD
119493.32000000
0.005421803926
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.36100000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31287UGH9
855.19000000
PA
USD
858.10000000
0.000038934811
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638AP7
500000.00000000
PA
USD
723140.00000000
0.032811234063
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FVHZ2
5127.49000000
PA
USD
5376.43000000
0.000243946266
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAD5
200000.00000000
PA
USD
197530.33000000
0.008962599070
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BF1
170000.00000000
PA
USD
157168.19000000
0.007131236371
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.90000000
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
500000.00000000
PA
USD
503342.48000000
0.022838299534
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKN8
75000.00000000
PA
USD
74017.80000000
0.003358430401
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI Financial Corp.
125491AP5
50000.00000000
PA
USD
44102.50000000
0.002001075103
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AL6
50000.00000000
PA
USD
48069.58000000
0.002181074537
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AH2
600000.00000000
PA
USD
730597.03000000
0.033149583977
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AU3
250000.00000000
PA
USD
267186.00000000
0.012123105324
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
4000000.00000000
PA
USD
3700937.52000000
0.167923676219
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8KB0
1421766.87540000
PA
USD
1438432.20000000
0.065266387695
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BH6
600000.00000000
PA
USD
605545.32000000
0.027475577661
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74100000
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BQ4
280000.00000000
PA
USD
253611.68000000
0.011507193895
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BR4
1000000.00000000
PA
USD
967403.55000000
0.043894272633
Long
DBT
NUSS
DE
N
2
2026-07-27
Fixed
1.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QK4D7
1355655.97120000
PA
USD
1260785.92000000
0.057205993202
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140H23H9
197472.11250000
PA
USD
206188.67000000
0.009355456360
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBS4
110000.00000000
PA
USD
98422.66000000
0.004465758960
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922NAF0
150000.00000000
PA
USD
145704.86000000
0.006611107483
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AH9
200000.00000000
PA
USD
161927.59000000
0.007347185962
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series DD
641423CD8
100000.00000000
PA
USD
93938.61000000
0.004262302901
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140M7R60
3960705.36000000
PA
USD
3683771.26000000
0.167144786689
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AQ4
40000.00000000
PA
USD
38646.36000000
0.001753512132
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFWW2
495930.75420000
PA
USD
500791.23000000
0.022722540952
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
Los Angeles Community College District
N/A
Los Angeles Community College District, GO
54438CPA4
300000.00000000
PA
USD
451834.68000000
0.020501221676
Long
DBT
MUN
US
N
2
2049-08-01
Fixed
6.75000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVB2
250000.00000000
PA
USD
242696.59000000
0.011011940455
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
2.25000000
N
N
N
N
N
N
Trustees of Boston University
549300M1CR2B2GU2ZU17
Trustees of Boston University, Series CC
89838QAA1
16000.00000000
PA
USD
17056.15000000
0.000773893478
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.06100000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579EAC9
415000.00000000
PA
USD
510886.63000000
0.023180602368
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
5.70000000
N
N
N
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964CAE6
250000.00000000
PA
USD
240576.93000000
0.010915764527
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.25000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AL0
245000.00000000
PA
USD
211650.68000000
0.009603285672
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BT8
100000.00000000
PA
USD
100330.11000000
0.004552306223
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ3X6
34185.18280000
PA
USD
34459.52000000
0.001563541466
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAD8
250000.00000000
PA
USD
283436.81000000
0.012860457885
Long
DBT
CORP
NL
N
2
2045-08-04
Fixed
5.25000000
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199BF1
250000.00000000
PA
USD
262137.69000000
0.011894046938
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AB1
25000.00000000
PA
USD
24149.19000000
0.001095727971
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CWC85
128473.83650000
PA
USD
131876.23000000
0.005983657175
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416XLB4
32975.24000000
PA
USD
33921.12000000
0.001539112492
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
4.00000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BM3
500000.00000000
PA
USD
501113.53000000
0.022737164760
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBG3
150000.00000000
PA
USD
141378.75000000
0.006414817680
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GX5
1000000.00000000
PA
USD
997607.60000000
0.045264729466
Long
DBT
NUSS
US
N
2
2023-06-19
Fixed
1.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RF87
1211017.88930000
PA
USD
1214964.63000000
0.055126930958
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
15000000.00000000
PA
USD
14109375.00000000
0.640188629599
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QMRT3
5005791.72900000
PA
USD
4783045.76000000
0.217022476928
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TCY9
1133932.29090000
PA
USD
1174659.93000000
0.053298174499
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WF3E7
96851.78660000
PA
USD
98636.91000000
0.004475480185
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HKC3
500000.00000000
PA
USD
502580.58000000
0.022803729631
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.12500000
N
N
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611AM1
100000.00000000
PA
USD
87788.21000000
0.003983239077
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.25000000
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland
857524AC6
500000.00000000
PA
USD
512766.00000000
0.023265875550
Long
DBT
NUSS
PL
N
2
2024-01-22
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDN8
1000000.00000000
PA
USD
961015.62000000
0.043604431294
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EBXA4
26802.74840000
PA
USD
27813.03000000
0.001261968411
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
550000.00000000
PA
USD
555654.62000000
0.025211872936
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DXJ6
3966116.30600000
PA
USD
3546215.84000000
0.160903446033
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BR0
400000.00000000
PA
USD
420485.47000000
0.019078805177
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90000000
N
N
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135UAX7
25000.00000000
PA
USD
22357.03000000
0.001014411793
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVY2
200000.00000000
PA
USD
192510.99000000
0.008734855149
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
1.25000000
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460WAD9
185000.00000000
PA
USD
170101.28000000
0.007718053091
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
1.85000000
N
N
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936UAJ8
70000.00000000
PA
USD
61842.30000000
0.002805988024
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAP9
31000.00000000
PA
USD
29540.23000000
0.001340337141
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417DWY5
186318.93540000
PA
USD
188658.82000000
0.008560069559
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAJ8
100000.00000000
PA
USD
96708.10000000
0.004387963748
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132A5HX6
437872.37980000
PA
USD
431972.49000000
0.019600008958
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
300000.00000000
PA
USD
300141.22000000
0.013618391765
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBT4
581000.00000000
PA
USD
608190.35000000
0.027595591349
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128KFLU2
43277.65000000
PA
USD
46494.64000000
0.002109614342
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
CNOOC Petroleum North America ULC
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
200000.00000000
PA
USD
233243.27000000
0.010583012315
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31403DGZ6
19549.87000000
PA
USD
21398.25000000
0.000970908799
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
Johnson Controls International plc
N/A
Johnson Controls International plc
47837RAA8
100000.00000000
PA
USD
89277.45000000
0.004050810781
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BJ7
150000.00000000
PA
USD
148792.34000000
0.006751196579
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KC3
230000.00000000
PA
USD
204360.98000000
0.009272528069
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.25600000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAA4
94000.00000000
PA
USD
96833.43000000
0.004393650381
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A25U2
225347.54160000
PA
USD
223451.53000000
0.010138728949
Long
ABS-MBS
USGA
US
N
2
2046-12-15
Fixed
3.00000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAU0
50000.00000000
PA
USD
49424.53000000
0.002242553063
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.40000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAW7
100000.00000000
PA
USD
90231.12000000
0.004094081917
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4F4
14464.01580000
PA
USD
15377.70000000
0.000697736695
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KLG35
1346821.29600000
PA
USD
1253340.41000000
0.056868165988
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338LAF0
75000.00000000
PA
USD
71502.84000000
0.003244318416
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DMUS2
2186050.66500000
PA
USD
2162970.41000000
0.098141063133
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAC5
250000.00000000
PA
USD
250290.16000000
0.011356485636
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
Aon Global Ltd.
VVT2B79I2Z4U3R6BY589
Aon Global Ltd.
00185AAG9
250000.00000000
PA
USD
262228.24000000
0.011898155489
Long
DBT
CORP
GB
N
2
2044-06-14
Fixed
4.60000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
37000.00000000
PA
USD
36817.02000000
0.001670508975
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
8500000.00000000
PA
USD
8413339.87000000
0.381740829890
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFF6
200000.00000000
PA
USD
205777.20000000
0.009336786616
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31403RW95
101307.92000000
PA
USD
110881.87000000
0.005031074190
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAM6
200000.00000000
PA
USD
199274.49000000
0.009041737331
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4EZ5
168002.71000000
PA
USD
174541.15000000
0.007919504558
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAP9
80000.00000000
PA
USD
75818.11000000
0.003440116372
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
65000.00000000
PA
USD
57805.09000000
0.002622806563
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
100000.00000000
PA
USD
105940.49000000
0.004806867569
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BS4
500000.00000000
PA
USD
447403.41000000
0.020300160420
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CZ2
100000.00000000
PA
USD
97939.01000000
0.004443814172
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.30000000
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
New Jersey State Turnpike Authority, RB
646139W35
440000.00000000
PA
USD
640913.02000000
0.029080326234
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BC2
110000.00000000
PA
USD
111143.38000000
0.005042939756
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.60000000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
Sutter Health, Series 2018
86944BAD5
40000.00000000
PA
USD
40488.11000000
0.001837078372
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.69500000
N
N
N
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102AQ8
250000.00000000
PA
USD
228397.50000000
0.010363143833
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q3B3
500000.00000000
PA
USD
495892.52000000
0.022500270409
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
2.15000000
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AL0
120000.00000000
PA
USD
109056.64000000
0.004948257517
Long
DBT
CORP
US
N
2
2027-08-12
Fixed
1.01800000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
480000.00000000
PA
USD
441217.71000000
0.020019494918
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
200000.00000000
PA
USD
201479.22000000
0.009141773164
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RAF1
250000.00000000
PA
USD
305984.43000000
0.013883517372
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DCB6
296975.66980000
PA
USD
308540.53000000
0.013999496014
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003AP3
45000.00000000
PA
USD
43695.09000000
0.001982589575
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416XJM3
183884.47000000
PA
USD
187550.14000000
0.008509765110
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBHB7
308961.73610000
PA
USD
320886.26000000
0.014559662284
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GQ3F1
237322.50930000
PA
USD
243952.69000000
0.011068933832
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BL7
80000.00000000
PA
USD
72723.74000000
0.003299714654
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBZ1
400000.00000000
PA
USD
397233.20000000
0.018023773408
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348AX4
150000.00000000
PA
USD
158861.45000000
0.007208065131
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284X5
3000000.00000000
PA
USD
3027539.07000000
0.137369379457
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179U4D1
0.01000000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEB3
2000000.00000000
PA
USD
1930625.00000000
0.087598789671
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBN1
250000.00000000
PA
USD
240964.89000000
0.010933367545
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138LY4W4
264616.99060000
PA
USD
279547.79000000
0.012684000289
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863DS4
400000.00000000
PA
USD
351904.00000000
0.015967038902
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140ECR84
0.00820000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AZ9
300000.00000000
PA
USD
262436.50000000
0.011907604928
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEZ3
400000.00000000
PA
USD
434909.15000000
0.019733254856
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBA8
300000.00000000
PA
USD
304391.54000000
0.013811242727
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V7E4
601568.24000000
PA
USD
584247.04000000
0.026509204829
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP, Series H
44107TAY2
100000.00000000
PA
USD
95274.93000000
0.004322936123
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081DM2
500000.00000000
PA
USD
509917.29000000
0.023136620232
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BU0
110000.00000000
PA
USD
101840.51000000
0.004620838026
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WE6
1500000.00000000
PA
USD
1512539.07000000
0.068628859495
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JZ7
1000000.00000000
PA
USD
916210.00000000
0.041571453329
Long
DBT
NUSS
US
N
2
2028-09-13
Fixed
1.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKUB9
139968.88020000
PA
USD
142011.00000000
0.006443504937
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V23
3500000.00000000
PA
USD
3499453.13000000
0.158781668475
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CN6
132000.00000000
PA
USD
134024.70000000
0.006081140307
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5EJ4
1184417.91560000
PA
USD
1173357.71000000
0.053239088506
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849AE6
70000.00000000
PA
USD
85106.66000000
0.003861568356
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAH3
177000.00000000
PA
USD
222629.98000000
0.010101452530
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432AP5
200000.00000000
PA
USD
205298.61000000
0.009315071418
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BF4
400000.00000000
PA
USD
364833.89000000
0.016553710428
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAF1
177000.00000000
PA
USD
213872.56000000
0.009704099656
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.90000000
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co., Series B
927804FT6
200000.00000000
PA
USD
207861.66000000
0.009431365405
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.20000000
N
N
N
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160AV1
250000.00000000
PA
USD
261747.49000000
0.011876342284
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAF2
500000.00000000
PA
USD
503873.94000000
0.022862413617
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.80000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FCTC2
76091.59250000
PA
USD
77060.88000000
0.003496504924
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVW6
55000.00000000
PA
USD
51173.14000000
0.002321893235
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
1.30000000
N
N
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670BK3
250000.00000000
PA
USD
274184.71000000
0.012440659756
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CEC4
322966.69940000
PA
USD
319676.38000000
0.014504766059
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFK70
0.01580000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556BG6
100000.00000000
PA
USD
122014.36000000
0.005536191781
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30000000
N
N
N
N
N
JobsOhio Beverage System
N/A
JobsOhio Beverage System, RB
47770VAZ3
100000.00000000
PA
USD
109953.29000000
0.004988941469
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.53200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJQ27
358831.73530000
PA
USD
363970.81000000
0.016514549657
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BS2
239000.00000000
PA
USD
248582.30000000
0.011278994426
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BR4
465000.00000000
PA
USD
461107.58000000
0.020921963569
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GNKS1
8202.79840000
PA
USD
8612.63000000
0.000390783276
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WF3F1
0.00960000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BB6
250000.00000000
PA
USD
265338.64000000
0.012039284541
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QEKL5
1028474.99580000
PA
USD
983979.98000000
0.044646399642
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAP9
500000.00000000
PA
USD
521958.73000000
0.023682979867
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RW3
500000.00000000
PA
USD
495142.94000000
0.022466259505
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AX8
100000.00000000
PA
USD
91730.63000000
0.004162119605
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
264414AX1
200000.00000000
PA
USD
179851.32000000
0.008160444391
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8X57
457321.46720000
PA
USD
461215.34000000
0.020926852994
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AG4
400000.00000000
PA
USD
484970.59000000
0.022004706615
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
6.50000000
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAS2
200000.00000000
PA
USD
199414.61000000
0.009048095035
Long
DBT
CORP
GB
N
2
2028-03-18
Variable
3.75000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31403JPN0
17893.36000000
PA
USD
19208.57000000
0.000871555834
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDR4
50000.00000000
PA
USD
46630.23000000
0.002115766505
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CM2
30000.00000000
PA
USD
29897.97000000
0.001356568979
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L9KW4
198981.94310000
PA
USD
204810.63000000
0.009292930165
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZR4
388181.41500000
PA
USD
393764.38000000
0.017866381665
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAF1
360000.00000000
PA
USD
354196.58000000
0.016071060777
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FX9
600000.00000000
PA
USD
572967.29000000
0.025997405568
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAF9
250000.00000000
PA
USD
308037.31000000
0.013976663272
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBW4
70000.00000000
PA
USD
70413.79000000
0.003194904644
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74200000
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
Banner Health, Series 2020
06654DAC1
39000.00000000
PA
USD
35398.50000000
0.001606146069
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.18100000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
68323AFC3
500000.00000000
PA
USD
505738.89000000
0.022947032517
Long
DBT
NUSS
CA
N
2
2024-01-29
Fixed
3.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CXT6
86176.41660000
PA
USD
88985.51000000
0.004037564505
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
4.00000000
N
N
N
N
N
N
Hyatt Hotels Corp.
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AF9
100000.00000000
PA
USD
103354.14000000
0.004689516385
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.85000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31385JBZ0
2530.56000000
PA
USD
2754.77000000
0.000124992951
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132A9U21
57522.57440000
PA
USD
59073.77000000
0.002680370736
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
941053AH3
100000.00000000
PA
USD
103721.19000000
0.004706170647
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
4.25000000
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BP2
30000.00000000
PA
USD
28005.77000000
0.001270713657
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36209YXG8
3031.39000000
PA
USD
3193.05000000
0.000144879153
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31412UB82
44607.15000000
PA
USD
45826.22000000
0.002079285934
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HJJL6
245340.20730000
PA
USD
256574.62000000
0.011641632203
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEN0
498000.00000000
PA
USD
504262.65000000
0.022880050665
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
George Washington University (The)
5493002S4P5IVD462L47
George Washington University (The), Series 2018
372546AW1
73000.00000000
PA
USD
77308.54000000
0.003507742070
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.12600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WLAK9
63449.28030000
PA
USD
64420.85000000
0.002922985297
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
01N042641
575000.00000000
PA
USD
611296.88000000
0.027736544806
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516BL9
500000.00000000
PA
USD
493212.90000000
0.022378687259
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.50000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L7LF4
121412.35910000
PA
USD
123774.17000000
0.005616040134
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHET8
492687.28290000
PA
USD
479084.02000000
0.021737613624
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312AJ5
295000.00000000
PA
USD
384571.36000000
0.017449264190
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.20000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp., Series 20-A
8426EPAD0
250000.00000000
PA
USD
213735.20000000
0.009697867183
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292GL87
96.54000000
PA
USD
100.25000000
0.000004548671
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAE5
500000.00000000
PA
USD
487329.89000000
0.022111755796
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AQ6
250000.00000000
PA
USD
243786.62000000
0.011061398692
Long
DBT
CORP
US
N
2
2045-01-26
Fixed
3.70000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BQ9
100000.00000000
PA
USD
91684.38000000
0.004160021091
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CXX7
58992.56140000
PA
USD
60828.44000000
0.002759985870
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
4.00000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
500000.00000000
PA
USD
496102.87000000
0.022509814678
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
500000.00000000
PA
USD
506163.49000000
0.022966298012
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VES9
110000.00000000
PA
USD
114437.40000000
0.005192400250
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
180000.00000000
PA
USD
159591.12000000
0.007241172653
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
589331AS6
250000.00000000
PA
USD
251062.78000000
0.011391541940
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HRA4
10476.21000000
PA
USD
11553.86000000
0.000524236530
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
8.00000000
N
N
N
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175AE0
50000.00000000
PA
USD
50297.37000000
0.002282156677
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FKP0
432123.39000000
PA
USD
474287.43000000
0.021519976600
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W6DT0
115337.81500000
PA
USD
117340.43000000
0.005324120244
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402DC73
74737.23000000
PA
USD
81807.54000000
0.003711876459
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BC1
215000.00000000
PA
USD
198432.47000000
0.009003532122
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y79
6500000.00000000
PA
USD
6571093.75000000
0.298152079931
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FE3
4000000.00000000
PA
USD
4715625.00000000
0.213963375872
Long
DBT
UST
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EX7
125000.00000000
PA
USD
118211.23000000
0.005363631297
Long
DBT
CORP
US
N
2
2025-05-28
Fixed
0.80000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AS2
500000.00000000
PA
USD
504208.27000000
0.022877583266
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series E
25746UAN9
10000.00000000
PA
USD
12008.86000000
0.000544881373
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KMXU4
825915.46220000
PA
USD
767810.85000000
0.034838097070
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7NZ6
203590.05890000
PA
USD
205628.77000000
0.009330051860
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BJ8
65000.00000000
PA
USD
53749.56000000
0.002438793862
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDD0
500000.00000000
PA
USD
492428.77000000
0.022343108709
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
2.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179V7D6
4112860.62500000
PA
USD
3927755.41000000
0.178215147965
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CXA7
140605.44000000
PA
USD
145808.95000000
0.006615830388
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J6E94
361211.77660000
PA
USD
367134.10000000
0.016658078501
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
500000.00000000
PA
USD
505780.57000000
0.022948923675
Long
DBT
NUSS
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DC8
250000.00000000
PA
USD
254744.21000000
0.011558580496
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
Interstate Power and Light Co.
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AQ7
623000.00000000
PA
USD
622396.51000000
0.028240171432
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
750000.00000000
PA
USD
756447.23000000
0.034322492352
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BM7
250000.00000000
PA
USD
282591.38000000
0.012822097952
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBU8
400000.00000000
PA
USD
371351.85000000
0.016849451655
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.27900160
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730AF6
250000.00000000
PA
USD
279934.86000000
0.012701562925
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust, Series 2021-A1, Class A1
05522RDD7
100000.00000000
PA
USD
95671.23000000
0.004340917554
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31294EHM4
992.57000000
PA
USD
1096.59000000
0.000049755885
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
8.00000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAG6
250000.00000000
PA
USD
240235.62000000
0.010900278173
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BN5
350000.00000000
PA
USD
358271.74000000
0.016255964155
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCA6
85000.00000000
PA
USD
72567.21000000
0.003292612374
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DS8
500000.00000000
PA
USD
453940.00000000
0.020596746951
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AF5
250000.00000000
PA
USD
234417.86000000
0.010636307316
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.85000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAG4
140000.00000000
PA
USD
131105.38000000
0.005948681182
Long
DBT
CORP
US
N
2
2026-11-09
Fixed
1.50000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R69
2000000.00000000
PA
USD
1993593.76000000
0.090455888881
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.62500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NY7
50000.00000000
PA
USD
47252.11000000
0.002143983241
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
Broadstone Net Lease LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
85000.00000000
PA
USD
75688.67000000
0.003434243254
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L9V69
314915.84000000
PA
USD
318198.72000000
0.014437719778
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EV6
449000.00000000
PA
USD
512666.80000000
0.023261374521
Long
DBT
UST
US
N
2
2025-08-15
Fixed
6.87500000
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BA7
200000.00000000
PA
USD
179554.70000000
0.008146985768
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.37500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X8MH7
1218457.77000000
PA
USD
1165558.67000000
0.052885220476
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WECQ0
106419.21940000
PA
USD
111061.09000000
0.005039205989
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.00000000
N
N
N
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494BD4
100000.00000000
PA
USD
106785.93000000
0.004845227955
Long
DBT
CORP
US
N
2
2047-06-02
Fixed
4.55000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BUE6
3456.52000000
PA
USD
3872.77000000
0.000175720279
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
7.50000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBD6
130000.00000000
PA
USD
122350.00000000
0.005551420869
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AW5
40000.00000000
PA
USD
32381.46000000
0.001469253067
Long
DBT
CORP
US
N
2
2050-09-04
Fixed
2.62500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2ES7
873177.06120000
PA
USD
911158.00000000
0.041342227516
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
3.50000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158BB1
25000.00000000
PA
USD
23820.24000000
0.001080802431
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
369000.00000000
PA
USD
494621.60000000
0.022442604599
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000160
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667AH4
160000.00000000
PA
USD
161342.51000000
0.007320638963
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.37500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36212KY72
151.32000000
PA
USD
154.51000000
0.000007010625
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJH3
300000.00000000
PA
USD
290254.08000000
0.013169779789
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.81000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKQY8
960022.71950000
PA
USD
917731.66000000
0.041640496035
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617NWHS4
1118899.82000000
PA
USD
1085537.75000000
0.049254408827
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25152RXA6
470000.00000000
PA
USD
472201.51000000
0.021425331567
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128CUJL1
22029.22000000
PA
USD
23174.15000000
0.001051487208
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
5.00000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BC7
325000.00000000
PA
USD
340416.26000000
0.015445802452
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8C52
366024.90830000
PA
USD
372176.62000000
0.016886874175
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Northwell Healthcare, Inc.
54930073NUTKK4QD3P47
Northwell Healthcare, Inc.
667274AA2
150000.00000000
PA
USD
147399.80000000
0.006688012471
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.97900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XB3V0
1458105.09780000
PA
USD
1395934.33000000
0.063338119919
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBH2
600000.00000000
PA
USD
606885.71000000
0.027536395553
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066GAH7
280000.00000000
PA
USD
282970.80000000
0.012839313482
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYS3
11843.95840000
PA
USD
12521.21000000
0.000568128373
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
850000.00000000
PA
USD
789382.22000000
0.035816860892
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400120
N
N
N
N
N
N
Pharmacia LLC
N/A
Pharmacia LLC
71713UAW2
177000.00000000
PA
USD
210051.60000000
0.009530730166
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.59999880
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MAN3
300000.00000000
PA
USD
317014.83000000
0.014384002805
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAF8
160000.00000000
PA
USD
164334.97000000
0.007456416690
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
XLIT Ltd.
635400XCGXK8NVDIVE95
XLIT Ltd.
98420EAC9
500000.00000000
PA
USD
513874.79000000
0.023316184990
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8GN7
93876.18970000
PA
USD
95749.80000000
0.004344482533
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QAXR6
357720.30570000
PA
USD
371132.68000000
0.016839507193
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DP9
250000.00000000
PA
USD
248077.01000000
0.011256067761
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.10000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133ALJP4
140660.64250000
PA
USD
130874.67000000
0.005938213112
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAU6
200000.00000000
PA
USD
187593.70000000
0.008511741570
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
4.00000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAA0
250000.00000000
PA
USD
244618.20000000
0.011099130204
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAF7
750000.00000000
PA
USD
790862.64000000
0.035884032404
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
65000.00000000
PA
USD
55341.48000000
0.002511024495
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CQ0
300000.00000000
PA
USD
273941.53000000
0.012429625882
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
Credit Suisse USA, Inc.
EXD7DEVFDH4HOFFQ7349
Credit Suisse USA, Inc.
22541LAE3
55000.00000000
PA
USD
71006.16000000
0.003221782415
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36212JXR2
481.72000000
PA
USD
488.44000000
0.000022162125
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series EE
641423CE6
100000.00000000
PA
USD
89786.90000000
0.004073926199
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAF2
600000.00000000
PA
USD
590429.58000000
0.026789726950
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M6M62
54566.96000000
PA
USD
59140.51000000
0.002683398949
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AM5
200000.00000000
PA
USD
206800.88000000
0.009383234336
Long
DBT
CORP
NL
N
2
2028-10-02
Fixed
4.55000000
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CJ6
280000.00000000
PA
USD
261654.59000000
0.011872127107
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
1.91500000
N
N
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802AC8
250000.00000000
PA
USD
248723.31000000
0.011285392512
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
World Omni Select Auto Trust
N/A
World Omni Select Auto Trust, Series 2020-A, Class A3
98163DAD0
1290000.00000000
PA
USD
1285596.20000000
0.058331716996
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YBSN4
809482.46500000
PA
USD
842987.35000000
0.038249101492
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BQ92
770.99000000
PA
USD
863.33000000
0.000039172114
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
7.50000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAE3
170000.00000000
PA
USD
166410.67000000
0.007550598008
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAU9
800000.00000000
PA
USD
813046.48000000
0.036890585999
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.33700000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
200000.00000000
PA
USD
185424.62000000
0.008413323295
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RD63
715285.71020000
PA
USD
713309.51000000
0.032365192482
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBK1
450000.00000000
PA
USD
437390.88000000
0.019845859087
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DUF7
981667.10500000
PA
USD
878028.28000000
0.039839023438
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Government Agency Repurchase Agreement
N/A
15000000.00000000
PA
USD
15000000.00000000
0.680599207548
Long
RA
CORP
US
N
2
Repurchase
Y
0.30000000
2022-04-01
91301246.02500000
USD
15300000.01200000
USD
AMBS
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
285000.00000000
PA
USD
343563.58000000
0.015588606686
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAP1
100000.00000000
PA
USD
88275.08000000
0.004005329966
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAM7
500000.00000000
PA
USD
513107.41000000
0.023281366442
Long
DBT
CORP
US
N
2
2045-09-01
Fixed
4.30000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
4500000.00000000
PA
USD
4175859.38000000
0.189472438990
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076AV4
150000.00000000
PA
USD
193724.40000000
0.008789911541
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809HAD9
250000.00000000
PA
USD
280912.03000000
0.012745900333
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BF9
145000.00000000
PA
USD
147466.41000000
0.006691034785
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KA8
500000.00000000
PA
USD
515718.19000000
0.023399826095
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SQY6
12883.33760000
PA
USD
13818.29000000
0.000626981148
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BQ6
250000.00000000
PA
USD
250770.48000000
0.011378279330
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
2.00000000
N
N
N
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448BH5
90000.00000000
PA
USD
74758.78000000
0.003392051095
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297YWW8
1674.03000000
PA
USD
1726.74000000
0.000078347858
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8VC6
95332.70000000
PA
USD
96287.86000000
0.004368896080
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBG9
100000.00000000
PA
USD
85145.32000000
0.003863322487
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GFD1
500000.00000000
PA
USD
630070.96000000
0.028588386405
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAJ4
177000.00000000
PA
USD
220457.03000000
0.010002858661
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
4000000.00000000
PA
USD
3628437.52000000
0.164634113383
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAQ0
300000.00000000
PA
USD
300231.88000000
0.013622505307
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FPG5
219784.75000000
PA
USD
235901.08000000
0.010703605873
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic, Series 2021
578454AF7
79000.00000000
PA
USD
70920.60000000
0.003217900277
Long
DBT
CORP
US
N
2
2061-11-15
Fixed
3.19600000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FQS40
11397.83000000
PA
USD
11912.01000000
0.000540486971
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31326FRA8
1393.75000000
PA
USD
1403.80000000
0.000063695011
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Variable
1.74499920
N
Y
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBT7
4000000.00000000
PA
USD
3730156.24000000
0.169249425398
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBM3
274000.00000000
PA
USD
265614.04000000
0.012051780342
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179T7K5
609295.54380000
PA
USD
626993.42000000
0.028448748319
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8VZ5
132018.08590000
PA
USD
134995.33000000
0.006125180974
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAJ9
250000.00000000
PA
USD
253044.11000000
0.011481441382
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
50000.00000000
PA
USD
46153.84000000
0.002094151128
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KLHN0
3127320.22180000
PA
USD
2910719.24000000
0.132068880542
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138M5F87
57606.31960000
PA
USD
58308.85000000
0.002645663806
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCH7
165000.00000000
PA
USD
146603.99000000
0.006651903961
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9SE2
332227.76990000
PA
USD
335684.80000000
0.015231120591
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2R3
600000.00000000
PA
USD
592799.33000000
0.026897250282
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65399840
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017DD8
200000.00000000
PA
USD
206306.05000000
0.009360782276
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JT5
200000.00000000
PA
USD
180905.75000000
0.008208287339
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAT2
200000.00000000
PA
USD
191447.78000000
0.008686613823
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865BC8
50000.00000000
PA
USD
44165.12000000
0.002003916378
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EJX52
15030.07310000
PA
USD
15890.77000000
0.000721016364
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L7CJ6
140189.16610000
PA
USD
146071.56000000
0.006627745865
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAP6
100000.00000000
PA
USD
101604.17000000
0.004610114505
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
Svensk Exportkredit AB
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMY5
1000000.00000000
PA
USD
988256.28000000
0.044840429401
Long
DBT
NUSS
SE
N
2
2023-04-06
Fixed
0.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418D2L5
2330948.54000000
PA
USD
2167765.80000000
0.098358645708
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAZ2
455000.00000000
PA
USD
445654.93000000
0.020220826146
Long
DBT
CORP
JP
N
2
2025-09-13
Variable
2.55499920
N
N
N
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491AU9
60000.00000000
PA
USD
58936.49000000
0.002674141892
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BL5
150000.00000000
PA
USD
149687.51000000
0.006791813379
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.95000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CN8
300000.00000000
PA
USD
338643.14000000
0.015365350181
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAJ3
100000.00000000
PA
USD
96278.30000000
0.004368462312
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
40414LAR0
125000.00000000
PA
USD
124826.20000000
0.005663774186
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCE4
200000.00000000
PA
USD
184872.14000000
0.008388255465
Long
DBT
CORP
US
N
2
2052-04-22
Variable
3.32799840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TEZ4
380977.02010000
PA
USD
386470.15000000
0.017535418522
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAR2
500000.00000000
PA
USD
509123.68000000
0.023100611543
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138Y64A9
44518.00840000
PA
USD
47370.26000000
0.002149344094
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BB0
100000.00000000
PA
USD
92427.60000000
0.004193743421
Long
DBT
CORP
US
N
2
2026-08-13
Fixed
1.15000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307RD85
12921.11280000
PA
USD
13065.06000000
0.000592804632
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CJ9
100000.00000000
PA
USD
89358.00000000
0.004054465599
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGAM6
1012602.90050000
PA
USD
1029032.25000000
0.046690568926
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MSX9
2323324.11630000
PA
USD
2360089.54000000
0.107085004711
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484AC5
200000.00000000
PA
USD
181613.91000000
0.008240418881
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.90000000
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAA6
100000.00000000
PA
USD
88313.72000000
0.004007083189
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448ES3
700000.00000000
PA
USD
687539.39000000
0.031195917599
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAD6
90000.00000000
PA
USD
79315.11000000
0.003598786734
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAN0
85000.00000000
PA
USD
83578.49000000
0.003792230270
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.00000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBQ1
35000.00000000
PA
USD
32552.62000000
0.001477019158
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418AGR3
18201.48030000
PA
USD
18430.44000000
0.000836249523
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128UGY27
55962.94000000
PA
USD
58274.66000000
0.002644112494
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
2.13999840
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYA2
20469.19580000
PA
USD
21598.52000000
0.000979995706
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
Southern Co. Gas Capital Corp.
E8CD46SWUD2TSN8PA636
Southern Co. Gas Capital Corp.
001192AK9
250000.00000000
PA
USD
250087.95000000
0.011347310705
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBP5
200000.00000000
PA
USD
216095.31000000
0.009804953116
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FY7
100000.00000000
PA
USD
97398.98000000
0.004419311240
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCB3
675000.00000000
PA
USD
700458.85000000
0.031782115882
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMM1
860000.00000000
PA
USD
764062.18000000
0.034668007615
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416KZP6
19667.15000000
PA
USD
20205.58000000
0.000916793449
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER6J4
130854.92910000
PA
USD
132201.44000000
0.005998413020
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5U98
112238.25980000
PA
USD
111234.31000000
0.005047065549
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCR5
510000.00000000
PA
USD
466010.49000000
0.021144424680
Long
DBT
CORP
US
N
2
2032-11-08
Variable
2.54499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FE4G6
431884.23000000
PA
USD
445031.01000000
0.020192516849
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBA1
100000.00000000
PA
USD
93583.56000000
0.004246193118
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GJ9
1000000.00000000
PA
USD
1016410.00000000
0.046117856036
Long
DBT
NUSS
US
N
2
2024-01-29
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJRQ3
260609.56330000
PA
USD
258165.13000000
0.011713798859
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3137EAFA2
1030000.00000000
PA
USD
996973.41000000
0.045235954186
Long
DBT
USGA
US
N
2
2023-12-04
Fixed
0.25000000
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CT9
500000.00000000
PA
USD
404916.46000000
0.018372388119
Long
DBT
CORP
US
N
2
2060-09-01
Fixed
2.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XAH88
2244259.36820000
PA
USD
2089130.98000000
0.094790725963
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RNX3
97914.70540000
PA
USD
102771.34000000
0.004663072837
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BY5
1130000.00000000
PA
USD
1150903.27000000
0.052220256901
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
500000.00000000
PA
USD
528287.96000000
0.023970157795
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZP8
2000000.00000000
PA
USD
1961953.12000000
0.089020249247
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NS0
500000.00000000
PA
USD
511426.02000000
0.023205076262
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
Washington Gas Light Co.
DL22T1SB4DUBS063O841
Washington Gas Light Co.
93884PDY3
100000.00000000
PA
USD
96146.37000000
0.004362476215
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
Legg Mason, Inc.
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc.
524901AV7
500000.00000000
PA
USD
526086.18000000
0.023870255814
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
1000000.00000000
PA
USD
1057564.19000000
0.047985156643
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CD4
100000.00000000
PA
USD
89986.83000000
0.004082997679
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X8KW6
912701.42380000
PA
USD
872837.24000000
0.039603488924
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBB9
100000.00000000
PA
USD
96931.34000000
0.004398092879
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
500000.00000000
PA
USD
450371.10000000
0.020434814250
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31296YJL8
18229.53000000
PA
USD
19989.54000000
0.000906991005
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.50000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
New Jersey Transportation Trust Fund Authority
6461366S5
30000.00000000
PA
USD
29675.02000000
0.001346453006
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13100000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
298000.00000000
PA
USD
309259.31000000
0.014032109420
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CAF1
479947.08860000
PA
USD
476180.20000000
0.021605857784
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SQW0
20585.13250000
PA
USD
20913.17000000
0.000948899128
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CWJ9
5147.89820000
PA
USD
5464.44000000
0.000247939568
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
5.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
330000.00000000
PA
USD
284716.95000000
0.012918542036
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAU1
100000.00000000
PA
USD
95697.19000000
0.004342095445
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
500000.00000000
PA
USD
480503.50000000
0.021802020088
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BY3
2000000.00000000
PA
USD
1998620.00000000
0.090683945879
Long
DBT
NUSS
JP
N
2
2024-05-23
Fixed
2.50000000
N
N
N
N
N
Los Angeles Department of Water & Power System Revenue
N/A
Los Angeles Department of Water & Power System Revenue
544495VY7
200000.00000000
PA
USD
281054.10000000
0.012752346515
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.57400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EAN0
4763590.87050000
PA
USD
4551109.14000000
0.206498751609
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K0MZ3
3246.11000000
PA
USD
3526.12000000
0.000159991631
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Everest Reinsurance Holdings, Inc.
N/A
Everest Reinsurance Holdings, Inc.
299808AH8
125000.00000000
PA
USD
111455.46000000
0.005057099850
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAF0
70000.00000000
PA
USD
69795.31000000
0.003166842178
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
Tampa Electric Co.
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127BA9
100000.00000000
PA
USD
100600.70000000
0.004564583779
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
4.10000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
1300000.00000000
PA
USD
1203970.64000000
0.054628097566
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
100000.00000000
PA
USD
102128.41000000
0.004633900994
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36207KU65
45.14000000
PA
USD
45.32000000
0.000002056317
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WNK43
56478.41130000
PA
USD
58649.94000000
0.002661140179
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913R2S5
200000.00000000
PA
USD
194832.66000000
0.008840196933
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.95000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7XH3
517993.06970000
PA
USD
514773.24000000
0.023356950614
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857LAR9
200000.00000000
PA
USD
216916.93000000
0.009842232710
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZR6
100000.00000000
PA
USD
99401.67000000
0.004510179855
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.35000000
N
N
N
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AR0
210000.00000000
PA
USD
201105.75000000
0.009124827605
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AF4
40000.00000000
PA
USD
36680.07000000
0.001664295104
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DV9
75000.00000000
PA
USD
74035.59000000
0.003359237592
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BL7
400000.00000000
PA
USD
409556.41000000
0.018582917872
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAZ8
300000.00000000
PA
USD
303496.76000000
0.013770643623
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132J94H8
351237.10000000
PA
USD
358503.59000000
0.016266483950
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AY6
300000.00000000
PA
USD
316213.40000000
0.014347639297
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJAZ3
13404.68000000
PA
USD
14846.55000000
0.000673636677
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.50000000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543BY8
206000.00000000
PA
USD
328149.72000000
0.014889229292
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
9.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31406D3T1
1933.96000000
PA
USD
2110.61000000
0.000095765299
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
7.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBE7
500000.00000000
PA
USD
543485.00000000
0.024659697354
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
5.55000000
N
N
N
N
N
N
GlaxoSmithKline Capital, Inc.
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc.
377372AB3
201000.00000000
PA
USD
239192.33000000
0.010852940683
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.37500000
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
350000.00000000
PA
USD
393411.36000000
0.017850363990
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HP1
150000.00000000
PA
USD
164218.26000000
0.007451121174
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
70109HAM7
500000.00000000
PA
USD
510334.34000000
0.023155543159
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
Plains All American Pipeline LP
N/A
Plains All American Pipeline LP
72650RBJ0
200000.00000000
PA
USD
205482.92000000
0.009323434167
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17308CC53
200000.00000000
PA
USD
189701.72000000
0.008607389353
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600120
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAB2
250000.00000000
PA
USD
238944.94000000
0.010841715787
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WDDB7
2987.12410000
PA
USD
3111.34000000
0.000141171702
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RM2
5500000.00000000
PA
USD
5843320.34000000
0.265130612856
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
95000.00000000
PA
USD
87662.45000000
0.003977532933
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZU4
400000.00000000
PA
USD
380371.84000000
0.017258718191
Long
DBT
CORP
CA
N
2
2024-07-29
Fixed
0.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36180DQF7
83970.87630000
PA
USD
85447.56000000
0.003877036108
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
3.50000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962GXZ2
175000.00000000
PA
USD
220455.28000000
0.010002779257
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAM8
100000.00000000
PA
USD
90334.28000000
0.004098762625
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGHD9
146265.63540000
PA
USD
152110.22000000
0.006901739679
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BC20
333983.60380000
PA
USD
332117.24000000
0.015069248690
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAW5
350000.00000000
PA
USD
436229.72000000
0.019793173449
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
6.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31287LNP3
2192.91000000
PA
USD
2234.71000000
0.000101396123
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAN2
300000.00000000
PA
USD
257319.25000000
0.011675418509
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RR40
60000.00000000
PA
USD
57281.09000000
0.002599030964
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.50000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
State of Washington
93974CRE2
200000.00000000
PA
USD
236441.94000000
0.010728146466
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.14000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETGM2
148537.98640000
PA
USD
148278.65000000
0.006727888779
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBJ4
105000.00000000
PA
USD
100305.03000000
0.004551168262
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
250000.00000000
PA
USD
254910.33000000
0.011566117906
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CJ4
500000.00000000
PA
USD
474848.04000000
0.021545413315
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.45700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJY6
100000.00000000
PA
USD
97197.74000000
0.004410180321
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YNL62
795709.49480000
PA
USD
803988.17000000
0.036479580758
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEA6
100000.00000000
PA
USD
88928.61000000
0.004034982766
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.12500000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJM2
60000.00000000
PA
USD
51024.64000000
0.002315155303
Long
DBT
CORP
US
N
2
2051-10-24
Variable
2.83100040
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
200000.00000000
PA
USD
194893.03000000
0.008842936118
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCT1
200000.00000000
PA
USD
191438.08000000
0.008686173702
Long
DBT
CORP
US
N
2
2025-12-10
Variable
1.56099960
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039482AD6
20000.00000000
PA
USD
19572.68000000
0.000888076699
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AZ5
100000.00000000
PA
USD
102652.31000000
0.004657672055
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617A1GL2
694789.31310000
PA
USD
707002.48000000
0.032079021841
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series J
06406RAX5
100000.00000000
PA
USD
95709.62000000
0.004342659435
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
0.85000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AL4
550000.00000000
PA
USD
578511.20000000
0.026248950951
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416BMN5
129602.70000000
PA
USD
141813.77000000
0.006434555965
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCK0
400000.00000000
PA
USD
381904.70000000
0.017328269078
Long
DBT
CORP
US
N
2
2025-06-23
Variable
0.96900120
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BT6
75000.00000000
PA
USD
68354.63000000
0.003101473800
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDH1
6000000.00000000
PA
USD
5734921.86000000
0.260212218217
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETQT6
119097.71730000
PA
USD
120340.06000000
0.005460223298
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
100000.00000000
PA
USD
89239.35000000
0.004049082059
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CR7
400000.00000000
PA
USD
436196.08000000
0.019791647092
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FS3Z4
10838.09400000
PA
USD
11378.44000000
0.000516277149
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.50000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AQ4
60000.00000000
PA
USD
59372.80000000
0.002693938708
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CWG32
99183.69350000
PA
USD
100201.88000000
0.004546488008
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140K14K9
808841.92000000
PA
USD
792549.23000000
0.035960558525
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AAEU4
78339.99600000
PA
USD
81469.20000000
0.003696524863
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
4.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAS1
250000.00000000
PA
USD
239188.22000000
0.010852754199
Long
DBT
CORP
NL
N
2
2025-01-10
Fixed
1.37500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SWY9
0.04160000
PA
USD
0.04000000
0.000000001814
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
State Board of Administration Finance Corp.
549300S34SOJ0RULXM35
State Board of Administration Finance Corp.
341271AD6
95000.00000000
PA
USD
90242.85000000
0.004094614146
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.25800000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAB9
250000.00000000
PA
USD
287287.94000000
0.013035196286
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CC1
50000.00000000
PA
USD
44685.36000000
0.002027521373
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AK7
155000.00000000
PA
USD
152315.63000000
0.006911059805
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5DM8
344307.82270000
PA
USD
340800.09000000
0.015463218079
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TBB2
85000.00000000
PA
USD
78405.43000000
0.003557511568
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
300000.00000000
PA
USD
278750.17000000
0.012647809653
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166BR4
193000.00000000
PA
USD
246040.45000000
0.011163662352
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213UNQ9
13390.71000000
PA
USD
14299.91000000
0.000648833827
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XB3R9
490591.44140000
PA
USD
468708.43000000
0.021266839068
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
312936RV1
26423.46960000
PA
USD
28063.08000000
0.001273314000
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BG9
200000.00000000
PA
USD
174652.20000000
0.007924543261
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
1.65000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138A2QP7
59034.39000000
PA
USD
60328.44000000
0.002737299230
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QDDQ4
456135.62730000
PA
USD
448148.61000000
0.020333972588
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7XX0
351786.36470000
PA
USD
355536.01000000
0.016131835110
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YS3
4000000.00000000
PA
USD
3827187.52000000
0.173652052883
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HK2
250000.00000000
PA
USD
268578.59000000
0.012186291701
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8WW1
133478.76640000
PA
USD
140515.31000000
0.006375640575
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
1500000.00000000
PA
USD
1226308.59000000
0.055641643637
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
500000.00000000
PA
USD
516054.92000000
0.023415104640
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKS7
165000.00000000
PA
USD
153571.74000000
0.006968053636
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGG8
300000.00000000
PA
USD
326268.00000000
0.014803849483
Long
DBT
CORP
US
N
2
2048-01-20
Variable
4.44300120
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TQW3
300000.00000000
PA
USD
285080.72000000
0.012935047474
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
250000.00000000
PA
USD
254371.98000000
0.011541691200
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.62500000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CC6
1336000.00000000
PA
USD
1153629.37000000
0.052343949001
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170BD5
160000.00000000
PA
USD
153797.03000000
0.006978275782
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141EC23
385000.00000000
PA
USD
392030.08000000
0.017787690785
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.85000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36292HR70
76578.13000000
PA
USD
83368.29000000
0.003782692807
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJWW6
0.01100000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLRW8
47740.59150000
PA
USD
47031.99000000
0.002133995674
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Mass General Brigham, Inc.
5493007Z86EDN0QFYU66
Mass General Brigham, Inc., Series 2017
70213HAD0
43000.00000000
PA
USD
43032.64000000
0.001952532045
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.76500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WFDH9
113547.01080000
PA
USD
115267.41000000
0.005230060526
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JJ0
250000.00000000
PA
USD
247183.27000000
0.011215515845
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BY8
115000.00000000
PA
USD
101058.65000000
0.004585362473
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAM4
80000.00000000
PA
USD
73696.82000000
0.003343866486
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HFC1
50000.00000000
PA
USD
48439.89000000
0.002197876716
Long
DBT
CORP
US
N
2
2025-02-07
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132Y0FP0
35548.12490000
PA
USD
37357.13000000
0.001695015538
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2017-P7, Class A4
17325HBP8
1500000.00000000
PA
USD
1518224.10000000
0.068886807956
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.71200000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAC0
400000.00000000
PA
USD
364057.32000000
0.016518474899
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638BM3
300000.00000000
PA
USD
380679.00000000
0.017272655048
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
250000.00000000
PA
USD
253470.42000000
0.011500784465
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
03523TBV9
900000.00000000
PA
USD
1097348.12000000
0.049790284058
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFW9
1170000.00000000
PA
USD
963007.88000000
0.043694826666
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
280000.00000000
PA
USD
254425.78000000
0.011544132283
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57199840
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAL9
35000.00000000
PA
USD
27560.04000000
0.001250489425
Long
DBT
CORP
US
N
2
2051-09-17
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-H6, Class A4
61769JBA8
1180000.00000000
PA
USD
1168549.52000000
0.053020925152
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14912L6G1
500000.00000000
PA
USD
507554.30000000
0.023029403624
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAN9
100000.00000000
PA
USD
99056.62000000
0.004494523804
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EL3
120000.00000000
PA
USD
114878.85000000
0.005212430284
Long
DBT
CORP
AU
N
2
2030-01-16
Fixed
2.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X8NS2
73941.27190000
PA
USD
71901.00000000
0.003262384241
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FUNM6
3707.67600000
PA
USD
3896.23000000
0.000176784736
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXF23
215907.69750000
PA
USD
225883.60000000
0.010249079943
Long
ABS-MBS
USGSE
US
N
2
2057-02-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DV5L5
0.01300000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SEG8
605703.22100000
PA
USD
603351.60000000
0.027376041388
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAB7
50000.00000000
PA
USD
47999.54000000
0.002177896592
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CQ6
340000.00000000
PA
USD
302748.24000000
0.013736680815
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc.
03524BAF3
150000.00000000
PA
USD
159828.54000000
0.007251945177
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446HD4
324000.00000000
PA
USD
416357.70000000
0.018891514711
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER5V8
989648.17900000
PA
USD
985136.57000000
0.044698877924
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AB4
50000.00000000
PA
USD
53106.59000000
0.002409620204
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHK1
500000.00000000
PA
USD
544160.78000000
0.024690359709
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series B
25746UAV1
151000.00000000
PA
USD
176466.98000000
0.008006885783
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EBHJ3
107784.42100000
PA
USD
106686.34000000
0.004840709230
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
240000.00000000
PA
USD
223043.70000000
0.010120224364
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94799960
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EY0
65000.00000000
PA
USD
64063.36000000
0.002906764803
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.75000000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
Sutter Health, Series 2018
86944BAE3
50000.00000000
PA
USD
50689.37000000
0.002299943003
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.09100000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
900000.00000000
PA
USD
1019241.88000000
0.046246347721
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
Columbia Pipeline Group, Inc.
198280AH2
100000.00000000
PA
USD
117620.82000000
0.005336842458
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.80000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCM6
500000.00000000
PA
USD
473933.76000000
0.021503929432
Long
DBT
CORP
US
N
2
2025-08-09
Variable
0.76799880
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAF5
195000.00000000
PA
USD
171955.32000000
0.007802176968
Long
DBT
CORP
US
Y
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CG7
500000.00000000
PA
USD
522073.41000000
0.023688183275
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFE9
200000.00000000
PA
USD
196695.07000000
0.008924700584
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475AZ8
500000.00000000
PA
USD
477214.26000000
0.021652776479
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
815000.00000000
PA
USD
757175.75000000
0.034355547694
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAC7
60000.00000000
PA
USD
55065.13000000
0.002498485589
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.35000000
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CQ3
250000.00000000
PA
USD
229375.72000000
0.010407528884
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292G4V5
350.42000000
PA
USD
381.65000000
0.000017316712
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417G3Y0
643749.93800000
PA
USD
642614.65000000
0.029157534769
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
500000.00000000
PA
USD
555025.00000000
0.025183305011
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CD2
335000.00000000
PA
USD
315642.24000000
0.014321723894
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3140FXGM8
529203.45380000
PA
USD
525664.78000000
0.023851135513
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NAC5
295000.00000000
PA
USD
385206.78000000
0.017478095280
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5NM7
109553.66000000
PA
USD
115003.64000000
0.005218092416
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MCRV9
1.07000000
PA
USD
1.09000000
0.000000049456
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140M2E24
558215.85980000
PA
USD
519809.23000000
0.023585450000
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138E4YL9
10142.99000000
PA
USD
10233.99000000
0.000464349698
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Variable
2.23800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FRMZ5
380606.46040000
PA
USD
377686.56000000
0.017136878229
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
250000.00000000
PA
USD
237647.14000000
0.010782830344
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
195000.00000000
PA
USD
175916.46000000
0.007981906884
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9XX6
109166.97080000
PA
USD
113703.40000000
0.005159096262
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
50000.00000000
PA
USD
48909.08000000
0.002219165405
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class AS
17322YAF7
1500000.00000000
PA
USD
1509390.75000000
0.068486009888
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
4.01700000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PAR3
708000.00000000
PA
USD
877455.93000000
0.039813054041
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.80000000
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400FY4
500000.00000000
PA
USD
504710.48000000
0.022900370181
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.50000000
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AY9
75000.00000000
PA
USD
68902.85000000
0.003126348340
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667AN1
70000.00000000
PA
USD
70792.49000000
0.003212087506
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132Y0FN5
37782.81790000
PA
USD
39763.22000000
0.001804187734
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJBY3
12343.06580000
PA
USD
12940.36000000
0.000587146584
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LAX8
370000.00000000
PA
USD
373598.07000000
0.016951370025
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.50000000
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GY3
250000.00000000
PA
USD
257603.40000000
0.011688311326
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335AY69
119426.62000000
PA
USD
126577.18000000
0.005743221893
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DS4
300000.00000000
PA
USD
249025.32000000
0.011299095696
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBS8
50000.00000000
PA
USD
43072.21000000
0.001954327466
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBK4
125000.00000000
PA
USD
132827.71000000
0.006026828944
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.15000000
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EZ7
130000.00000000
PA
USD
116882.56000000
0.005303345180
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BF5
156000.00000000
PA
USD
158525.84000000
0.007192837405
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERM49
56630.11670000
PA
USD
57220.76000000
0.002596293594
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133GEGN2
241544.65080000
PA
USD
234855.57000000
0.010656167655
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CM0
500000.00000000
PA
USD
548916.40000000
0.024906137790
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJY79
0.00900000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAR6
165000.00000000
PA
USD
157059.51000000
0.007126305202
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCG8
100000.00000000
PA
USD
86045.63000000
0.003904172506
Long
DBT
CORP
US
N
2
2032-07-29
Variable
2.35900080
N
N
N
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055BJ0
500000.00000000
PA
USD
516054.76000000
0.023415097380
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
Providence St Joseph Health Obligated Group, Series 21A
743820AB8
151000.00000000
PA
USD
119266.27000000
0.005411501923
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAQ2
500000.00000000
PA
USD
470917.29000000
0.021367062292
Long
DBT
CORP
JP
N
2
2030-01-16
Fixed
3.10300000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHNK4
532007.53590000
PA
USD
541028.98000000
0.024548259669
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BQ5
200000.00000000
PA
USD
187642.43000000
0.008513952610
Long
DBT
CORP
US
N
2
2027-11-18
Variable
1.68400080
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CG5
200000.00000000
PA
USD
160363.23000000
0.007276205817
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.37500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8DV4
241584.12000000
PA
USD
248634.10000000
0.011281344761
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2D2
1250000.00000000
PA
USD
1231054.25000000
0.055856969799
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
275000.00000000
PA
USD
268982.26000000
0.012204607533
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22199920
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
70000.00000000
PA
USD
69866.79000000
0.003170085460
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
CNOOC Finance 2013 Ltd.
5493006KAH3PSSMCES09
CNOOC Finance 2013 Ltd.
12625GAC8
750000.00000000
PA
USD
751216.93000000
0.034085176483
Long
DBT
CORP
VG
N
2
2023-05-09
Fixed
3.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DG0
250000.00000000
PA
USD
245606.19000000
0.011143958552
Long
DBT
NUSS
US
N
2
2029-06-18
Fixed
2.25000000
N
N
N
N
N
N
Rayonier LP
5493004X96PV3VY6KB95
Rayonier LP
75508XAA4
45000.00000000
PA
USD
41098.33000000
0.001864766055
Long
DBT
CORP
US
N
2
2031-05-17
Fixed
2.75000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
750000.00000000
PA
USD
763752.92000000
0.034653975474
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QWPU7
76467.93540000
PA
USD
77861.83000000
0.003532846653
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128EW2M1
393.22000000
PA
USD
400.77000000
0.000018184249
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298CMQ9
2154.16000000
PA
USD
2162.44000000
0.000098116996
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
40000.00000000
PA
USD
39867.03000000
0.001808897935
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHTS1
112104.05050000
PA
USD
116874.50000000
0.005302979472
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31296RDY1
13999.08000000
PA
USD
15039.69000000
0.000682400073
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
350000.00000000
PA
USD
327947.47000000
0.014880052546
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200160
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CF6
330000.00000000
PA
USD
320383.91000000
0.014536869017
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AT7
500000.00000000
PA
USD
534221.13000000
0.024239365182
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
Tampa Electric Co.
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127BG6
40000.00000000
PA
USD
38571.88000000
0.001750132730
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.62500000
N
N
N
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308AQ2
200000.00000000
PA
USD
232257.03000000
0.010538263371
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.87500000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDY7
300000.00000000
PA
USD
311831.86000000
0.014148834453
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128P7Q63
26379.57000000
PA
USD
27439.15000000
0.001245004249
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132AEB39
45907.79850000
PA
USD
48224.09000000
0.002188085162
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Carmax Auto Owner Trust
N/A
Carmax Auto Owner Trust, Series 2021-1, Class A3
14316NAC3
1120000.00000000
PA
USD
1092948.98000000
0.049590680645
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
0.34000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36294PG49
18792.94000000
PA
USD
20296.34000000
0.000920911528
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAE0
118000.00000000
PA
USD
148938.27000000
0.006757817902
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAX9
2000000.00000000
PA
USD
1984140.62000000
0.090026968909
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282N9
6500000.00000000
PA
USD
6453789.03000000
0.292829579966
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMX24
16588.12010000
PA
USD
17020.20000000
0.000772262308
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBE4
200000.00000000
PA
USD
188076.55000000
0.008533650059
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDD1
500000.00000000
PA
USD
511091.90000000
0.023189916141
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.95000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M7GG5
102064.91990000
PA
USD
108674.46000000
0.004930916757
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230UCL1
83994.00000000
PA
USD
87349.75000000
0.003963344708
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCG3
200000.00000000
PA
USD
178982.28000000
0.008121013195
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
1.90200000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AY2
105000.00000000
PA
USD
99161.00000000
0.004499259867
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.85000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKE8
400000.00000000
PA
USD
382519.54000000
0.017356166386
Long
DBT
CORP
US
N
2
2025-12-06
Variable
1.53000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SQV2
196218.81370000
PA
USD
195456.63000000
0.008868508499
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAM1
625000.00000000
PA
USD
659389.16000000
0.029918649317
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVLC7
255759.01280000
PA
USD
246181.50000000
0.011170062254
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCY0
200000.00000000
PA
USD
191302.51000000
0.008680022447
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VZS2
1068343.43940000
PA
USD
1060309.40000000
0.048109715826
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAW9
100000.00000000
PA
USD
92316.05000000
0.004188682031
Long
DBT
CORP
FR
N
2
2060-06-29
Fixed
3.38600000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216AW1
300000.00000000
PA
USD
376730.55000000
0.017093500919
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
6.70000000
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAE3
390000.00000000
PA
USD
392369.60000000
0.017803095921
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.63800000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBM1
245000.00000000
PA
USD
234108.52000000
0.010622271546
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HD6
750000.00000000
PA
USD
766251.05000000
0.034767323827
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WUT52
86070.96870000
PA
USD
85752.83000000
0.003890887209
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081CY7
525000.00000000
PA
USD
769306.13000000
0.034905942829
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
Southern Copper Corp.
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAE5
250000.00000000
PA
USD
319125.00000000
0.014479748140
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.75000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series F
61746BDQ6
625000.00000000
PA
USD
637564.68000000
0.028928401064
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
200000.00000000
PA
USD
182843.56000000
0.008296212136
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64199960
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAK9
250000.00000000
PA
USD
305175.00000000
0.013846790877
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.87500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286Z8
6000000.00000000
PA
USD
5913281.28000000
0.268304970211
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3137EAES4
2700000.00000000
PA
USD
2642964.31000000
0.119919960997
Long
DBT
USGA
US
N
2
2023-06-26
Fixed
0.25000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FP9
170000.00000000
PA
USD
158912.76000000
0.007210393235
Long
DBT
CORP
US
N
2
2026-04-23
Fixed
1.00000000
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAG5
190000.00000000
PA
USD
187627.70000000
0.008513284262
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAP4
75000.00000000
PA
USD
83245.03000000
0.003777100096
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P79
7000000.00000000
PA
USD
6990703.16000000
0.317191135393
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132J66W9
415518.71690000
PA
USD
415285.71000000
0.018842875008
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBM9
200000.00000000
PA
USD
198940.30000000
0.009026574035
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.36800000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887BW8
326000.00000000
PA
USD
330733.14000000
0.015006447532
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAV4
500000.00000000
PA
USD
462740.00000000
0.020996031820
Long
DBT
CORP
KY
N
2
2047-12-06
Fixed
4.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RJD2
414856.19590000
PA
USD
413582.64000000
0.018765601135
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.00000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BP6
400000.00000000
PA
USD
420870.70000000
0.019096284326
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BX1
300000.00000000
PA
USD
256429.80000000
0.011635061244
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
75000.00000000
PA
USD
65661.76000000
0.002979289454
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ET5H5
170789.69450000
PA
USD
173964.38000000
0.007893334611
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360AB1
250000.00000000
PA
USD
239982.52000000
0.010888794195
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CR9
300000.00000000
PA
USD
305066.06000000
0.013841847912
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AA9
100000.00000000
PA
USD
138795.07000000
0.006297587643
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJUS5
171546.89110000
PA
USD
173793.04000000
0.007885560353
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BQ8
250000.00000000
PA
USD
216859.42000000
0.009839623293
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
NATWEST MARKETS SECURITIES INC
ZE2ZWJ5BTIQJ8M0C6K34
Treasury Repurchase Agreement
N/A
39000000.00000000
PA
USD
39000000.00000000
1.769557939625
Long
RA
CORP
US
N
2
Repurchase
Y
0.30000000
2022-04-06
40527805.50000000
USD
39780676.81185000
USD
UST
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACA1
100000.00000000
PA
USD
91331.40000000
0.004144005230
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AY3
100000.00000000
PA
USD
99358.90000000
0.004508239240
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36204QGT1
241.72000000
PA
USD
248.71000000
0.000011284788
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.00000000
N
N
N
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639AP1
150000.00000000
PA
USD
168688.48000000
0.007653949720
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.87500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617A1GG3
392427.83490000
PA
USD
397638.95000000
0.018042183617
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
500000.00000000
PA
USD
514623.12000000
0.023350139177
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GSNW8
221706.10830000
PA
USD
228090.66000000
0.010349221496
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Union Electric Co.
QMPJLLDULY5C1M8PNY21
Union Electric Co.
906548CT7
100000.00000000
PA
USD
91078.17000000
0.004132515355
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.15000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DR8
10000.00000000
PA
USD
8934.80000000
0.000405401186
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.12500000
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687ET9
500000.00000000
PA
USD
605026.23000000
0.027452024845
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.40000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVN6
250000.00000000
PA
USD
241535.86000000
0.010959274327
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
0.45000000
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457BH0
95000.00000000
PA
USD
94580.11000000
0.004291409861
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.75000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044BZ3
257000.00000000
PA
USD
330506.49000000
0.014996163678
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M9TQ5
406648.86140000
PA
USD
415077.61000000
0.018833432829
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc., Series CB
573284AV8
500000.00000000
PA
USD
456509.34000000
0.020713326336
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFP0
250000.00000000
PA
USD
289956.39000000
0.013156272617
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YD6
4500000.00000000
PA
USD
4289062.50000000
0.194608835908
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.37500000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
31334YPW1
1109916.83610000
PA
USD
1103382.80000000
0.050064097286
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BT9
20000.00000000
PA
USD
18819.59000000
0.000853906536
Long
DBT
CORP
US
N
2
2033-02-07
Variable
2.62299960
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CE0
130000.00000000
PA
USD
115515.69000000
0.005241325804
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.90000000
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AV2
250000.00000000
PA
USD
251331.46000000
0.011403732833
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Brookfield Finance LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
200000.00000000
PA
USD
175617.77000000
0.007968354339
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBV1
35000.00000000
PA
USD
34906.46000000
0.001583820600
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBD6
250000.00000000
PA
USD
236940.72000000
0.010750777751
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31390NTS1
1020.55000000
PA
USD
1042.16000000
0.000047286218
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967EW7
350000.00000000
PA
USD
529869.96000000
0.024041938325
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAF5
125000.00000000
PA
USD
147956.08000000
0.006713252719
Long
DBT
CORP
CA
N
2
2036-12-01
Fixed
5.87500000
N
N
N
N
N
University of Southern California
0GMCSQ6M60R4T46U5511
University of Southern California, Series 21A
914886AF3
200000.00000000
PA
USD
177541.22000000
0.008055627575
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.94500000
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECB5
50000.00000000
PA
USD
54559.85000000
0.002475559378
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.70000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F012445
10050000.00000000
PA
USD
9528263.70000000
0.432328581568
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
1.50000000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724PAC3
245000.00000000
PA
USD
237744.47000000
0.010787246525
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.15000000
N
N
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
63111XAD3
400000.00000000
PA
USD
337229.60000000
0.015301213234
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AQ2
1000000.00000000
PA
USD
976802.20000000
0.044320720216
Long
DBT
CORP
GB
N
2
2028-11-07
Variable
3.57400080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36292HSA2
151335.51000000
PA
USD
162258.59000000
0.007362204518
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081FB4
100000.00000000
PA
USD
89943.87000000
0.004081048443
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
1.75000000
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B11, Class A4
08162BBD3
3000000.00000000
PA
USD
2965359.30000000
0.134548079311
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.28050000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225BRW0
2409.31000000
PA
USD
2654.77000000
0.000120455623
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CWM84
851742.77150000
PA
USD
844075.78000000
0.038298487131
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BPY6
172445.49030000
PA
USD
171361.35000000
0.007775226600
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BE0
200000.00000000
PA
USD
201928.35000000
0.009162151666
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.62500000
N
N
N
N
N
Medtronic, Inc.
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BU9
100000.00000000
PA
USD
115276.99000000
0.005230495202
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.62500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ2T6
26659.08140000
PA
USD
27383.32000000
0.001242471059
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F020646
16495208.00000000
PA
USD
15311548.00000000
0.694735162342
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
2.00000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center, Series 2020
586054AD0
57000.00000000
PA
USD
49120.02000000
0.002228736445
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDN51
1992805.20600000
PA
USD
1851991.14000000
0.084030913484
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
CNOOC Finance 2015 USA LLC
549300Q3CTIH31RFPO82
CNOOC Finance 2015 USA LLC
12634MAB6
500000.00000000
PA
USD
501359.94000000
0.022748345190
Long
DBT
CORP
US
N
2
2025-05-05
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298FVZ2
570.55000000
PA
USD
586.11000000
0.000026593733
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36241KBQ0
16084.74000000
PA
USD
18043.75000000
0.000818704130
Long
ABS-MBS
USGA
US
N
2
2034-12-15
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X70
7000000.00000000
PA
USD
6946406.25000000
0.315181239270
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416BLD8
45329.05000000
PA
USD
49637.72000000
0.002252226193
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
27622923.70000000
PA
USD
27622923.70000000
1.253342665358
Long
RA
CORP
US
N
2
Repurchase
Y
0.29000000
2022-04-01
69.26448100
USD
68.70028300
USD
ACMO
47499001.55591200
USD
28175208.19723100
USD
AMBS
110.49169500
USD
105.38974100
USD
UST
N
N
Jefferies Group LLC
N/A
Jefferies Group LLC
47233JGT9
50000.00000000
PA
USD
45077.00000000
0.002045291365
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MCXP4
137343.87830000
PA
USD
137159.45000000
0.006223374198
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5WM7
123024.66490000
PA
USD
124983.13000000
0.005670894615
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KNLD3
6179184.99000000
PA
USD
5742943.30000000
0.260576177264
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAL5
45000.00000000
PA
USD
40210.85000000
0.001824498176
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CK3
150000.00000000
PA
USD
134796.75000000
0.006116170748
Long
DBT
CORP
DE
N
2
2032-05-28
Variable
3.03500160
N
N
N
N
N
N
University of Virginia
N/A
University of Virginia
915217XF5
90000.00000000
PA
USD
71390.91000000
0.003239239784
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
2.25600000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDL0
30000.00000000
PA
USD
27022.46000000
0.001226097657
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKHM3
1428125.69490000
PA
USD
1328664.92000000
0.060285886109
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QVDD0
9045.70080000
PA
USD
9138.73000000
0.000414654159
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31403AV44
9269.00000000
PA
USD
10116.18000000
0.000459004272
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBN5
600000.00000000
PA
USD
531373.02000000
0.024110137088
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.10899960
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERUK4
61116.79660000
PA
USD
63293.38000000
0.002871828284
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBG4
165000.00000000
PA
USD
140426.16000000
0.006371595547
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series A
373334KK6
1000000.00000000
PA
USD
980650.56000000
0.044495332934
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
Kemper Corp.
549300FNI1JKTRY2PV09
Kemper Corp.
488401AD2
30000.00000000
PA
USD
28903.26000000
0.001311435723
Long
DBT
CORP
US
N
2
2032-02-23
Fixed
3.80000000
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
00217GAB9
110000.00000000
PA
USD
104257.78000000
0.004730517496
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BN2
73000.00000000
PA
USD
65787.29000000
0.002984985162
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J75K7
267954.68000000
PA
USD
279003.02000000
0.012659282287
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDE9
200000.00000000
PA
USD
199934.97000000
0.009071705476
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAC4
200000.00000000
PA
USD
210198.00000000
0.009537372815
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
200000.00000000
PA
USD
199598.33000000
0.009056431015
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC
24703TAD8
700000.00000000
PA
USD
758260.07000000
0.034404746850
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W9SE1
332945.16460000
PA
USD
332903.04000000
0.015104903014
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
3000000.00000000
PA
USD
2852578.14000000
0.129430828103
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140H3XW1
239380.11700000
PA
USD
242261.05000000
0.010992178576
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBQ7
500000.00000000
PA
USD
442184.77000000
0.020063373603
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DU3
200000.00000000
PA
USD
186432.00000000
0.008459031430
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Los Angeles Unified School District
N/A
Los Angeles Unified School District, GO
544646ZR6
420000.00000000
PA
USD
533316.21000000
0.024198305993
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
6.75800000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EL0
50000.00000000
PA
USD
43122.76000000
0.001956621085
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F022444
545000.00000000
PA
USD
538591.99000000
0.024437685439
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
7550000.00000000
PA
USD
7503107.40000000
0.340440596705
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
65000.00000000
PA
USD
56846.08000000
0.002579293133
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HLJX5
22361.26940000
PA
USD
23253.86000000
0.001055103912
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AWS92
83991.24000000
PA
USD
87700.82000000
0.003979273906
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EQ7
4000000.00000000
PA
USD
4226250.00000000
0.191758826726
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.25000000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011BR4
100000.00000000
PA
USD
92228.00000000
0.004184686914
Long
DBT
CORP
US
N
2
2031-12-21
Fixed
2.20000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
6500000.00000000
PA
USD
6330898.47000000
0.287253632116
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KK7E3
1578712.30110000
PA
USD
1468878.56000000
0.066647838928
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
5000000.00000000
PA
USD
4657812.50000000
0.211340233093
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BF8
600000.00000000
PA
USD
658430.72000000
0.029875161750
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491AV7
85000.00000000
PA
USD
86858.76000000
0.003941066881
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXA7
500000.00000000
PA
USD
527411.30000000
0.023930380855
Long
DBT
CORP
US
N
2
2039-04-23
Variable
4.41100080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER7M6
23998.91740000
PA
USD
24256.70000000
0.001100606053
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807AW8
285000.00000000
PA
USD
252097.20000000
0.011438476969
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468N2
100000.00000000
PA
USD
128108.25000000
0.005812691562
Long
DBT
CORP
US
N
2
2051-03-24
Variable
5.59699920
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBP4
150000.00000000
PA
USD
128031.28000000
0.005809199180
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31413TUT7
36874.61000000
PA
USD
40939.39000000
0.001857554426
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
7.00000000
N
N
N
N
N
N
Chevron USA, Inc.
VA8TZDWPEZYU430RZ444
Chevron USA, Inc.
166756AE6
140000.00000000
PA
USD
130671.90000000
0.005929012772
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.68700000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CDL5
315248.21550000
PA
USD
312723.21000000
0.014189277927
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
500000.00000000
PA
USD
503531.44000000
0.022846873269
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBC9
125000.00000000
PA
USD
116625.09000000
0.005291662922
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49000120
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AU9
60000.00000000
PA
USD
57310.30000000
0.002600356317
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7UL9
53766.26540000
PA
USD
53281.79000000
0.002417569603
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBQ2
50000.00000000
PA
USD
44451.01000000
0.002016888145
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CXC3
15616.16580000
PA
USD
16551.43000000
0.000750992676
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128PUHH8
80096.50000000
PA
USD
82561.94000000
0.003746106062
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AU2
100000.00000000
PA
USD
87315.66000000
0.003961797933
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.12500000
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
50000.00000000
PA
USD
47204.43000000
0.002141819843
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
100000.00000000
PA
USD
92546.96000000
0.004199159175
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5US6
482660.77130000
PA
USD
499546.23000000
0.022666051218
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K024, Class A2
3137AXHP1
96457.04000000
PA
USD
96743.58000000
0.004389573592
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
2.57300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJ6C7
31414.55400000
PA
USD
32370.00000000
0.001468733089
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
3000000.00000000
PA
USD
2939414.07000000
0.133370859113
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230NHB4
43180.83000000
PA
USD
45034.56000000
0.002043365723
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BL2
250000.00000000
PA
USD
290345.70000000
0.013173936889
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
3500000.00000000
PA
USD
3461308.59000000
0.157050925562
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAR6
500000.00000000
PA
USD
506521.71000000
0.022982551628
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X7VZ9
2339773.41090000
PA
USD
2238935.28000000
0.101587838487
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QCA2
250000.00000000
PA
USD
232979.73000000
0.010571054640
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
5000000.00000000
PA
USD
3848437.50000000
0.174616234186
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BG4
443000.00000000
PA
USD
442448.72000000
0.020075349880
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250PAA1
180000.00000000
PA
USD
172918.44000000
0.007845876882
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133L8HW8
594179.77330000
PA
USD
577739.62000000
0.026213941836
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350BF1
380000.00000000
PA
USD
384032.70000000
0.017424823419
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AABE3
71976.09310000
PA
USD
77040.93000000
0.003495599727
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BJ7
500000.00000000
PA
USD
479941.94000000
0.021776540268
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DQ1
290000.00000000
PA
USD
251582.50000000
0.011415123342
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.70000000
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BF3
50000.00000000
PA
USD
47591.29000000
0.002159372950
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BX7
460000.00000000
PA
USD
544297.82000000
0.024696577664
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJC5
100000.00000000
PA
USD
95514.48000000
0.004333805293
Long
DBT
CORP
US
N
2
2028-01-27
Variable
2.21500080
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBJ9
200000.00000000
PA
USD
190194.98000000
0.008629770177
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.37500000
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AU3
250000.00000000
PA
USD
232513.43000000
0.010549897080
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417DUL5
40018.77310000
PA
USD
40433.92000000
0.001834619594
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05724BAD1
345000.00000000
PA
USD
328645.04000000
0.014911703585
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBN4
200000.00000000
PA
USD
182491.91000000
0.008280256621
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335ANR5
118629.70660000
PA
USD
126054.37000000
0.005719500288
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114BZ0
177000.00000000
PA
USD
199857.69000000
0.009068199029
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31412PKK6
10597.33000000
PA
USD
10981.90000000
0.000498284829
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
4400000.00000000
PA
USD
3844671.86000000
0.174445374746
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31417W7H8
377166.80000000
PA
USD
382709.35000000
0.017364778688
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Variable
1.93500000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BP7
590000.00000000
PA
USD
511550.60000000
0.023210728865
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867AG0
100000.00000000
PA
USD
90894.08000000
0.004124162587
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Wisconsin Electric Power Co.
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co.
976656CM8
245000.00000000
PA
USD
221366.98000000
0.010044146077
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31385JDJ4
3317.52000000
PA
USD
3633.39000000
0.000164858823
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
11600000.00000000
PA
USD
10175375.00000000
0.461690144100
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAP9
370000.00000000
PA
USD
377077.17000000
0.017109228205
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418C4F8
224928.82480000
PA
USD
229958.15000000
0.010433955643
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AU7
250000.00000000
PA
USD
253240.35000000
0.011490345435
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Vale Overseas Ltd.
254900BA3U6G5DNV5V04
Vale Overseas Ltd.
91911TAQ6
300000.00000000
PA
USD
289500.00000000
0.013135564705
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466LAF1
500000.00000000
PA
USD
516592.71000000
0.023439505936
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER2P4
215078.23130000
PA
USD
227934.39000000
0.010342131013
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CD5
500000.00000000
PA
USD
476464.42000000
0.021618753778
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAL1
250000.00000000
PA
USD
246594.16000000
0.011188785992
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.10000000
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAF5
250000.00000000
PA
USD
241764.80000000
0.010969662086
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31293EFL9
1660.94000000
PA
USD
1752.96000000
0.000079537545
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
7.00000000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AK9
400000.00000000
PA
USD
394870.84000000
0.017916585385
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
2.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJRT7
217196.08220000
PA
USD
215078.31000000
0.009758808489
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAG7
90000.00000000
PA
USD
84471.78000000
0.003832761768
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co., Series F
233331BG1
170000.00000000
PA
USD
159032.95000000
0.007215846649
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FV3
100000.00000000
PA
USD
95783.62000000
0.004346017057
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
1.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3135G0T94
490000.00000000
PA
USD
493195.14000000
0.022377881430
Long
DBT
USGA
US
N
2
2023-01-19
Fixed
2.37500000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HM8
100000.00000000
PA
USD
92810.31000000
0.004211108229
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356AA4
55000.00000000
PA
USD
47243.32000000
0.002143584410
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QS0
4900000.00000000
PA
USD
5760945.29000000
0.261392986606
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2013-1, Class A
909319AA3
314016.86000000
PA
USD
313574.63000000
0.014227909645
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9D65
174793.30060000
PA
USD
176578.80000000
0.008011959423
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
08652BAB5
125000.00000000
PA
USD
109430.39000000
0.004965215781
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.95000000
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCA8
250000.00000000
PA
USD
257748.59000000
0.011694899073
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AF6
100000.00000000
PA
USD
96124.28000000
0.004361473919
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MJ5R2
1000000.00000000
PA
USD
955394.63000000
0.043349388538
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31416WYF3
65910.66000000
PA
USD
67765.36000000
0.003074736687
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
4.00000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BQ0
50000.00000000
PA
USD
45368.62000000
0.002058523121
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.85000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank (The)
25490065OSV2524LCR32
Asian Infrastructure Investment Bank (The)
04522KAE6
230000.00000000
PA
USD
217627.20000000
0.009874459990
Long
DBT
NUSS
US
N
2
2024-10-30
Fixed
0.50000000
N
N
N
N
N
N
University of California
N/A
University of California, RB
91412GC86
150000.00000000
PA
USD
164371.11000000
0.007458056480
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.76700000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PED0
75000.00000000
PA
USD
70437.64000000
0.003195986797
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co., Series B
23338VAR7
25000.00000000
PA
USD
25269.53000000
0.001146561472
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7RP4
253561.52040000
PA
USD
260685.97000000
0.011828177640
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K2R27
8008.19000000
PA
USD
8646.24000000
0.000392308272
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213FH55
3857.80000000
PA
USD
4154.98000000
0.000188525073
Long
ABS-MBS
USGA
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VBK2
250000.00000000
PA
USD
272414.42000000
0.012360335891
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AS7
500000.00000000
PA
USD
487441.03000000
0.022116798582
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.20000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HFFN4
67467.57300000
PA
USD
71097.10000000
0.003225908661
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31405FPL0
21624.45000000
PA
USD
23213.90000000
0.001053290796
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDP8
195000.00000000
PA
USD
174506.03000000
0.007917911048
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D54E9
345264.06740000
PA
USD
348038.71000000
0.015791658014
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
800000.00000000
PA
USD
853166.26000000
0.038710952030
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority, RB
072024ND0
250000.00000000
PA
USD
355223.15000000
0.016117639626
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series C
842400GK3
200000.00000000
PA
USD
196763.14000000
0.008927789143
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBV6
70000.00000000
PA
USD
71013.35000000
0.003222108649
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.65000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAN0
250000.00000000
PA
USD
251035.41000000
0.011390300074
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAN3
145000.00000000
PA
USD
139588.45000000
0.006333585896
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.01399840
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
149000.00000000
PA
USD
141954.13000000
0.006440924559
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
976657AL0
118000.00000000
PA
USD
118228.78000000
0.005364427598
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.55000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCN3
95000.00000000
PA
USD
91727.77000000
0.004161989838
Long
DBT
CORP
US
N
2
2030-03-01
Variable
3.27300120
N
N
N
N
N
N
Eastern Gas Transmission & Storage, Inc.
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage, Inc.
276480AG5
200000.00000000
PA
USD
192578.57000000
0.008737921475
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HEXQ0
223872.29860000
PA
USD
234209.57000000
0.010626856516
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AG6
400000.00000000
PA
USD
411014.72000000
0.018649086181
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
250000.00000000
PA
USD
254825.68000000
0.011562277058
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJN38
79715.45420000
PA
USD
79165.79000000
0.003592011595
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KL6J1
357780.01940000
PA
USD
332720.68000000
0.015096628742
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
200000.00000000
PA
USD
174286.28000000
0.007907940270
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TSF3
133134.20630000
PA
USD
132545.01000000
0.006014001918
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDK4
2000000.00000000
PA
USD
1892265.62000000
0.085858298762
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CZ1
200000.00000000
PA
USD
177220.77000000
0.008041087708
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AL0
250000.00000000
PA
USD
246341.96000000
0.011177342850
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.25000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ3B4
0.01000000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641594A1
300000.00000000
PA
USD
278220.41000000
0.012623772704
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
820000.00000000
PA
USD
815734.16000000
0.037012534857
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.62199960
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BL7
400000.00000000
PA
USD
349904.00000000
0.015876292341
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 131
202795JU5
200000.00000000
PA
USD
169928.84000000
0.007710228922
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAZ7
50000.00000000
PA
USD
46379.62000000
0.002104395507
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138A2VL0
25894.87000000
PA
USD
26440.41000000
0.001199688139
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
Aon Corp.
N/A
Aon Corp.
03740LAE2
30000.00000000
PA
USD
29607.39000000
0.001343384411
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.90000000
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAN8
500000.00000000
PA
USD
549190.54000000
0.024918576421
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4Z33
623267.67940000
PA
USD
617671.35000000
0.028025775422
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8KV4
207185.50000000
PA
USD
226774.00000000
0.010289480312
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Trane Technologies Luxembourg Finance SA
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AF5
250000.00000000
PA
USD
266300.59000000
0.012082931368
Long
DBT
CORP
LU
N
2
2049-03-21
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XCSA4
111345.97340000
PA
USD
115309.54000000
0.005231972103
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X5VE0
43441.37830000
PA
USD
44774.55000000
0.002031568216
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJN6
100000.00000000
PA
USD
95030.82000000
0.004311860052
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.62500000
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PBF4
500000.00000000
PA
USD
468995.25000000
0.021279853032
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBQ0
500000.00000000
PA
USD
510071.09000000
0.023143598643
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31293WNA4
603.07000000
PA
USD
635.13000000
0.000028817931
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AS4
170000.00000000
PA
USD
156664.80000000
0.007108395915
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CF1
1000000.00000000
PA
USD
1058469.77000000
0.048026245778
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series 2021-1, Class A
02379KAA2
300000.00000000
PA
USD
270810.45000000
0.012287558511
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213E3Z7
33512.22000000
PA
USD
36090.72000000
0.001637554362
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFS3
250000.00000000
PA
USD
257023.62000000
0.011662004806
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A25T5
1120092.98410000
PA
USD
1168170.90000000
0.053003745921
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132A8TN9
401500.32620000
PA
USD
405682.26000000
0.018407134978
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBG4
500000.00000000
PA
USD
431870.44000000
0.019595378615
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CE8
500000.00000000
PA
USD
495101.26000000
0.022464368347
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
2.90000000
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271AZ2
70000.00000000
PA
USD
65057.86000000
0.002951888530
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HS6
1000000.00000000
PA
USD
1015920.56000000
0.046095648537
Long
DBT
NUSS
DE
N
2
2028-04-03
Fixed
2.87500000
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBN9
300000.00000000
PA
USD
250454.06000000
0.011363922317
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CN6
40000.00000000
PA
USD
39537.54000000
0.001793947892
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
3.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WE3W7
127698.59750000
PA
USD
130098.01000000
0.005902973500
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36295NPG6
171171.60000000
PA
USD
174502.95000000
0.007917771298
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGF0
500000.00000000
PA
USD
505767.88000000
0.022948347888
Long
DBT
CORP
US
N
2
2028-01-20
Variable
3.82399920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418AJL3
98988.61000000
PA
USD
100233.65000000
0.004547929517
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKC2
300000.00000000
PA
USD
257931.57000000
0.011703201476
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48199840
N
N
N
N
N
N
University of Michigan
N/A
University of Michigan
914455UK4
83000.00000000
PA
USD
84242.72000000
0.003822368564
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886FAF4
65000.00000000
PA
USD
51937.41000000
0.002356570672
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJXK1
0.01430000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBE4
115000.00000000
PA
USD
106367.17000000
0.004826227440
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FM4
500000.00000000
PA
USD
503504.14000000
0.022845634578
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.12500000
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAT9
235000.00000000
PA
USD
237168.08000000
0.010761093820
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04300000
N
N
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846UAL5
165000.00000000
PA
USD
157349.55000000
0.007139465269
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.75000000
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AM1
350000.00000000
PA
USD
357202.98000000
0.016207471008
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122AU2
250000.00000000
PA
USD
235423.92000000
0.010681955559
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCJ3
500000.00000000
PA
USD
460777.57000000
0.020906989933
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06899920
N
N
N
N
N
N
San Diego County Water Authority
549300Y0QN5OFKA1G520
San Diego County Water Authority, RB
79741TAR5
100000.00000000
PA
USD
135476.75000000
0.006147024579
Long
DBT
MUN
US
N
2
2049-05-01
Fixed
6.13800000
N
N
N
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903AM1
60000.00000000
PA
USD
48373.99000000
0.002194886617
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
2.80000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617QG2H6
720099.68000000
PA
USD
698582.64000000
0.031696986079
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BS1
40000.00000000
PA
USD
38329.19000000
0.001739121089
Long
DBT
CORP
US
N
2
2028-02-07
Variable
2.20299840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FQTZ0
332360.47400000
PA
USD
338596.35000000
0.015363227165
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142ES8
100000.00000000
PA
USD
91815.52000000
0.004165971343
Long
DBT
CORP
US
N
2
2028-09-22
Fixed
1.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCP5
310000.00000000
PA
USD
328398.72000000
0.014900527239
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283P3
5000000.00000000
PA
USD
4966015.60000000
0.225324418802
Long
DBT
UST
US
N
2
2024-12-31
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
800000.00000000
PA
USD
782562.50000000
0.035507427823
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
TELUS Corp.
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971MBD4
200000.00000000
PA
USD
195650.50000000
0.008877305017
Long
DBT
CORP
CA
N
2
2027-02-16
Fixed
2.80000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAH5
150000.00000000
PA
USD
149915.25000000
0.006802146689
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
5390000.00000000
PA
USD
5327888.66000000
0.241743786660
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAC7
500000.00000000
PA
USD
507000.00000000
0.023004253215
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.45000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CWMP6
139140.89210000
PA
USD
142435.78000000
0.006462778599
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DT4
140000.00000000
PA
USD
133673.84000000
0.006065220638
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6NW6
2470075.54460000
PA
USD
2447535.34000000
0.111052707523
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KMZD0
1423855.96000000
PA
USD
1323241.84000000
0.060039823179
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Evergy Kansas Central, Inc.
J75GNWGEO73W89ZV3S44
Evergy Kansas Central, Inc.
95709TAJ9
200000.00000000
PA
USD
200263.72000000
0.009086621942
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.10000000
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CG2
25000.00000000
PA
USD
25194.27000000
0.001143146679
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DQ0
210000.00000000
PA
USD
184896.90000000
0.008389378907
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHS1
300000.00000000
PA
USD
321699.50000000
0.014596561651
Long
DBT
CORP
US
N
2
2050-03-15
Variable
4.33000080
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K033, Class A2
3137B4WB8
950000.00000000
PA
USD
959200.47000000
0.043522071984
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
3.06000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBM0
200000.00000000
PA
USD
205508.81000000
0.009324608882
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.95000000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275RAW2
400000.00000000
PA
USD
408962.23000000
0.018555957977
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDU3
500000.00000000
PA
USD
507378.63000000
0.023021432900
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VAS3
110000.00000000
PA
USD
94772.86000000
0.004300155560
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K9V43
6714.10000000
PA
USD
7144.60000000
0.000324173939
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MD3H4
114862.17200000
PA
USD
113880.93000000
0.005167151380
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
African Development Bank
00828EDC0
500000.00000000
PA
USD
505418.00000000
0.022932472685
Long
DBT
NUSS
US
N
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
36186CBY8
150000.00000000
PA
USD
188149.28000000
0.008536950057
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BNL6
400114.12110000
PA
USD
407928.16000000
0.018509038828
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
2000000.00000000
PA
USD
1849062.50000000
0.083898031480
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TJX4
0.01230000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Piedmont Natural Gas Co., Inc.
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co., Inc.
720186AM7
150000.00000000
PA
USD
133655.64000000
0.006064394844
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J6C21
774432.81740000
PA
USD
767500.73000000
0.034824025908
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BL3
100000.00000000
PA
USD
94485.61000000
0.004287122086
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QNK68
998493.57000000
PA
USD
953955.39000000
0.043284085498
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WHVR3
15582.22790000
PA
USD
15771.69000000
0.000715613314
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283C2
5000000.00000000
PA
USD
5022460.95000000
0.227885529500
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AW5
175000.00000000
PA
USD
157019.46000000
0.007124488003
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M9R79
146683.89160000
PA
USD
149737.13000000
0.006794064801
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417DUM3
74522.81250000
PA
USD
75295.11000000
0.003416386146
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135AZ9
250000.00000000
PA
USD
252059.73000000
0.011436776832
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJM96
611842.01600000
PA
USD
609874.24000000
0.027671994963
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HKW3
293.97000000
PA
USD
297.91000000
0.000013517153
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132J86M7
340460.00760000
PA
USD
347508.76000000
0.015767612444
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409VBA1
30000.00000000
PA
USD
29188.85000000
0.001324393878
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAP5
70000.00000000
PA
USD
70148.87000000
0.003182884355
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co., Series A
23338VAQ9
40000.00000000
PA
USD
39010.99000000
0.001770056591
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36209Y4C9
773.07000000
PA
USD
797.31000000
0.000036176570
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Golub Capital BDC, Inc.
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173MAC6
100000.00000000
PA
USD
88555.58000000
0.004018057171
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.05000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36209FZG7
6783.68000000
PA
USD
6931.19000000
0.000314490828
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDF0
325000.00000000
PA
USD
326412.56000000
0.014810408644
Long
DBT
CORP
US
N
2
2025-09-17
Fixed
3.15000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H020642
11100000.00000000
PA
USD
10558875.00000000
0.479090797173
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298B5K3
1229.03000000
PA
USD
1257.79000000
0.000057070058
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RJ9
5500000.00000000
PA
USD
5828281.25000000
0.264448240007
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HGR0
246.27000000
PA
USD
266.16000000
0.000012076552
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
7.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AL4
250000.00000000
PA
USD
259040.25000000
0.011753505924
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKP3
270000.00000000
PA
USD
261883.47000000
0.011882512143
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3137EAET2
3325000.00000000
PA
USD
3318196.55000000
0.150557462827
Long
DBT
USGA
US
N
2
2022-07-25
Fixed
0.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BPG5
546586.99610000
PA
USD
545950.06000000
0.024771545213
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230QTQ1
95901.24000000
PA
USD
101485.55000000
0.004604732327
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696AM0
300000.00000000
PA
USD
306793.98000000
0.013920249311
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QG3B1
1210957.60490000
PA
USD
1127045.23000000
0.051137739360
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2C4
400000.00000000
PA
USD
395605.33000000
0.017949911606
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGRV8
174137.70900000
PA
USD
175949.79000000
0.007983419176
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.00000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CB5
60000.00000000
PA
USD
59058.66000000
0.002679685146
Long
DBT
CORP
CA
Y
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865AZ8
150000.00000000
PA
USD
160986.12000000
0.007304468379
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AY8
100000.00000000
PA
USD
83635.60000000
0.003794821538
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.87500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36183FLQ0
47300.72590000
PA
USD
48057.76000000
0.002180538224
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.50000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
35000.00000000
PA
USD
31123.03000000
0.001412153970
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series EE
571903BD4
166000.00000000
PA
USD
176248.01000000
0.007996950395
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUQ51
42558.64970000
PA
USD
43350.50000000
0.001966954396
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AN9
185000.00000000
PA
USD
160741.82000000
0.007293383687
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGLY1
2376199.05560000
PA
USD
2212654.30000000
0.100395384210
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Wisconsin Electric Power Co.
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co.
976656BW7
59000.00000000
PA
USD
68469.34000000
0.003106678569
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.62500000
N
N
N
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AN2
165000.00000000
PA
USD
156226.54000000
0.007088510621
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AL2
200000.00000000
PA
USD
202685.54000000
0.009196507860
Long
DBT
CORP
KY
N
2
2028-03-29
Fixed
4.37500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AADU5
66665.82910000
PA
USD
68953.96000000
0.003128667368
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-P5, Class A4
17325DAD5
600000.00000000
PA
USD
588806.40000000
0.026716077949
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.94100000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29444GAJ6
133000.00000000
PA
USD
154092.81000000
0.006991696291
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F040651
325000.00000000
PA
USD
330469.32000000
0.014994477154
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K026, Class A2
3137B1BS0
898934.97000000
PA
USD
902215.54000000
0.040936478770
Long
ABS-MBS
USGSE
US
N
2
2022-11-25
Fixed
2.51000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFX2
290000.00000000
PA
USD
293594.33000000
0.013321337889
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBR9
85000.00000000
PA
USD
76843.35000000
0.003486634874
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.95000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BA2
200000.00000000
PA
USD
183526.09000000
0.008327180761
Long
DBT
CORP
US
N
2
2032-04-23
Variable
2.30699880
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAX9
200000.00000000
PA
USD
165552.22000000
0.007511647315
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J92G5
71627.03320000
PA
USD
74409.72000000
0.003376213097
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JP2
290000.00000000
PA
USD
267867.36000000
0.012154020862
Long
DBT
NUSS
US
N
2
2026-10-26
Fixed
0.75000000
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co., Series G
842400HD8
100000.00000000
PA
USD
91000.72000000
0.004129001194
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AT3
200000.00000000
PA
USD
193942.00000000
0.008799784767
Long
DBT
CORP
US
N
2
2023-11-08
Fixed
0.84100000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
283000.00000000
PA
USD
298529.36000000
0.013545256389
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CB3
200000.00000000
PA
USD
199848.33000000
0.009067774335
Long
DBT
CORP
DE
N
2
2025-11-26
Variable
3.96100080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MNH9
1290858.89330000
PA
USD
1311236.42000000
0.059495097890
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
3.50000000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAN4
300000.00000000
PA
USD
295196.91000000
0.013394052201
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAB2
200000.00000000
PA
USD
186109.67000000
0.008444406261
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCW4
85000.00000000
PA
USD
82949.48000000
0.003763690023
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.94699960
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MLUW2
99139.76210000
PA
USD
100167.64000000
0.004544934427
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SNX1
193908.06110000
PA
USD
208098.07000000
0.009442092102
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGDE1
0.02930000
PA
USD
0.03000000
0.000000001361
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJA32
40960.62850000
PA
USD
41685.86000000
0.001891424218
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F0JX3
307147.12010000
PA
USD
304017.97000000
0.013794292630
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HP65
2968.56000000
PA
USD
3297.65000000
0.000149625198
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FPVS5
13015.53000000
PA
USD
13228.20000000
0.000600206829
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AZ6
30000.00000000
PA
USD
29189.95000000
0.001324443789
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EY3U3
13370.34430000
PA
USD
13701.15000000
0.000621666122
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QAZ9
400000.00000000
PA
USD
409806.13000000
0.018594248488
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
3.95000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBD6
500000.00000000
PA
USD
464958.48000000
0.021096691535
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAC7
85000.00000000
PA
USD
84614.56000000
0.003839240165
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMS20
1580633.97580000
PA
USD
1565576.87000000
0.071035358471
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
2.50000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBH7
70000.00000000
PA
USD
64495.48000000
0.002926371505
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KNGL1
9754843.30000000
PA
USD
9062588.21000000
0.411199356937
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PEC2
120000.00000000
PA
USD
111509.25000000
0.005059540478
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.15000000
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
600000.00000000
PA
USD
539385.08000000
0.024473670534
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06799920
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BM5
500000.00000000
PA
USD
485278.76000000
0.022018689299
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
3.19500000
N
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AY2
175000.00000000
PA
USD
159251.37000000
0.007225757081
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
630000.00000000
PA
USD
579371.23000000
0.026287973334
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700040
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBF1
700000.00000000
PA
USD
710202.17000000
0.032224202273
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.75000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36296GJF9
35695.73000000
PA
USD
37147.78000000
0.001685516642
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAE6
300000.00000000
PA
USD
259960.29000000
0.011795251157
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HN27
599.31000000
PA
USD
645.40000000
0.000029283915
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SUT2
437372.65140000
PA
USD
424779.20000000
0.019273625793
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
2.50000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
200000.00000000
PA
USD
202953.27000000
0.009208655648
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EW6D2
21430.84050000
PA
USD
22319.96000000
0.001012729805
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
500000.00000000
PA
USD
495843.88000000
0.022498063453
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
CGI, Inc.
549300WSRCZY73ZG3090
CGI, Inc.
12532HAA2
50000.00000000
PA
USD
45932.34000000
0.002084100946
Long
DBT
CORP
CA
Y
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
University of Texas System
TEHUYFNKZR6XVWLGEU86
University of Texas System
9151375R0
200000.00000000
PA
USD
239556.70000000
0.010869473345
Long
DBT
MUN
US
N
2
2046-08-15
Fixed
4.79400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213EXB7
3569.74000000
PA
USD
3846.36000000
0.000174521971
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDF5
9000000.00000000
PA
USD
8413593.75000000
0.381752349258
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
250000.00000000
PA
USD
254645.59000000
0.011554105783
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Leidos, Inc.
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAD7
100000.00000000
PA
USD
99975.00000000
0.004536193718
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BQ2
95000.00000000
PA
USD
84974.70000000
0.003855580898
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40000000
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804GE8
50000.00000000
PA
USD
45822.96000000
0.002079138017
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.30000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818DN5
750000.00000000
PA
USD
753715.62000000
0.034198550245
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBU4
5000000.00000000
PA
USD
4922070.30000000
0.223330476378
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BN7
45000.00000000
PA
USD
41860.34000000
0.001899340948
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
500000.00000000
PA
USD
522792.38000000
0.023720805302
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43099880
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAD4
300000.00000000
PA
USD
319767.05000000
0.014508880055
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F5RX3
22796.23500000
PA
USD
23178.15000000
0.001051668701
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140H36T8
47390.70350000
PA
USD
50164.03000000
0.002276106604
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
5.00000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
250000.00000000
PA
USD
243337.32000000
0.011041012477
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DF1
150000.00000000
PA
USD
169016.56000000
0.007668835786
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KH2L9
290265.17480000
PA
USD
285002.16000000
0.012931482949
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBL8
1000000.00000000
PA
USD
996282.16000000
0.045204589906
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBH1
150000.00000000
PA
USD
141285.00000000
0.006410563935
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XAJP8
2458720.83690000
PA
USD
2350305.09000000
0.106641052116
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
DTE Electric Co.
9N0FWODEJVKHC2DYLO03
DTE Electric Co.
23338VAD8
500000.00000000
PA
USD
528760.82000000
0.023991613004
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZU7
0.01170000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WEPF0
634506.49040000
PA
USD
646750.82000000
0.029345206371
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
500000.00000000
PA
USD
468585.43000000
0.021261258155
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132HNH44
104751.68440000
PA
USD
106929.53000000
0.004851743558
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
200000.00000000
PA
USD
194259.70000000
0.008814199858
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4Z66
123082.34360000
PA
USD
126606.24000000
0.005744540440
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGB86
21255.77660000
PA
USD
22507.57000000
0.001021242287
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGVM3
11841.98640000
PA
USD
12162.37000000
0.000551846625
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
CNOOC Petroleum North America ULC
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAE2
133000.00000000
PA
USD
146359.20000000
0.006640797035
Long
DBT
CORP
CA
N
2
2035-03-10
Fixed
5.87500000
N
N
N
N
N
N
Barrick North America Finance LLC
N/A
Barrick North America Finance LLC
06849RAK8
250000.00000000
PA
USD
304648.30000000
0.013822892770
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
5.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200RG71
12573.66000000
PA
USD
13744.16000000
0.000623617626
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
250000.00000000
PA
USD
246824.11000000
0.011199219577
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417BXP7
232651.87500000
PA
USD
237286.93000000
0.010766486434
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MCAF7
995155.58000000
PA
USD
924925.07000000
0.041966884645
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XCSD8
79191.51510000
PA
USD
83570.26000000
0.003791856848
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
315025.50000000
PA
USD
326078.55000000
0.014795253515
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EF6
500000.00000000
PA
USD
492834.90000000
0.022361536159
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138LVEV1
512142.09970000
PA
USD
522389.39000000
0.023702520324
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
2500000.00000000
PA
USD
2590917.98000000
0.117558448267
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Stanford Health Care
5493005311WCPXQGDG42
Stanford Health Care, Series 2018
85434VAA6
30000.00000000
PA
USD
30353.59000000
0.001377241953
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.79500000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
95000.00000000
PA
USD
91343.26000000
0.004144543358
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230SMC5
22534.39000000
PA
USD
23460.89000000
0.001064497542
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MFKU1
265424.99380000
PA
USD
263209.26000000
0.011942667585
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRS5
200000.00000000
PA
USD
193127.60000000
0.008762832767
Long
DBT
CORP
CA
N
2
2023-12-14
Fixed
0.50000000
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCE9
863000.00000000
PA
USD
870388.42000000
0.039492377927
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAD0
35000.00000000
PA
USD
33923.96000000
0.001539241352
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140K0W79
0.00800000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAJ4
50000.00000000
PA
USD
44735.07000000
0.002029776879
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335ALX4
285037.88760000
PA
USD
303270.12000000
0.013760360223
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DN8
100000.00000000
PA
USD
101160.54000000
0.004589985557
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335CAQ7
40010.02010000
PA
USD
41663.95000000
0.001890430090
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAE7
100000.00000000
PA
USD
81552.43000000
0.003700301282
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AQ3
400000.00000000
PA
USD
433670.08000000
0.019677034185
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FRQJ7
8849.02600000
PA
USD
9321.72000000
0.000422957016
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.50000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBM7
100000.00000000
PA
USD
79673.57000000
0.003615051240
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TQP3
459956.45240000
PA
USD
466171.91000000
0.021151748835
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UH54
143253.60030000
PA
USD
149024.45000000
0.006761728171
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
206000.00000000
PA
USD
234862.07000000
0.010656462581
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F030645
8275000.00000000
PA
USD
8093984.38000000
0.367250623662
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
3.00000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FJ2
55000.00000000
PA
USD
52832.18000000
0.002397169322
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.15000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFFK0
1122311.01880000
PA
USD
1073550.25000000
0.048710496627
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SLR6
1315930.22440000
PA
USD
1314041.29000000
0.059622364043
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DT1
100000.00000000
PA
USD
92381.41000000
0.004191647629
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.65000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCQ3
105000.00000000
PA
USD
117342.55000000
0.005324216436
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YBF1
70000.00000000
PA
USD
60972.80000000
0.002766535957
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
200000.00000000
PA
USD
182852.13000000
0.008296600985
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVK2
200000.00000000
PA
USD
185355.27000000
0.008410176658
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.70000000
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AL7
162000.00000000
PA
USD
200410.08000000
0.009093262775
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
6.25000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31294MBP5
68702.69000000
PA
USD
70212.51000000
0.003185771911
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDRM0
839734.17580000
PA
USD
802367.09000000
0.036406027041
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CE2
1075000.00000000
PA
USD
1008768.30000000
0.045771127038
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48126BAA1
500000.00000000
PA
USD
593736.16000000
0.026939757332
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AN0
500000.00000000
PA
USD
539636.90000000
0.024485096433
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RS91
362184.16500000
PA
USD
370682.82000000
0.016819095569
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CUB8
13837.44360000
PA
USD
14202.28000000
0.000644404034
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAG8
450000.00000000
PA
USD
449180.88000000
0.020380810064
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
459000.00000000
PA
USD
436853.25000000
0.019821465050
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BN3
500000.00000000
PA
USD
531567.60000000
0.024118965821
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M5W63
29157.40000000
PA
USD
32565.74000000
0.001477614455
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31287UF72
2105.71000000
PA
USD
2217.55000000
0.000100617518
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K4J71
283170.56000000
PA
USD
306486.95000000
0.013906318352
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358XCN0
135000.00000000
PA
USD
114020.28000000
0.005173474147
Long
DBT
MUN
US
N
2
2060-07-15
Fixed
3.17500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L87K7
71112.98200000
PA
USD
71905.59000000
0.003262592504
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3129272F2
181853.38000000
PA
USD
203251.07000000
0.009222167811
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
300000.00000000
PA
USD
309500.93000000
0.014043072512
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140MHSX8
2000000.00000000
PA
USD
1910789.26000000
0.086698777076
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BS3
300000.00000000
PA
USD
276826.84000000
0.012560541862
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.30000000
N
N
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AN5
200000.00000000
PA
USD
234479.49000000
0.010639103672
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
5.20000000
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAR1
250000.00000000
PA
USD
237246.56000000
0.010764654715
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
AEP Transmission Co. LLC
549300X123Z1I0LA3Y84
AEP Transmission Co. LLC, Series N
00115AAN9
50000.00000000
PA
USD
40958.90000000
0.001858439658
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAG3
190000.00000000
PA
USD
170628.48000000
0.007741973884
Long
DBT
CORP
US
Y
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZK1
200000.00000000
PA
USD
192162.72000000
0.008719052996
Long
DBT
CORP
CA
N
2
2024-12-13
Fixed
1.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8KW2
41558.99000000
PA
USD
45491.29000000
0.002064089061
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
5.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TGU3
500000.00000000
PA
USD
463735.62000000
0.021041206365
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
Prospect Capital Corp.
549300FSD8T39P5Q0O47
Prospect Capital Corp.
74348TAV4
100000.00000000
PA
USD
91367.82000000
0.004145657725
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36400000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307PVG1
80542.38820000
PA
USD
81439.90000000
0.003695195426
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NBH3
250000.00000000
PA
USD
270027.67000000
0.012252041214
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WNEK4
85238.76200000
PA
USD
89314.14000000
0.004052475527
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DE5
750000.00000000
PA
USD
781197.03000000
0.035445471970
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H030641
2672000.00000000
PA
USD
2640583.13000000
0.119811919049
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2013-M6, Class 1AC
3136AC7M7
137106.78000000
PA
USD
138852.78000000
0.006300206135
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Variable
3.35338920
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAS1
75000.00000000
PA
USD
79857.44000000
0.003623394025
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAG6
350000.00000000
PA
USD
383592.17000000
0.017404835128
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAR6
220000.00000000
PA
USD
220510.12000000
0.010005267528
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFAN6
103207.28000000
PA
USD
102155.83000000
0.004635145129
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
6500000.00000000
PA
USD
5869042.99000000
0.266297733870
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TAM7
44328.35580000
PA
USD
46503.31000000
0.002110007728
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CQ7
500000.00000000
PA
USD
491406.28000000
0.022296714983
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCR1
250000.00000000
PA
USD
290086.89000000
0.013162193830
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp.
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp., Series 2020
007589AE4
66000.00000000
PA
USD
58339.15000000
0.002647038617
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MDKW2
262680.07870000
PA
USD
265580.81000000
0.012050272588
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X3CP1
133556.70460000
PA
USD
131064.83000000
0.005946841295
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGM5
250000.00000000
PA
USD
260467.67000000
0.011818272652
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.24400040
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133G6HZ1
49917.63060000
PA
USD
50414.98000000
0.002287493029
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X9CL7
555060.68930000
PA
USD
549405.85000000
0.024928345742
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.50000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
200000.00000000
PA
USD
182465.93000000
0.008279077824
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KA0
1000000.00000000
PA
USD
921632.31000000
0.041817481322
Long
DBT
NUSS
US
N
2
2031-11-03
Fixed
1.62500000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BZ3
70000.00000000
PA
USD
70919.01000000
0.003217828133
Long
DBT
CORP
CA
Y
2
2042-03-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7XS1
217376.58520000
PA
USD
221126.76000000
0.010033246508
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8BV6
165581.92650000
PA
USD
167308.74000000
0.007591346390
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4B3
43093.78500000
PA
USD
44117.82000000
0.002001770222
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457BZ0
150000.00000000
PA
USD
120644.47000000
0.005474035378
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
2.50000000
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EG8
60000.00000000
PA
USD
60350.79000000
0.002738313323
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado, Series 36
744448CU3
200000.00000000
PA
USD
169423.26000000
0.007687289099
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJK6
200000.00000000
PA
USD
184836.87000000
0.008386655149
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31293WM72
53.11000000
PA
USD
53.94000000
0.000002447434
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBG8
25000.00000000
PA
USD
22488.92000000
0.001020396075
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series L
06051GFP9
310000.00000000
PA
USD
315887.67000000
0.014332859858
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
125000.00000000
PA
USD
119825.98000000
0.005436897802
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368BV4
165000.00000000
PA
USD
151354.31000000
0.006867441562
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.20000000
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DL1
135000.00000000
PA
USD
124282.18000000
0.005639090214
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QEY30
556412.88940000
PA
USD
533851.84000000
0.024222609283
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K031, Class A2
3137B3NX2
400000.00000000
PA
USD
404304.16000000
0.018344606060
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Variable
3.30000120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FSH22
63789.39000000
PA
USD
64576.73000000
0.002930058084
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QT8
4100000.00000000
PA
USD
4420792.98000000
0.200585879928
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
250000.00000000
PA
USD
299174.01000000
0.013574506275
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075AA3
30000.00000000
PA
USD
29151.99000000
0.001322721419
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BJ6
200000.00000000
PA
USD
225073.11000000
0.010212305353
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP, Series J
44107TBA3
80000.00000000
PA
USD
71508.35000000
0.003244568422
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XUJV8
157175.09800000
PA
USD
161798.18000000
0.007341314206
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DXK3
2008741.61250000
PA
USD
1870118.25000000
0.084853399931
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BM9
200000.00000000
PA
USD
205979.59000000
0.009345969715
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.62500000
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BT9
50000.00000000
PA
USD
44667.00000000
0.002026688320
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZQ8
100000.00000000
PA
USD
92370.23000000
0.004191140355
Long
DBT
CORP
CA
N
2
2032-01-12
Fixed
2.45000000
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017CJ6
100000.00000000
PA
USD
98319.00000000
0.004461055565
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAK5
270000.00000000
PA
USD
267400.46000000
0.012132836078
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45000000
N
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AE3
250000.00000000
PA
USD
260522.25000000
0.011820749126
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36212EH59
2095.75000000
PA
USD
2148.80000000
0.000097498105
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402C4J8
175881.69000000
PA
USD
192558.63000000
0.008737016732
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QAS7
996000.00000000
PA
USD
1216872.96000000
0.055213518150
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCK4
300000.00000000
PA
USD
255795.10000000
0.011606262823
Long
DBT
CORP
JP
N
2
2041-09-17
Fixed
2.93000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBV7
100000.00000000
PA
USD
98553.10000000
0.004471677450
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
3.10000000
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABF1
750000.00000000
PA
USD
752879.36000000
0.034160606386
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DB0
250000.00000000
PA
USD
267087.66000000
0.012118643316
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103HAE7
300000.00000000
PA
USD
301866.22000000
0.013696660674
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WFEV7
8252.26230000
PA
USD
8726.68000000
0.000395958099
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAD3
50000.00000000
PA
USD
47258.03000000
0.002144251851
Long
DBT
CORP
CA
N
2
2027-02-02
Fixed
1.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
200000.00000000
PA
USD
206913.27000000
0.009388333839
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A26Q0
228813.37230000
PA
USD
238838.30000000
0.010836877180
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EU3
600000.00000000
PA
USD
532929.94000000
0.024180779656
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AW5
60000.00000000
PA
USD
53227.86000000
0.002415122622
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QWHG7
0.00800000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620AQMP5
414613.80490000
PA
USD
447270.67000000
0.020294137570
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187AC6
200000.00000000
PA
USD
188312.90000000
0.008544374034
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.90000000
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec
748148QR7
578000.00000000
PA
USD
755687.34000000
0.034288013650
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DG2
45000.00000000
PA
USD
46541.17000000
0.002111725561
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
W R Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423AU6
100000.00000000
PA
USD
97014.98000000
0.004401887900
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833ED8
250000.00000000
PA
USD
224985.88000000
0.010208347442
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HRL1
9083.51000000
PA
USD
9890.91000000
0.000448783033
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
CF Industries, Inc.
5FVKT86LAD2F40NPC183
CF Industries, Inc.
12527GAF0
300000.00000000
PA
USD
332959.50000000
0.015107464789
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAG7
250000.00000000
PA
USD
251833.99000000
0.011426534268
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.62500000
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AN5
500000.00000000
PA
USD
496531.53000000
0.022529264389
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764BW9
200000.00000000
PA
USD
192951.72000000
0.008754852515
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55400000
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368BJ1
500000.00000000
PA
USD
500556.47000000
0.022711889121
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.40000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
300000.00000000
PA
USD
275406.08000000
0.012496077320
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RLP2
0.01500000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.50000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
250000.00000000
PA
USD
236354.12000000
0.010724161784
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AJ0
250000.00000000
PA
USD
237027.90000000
0.010754733393
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SWW3
523472.40500000
PA
USD
521444.86000000
0.023659663899
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.00000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBF1
200000.00000000
PA
USD
177575.02000000
0.008057161192
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GEN5
250000.00000000
PA
USD
314819.42000000
0.014284389851
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJV8
100000.00000000
PA
USD
95070.16000000
0.004313645037
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
1.90000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WP85
442789.46400000
PA
USD
406723.39000000
0.018454374461
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
1.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-DC1, Class A5
12629NAF2
1000000.00000000
PA
USD
998471.40000000
0.045303922906
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.35000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBE0
250000.00000000
PA
USD
247738.43000000
0.011240705275
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWBP7
13083905.73000000
PA
USD
12158171.51000000
0.551656126329
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BV1
30000.00000000
PA
USD
26487.03000000
0.001201803441
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.80000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAM0
500000.00000000
PA
USD
508268.18000000
0.023061794701
Long
DBT
CORP
US
N
2
2023-07-25
Fixed
3.80000000
N
N
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106BAD3
70000.00000000
PA
USD
59651.45000000
0.002706581973
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BM1
100000.00000000
PA
USD
91451.11000000
0.004149436866
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.12500000
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJZ9
100000.00000000
PA
USD
99833.09000000
0.004529754796
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452AH3
200000.00000000
PA
USD
183925.07000000
0.008345283792
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DJ4
1000000.00000000
PA
USD
976410.00000000
0.044302924816
Long
DBT
NUSS
US
N
2
2026-07-23
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22546QAP2
250000.00000000
PA
USD
252867.77000000
0.011473440258
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AJ9
220000.00000000
PA
USD
207222.46000000
0.009402362804
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VSJ0
765331.88840000
PA
USD
771112.24000000
0.034987891964
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.50000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AD0
200000.00000000
PA
USD
265629.20000000
0.012052468201
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
10000000.00000000
PA
USD
10154687.50000000
0.460751484359
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CF4
75000.00000000
PA
USD
73496.61000000
0.003334782301
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCC3
743000.00000000
PA
USD
754821.54000000
0.034248729464
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDB4
6000000.00000000
PA
USD
5727421.86000000
0.259871918614
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.62500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MQP8
1017725.15350000
PA
USD
1039960.57000000
0.047186422654
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
155000.00000000
PA
USD
141215.38000000
0.006407405048
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WLBG7
136958.26850000
PA
USD
139207.19000000
0.006316286879
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VBF3
300000.00000000
PA
USD
345795.28000000
0.015689866236
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAG5
250000.00000000
PA
USD
255503.06000000
0.011593012010
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XW5W7
142748.66000000
PA
USD
148122.55000000
0.006720806010
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764AH0
206000.00000000
PA
USD
252817.23000000
0.011471147092
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.90000000
N
N
N
N
N
Sonoco Products Co.
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AP7
200000.00000000
PA
USD
186927.11000000
0.008481496195
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QEXP2
1059289.96000000
PA
USD
986933.98000000
0.044780432312
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JG6
200000.00000000
PA
USD
213156.12000000
0.009671592423
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36296QME6
610278.10000000
PA
USD
657179.50000000
0.029818389794
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AK0
200000.00000000
PA
USD
213440.08000000
0.009684476620
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.65000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BN2
150000.00000000
PA
USD
162148.14000000
0.007357193039
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525BK8
80000.00000000
PA
USD
74403.04000000
0.003375910004
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K037, Class A2
3137B7YY9
800000.00000000
PA
USD
810543.44000000
0.036777014863
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Fixed
3.49000000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BK6
300000.00000000
PA
USD
325283.62000000
0.014759184933
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAX0
500000.00000000
PA
USD
504527.05000000
0.022892047361
Long
DBT
NUSS
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZM9
95000.00000000
PA
USD
89545.81000000
0.004062987155
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200120
N
N
N
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
500630CJ5
500000.00000000
PA
USD
502340.73000000
0.022792846850
Long
DBT
NUSS
KR
N
2
2026-01-13
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140KQN31
1944491.11170000
PA
USD
1811428.85000000
0.082190469322
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAF6
100000.00000000
PA
USD
99374.00000000
0.004508924376
Long
DBT
CORP
CA
N
2
2025-01-10
Floating
0.55127160
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179S2R7
19509.36090000
PA
USD
20611.83000000
0.000935226344
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HYF3
200000.00000000
PA
USD
189966.43000000
0.008619400114
Long
DBT
CORP
CA
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CK2
200000.00000000
PA
USD
185679.91000000
0.008424906640
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175BK9
200000.00000000
PA
USD
202101.82000000
0.009170022569
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DQ7
250000.00000000
PA
USD
251827.91000000
0.011426258398
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887CK3
200000.00000000
PA
USD
193792.82000000
0.008793015981
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724AL0
55000.00000000
PA
USD
53109.69000000
0.002409760861
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
Cleveland Electric Illuminating Co. (The)
N/A
Cleveland Electric Illuminating Co. (The)
186108CJ3
400000.00000000
PA
USD
421538.74000000
0.019126595492
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
Duke Energy Ohio, Inc.
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAH3
155000.00000000
PA
USD
140863.04000000
0.006391418226
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
Hackensack Meridian Health, Inc.
5493001CB3OCWTEJY668
Hackensack Meridian Health, Inc., Series 2020
404530AD9
117000.00000000
PA
USD
98933.82000000
0.004488951966
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.87500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAV2
400000.00000000
PA
USD
429408.56000000
0.019483675043
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DD5
300000.00000000
PA
USD
325796.96000000
0.014782476853
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.35000000
N
N
N
N
N
N
GlaxoSmithKline Capital, Inc.
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc.
377372AN7
300000.00000000
PA
USD
313227.38000000
0.014212153774
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.87500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
5000000.00000000
PA
USD
5376953.10000000
0.243970001258
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KL7K7
1217185.16000000
PA
USD
1131743.19000000
0.051350901217
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAJ8
100000.00000000
PA
USD
91419.46000000
0.004148000802
Long
DBT
CORP
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079KAC1
500000.00000000
PA
USD
487312.75000000
0.022110978098
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.99800000
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CF1
100000.00000000
PA
USD
89055.17000000
0.004040725208
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGFQ2
233325.63800000
PA
USD
237703.02000000
0.010785365802
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417DRG0
242371.45860000
PA
USD
247225.72000000
0.011217441941
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SGM3
58265.85880000
PA
USD
60191.04000000
0.002731064941
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9UA9
159585.04220000
PA
USD
163258.73000000
0.007407584150
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8ST1
206991.49110000
PA
USD
213736.21000000
0.009697913010
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.50000000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123CG4
70000.00000000
PA
USD
68000.03000000
0.003085384435
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
2.60000000
N
N
N
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc.
579780AN7
100000.00000000
PA
USD
100670.24000000
0.004567739037
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.40000000
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co., Series K
454889AQ9
350000.00000000
PA
USD
369598.16000000
0.016769880987
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.55000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
867914BS1
1000000.00000000
PA
USD
1026160.02000000
0.046560246428
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3131XVS48
182437.00250000
PA
USD
184913.37000000
0.008390126205
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FLP9
140786.87000000
PA
USD
149895.93000000
0.006801270078
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XYAB3
44205.32590000
PA
USD
46934.04000000
0.002129551362
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418C3D4
214703.08120000
PA
USD
219769.38000000
0.009971657724
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAP8
50000.00000000
PA
USD
40080.54000000
0.001818585584
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CQC1
0.00830000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056AX5
100000.00000000
PA
USD
99196.58000000
0.004500874249
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBA2
250000.00000000
PA
USD
244431.70000000
0.011090668087
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
4.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJSA7
121286.67000000
PA
USD
122518.81000000
0.005559080333
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7RH2
498438.80600000
PA
USD
503219.58000000
0.022832723158
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BR9
500000.00000000
PA
USD
501916.15000000
0.022773582263
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.00000000
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AE8
50000.00000000
PA
USD
54919.76000000
0.002491889675
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAR5
60000.00000000
PA
USD
61149.58000000
0.002774557045
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
3.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HEY6
908.59000000
PA
USD
1006.80000000
0.000045681818
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
500000.00000000
PA
USD
495685.25000000
0.022490865889
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AV0
200000.00000000
PA
USD
206509.46000000
0.009370011655
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JK4
800000.00000000
PA
USD
765618.81000000
0.034738637024
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.75000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2TM4
179517.98740000
PA
USD
185117.00000000
0.008399365566
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
4.00000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
500472AE5
250000.00000000
PA
USD
273828.34000000
0.012424490080
Long
DBT
CORP
NL
N
2
2042-03-15
Fixed
5.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DF2
1000000.00000000
PA
USD
1005270.00000000
0.045612397691
Long
DBT
NUSS
US
N
2
2024-01-16
Fixed
2.62500000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVU0
65000.00000000
PA
USD
62203.07000000
0.002822357343
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.62500000
N
N
N
N
N
Southwest Gas Corp.
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp.
845011AE5
100000.00000000
PA
USD
99724.58000000
0.004524831341
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QCS5
250000.00000000
PA
USD
253971.37000000
0.011523514210
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.53500000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F042442
215000.00000000
PA
USD
220123.05000000
0.009987704892
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QKSC3
1482052.52800000
PA
USD
1416238.78000000
0.064259399424
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Travelers Property Casualty Corp.
N/A
Travelers Property Casualty Corp.
89420GAE9
192000.00000000
PA
USD
243300.16000000
0.011039326406
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36211AUV6
32569.12000000
PA
USD
33607.90000000
0.001524900673
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XD3Q7
1866845.86180000
PA
USD
1783772.47000000
0.080935608635
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
TELUS Corp.
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971MBK8
100000.00000000
PA
USD
104537.95000000
0.004743229728
Long
DBT
CORP
CA
N
2
2049-06-15
Fixed
4.30000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EB4
500000.00000000
PA
USD
648735.85000000
0.029435273694
Long
DBT
USGA
US
N
2
2048-01-15
Fixed
4.87500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DY0
75000.00000000
PA
USD
65468.22000000
0.002970507910
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DF0
45000.00000000
PA
USD
41194.63000000
0.001869135502
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZH0
100000.00000000
PA
USD
97490.23000000
0.004423451552
Long
DBT
CORP
US
N
2
2025-01-24
Variable
1.75700160
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCQ9
250000.00000000
PA
USD
240576.53000000
0.010915746378
Long
DBT
CORP
CA
N
2
2024-03-04
Fixed
0.55000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285K2
5000000.00000000
PA
USD
5053320.30000000
0.229285719444
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
600000.00000000
PA
USD
569963.40000000
0.025861109224
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.16399880
N
N
N
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BF8
200000.00000000
PA
USD
205471.63000000
0.009322921903
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCC8
75000.00000000
PA
USD
68711.48000000
0.003117665255
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000120
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFC8
350000.00000000
PA
USD
402561.71000000
0.018265545387
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6BM1
1058528.75440000
PA
USD
1005059.11000000
0.045602828920
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFU3
1000000.00000000
PA
USD
835523.23000000
0.037910429881
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31412RND5
149510.53000000
PA
USD
152503.79000000
0.006919597241
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAF9
750000.00000000
PA
USD
841612.41000000
0.038186715953
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516BU9
500000.00000000
PA
USD
492376.24000000
0.022340725250
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133A36A1
627957.42700000
PA
USD
616725.99000000
0.027982881337
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CCM4
824753.46940000
PA
USD
816351.05000000
0.037040525180
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WH4N9
383171.80490000
PA
USD
379268.13000000
0.017208639248
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VHT0
234492.65300000
PA
USD
236263.72000000
0.010720060040
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8CA9
456715.38330000
PA
USD
455964.30000000
0.020688596083
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138A7G28
165794.08000000
PA
USD
169344.25000000
0.007683704156
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138ASL75
76294.80000000
PA
USD
79078.58000000
0.003588054592
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
2.06499960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJCK4
63797.78000000
PA
USD
69931.60000000
0.003173026102
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class A4
95000YAY1
1500000.00000000
PA
USD
1513468.95000000
0.068671051201
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.58100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2FW7
330727.51260000
PA
USD
345111.48000000
0.015658839986
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHZ5
200000.00000000
PA
USD
183834.00000000
0.008341151648
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49599880
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AP4
220000.00000000
PA
USD
268960.71000000
0.012203629739
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EU2G3
104557.25780000
PA
USD
105647.52000000
0.004793574559
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.00000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AV7
75000.00000000
PA
USD
64039.31000000
0.002905673575
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HTE5
5695.36000000
PA
USD
6221.60000000
0.000282294401
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCGN2
772007.32100000
PA
USD
788787.84000000
0.035789891921
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H050649
-74000.00000000
PA
USD
-77370.47000000
-0.00351055203
Short
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
6200000.00000000
PA
USD
6304382.83000000
0.286050530545
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135UAF6
120000.00000000
PA
USD
148164.23000000
0.006722697168
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TNS0
0.00890000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
171239AH9
50000.00000000
PA
USD
43434.58000000
0.001970769381
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.85000000
N
N
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AT3
500000.00000000
PA
USD
505834.58000000
0.022951374286
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.70000000
N
N
N
N
N
NOV, Inc.
549300EHF3IW1AR6U008
NOV, Inc.
637071AK7
90000.00000000
PA
USD
79107.58000000
0.003589370417
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138LSZ78
43906.61980000
PA
USD
44322.39000000
0.002011052234
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HT1
500000.00000000
PA
USD
508703.73000000
0.023081557034
Long
DBT
CORP
US
N
2
2024-06-16
Fixed
3.75000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
75000.00000000
PA
USD
74894.99000000
0.003398231389
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500120
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKLM9
1610355.24400000
PA
USD
1548397.53000000
0.070255875459
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
100000.00000000
PA
USD
95319.56000000
0.004324961133
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
275000.00000000
PA
USD
280516.06000000
0.012727933876
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CGD0
3320598.61510000
PA
USD
3295841.99000000
0.149543163106
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TSG1
25811.12130000
PA
USD
26183.01000000
0.001188009057
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555CZ5
500000.00000000
PA
USD
468310.35000000
0.021248776873
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.60000000
N
N
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670GAE2
200000.00000000
PA
USD
177855.26000000
0.008069876600
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36180DVC8
336244.87130000
PA
USD
342148.27000000
0.015524389428
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
549300P1YQ48837ZOI22
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class A5
61762MCC3
500000.00000000
PA
USD
504309.65000000
0.022882183209
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.07431800
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAF8
200000.00000000
PA
USD
209742.89000000
0.009516722981
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307NQG2
89436.07770000
PA
USD
90433.59000000
0.004103268645
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health, Series B
04352EAB1
218000.00000000
PA
USD
203512.80000000
0.009234043360
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.10600000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBH3
25000.00000000
PA
USD
22146.49000000
0.001004858902
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCB64
760852.24880000
PA
USD
729456.70000000
0.033097843464
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FBLD0
8721.08300000
PA
USD
9063.29000000
0.000411231199
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05724BAB5
100000.00000000
PA
USD
97607.07000000
0.004428752966
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.23100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CV5
500000.00000000
PA
USD
558725.25000000
0.025351197492
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJVB3
135164.47120000
PA
USD
137592.54000000
0.006243024912
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAY5
120000.00000000
PA
USD
120322.55000000
0.005459428812
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SSN8
114729.63520000
PA
USD
111426.18000000
0.005055771320
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96949LAB1
500000.00000000
PA
USD
508721.88000000
0.023082380559
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128P8FX4
98590.87130000
PA
USD
99704.08000000
0.004523901189
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
3.50000000
N
N
N
N
N
N
Bell Telephone Co. of Canada (The)
549300JYAVAQRV5MNZ86
Bell Telephone Co. of Canada (The)
0778FPAJ8
50000.00000000
PA
USD
47792.36000000
0.002168496156
Long
DBT
CORP
CA
N
2
2052-08-15
Fixed
3.65000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKT5
25000.00000000
PA
USD
24241.85000000
0.001099932259
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FQ5
500000.00000000
PA
USD
531974.05000000
0.024137407791
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HVV3
40213.04380000
PA
USD
43521.95000000
0.001974733645
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
1500000.00000000
PA
USD
1523320.32000000
0.069118040175
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHT9
700000.00000000
PA
USD
701993.23000000
0.031851735736
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.55899960
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCA7
500000.00000000
PA
USD
499141.96000000
0.022647708162
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EQAH5
110854.32000000
PA
USD
118052.14000000
0.005356412862
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCW9
5000000.00000000
PA
USD
4634179.70000000
0.210267935430
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAA0
500000.00000000
PA
USD
515190.05000000
0.023375862651
Long
DBT
CORP
CA
N
2
2026-06-02
Fixed
4.25000000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
85000.00000000
PA
USD
75526.57000000
0.003426888246
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000040
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AL7
140000.00000000
PA
USD
129601.65000000
0.005880452019
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
7000000.00000000
PA
USD
6080156.25000000
0.275876635034
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UZS4
138324.74530000
PA
USD
137370.72000000
0.006232960211
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
100000.00000000
PA
USD
90059.31000000
0.004086286334
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128E6AD9
87756.55020000
PA
USD
88921.60000000
0.004034664699
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMUS0
155275.80950000
PA
USD
157004.76000000
0.007123821015
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.00000000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BJ3
250000.00000000
PA
USD
252673.67000000
0.011464633304
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
3.95000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146CH4
350000.00000000
PA
USD
416717.92000000
0.018907859074
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYL2
200000.00000000
PA
USD
193860.49000000
0.008796086391
Long
DBT
CORP
US
N
2
2024-10-21
Variable
0.92499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YY3V3
14248.32600000
PA
USD
14866.95000000
0.000674562292
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMXX6
62265.23000000
PA
USD
64560.31000000
0.002929313055
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UPB2
103589.37500000
PA
USD
107708.38000000
0.004887082538
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
50000.00000000
PA
USD
48994.17000000
0.002223026218
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424AR9
200000.00000000
PA
USD
202786.16000000
0.009201073319
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.12500000
N
N
N
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690BT6
160000.00000000
PA
USD
144564.96000000
0.006559386481
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RH3
5700000.00000000
PA
USD
6161789.03000000
0.279580582059
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AU2
200000.00000000
PA
USD
194884.10000000
0.008842530934
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLFF8
381034.92400000
PA
USD
364038.72000000
0.016517630956
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBG0
500000.00000000
PA
USD
523503.92000000
0.023753090206
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
9000000.00000000
PA
USD
9030234.42000000
0.409731359348
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAJ1
55000.00000000
PA
USD
45246.47000000
0.002052980775
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.05000000
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
35000.00000000
PA
USD
32014.84000000
0.001452618315
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YAW0
250000.00000000
PA
USD
254991.50000000
0.011569800855
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158AZ9
65000.00000000
PA
USD
57466.83000000
0.002607458597
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KAW6
500000.00000000
PA
USD
501351.54000000
0.022747964055
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BN5
200000.00000000
PA
USD
177373.23000000
0.008048005318
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418MYN6
643804.45000000
PA
USD
691125.76000000
0.031358642971
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TCW3
34071.11300000
PA
USD
33934.28000000
0.001539709605
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36210BBW4
749.32000000
PA
USD
786.18000000
0.000035671565
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.00000000
N
N
N
N
N
N
Louisville Gas and Electric Co.
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co.
546676AY3
450000.00000000
PA
USD
469617.43000000
0.021308083380
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AH9
200000.00000000
PA
USD
225690.93000000
0.010240337873
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGQ7
300000.00000000
PA
USD
331096.01000000
0.015022912135
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828U57
1500000.00000000
PA
USD
1497890.63000000
0.067964211718
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.12500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZL9
100000.00000000
PA
USD
95780.37000000
0.004345869594
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F020448
16890000.00000000
PA
USD
16403752.78000000
0.744292076192
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
2.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
250000.00000000
PA
USD
255417.31000000
0.011589121252
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RLJ9
975000.00000000
PA
USD
859917.07000000
0.039017258426
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJNE4
246525.32540000
PA
USD
244829.26000000
0.011108706689
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
250000.00000000
PA
USD
201932.84000000
0.009162355392
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039482AC8
80000.00000000
PA
USD
70552.11000000
0.003201180677
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.70000000
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05329WAS1
90000.00000000
PA
USD
78356.53000000
0.003555292814
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBK6
84000.00000000
PA
USD
78399.02000000
0.003557220725
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6NZ9
1482061.39140000
PA
USD
1440975.66000000
0.065381792819
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
50000.00000000
PA
USD
50111.70000000
0.002273732220
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BM1
200000.00000000
PA
USD
193895.11000000
0.008797657214
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DTN2
469630.81540000
PA
USD
464846.32000000
0.021091602468
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132Y1GL6
15595.17030000
PA
USD
16412.05000000
0.000744668548
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TE27
58285.07830000
PA
USD
60201.10000000
0.002731521396
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WCJ4
175000.00000000
PA
USD
215401.52000000
0.009773473587
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZN7
35000.00000000
PA
USD
32437.27000000
0.001471785350
Long
DBT
CORP
US
N
2
2043-02-24
Variable
3.43599840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2N81
99241.64560000
PA
USD
98599.05000000
0.004473762353
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
3.00000000
N
N
N
N
N
N
State of California
N/A
State of California, GO
13063A5G5
1410000.00000000
PA
USD
2090814.27000000
0.094867102352
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKVH9
878585.26800000
PA
USD
839395.65000000
0.038086134280
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAT4
30000.00000000
PA
USD
27316.93000000
0.001239458727
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YBTZ6
70571.92440000
PA
USD
71840.74000000
0.003259650047
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AB7
75000.00000000
PA
USD
86031.94000000
0.003903551345
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.67800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WJSN2
94493.67000000
PA
USD
96025.20000000
0.004356978334
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBF0
35000.00000000
PA
USD
32506.13000000
0.001474909754
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS3, Class A4
12591YBC8
1500000.00000000
PA
USD
1514903.10000000
0.068736123291
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.81900000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAQ0
200000.00000000
PA
USD
185163.46000000
0.008401473609
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QZ4
4050000.00000000
PA
USD
4358812.50000000
0.197773622223
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DMRV9
44971.75990000
PA
USD
44331.10000000
0.002011447435
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
312939JJ1
1178775.74000000
PA
USD
1277049.48000000
0.057943924272
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402CVV1
293652.32000000
PA
USD
321784.86000000
0.014600434714
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
167725AC4
300000.00000000
PA
USD
385653.06000000
0.017498344468
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MY4
245000.00000000
PA
USD
220933.56000000
0.010024480390
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.56100040
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
1000000.00000000
PA
USD
989894.24000000
0.044914749020
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41899920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410WHP6
323.71000000
PA
USD
323.94000000
0.000014698220
Long
ABS-MBS
USGSE
US
N
2
2022-06-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A26R8
324156.23410000
PA
USD
338233.08000000
0.015346744414
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AX8
165000.00000000
PA
USD
140158.04000000
0.006359430063
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SE9
5500000.00000000
PA
USD
6440156.25000000
0.292211016015
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Rio Tinto Alcan, Inc.
2138007ZSQ7B17SKOX77
Rio Tinto Alcan, Inc.
013716AW5
206000.00000000
PA
USD
249020.57000000
0.011298880173
Long
DBT
CORP
CA
N
2
2035-06-01
Fixed
5.75000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBM1
500000.00000000
PA
USD
560072.60000000
0.025412331181
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FCXJ2
2431.86000000
PA
USD
2524.26000000
0.000114533957
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAS3
350000.00000000
PA
USD
320267.65000000
0.014531593919
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.57700000
N
N
N
N
N
Americredit Automobile Receivables Trust
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust, Series 2018-1, Class D
03066HAG2
1600000.00000000
PA
USD
1615101.92000000
0.073282472457
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
3.82000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBJ9
300000.00000000
PA
USD
267158.43000000
0.012121854383
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NL1
90000.00000000
PA
USD
89696.32000000
0.004069816287
Long
DBT
CORP
US
N
2
2026-03-17
Variable
3.29000040
N
N
N
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
438127AC6
100000.00000000
PA
USD
96753.08000000
0.004390004638
Long
DBT
CORP
JP
N
2
2032-03-10
Fixed
2.96700000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620ALVD3
53057.31000000
PA
USD
55420.44000000
0.002514607169
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGL2
110000.00000000
PA
USD
96827.72000000
0.004393391300
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DN3
25000.00000000
PA
USD
20751.21000000
0.000941550472
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128P7QT3
48926.34000000
PA
USD
50883.16000000
0.002308735891
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
4.50000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CC3
70000.00000000
PA
USD
69457.96000000
0.003151535502
Long
DBT
CORP
CA
Y
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31385XAW7
707909.64000000
PA
USD
765227.26000000
0.034720871116
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
5.00000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AQ3
500000.00000000
PA
USD
502311.95000000
0.022791541007
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.20000000
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CN3
85000.00000000
PA
USD
78757.70000000
0.003573495213
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBS4
90000.00000000
PA
USD
80714.14000000
0.003662265314
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LBD4
100000.00000000
PA
USD
90977.96000000
0.004127968498
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.87500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EQ7
500000.00000000
PA
USD
503561.69000000
0.022848245811
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGH7
825000.00000000
PA
USD
823422.99000000
0.037361402298
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAV7
100000.00000000
PA
USD
106246.85000000
0.004820768127
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138XQDL2
100351.09630000
PA
USD
104527.79000000
0.004742768736
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EK2
50000.00000000
PA
USD
43464.85000000
0.001972142831
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCJ8
250000.00000000
PA
USD
257493.41000000
0.011683320719
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132CWCE2
185552.18450000
PA
USD
187720.51000000
0.008517495356
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HAFM7
391166.01510000
PA
USD
408218.12000000
0.018522195265
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BU6
50000.00000000
PA
USD
43468.00000000
0.001972285756
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.47700000
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BQ0
250000.00000000
PA
USD
268709.57000000
0.012192234693
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYU8
65751.74000000
PA
USD
67023.99000000
0.003041098298
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133TAE3
135000.00000000
PA
USD
122234.79000000
0.005546193413
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.60000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAT4
100000.00000000
PA
USD
103039.63000000
0.004675246034
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2R87
388317.45770000
PA
USD
386913.05000000
0.017555514348
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.00000000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2017-C1, Class A4
07332VBD6
1375000.00000000
PA
USD
1395552.68000000
0.063320803206
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.67400000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAW5
650000.00000000
PA
USD
615327.77000000
0.027919439509
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.50000000
N
N
N
N
N
Northern States Power Co.
3S1GHB0TEH85KX44SB51
Northern States Power Co.
665772CN7
165000.00000000
PA
USD
170054.57000000
0.007715933705
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RV2
2000000.00000000
PA
USD
2151953.12000000
0.097641172543
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FC2
500000.00000000
PA
USD
488052.00000000
0.022144520296
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
3.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJK72
299100.95240000
PA
USD
303653.65000000
0.013777762237
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Q29
3900000.00000000
PA
USD
3890859.38000000
0.176541054047
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.50000000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAK9
35000.00000000
PA
USD
32847.02000000
0.001490377052
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.75000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYE4
15918.22930000
PA
USD
16795.61000000
0.000762071923
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBY5
270000.00000000
PA
USD
253215.25000000
0.011489206565
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752AK4
400000.00000000
PA
USD
403697.90000000
0.018317098055
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903BQ7
500000.00000000
PA
USD
510378.47000000
0.023157545482
Long
DBT
CORP
CA
N
2
2023-11-23
Fixed
4.30000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133L8A39
422409.27510000
PA
USD
410724.25000000
0.018635906604
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828D56
24353000.00000000
PA
USD
24296873.88000000
1.102428873908
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
8500000.00000000
PA
USD
8709511.74000000
0.395179119225
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AZ7
500000.00000000
PA
USD
564865.63000000
0.025629806676
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Trinity Health Corp.
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp., Series 2019
896517AA7
62000.00000000
PA
USD
58415.83000000
0.002650517840
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
3.43400000
N
N
N
N
N
N
Baker Hughes Holdings LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
200000.00000000
PA
USD
227219.49000000
0.010309693655
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.12500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9YJ4
73859.89040000
PA
USD
76737.91000000
0.003481850715
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust, Series 2015-GC30, Class A4
36250GAP0
1500000.00000000
PA
USD
1490867.40000000
0.067645544733
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.38200000
N
N
N
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAQ4
300000.00000000
PA
USD
299505.16000000
0.013589531636
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
Texas Transportation Commission State Highway Fund
N/A
Texas Transportation Commission State Highway Fund
88283LHU3
150000.00000000
PA
USD
167106.08000000
0.007582151041
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.17800000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
500000.00000000
PA
USD
508386.19000000
0.023067149202
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
4.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WTY4
1382218.96000000
PA
USD
1342420.16000000
0.060910006472
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Dominion Energy South Carolina, Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina, Inc.
837004CJ7
100000.00000000
PA
USD
117945.33000000
0.005351566542
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
5.10000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKQD0
97247.20280000
PA
USD
98520.09000000
0.004470179678
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298PVR8
1390.03000000
PA
USD
1447.23000000
0.000065665572
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAZ8
150000.00000000
PA
USD
131541.29000000
0.005968459848
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431AK5
257000.00000000
PA
USD
259526.12000000
0.011775551440
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
3.95000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AL2
250000.00000000
PA
USD
268163.79000000
0.012167470864
Long
DBT
CORP
IE
N
2
2044-07-02
Fixed
4.62500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HX5
2500000.00000000
PA
USD
2512814.63000000
0.114014643059
Long
DBT
NUSS
DE
N
2
2024-02-28
Fixed
2.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
8000000.00000000
PA
USD
7370937.52000000
0.334443615666
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402QWA5
230377.71000000
PA
USD
252217.41000000
0.011443931291
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBT6
500000.00000000
PA
USD
491172.49000000
0.022286107164
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.44800000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687EH5
150000.00000000
PA
USD
199761.00000000
0.009063811886
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
500000.00000000
PA
USD
514987.97000000
0.023366693618
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513ECM1
50000.00000000
PA
USD
44232.21000000
0.002006960471
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913R2U0
200000.00000000
PA
USD
188309.67000000
0.008544227478
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
1.70000000
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAR6
200000.00000000
PA
USD
186011.43000000
0.008439948790
Long
DBT
CORP
GB
N
2
2028-01-11
Variable
2.46899880
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFL8
435000.00000000
PA
USD
447733.53000000
0.020315139047
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BA6
200000.00000000
PA
USD
185834.21000000
0.008431907737
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620ASAG4
219499.74000000
PA
USD
231355.85000000
0.010497373878
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WK3C7
127409.50450000
PA
USD
129440.64000000
0.005873146467
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AL8
663000.00000000
PA
USD
773730.74000000
0.035106701899
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393AG7
50000.00000000
PA
USD
42672.32000000
0.001936183145
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FF0
50000.00000000
PA
USD
45458.33000000
0.002062593558
Long
DBT
CORP
US
N
2
2041-10-21
Fixed
2.62500000
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CL4
100000.00000000
PA
USD
89504.74000000
0.004061123674
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAW6
250000.00000000
PA
USD
270133.32000000
0.012256834901
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.87500000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AN3
200000.00000000
PA
USD
198637.97000000
0.009012856331
Long
DBT
CORP
US
N
2
2056-07-15
Fixed
3.30000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCU8
130000.00000000
PA
USD
122557.93000000
0.005560855335
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M5K90
1895.23000000
PA
USD
2123.50000000
0.000096350161
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBK0
250000.00000000
PA
USD
251224.80000000
0.011398893319
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RBX6
336485.48010000
PA
USD
344398.30000000
0.015626480670
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBH8
300000.00000000
PA
USD
289220.22000000
0.013122870169
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.00499840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UXV9
78724.06710000
PA
USD
81777.17000000
0.003710498473
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128PYU36
88193.96080000
PA
USD
89150.49000000
0.004045050189
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.00000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DA5
200000.00000000
PA
USD
171710.94000000
0.007791088646
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BK2
100000.00000000
PA
USD
92992.72000000
0.004219384769
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WLCK7
31615.08020000
PA
USD
32431.59000000
0.001471527630
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAN6
250000.00000000
PA
USD
255502.29000000
0.011592977073
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292GXF8
506.58000000
PA
USD
544.66000000
0.000024713010
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
7.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGF5
55000.00000000
PA
USD
53223.13000000
0.002414908006
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179WJR0
2346544.01000000
PA
USD
2278979.01000000
0.103404753881
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FP8
2000000.00000000
PA
USD
2485234.38000000
0.112763236639
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011BQ6
200000.00000000
PA
USD
186871.18000000
0.008478958468
Long
DBT
CORP
US
N
2
2028-12-21
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCV1
4000000.00000000
PA
USD
3685312.48000000
0.167214716897
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
100000.00000000
PA
USD
117375.00000000
0.005325688799
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
6.99999840
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
640000.00000000
PA
USD
618219.81000000
0.028050660851
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800080
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JL1
300000.00000000
PA
USD
271035.74000000
0.012297780657
Long
DBT
NUSS
US
N
2
2031-02-14
Fixed
1.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7EF0
43976.03230000
PA
USD
45236.76000000
0.002052540200
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31400Q5F6
6482.26000000
PA
USD
6958.72000000
0.000315739954
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.50000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FG3
500000.00000000
PA
USD
524570.29000000
0.023801474911
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CD8
170000.00000000
PA
USD
158657.52000000
0.007198812158
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283H5A9
6531.89000000
PA
USD
7053.37000000
0.000320034535
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AC3
460000.00000000
PA
USD
564339.34000000
0.025605927172
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L5AB9
349062.87000000
PA
USD
337155.83000000
0.015297866047
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
2.50000000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EL0
115000.00000000
PA
USD
103672.83000000
0.004703976396
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EN4
2000000.00000000
PA
USD
2079062.50000000
0.094333885996
Long
DBT
UST
US
N
2
2022-11-15
Fixed
7.62500000
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AK9
270000.00000000
PA
USD
247332.83000000
0.011222301873
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
7000000.00000000
PA
USD
7014492.17000000
0.318270520816
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DT1
500000.00000000
PA
USD
513381.68000000
0.023293810971
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CJ1
75000.00000000
PA
USD
74778.18000000
0.003392931336
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FSGM9
3722.42150000
PA
USD
3911.36000000
0.000177471234
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.50000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
State of Texas
882722VP3
350000.00000000
PA
USD
403457.32000000
0.018306182151
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
4.63100000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CE2
100000.00000000
PA
USD
82673.32000000
0.003751159738
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CB0
40000.00000000
PA
USD
38529.47000000
0.001748208449
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.35000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W9RH5
205544.50200000
PA
USD
203655.48000000
0.009240517220
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WFNV7
25582.43950000
PA
USD
26104.58000000
0.001184450430
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DMSB2
937369.10120000
PA
USD
873013.44000000
0.039611483696
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
500000.00000000
PA
USD
492986.03000000
0.022368393423
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.25000000
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EL3
1000000.00000000
PA
USD
1005465.05000000
0.045621247749
Long
DBT
NUSS
US
N
2
2024-01-30
Fixed
2.62500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EY5
140000.00000000
PA
USD
126827.72000000
0.005754589715
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.70000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVLA1
984909.77240000
PA
USD
944954.37000000
0.042875679692
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
State of Israel Government Bond
46513YJH2
1000000.00000000
PA
USD
1028720.00000000
0.046676401119
Long
DBT
NUSS
IL
N
2
2028-01-17
Fixed
3.25000000
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAJ4
350000.00000000
PA
USD
380162.97000000
0.017249241074
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130A3GE8
1000000.00000000
PA
USD
1007515.10000000
0.045714265243
Long
DBT
USGA
US
N
2
2024-12-13
Fixed
2.75000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJE0
700000.00000000
PA
USD
591050.78000000
0.026817912832
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67599880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
200000.00000000
PA
USD
179893.10000000
0.008162340086
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
8300000.00000000
PA
USD
8210515.63000000
0.372538028755
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BP5
200000.00000000
PA
USD
191976.43000000
0.008710600408
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
3.07299960
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBF8
200000.00000000
PA
USD
215057.59000000
0.009757868355
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QWMN6
94297.56510000
PA
USD
96129.92000000
0.004361729824
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AW6
25000.00000000
PA
USD
22441.07000000
0.001018224963
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBE4
65000.00000000
PA
USD
57605.87000000
0.002613767298
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.40000000
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275RAD4
300000.00000000
PA
USD
391298.74000000
0.017754507490
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
Sun Communities Operating LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
65000.00000000
PA
USD
58888.34000000
0.002671957169
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138A2VH9
212926.31000000
PA
USD
219036.03000000
0.009938383229
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGYY4
62225.67540000
PA
USD
64548.51000000
0.002928777650
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UWA6
183334.63330000
PA
USD
190185.30000000
0.008629330964
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TQN8
0.02020000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.00000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
300000.00000000
PA
USD
308291.19000000
0.013988182640
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DZ0
400000.00000000
PA
USD
330015.83000000
0.014973900825
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QBF4
347000.00000000
PA
USD
332582.15000000
0.015090343182
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7NJ2
99040.83170000
PA
USD
101593.85000000
0.004609646253
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJDR8
88250.54000000
PA
USD
96716.00000000
0.004388322197
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K121, Class A2
3137F83Q4
2000000.00000000
PA
USD
1804690.00000000
0.081884705591
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.54700000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYA6
250000.00000000
PA
USD
230375.22000000
0.010452879478
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216DQ0
300000.00000000
PA
USD
277039.23000000
0.012570178693
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.87500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZT2
100000.00000000
PA
USD
98202.12000000
0.004455752336
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
2.80000000
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
200000.00000000
PA
USD
166136.23000000
0.007538145765
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BC2
140000.00000000
PA
USD
133507.14000000
0.006057656912
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGH1
125000.00000000
PA
USD
116509.22000000
0.005286405520
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8LY9
170748.89530000
PA
USD
174443.91000000
0.007915092460
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132J7T44
907185.57000000
PA
USD
906770.40000000
0.041143147711
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAL7
230000.00000000
PA
USD
231023.20000000
0.010482280456
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
California State University
N/A
California State University
13077DKU5
90000.00000000
PA
USD
80294.65000000
0.003643231677
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K4J55
114084.66000000
PA
USD
121559.48000000
0.005515552383
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36241KAD0
23088.74000000
PA
USD
25754.48000000
0.001168565245
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
6.00000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109CA7
80000.00000000
PA
USD
79422.40000000
0.003603654833
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
2.95000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCF6
3000000.00000000
PA
USD
2790234.36000000
0.126602086285
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
925000.00000000
PA
USD
926597.85000000
0.042042784161
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
6800000.00000000
PA
USD
5572281.22000000
0.252832678837
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QCA1
250000.00000000
PA
USD
267120.40000000
0.012120128837
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.60000000
N
N
N
N
N
Aon Corp.
N/A
Aon Corp.
03740LAC6
25000.00000000
PA
USD
23023.95000000
0.001044672141
Long
DBT
CORP
US
N
2
2031-12-02
Fixed
2.60000000
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAK8
500000.00000000
PA
USD
500308.70000000
0.022700646983
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBM7
130000.00000000
PA
USD
125545.35000000
0.005696404381
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.95000000
N
N
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AM5
200000.00000000
PA
USD
198741.85000000
0.009017569707
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
2500000.00000000
PA
USD
2433007.80000000
0.110393545375
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214ET6
300000.00000000
PA
USD
271669.68000000
0.012326544594
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAK9
50000.00000000
PA
USD
43714.65000000
0.001983477076
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBG0
1055000.00000000
PA
USD
1105011.07000000
0.050137977238
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YG9
10000000.00000000
PA
USD
9628515.60000000
0.436877339148
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.62500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q9DC4
157735.43060000
PA
USD
166164.11000000
0.007539410772
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDJ7
100000.00000000
PA
USD
96768.70000000
0.004390713369
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
2.35000000
N
N
N
N
N
N
Yale University
9SFB6DIM0FRWV0EV8S84
Yale University, Series 2020
98459LAC7
61000.00000000
PA
USD
50649.42000000
0.002298130340
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
2.40200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36212U2B6
1693.04000000
PA
USD
1699.53000000
0.000077113251
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
8.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp.
N/A
Golden State Tobacco Securitization Corp.
38122ND58
90000.00000000
PA
USD
80223.02000000
0.003639981589
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.71400000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC
N/A
Anheuser-Busch Cos. LLC
03522AAH3
150000.00000000
PA
USD
160877.34000000
0.007299532674
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGYV3
1252993.56800000
PA
USD
1166568.07000000
0.052931020266
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DJT0
158186.63460000
PA
USD
161702.99000000
0.007336995123
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABD6
500000.00000000
PA
USD
502922.66000000
0.022819250923
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7RM9
77781.48000000
PA
USD
80051.18000000
0.003632184644
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14912L6C0
250000.00000000
PA
USD
254022.66000000
0.011525841406
Long
DBT
CORP
US
N
2
2024-06-09
Fixed
3.30000000
N
N
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EPAT7
200000.00000000
PA
USD
178555.13000000
0.008101631998
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BG4
200000.00000000
PA
USD
152866.21000000
0.006936041425
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.12500000
N
N
N
N
N
Arizona Public Service Co.
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DD3
100000.00000000
PA
USD
87780.04000000
0.003982868377
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.20000000
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DP9
100000.00000000
PA
USD
91953.19000000
0.004172217883
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q8WM3
621281.22250000
PA
USD
634994.27000000
0.028811773130
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 127
202795JQ4
155000.00000000
PA
USD
142361.12000000
0.006459391030
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.20000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132M7JN9
426836.87720000
PA
USD
445741.62000000
0.020224759556
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2SC7
33460.58490000
PA
USD
33339.57000000
0.001512725661
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36201XR59
6792.82000000
PA
USD
7279.71000000
0.000330304323
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K4JE6
45724.28000000
PA
USD
48781.60000000
0.002213381220
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284Z0
4000000.00000000
PA
USD
4028750.00000000
0.182797603827
Long
DBT
UST
US
N
2
2025-08-31
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06053FAA7
250000.00000000
PA
USD
255473.21000000
0.011591657618
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L8T31
170033.41420000
PA
USD
172074.39000000
0.007807579564
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VTV2
1525540.32300000
PA
USD
1457030.85000000
0.066110269458
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
100000.00000000
PA
USD
89001.51000000
0.004038290478
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.29899960
N
N
N
N
N
N
Willis-Knighton Medical Center
N/A
Willis-Knighton Medical Center, Series 2018
97068LAA6
41000.00000000
PA
USD
46476.16000000
0.002108775844
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.81300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDCU8
540008.09000000
PA
USD
502030.27000000
0.022778760261
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAZ4
15200000.00000000
PA
USD
14052875.00000000
0.637625039251
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
370000.00000000
PA
USD
351512.41000000
0.015949271179
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.78999840
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBC4
250000.00000000
PA
USD
265745.66000000
0.012057752373
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.05000000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046AN9
35000.00000000
PA
USD
30935.12000000
0.001403627877
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36230SME1
12500.48000000
PA
USD
12888.21000000
0.000584780367
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
7000000.00000000
PA
USD
6853437.50000000
0.310962942098
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138M5GF0
36723.48980000
PA
USD
36946.55000000
0.001676386176
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7TF4
172202.06450000
PA
USD
176940.59000000
0.008028375022
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AP0
85000.00000000
PA
USD
75587.85000000
0.003429668720
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140ECRN1
12318.19700000
PA
USD
12547.43000000
0.000569318060
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F5CD3
290444.32780000
PA
USD
288000.80000000
0.013067541083
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CP8
100000.00000000
PA
USD
89289.91000000
0.004051376132
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCE9
3000000.00000000
PA
USD
2792929.68000000
0.126724381796
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M9JG8
177795.59960000
PA
USD
181478.57000000
0.008234278061
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAF9
75000.00000000
PA
USD
72140.30000000
0.003273242067
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FPDG1
96341.05460000
PA
USD
99290.42000000
0.004505132077
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AG8
750000.00000000
PA
USD
778034.69000000
0.035301986230
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
Allina Health System
5493001V00JCD7SQ0G44
Allina Health System, Series 2019
01959LAC6
50000.00000000
PA
USD
50493.04000000
0.002291034867
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
3.88700000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SA7
3000000.00000000
PA
USD
3268476.57000000
0.148301504228
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFF1
350000.00000000
PA
USD
359213.64000000
0.016298701248
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
BHP Billiton Finance USA Ltd.
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055450AH3
80000.00000000
PA
USD
89780.04000000
0.004073614938
Long
DBT
CORP
AU
N
2
2026-03-01
Fixed
6.42000000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
South Carolina State Public Service Authority, RB
837151AA7
100000.00000000
PA
USD
131866.43000000
0.005983212517
Long
DBT
MUN
US
N
2
2050-01-01
Fixed
6.45400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JLL28
108994.48120000
PA
USD
112325.40000000
0.005096571881
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
500000.00000000
PA
USD
508616.61000000
0.023077604114
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
59562EAH8
550000.00000000
PA
USD
669964.54000000
0.030398489000
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.80000000
N
N
N
N
N
N
San Diego Gas & Electric Co.
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co.
797440BW3
200000.00000000
PA
USD
209999.38000000
0.009528360774
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DX2
170000.00000000
PA
USD
151394.03000000
0.006869243789
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484AB7
85000.00000000
PA
USD
76854.71000000
0.003487150314
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.05000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K-1510, Class A3
3137FL2M5
2500000.00000000
PA
USD
2627540.50000000
0.119220132140
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Fixed
3.79400000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BJ4
500000.00000000
PA
USD
543892.87000000
0.024678203754
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XCR98
135537.97620000
PA
USD
141089.08000000
0.006401674402
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
300000.00000000
PA
USD
264327.80000000
0.011993419414
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179MX39
530188.91140000
PA
USD
528774.75000000
0.023992245054
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.00000000
N
N
N
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
90265EAU4
55000.00000000
PA
USD
45945.66000000
0.002084705319
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EPG73
765021.71550000
PA
USD
827705.72000000
0.037555723807
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.00000000
N
N
N
N
N
N
Aptiv plc
N/A
Aptiv plc
03835VAJ5
50000.00000000
PA
USD
39749.21000000
0.001803552055
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CEF7
2631204.70630000
PA
USD
2628293.57000000
0.119254301396
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJB6
600000.00000000
PA
USD
553539.89000000
0.025115920698
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.59200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31283HV51
8511.77000000
PA
USD
9334.94000000
0.000423556851
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DZ21
1381914.85000000
PA
USD
1343730.82000000
0.060969475416
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
155000.00000000
PA
USD
143683.73000000
0.006519402185
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36291J4X5
29401.24000000
PA
USD
31412.25000000
0.001425276830
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MP3
700000.00000000
PA
USD
726708.26000000
0.032973137724
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.41200160
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFU8
125000.00000000
PA
USD
129273.52000000
0.005865563684
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418ECT5
583414.00000000
PA
USD
553749.20000000
0.025125417780
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AH7
382000.00000000
PA
USD
470828.43000000
0.021363030423
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.87500000
N
N
N
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846UAJ0
250000.00000000
PA
USD
253720.00000000
0.011512108729
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.87500000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGB4
270000.00000000
PA
USD
253718.13000000
0.011512023881
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CB0
300000.00000000
PA
USD
281547.35000000
0.012774726886
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36201NNH9
3710.72000000
PA
USD
3977.07000000
0.000180452712
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076BF5
500000.00000000
PA
USD
507805.33000000
0.023040793679
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690BS8
220000.00000000
PA
USD
195833.38000000
0.008885602882
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
26000.00000000
PA
USD
25789.21000000
0.001170141059
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
110000.00000000
PA
USD
114518.70000000
0.005196089097
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BH4
250000.00000000
PA
USD
282266.25000000
0.012807345737
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CA2
90000.00000000
PA
USD
83071.54000000
0.003769228286
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.80000000
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class A4
61765LAU4
1000000.00000000
PA
USD
1007618.10000000
0.045718938691
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.73200000
N
N
N
N
N
N
Ford Foundation (The)
54930013YZ3DULPNNT44
Ford Foundation (The), Series 2020
34531XAB0
25000.00000000
PA
USD
20625.47000000
0.000935845235
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.41500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UKZ4
118059.06160000
PA
USD
123586.78000000
0.005607537635
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZV7
100000.00000000
PA
USD
98414.38000000
0.004465383269
Long
DBT
CORP
CA
N
2
2032-03-10
Fixed
3.20000000
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAE2
250000.00000000
PA
USD
236024.63000000
0.010709211742
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36241KDF2
22411.44000000
PA
USD
25025.83000000
0.001135504004
Long
ABS-MBS
USGA
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
35000.00000000
PA
USD
32589.91000000
0.001478711128
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAP7
100000.00000000
PA
USD
93528.39000000
0.004243689874
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X9FM2
284711.61000000
PA
USD
276818.83000000
0.012560178422
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F022642
18951000.00000000
PA
USD
18080438.44000000
0.820368804959
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KH4E3
0.00810000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36241LDG8
185246.90000000
PA
USD
204227.97000000
0.009266492969
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138AP5M6
24947.85490000
PA
USD
26479.91000000
0.001201480384
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBT2
270000.00000000
PA
USD
238750.20000000
0.010832879794
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9FE6
96254.33710000
PA
USD
100704.56000000
0.004569296248
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179R4F3
382544.94300000
PA
USD
394106.76000000
0.017881916569
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QACR9
310240.33130000
PA
USD
324976.45000000
0.014745247622
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFAW6
230187.73440000
PA
USD
232584.70000000
0.010553130833
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER2U3
158112.26020000
PA
USD
159742.17000000
0.007248026287
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.00000000
N
N
N
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865BF6
200000.00000000
PA
USD
172518.82000000
0.007827744811
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAT9
500000.00000000
PA
USD
490585.24000000
0.022259461705
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
90000.00000000
PA
USD
93064.61000000
0.004222646654
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.87500000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CV7
295000.00000000
PA
USD
295027.68000000
0.013386373680
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Everest Reinsurance Holdings, Inc.
N/A
Everest Reinsurance Holdings, Inc.
299808AJ4
50000.00000000
PA
USD
41337.27000000
0.001875607546
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WH5N1
200133.17460000
PA
USD
198646.39000000
0.009013238374
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VSH4
732978.31000000
PA
USD
727463.61000000
0.033007410432
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
90000.00000000
PA
USD
82307.74000000
0.003734572174
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KK3U1
2104619.46800000
PA
USD
2011538.67000000
0.091270108316
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co.
845437BT8
100000.00000000
PA
USD
85983.87000000
0.003901370252
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089AB6
250000.00000000
PA
USD
251257.06000000
0.011400357061
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GHQ2
667140.25640000
PA
USD
666101.07000000
0.030223190692
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4T4
4834.48000000
PA
USD
5124.26000000
0.000232504486
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QBPV4
159543.34100000
PA
USD
165719.71000000
0.007519246886
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAL8
300000.00000000
PA
USD
279525.95000000
0.012683009337
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667AJ0
200000.00000000
PA
USD
221600.80000000
0.010054755258
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKXZ3
27029.21910000
PA
USD
27897.18000000
0.001265786573
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDV0
20000000.00000000
PA
USD
19490625.00000000
0.884353595307
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JM3
350000.00000000
PA
USD
371803.58000000
0.016869948127
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RMN9
1114000.00000000
PA
USD
1016346.76000000
0.046114986630
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
200000.00000000
PA
USD
200554.46000000
0.009099813769
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418RRK9
116627.80000000
PA
USD
120810.42000000
0.005481565074
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FCNG9
612035.45650000
PA
USD
622485.42000000
0.028244205570
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202EWE5
94556.36000000
PA
USD
104194.68000000
0.004727654442
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297BX64
25855.16000000
PA
USD
27777.07000000
0.001260336788
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.50000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAF5
250000.00000000
PA
USD
314846.03000000
0.014285597234
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BZ6
200000.00000000
PA
USD
183857.31000000
0.008342209299
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
1.64000160
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBR0
50000.00000000
PA
USD
44803.77000000
0.002032894023
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8RJ4
209605.76480000
PA
USD
211893.80000000
0.009614316824
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 15 Year, Single Family
01F040446
143000.00000000
PA
USD
146904.57000000
0.006665542261
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WFUT4
19291.34000000
PA
USD
19598.93000000
0.000889267748
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132A5GA7
877985.60570000
PA
USD
871576.31000000
0.039546276393
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CZ64
156989.83450000
PA
USD
158776.66000000
0.007204217931
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
3.50000000
N
N
N
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAG1
55000.00000000
PA
USD
52770.10000000
0.002394352549
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M5PE4
27938.91000000
PA
USD
31232.60000000
0.001417125520
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36211CRU8
2587.47000000
PA
USD
2643.03000000
0.000119922941
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HMS9
1000000.00000000
PA
USD
999134.81000000
0.045334023994
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.80000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140L6P99
274809.21390000
PA
USD
255606.98000000
0.011597727202
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335ABF4
849951.76570000
PA
USD
867511.05000000
0.039361822211
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Republic of Chile
168863CF3
500000.00000000
PA
USD
498855.00000000
0.022634687845
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
054561AJ4
650000.00000000
PA
USD
663934.64000000
0.030124892656
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAC6
50000.00000000
PA
USD
45109.23000000
0.002046753746
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.62500000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC, Series AD
15189XAU2
60000.00000000
PA
USD
53312.30000000
0.002418953942
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CN0
45000.00000000
PA
USD
44830.93000000
0.002034126362
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179QT50
0.19180000
PA
USD
0.20000000
0.000000009074
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDQC3
2102365.99150000
PA
USD
1958303.09000000
0.088854635412
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
Regents of the University of California Medical Center Pooled Revenue
913366DF4
200000.00000000
PA
USD
274996.90000000
0.012477511481
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
6.58300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36296XY32
20848.19000000
PA
USD
22598.60000000
0.001025372616
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
5.50000000
N
N
N
N
N
N
Puget Sound Energy, Inc.
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy, Inc.
745332CD6
200000.00000000
PA
USD
236641.30000000
0.010737192083
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.63800000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BM5
100000.00000000
PA
USD
88795.56000000
0.004028945851
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.70000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31294DEA5
531.67000000
PA
USD
543.82000000
0.000024674897
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
200000.00000000
PA
USD
186347.35000000
0.008455190582
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100080
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123BN0
177000.00000000
PA
USD
223936.47000000
0.010160732268
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.05000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJY87
307325.51940000
PA
USD
319228.61000000
0.014484449266
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6AM2
342657.25990000
PA
USD
339166.34000000
0.015389089482
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCP1
200000.00000000
PA
USD
183199.59000000
0.008312366385
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75000000
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAN4
70000.00000000
PA
USD
63700.03000000
0.002890279329
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331ABQ1
220000.00000000
PA
USD
199923.77000000
0.009071197295
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.30000000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRL6
500000.00000000
PA
USD
501943.29000000
0.022774813693
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BM5
400000.00000000
PA
USD
390932.00000000
0.017737867293
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NAK7
100000.00000000
PA
USD
129276.74000000
0.005865709786
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WRP20
106888.43110000
PA
USD
106711.48000000
0.004841849914
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203BU4
250000.00000000
PA
USD
255695.92000000
0.011601762701
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GYNH8
8336.68550000
PA
USD
8562.52000000
0.000388509621
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YBJ6
500000.00000000
PA
USD
502171.12000000
0.022785151088
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBA1
1000000.00000000
PA
USD
986471.55000000
0.044759450346
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JLMJ0
179839.19920000
PA
USD
187001.03000000
0.008484850188
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EE3
60000.00000000
PA
USD
51390.07000000
0.002331736061
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BW5
150000.00000000
PA
USD
196134.82000000
0.008899280204
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128M9MM1
276571.25680000
PA
USD
282294.37000000
0.012808621634
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179VME7
465450.03800000
PA
USD
469385.67000000
0.021297567669
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375CZ3
85000.00000000
PA
USD
69181.52000000
0.003138992512
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AG1
90000.00000000
PA
USD
86750.66000000
0.003936162030
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZN3
260210.44000000
PA
USD
264431.80000000
0.011998138235
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd.
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451AV0
400000.00000000
PA
USD
474368.06000000
0.021523635048
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307NP40
457714.93460000
PA
USD
462817.61000000
0.020999553240
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series O
30040WAF5
400000.00000000
PA
USD
415673.93000000
0.018860489823
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477AM5
500000.00000000
PA
USD
510660.53000000
0.023170343469
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BLS3
17685.46590000
PA
USD
18049.25000000
0.000818953683
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418AVV7
707627.46000000
PA
USD
703055.25000000
0.031899923067
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DN7
360000.00000000
PA
USD
315502.66000000
0.014315390691
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167ER0
500000.00000000
PA
USD
477342.49000000
0.021658594694
Long
DBT
NUSS
US
N
2
2030-01-24
Fixed
1.87500000
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
250000.00000000
PA
USD
250999.32000000
0.011388662552
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
250000.00000000
PA
USD
232961.83000000
0.010570242459
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502AH4
250000.00000000
PA
USD
261528.07000000
0.011866386479
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.25000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAJ0
250000.00000000
PA
USD
265030.72000000
0.012025313200
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AM2
250000.00000000
PA
USD
263114.13000000
0.011938351224
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X9R64
608920.70160000
PA
USD
592262.46000000
0.026872890729
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
100000.00000000
PA
USD
97670.76000000
0.004431642790
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
BOFA SECURITIES, INC
549300HN4UKV1E2R3U73
Government Agency Repurchase Agreement
N/A
10000000.00000000
PA
USD
10000000.00000000
0.453732805032
Long
RA
CORP
US
N
2
Repurchase
Y
0.30000000
2022-04-01
10529129.60000000
USD
10200000.05200000
USD
AMBS
N
N
Amcor Flexibles North America, Inc.
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc.
081437AT2
50000.00000000
PA
USD
46077.71000000
0.002090696860
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
State of California
N/A
State of California, GO
13063BFR8
425000.00000000
PA
USD
625606.38000000
0.028385813764
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
9500000.00000000
PA
USD
8716250.00000000
0.395484856186
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5ZY8
102625.25680000
PA
USD
104193.81000000
0.004727614967
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AC2
70000.00000000
PA
USD
74297.19000000
0.003371107242
Long
DBT
CORP
US
N
2
2044-11-18
Fixed
4.80000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CV1
45000.00000000
PA
USD
38959.59000000
0.001767724405
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
TSMC Arizona Corp.
2549005GOBWLCSY63Q97
TSMC Arizona Corp.
872898AD3
200000.00000000
PA
USD
182362.67000000
0.008274392579
Long
DBT
CORP
US
N
2
2041-10-25
Fixed
3.12500000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAT6
285000.00000000
PA
USD
299555.39000000
0.013591810736
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128K9JX3
66713.64000000
PA
USD
71018.93000000
0.003222361831
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XCPY8
267929.43520000
PA
USD
260522.94000000
0.011820780434
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36213FVM2
14819.45000000
PA
USD
16310.36000000
0.000740054539
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
6.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JCC6
200000.00000000
PA
USD
192355.93000000
0.008727819568
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.75000000
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457BY3
300000.00000000
PA
USD
243314.22000000
0.011039964354
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAE2
250000.00000000
PA
USD
251552.18000000
0.011413747624
Long
DBT
CORP
NL
N
2
2025-05-21
Fixed
3.37500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
160000.00000000
PA
USD
165500.77000000
0.007509312860
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KAZ9
300000.00000000
PA
USD
292436.08000000
0.013268784287
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CK6
115000.00000000
PA
USD
105062.23000000
0.004767018032
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432CT0
159000.00000000
PA
USD
214278.40000000
0.009722513948
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QWP29
40618.89250000
PA
USD
42282.69000000
0.001918504353
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TJZ9
15142.38000000
PA
USD
15941.46000000
0.000723316336
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
4.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CJ7
1000000.00000000
PA
USD
1021179.76000000
0.046334275694
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140GSRN4
0.00620000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BW1
300000.00000000
PA
USD
314042.66000000
0.014249145702
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
FNMA or FHLMC
N/A
UMBS, 30 Year, Single Family
01F032658
550000.00000000
PA
USD
549048.40000000
0.024912127063
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SB71
996844.84980000
PA
USD
992993.38000000
0.045055367168
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3137EAEU9
1165000.00000000
PA
USD
1085018.50000000
0.049230848751
Long
DBT
USGA
US
N
2
2025-07-21
Fixed
0.37500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EQ7
300000.00000000
PA
USD
296863.39000000
0.013469665865
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.25000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B4, Class A5
08161HAF7
1000000.00000000
PA
USD
1037963.90000000
0.047095827186
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
4.12099920
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKNC9
370187.54000000
PA
USD
353880.28000000
0.016056709208
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKH4
300000.00000000
PA
USD
266015.51000000
0.012069996353
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHP33
394963.46000000
PA
USD
391449.62000000
0.017761353411
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.50000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200HF1
500000.00000000
PA
USD
511712.00000000
0.023218052112
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co. LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JCB8
105000.00000000
PA
USD
89842.52000000
0.004076449861
Long
DBT
CORP
US
Y
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UBM0
600000.00000000
PA
USD
648752.33000000
0.029436021446
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WF6S3
4627.99000000
PA
USD
4766.16000000
0.000216256314
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Baylor Scott & White Holdings
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings, Series 2021
072863AJ2
86000.00000000
PA
USD
72399.36000000
0.003284996469
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.83900000
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AU7
500000.00000000
PA
USD
508205.40000000
0.023058946167
Long
DBT
CORP
US
N
2
2027-06-05
Fixed
3.60000000
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAL1
300000.00000000
PA
USD
264023.83000000
0.011979627298
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAH1
40000.00000000
PA
USD
36051.32000000
0.001635766654
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HLB8
685.29000000
PA
USD
760.97000000
0.000034527705
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138LYAC1
129325.73470000
PA
USD
130944.35000000
0.005941374722
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RU4
3000000.00000000
PA
USD
3154101.57000000
0.143111935271
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBJ3
500000.00000000
PA
USD
443671.30000000
0.020130822346
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Owl Rock Capital Corp.
2549000BD79OOCPF2L94
Owl Rock Capital Corp.
69121KAG9
230000.00000000
PA
USD
200601.13000000
0.009101931340
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAQ6
300000.00000000
PA
USD
250990.91000000
0.011388280963
Long
DBT
CORP
GB
N
2
2046-12-14
Variable
3.36899880
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGT1
350000.00000000
PA
USD
362862.93000000
0.016464281507
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
200000.00000000
PA
USD
201014.39000000
0.009120682302
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.17499920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EVTJ6
919073.77000000
PA
USD
954995.95000000
0.043331299118
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VB3
1000000.00000000
PA
USD
998671.88000000
0.045313019341
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138EKCU7
79592.94820000
PA
USD
84791.29000000
0.003847258985
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
500000.00000000
PA
USD
505278.90000000
0.022926161262
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448EU8
200000.00000000
PA
USD
205407.93000000
0.009320031625
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.62500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6AU4
1072296.76040000
PA
USD
1042640.77000000
0.047308032121
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138W9H94
165550.75520000
PA
USD
176542.48000000
0.008010311465
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGRR7
76689.35170000
PA
USD
79303.06000000
0.003598239986
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TCX1
0.01000000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZB9
1919642.20120000
PA
USD
1906950.12000000
0.086524582700
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDZ1
115000.00000000
PA
USD
106721.63000000
0.004842310453
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
1.30000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BZ2
625000.00000000
PA
USD
617345.38000000
0.028010985094
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31401V6Y2
145269.98000000
PA
USD
158112.33000000
0.007174075100
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Multifamily Structured Pass-Through Certificates, Series K069, Class A2
3137FBU79
2500000.00000000
PA
USD
2547793.25000000
0.115601737796
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.18700080
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AR3
325000.00000000
PA
USD
324552.61000000
0.014726016611
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
125000.00000000
PA
USD
113079.94000000
0.005130807836
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CW8
61000.00000000
PA
USD
62514.55000000
0.002836490212
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
NXP BV
N/A
NXP BV
62954HAA6
35000.00000000
PA
USD
35112.46000000
0.001593167496
Long
DBT
CORP
US
Y
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818ED6
500000.00000000
PA
USD
502319.38000000
0.022791878130
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.25000000
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GL1
750000.00000000
PA
USD
758651.97000000
0.034422528639
Long
DBT
NUSS
US
N
2
2023-09-27
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JWQL7
0.01800000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CG2
1000000.00000000
PA
USD
973568.33000000
0.044173988926
Long
DBT
NUSS
KR
N
2
2027-04-21
Fixed
2.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
4800000.00000000
PA
USD
4185187.49000000
0.189895685942
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111GB3
200000.00000000
PA
USD
183858.54000000
0.008342265108
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBR9
295000.00000000
PA
USD
283871.83000000
0.012880196169
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series J
06406RAZ0
200000.00000000
PA
USD
183067.59000000
0.008306377112
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
1.90000000
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BP4
300000.00000000
PA
USD
304556.39000000
0.013818722512
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.40000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A24E9
328016.74000000
PA
USD
342911.59000000
0.015559023760
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
500000.00000000
PA
USD
499816.93000000
0.022678333765
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HBC2
100000.00000000
PA
USD
90650.09000000
0.004113091961
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBK5
300000.00000000
PA
USD
235741.38000000
0.010696359760
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
5700000.00000000
PA
USD
5675507.78000000
0.257516406500
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMU76
54063.79260000
PA
USD
54665.97000000
0.002480374390
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7X28
399463.26950000
PA
USD
408997.50000000
0.018557558292
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RAX2
100000.00000000
PA
USD
127162.26000000
0.005769768892
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.12500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHS2
500000.00000000
PA
USD
513309.32000000
0.023290527761
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
3.90000000
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286BG1
500000.00000000
PA
USD
630710.98000000
0.028617426211
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EUU72
14810.64790000
PA
USD
15333.37000000
0.000695725298
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KJJW3
2648762.02000000
PA
USD
2533933.31000000
0.114972866851
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BW2
38000.00000000
PA
USD
37111.54000000
0.001683872314
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
Georgetown University (The)
549300GCL3B0KVXSX752
Georgetown University (The), Series 20A
37310PAD3
35000.00000000
PA
USD
28550.94000000
0.001295449809
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.94300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7T39
519449.88720000
PA
USD
514217.24000000
0.023331723070
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJU5
500000.00000000
PA
USD
568845.19000000
0.025810372368
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.85000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CM8
319000.00000000
PA
USD
321366.28000000
0.014581442366
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410GHL0
84129.98000000
PA
USD
92075.80000000
0.004177781100
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
5700000.00000000
PA
USD
5683523.47000000
0.257880104650
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DP2
235000.00000000
PA
USD
223968.88000000
0.010162202816
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERTM2
1342969.72350000
PA
USD
1403940.94000000
0.063701406080
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BR6
60000.00000000
PA
USD
49892.19000000
0.002263772331
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622AAQ23
85163.53000000
PA
USD
88565.29000000
0.004018497746
Long
ABS-MBS
USGA
US
N
2
2049-09-15
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
10000000.00000000
PA
USD
9233984.40000000
0.418976164343
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WKQ84
70359.52600000
PA
USD
69771.23000000
0.003165749589
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYM6
584553.97760000
PA
USD
581294.22000000
0.026375225698
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
250000.00000000
PA
USD
292963.32000000
0.013292706895
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UH62
32065.37440000
PA
USD
33664.69000000
0.001527477422
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey, RB
73358WAJ3
620000.00000000
PA
USD
740300.65000000
0.033589869049
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FM6
100000.00000000
PA
USD
87091.26000000
0.003951616169
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFS8
250000.00000000
PA
USD
231294.12000000
0.010494572985
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAH7
250000.00000000
PA
USD
261289.51000000
0.011855562229
Long
DBT
CORP
US
N
2
2046-11-21
Fixed
3.80000000
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJD3
100000.00000000
PA
USD
95067.77000000
0.004313536595
Long
DBT
CORP
US
N
2
2033-01-27
Variable
2.67699960
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAX3
250000.00000000
PA
USD
251060.75000000
0.011391449833
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967BL4
333000.00000000
PA
USD
402426.20000000
0.018259396854
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBK0
200000.00000000
PA
USD
207463.13000000
0.009413282791
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
5.08799880
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DB3
200000.00000000
PA
USD
182160.90000000
0.008265237612
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
Rutgers-State University of New Jersey, RB
783186NH8
250000.00000000
PA
USD
302877.45000000
0.013742543496
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.66500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8VQ3
466106.77630000
PA
USD
465211.79000000
0.021108185041
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZP2
85000.00000000
PA
USD
84892.29000000
0.003851841686
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WF6J0
142647.54750000
PA
USD
141194.28000000
0.006406447671
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KK3T4
757284.58000000
PA
USD
723872.03000000
0.032844448665
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAH7
250000.00000000
PA
USD
268776.08000000
0.012195252470
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KJQ39
644370.56750000
PA
USD
635341.60000000
0.028827532632
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Baker Hughes Holdings LLC
N/A
Baker Hughes Holdings LLC
05723KAE0
285000.00000000
PA
USD
283333.04000000
0.012855749499
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.33700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402GSJ3
15888.88000000
PA
USD
17390.28000000
0.000789054052
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36225B2V9
22812.24000000
PA
USD
25579.36000000
0.001160619476
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
6.00000000
N
N
N
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813CM9
190000.00000000
PA
USD
176014.97000000
0.007986376606
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBH1
400000.00000000
PA
USD
355241.17000000
0.016118457252
Long
DBT
CORP
JP
N
2
2031-07-10
Variable
2.20100040
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCM5
90000.00000000
PA
USD
88065.07000000
0.003995801123
Long
DBT
CORP
US
N
2
2026-03-03
Variable
2.63599920
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BH2
355000.00000000
PA
USD
401218.44000000
0.018204596821
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.37500000
N
N
N
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216BG5
101000.00000000
PA
USD
103143.62000000
0.004679964402
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802AH2
150000.00000000
PA
USD
163668.60000000
0.007426181297
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8GY3
225536.34140000
PA
USD
223606.26000000
0.010145749557
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAZ5
250000.00000000
PA
USD
228687.94000000
0.010376322049
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAND6
13347.02000000
PA
USD
13859.35000000
0.000628844175
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299AW4
250000.00000000
PA
USD
307692.50000000
0.013961018111
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128P8GW5
258328.94200000
PA
USD
261230.15000000
0.011852868871
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31323AB35
86989.04150000
PA
USD
86286.82000000
0.003915116087
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZP8
451401.63080000
PA
USD
467767.94000000
0.021224165952
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31294DAF8
520.98000000
PA
USD
535.27000000
0.000024286955
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31385W5F2
32978.66000000
PA
USD
36094.63000000
0.001637731771
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292JBU3
19165.04000000
PA
USD
20842.72000000
0.000945702581
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7D53
393028.01500000
PA
USD
407396.62000000
0.018484921115
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVP1
250000.00000000
PA
USD
230607.86000000
0.010463435118
Long
DBT
CORP
US
N
2
2028-03-06
Fixed
1.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WFKQ8
375039.58500000
PA
USD
371218.76000000
0.016843412925
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
200000.00000000
PA
USD
208484.99000000
0.009459647931
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZS2
1000000.00000000
PA
USD
905000.00000000
0.041062818855
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAV2
500000.00000000
PA
USD
494726.48000000
0.022447363349
Long
DBT
CORP
JP
N
2
2027-10-18
Fixed
3.35200000
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
750000.00000000
PA
USD
729937.34000000
0.033119651677
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MS7
300000.00000000
PA
USD
274832.14000000
0.012470035779
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57199840
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286AY3
500000.00000000
PA
USD
709051.46000000
0.032171990785
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
9.50000000
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Republic of Panama
698299BB9
500000.00000000
PA
USD
479990.00000000
0.021778720908
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3133XGAY0
1500000.00000000
PA
USD
1958188.26000000
0.088849425199
Long
DBT
USGA
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132D6BH2
676786.69080000
PA
USD
642401.62000000
0.029147868899
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BC3
100000.00000000
PA
USD
91993.90000000
0.004174065029
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp.
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp.
007589AB0
57000.00000000
PA
USD
62288.57000000
0.002826236758
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.27200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GNU6
198641.79550000
PA
USD
198211.58000000
0.008993509618
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
New York City Municipal Water Finance Authority, RB
64972FT63
300000.00000000
PA
USD
384486.48000000
0.017445412906
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
5.44000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHQA3
46287.06700000
PA
USD
47837.45000000
0.002170542037
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WM7L2
50245.07800000
PA
USD
50939.68000000
0.002311300389
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31402CVN9
3071.40000000
PA
USD
3362.13000000
0.000152550867
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDM0
700000.00000000
PA
USD
631458.37000000
0.028651337748
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBK7
250000.00000000
PA
USD
256568.54000000
0.011641356333
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48200000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AM7
300000.00000000
PA
USD
299520.63000000
0.013590233561
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828TY6
1300000.00000000
PA
USD
1302742.19000000
0.059109686810
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AZ7
70000.00000000
PA
USD
63284.87000000
0.002871442158
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.75000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAX5
250000.00000000
PA
USD
287296.16000000
0.013035569255
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BV5
250000.00000000
PA
USD
263522.33000000
0.011956872597
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417KVX2
98615.15000000
PA
USD
101263.84000000
0.004594672617
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179S5M5
0.04630000
PA
USD
0.05000000
0.000000002268
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AU3
50000.00000000
PA
USD
48367.81000000
0.002194606210
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.00000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
50000.00000000
PA
USD
49986.99000000
0.002268073718
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QML69
983352.59000000
PA
USD
913869.48000000
0.041465256259
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QU5
1000000.00000000
PA
USD
1079531.25000000
0.048981874218
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BU3
100000.00000000
PA
USD
90702.40000000
0.004115465437
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYC2
200000.00000000
PA
USD
181008.88000000
0.008212966685
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000120
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AE1
30000.00000000
PA
USD
30481.81000000
0.001383059715
Long
DBT
CORP
US
N
2
2032-03-17
Fixed
4.20000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFR0
500000.00000000
PA
USD
435935.08000000
0.019779804666
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003AK4
100000.00000000
PA
USD
113615.58000000
0.005155111580
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.37500000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAD2
250000.00000000
PA
USD
284036.40000000
0.012887663250
Long
DBT
CORP
US
N
2
2048-05-25
Fixed
5.08500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36180MXS1
447895.36040000
PA
USD
457277.72000000
0.020748190257
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2XW7
56355.97330000
PA
USD
56617.75000000
0.002568933052
Long
ABS-MBS
USGA
US
N
2
2046-12-15
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
500000.00000000
PA
USD
455895.38000000
0.020685468956
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJYT1
322335.12940000
PA
USD
320471.16000000
0.014540827835
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132LAV82
33267.20790000
PA
USD
34584.49000000
0.001569211765
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RVB2
270363.34530000
PA
USD
276251.30000000
0.012534427724
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
2000000.00000000
PA
USD
1985389.54000000
0.090083636506
Long
DBT
NUSS
US
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
Grand Parkway Transportation Corp.
N/A
Grand Parkway Transportation Corp.
38611TDL8
45000.00000000
PA
USD
40638.33000000
0.001843894346
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BR5
400000.00000000
PA
USD
372470.40000000
0.016900203938
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYN8
165000.00000000
PA
USD
149170.43000000
0.006768351763
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.64999960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FKCB4
12128.10250000
PA
USD
12367.52000000
0.000561154954
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WF6U5
941355.58700000
PA
USD
958928.95000000
0.043509752230
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAW5
300000.00000000
PA
USD
276656.15000000
0.012552797096
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36292LR48
40315.78000000
PA
USD
43080.63000000
0.001954709509
Long
ABS-MBS
USGA
US
N
2
2036-03-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3134A4KX1
1245000.00000000
PA
USD
1653207.76000000
0.075011459424
Long
DBT
USGA
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJTD0
457114.84250000
PA
USD
453876.42000000
0.020593862118
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286BB2
200000.00000000
PA
USD
262350.21000000
0.011903689668
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138WRWL0
23433.28000000
PA
USD
24182.85000000
0.001097255236
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Variable
1.78499880
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664CR0
300000.00000000
PA
USD
328531.85000000
0.014906567784
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAZ1
200000.00000000
PA
USD
194861.22000000
0.008841492794
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HA2
150000.00000000
PA
USD
197318.06000000
0.008952967684
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
120000.00000000
PA
USD
115345.56000000
0.005233606448
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851AQ5
250000.00000000
PA
USD
251855.22000000
0.011427497543
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.35000000
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBN0
100000.00000000
PA
USD
99422.53000000
0.004511126342
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434CAD7
500000.00000000
PA
USD
504843.21000000
0.022906392577
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.50000000
N
N
N
N
N
Public Service Co. of Oklahoma
F3TJNSIZRGXRH8GEIK79
Public Service Co. of Oklahoma, Series J
744533BM1
100000.00000000
PA
USD
89510.27000000
0.004061374588
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAW2
250000.00000000
PA
USD
240240.47000000
0.010900498233
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBX2
700000.00000000
PA
USD
580553.61000000
0.026341621793
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDH8
500000.00000000
PA
USD
511737.14000000
0.023219192797
Long
DBT
CORP
GB
N
2
2028-11-28
Fixed
3.72300000
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664BV2
250000.00000000
PA
USD
266767.57000000
0.012104119782
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UEA6
0.00650000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CZ8
500000.00000000
PA
USD
521829.14000000
0.023677099943
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A2ZU9
104378.64900000
PA
USD
108324.30000000
0.004915028849
Long
ABS-MBS
USGA
US
N
2
2046-12-15
Fixed
4.00000000
N
N
N
N
N
N
State Board of Administration Finance Corp.
549300S34SOJ0RULXM35
State Board of Administration Finance Corp.
341271AF1
105000.00000000
PA
USD
95845.83000000
0.004348839729
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.15400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8PJ6
86622.98270000
PA
USD
88486.96000000
0.004014943656
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UUL4
679979.90400000
PA
USD
707396.37000000
0.032096893922
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.50000000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBH6
30000.00000000
PA
USD
26524.24000000
0.001203491781
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BZ1
80000.00000000
PA
USD
87612.85000000
0.003975282418
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZU5
350000.00000000
PA
USD
348415.20000000
0.015808740601
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
95000.00000000
PA
USD
90832.05000000
0.004121348083
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617NX3P3
1059161.14000000
PA
USD
1027367.20000000
0.046615020145
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BA4
200000.00000000
PA
USD
196273.49000000
0.008905572117
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TV77
139691.41000000
PA
USD
146194.14000000
0.006633307722
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJZM5
999944.48050000
PA
USD
993124.54000000
0.045061318328
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Cleveland Clinic Foundation (The)
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation (The)
18600TAA0
30000.00000000
PA
USD
33988.89000000
0.001542187439
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.85800000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KA8
400000.00000000
PA
USD
407864.38000000
0.018506144921
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RKJ0
1540000.00000000
PA
USD
1351263.82000000
0.061311272338
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJK2
500000.00000000
PA
USD
463820.43000000
0.021045054473
Long
DBT
CORP
US
N
2
2026-06-18
Fixed
1.12500000
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BR5
500000.00000000
PA
USD
472604.24000000
0.021443604748
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
300000.00000000
PA
USD
304558.18000000
0.013818803730
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132L74A4
220824.56300000
PA
USD
224241.88000000
0.010174589721
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CA1
100000.00000000
PA
USD
96280.51000000
0.004368562587
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AU6
200000.00000000
PA
USD
202140.41000000
0.009171773523
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.37500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCB2
500000.00000000
PA
USD
505981.48000000
0.022958039621
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
3.25000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132LKA83
66998.66350000
PA
USD
67902.34000000
0.003080951919
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
CBRE Services, Inc.
549300CTE3HOMEUMM603
CBRE Services, Inc.
12505BAD2
500000.00000000
PA
USD
524669.51000000
0.023805976848
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XCR49
489482.93040000
PA
USD
497870.85000000
0.022590033731
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAB9
250000.00000000
PA
USD
276063.23000000
0.012525894371
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
5.03100000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAR1
500000.00000000
PA
USD
499816.82000000
0.022678328774
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
65000.00000000
PA
USD
55782.70000000
0.002531044094
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAS7
334000.00000000
PA
USD
383104.16000000
0.017382692513
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
5.25000000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAL6
40000.00000000
PA
USD
35609.75000000
0.001615731175
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QK7
1000000.00000000
PA
USD
1194453.12000000
0.054196256461
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3620A5J75
7543.08000000
PA
USD
7773.83000000
0.000352724169
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128CUUA2
174914.15000000
PA
USD
177237.44000000
0.008041844080
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292JAF7
11053.60000000
PA
USD
11484.64000000
0.000521095792
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
7.00000000
N
N
N
N
N
N
Ameren Illinois Co.
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co.
02361DAX8
100000.00000000
PA
USD
86974.42000000
0.003946314755
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36241KDV7
29469.43000000
PA
USD
31737.36000000
0.001440028137
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAZ8
150000.00000000
PA
USD
145363.98000000
0.006595640639
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31417GHP4
534435.67500000
PA
USD
533492.64000000
0.024206311201
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SUW5
0.00770000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216CL2
500000.00000000
PA
USD
494864.09000000
0.022453607166
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAE1
50000.00000000
PA
USD
46010.88000000
0.002087664564
Long
DBT
CORP
CA
N
2
2032-02-02
Fixed
2.45000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138YEN60
1277956.09240000
PA
USD
1300989.93000000
0.059030181025
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DZ7
345000.00000000
PA
USD
293509.29000000
0.013317479345
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
Dallas-Fort Worth International Airport
N/A
Dallas-Fort Worth International Airport
2350367A2
100000.00000000
PA
USD
89782.28000000
0.004073716574
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.91900000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130AFE78
1535000.00000000
PA
USD
1552099.93000000
0.070423865492
Long
DBT
USGA
US
N
2
2022-12-09
Fixed
3.00000000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YAU3
500000.00000000
PA
USD
501877.10000000
0.022771810436
Long
DBT
CORP
GB
N
2
2023-04-29
Fixed
2.62500000
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CQ3
140000.00000000
PA
USD
138923.96000000
0.006303435805
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMTJ2
573067.05760000
PA
USD
579442.11000000
0.026291189392
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X7VQ9
597578.42140000
PA
USD
573428.16000000
0.026018316752
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BR2
215000.00000000
PA
USD
188376.81000000
0.008547273840
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AX6
500000.00000000
PA
USD
482804.05000000
0.021906403588
Long
DBT
NUSS
JP
N
2
2026-07-21
Fixed
1.87500000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBE5
750000.00000000
PA
USD
745323.86000000
0.033817788565
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WD4C2
516538.65170000
PA
USD
539056.39000000
0.024458756790
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XBSH4
977361.41570000
PA
USD
909335.21000000
0.041259521554
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TZ65
252594.14520000
PA
USD
263992.35000000
0.011978198947
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8K93
198826.84710000
PA
USD
201285.56000000
0.009132986175
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BG0
500000.00000000
PA
USD
510530.09000000
0.023164424978
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WJNJ3
504279.66270000
PA
USD
513107.07000000
0.023281351015
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAG4
100000.00000000
PA
USD
99008.07000000
0.004492320932
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.15000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8AM5
209583.70350000
PA
USD
219087.94000000
0.009940738556
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418CND2
233575.28410000
PA
USD
235204.27000000
0.010671989318
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FCP69
20010.51340000
PA
USD
20221.00000000
0.000917493105
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DD6
400000.00000000
PA
USD
401694.61000000
0.018226202216
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36208QRW8
1511.31000000
PA
USD
1584.94000000
0.000071913927
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAX3
300000.00000000
PA
USD
270437.88000000
0.012270653787
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Ovintiv, Inc.
N/A
Ovintiv, Inc.
292505AG9
250000.00000000
PA
USD
296128.97000000
0.013436342820
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAC5
60000.00000000
PA
USD
60380.29000000
0.002739651835
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AN5
60000.00000000
PA
USD
54312.87000000
0.002464353085
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.75000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FA1
200000.00000000
PA
USD
174855.52000000
0.007933768556
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
1.40000000
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368BC6
130000.00000000
PA
USD
175417.67000000
0.007959275146
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.62500000
N
N
N
N
N
N
Consumers Energy Co.
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DJ2
100000.00000000
PA
USD
76059.39000000
0.003451064037
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AF8
25000.00000000
PA
USD
26691.72000000
0.001211090898
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
4.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCP4
2000000.00000000
PA
USD
1845468.76000000
0.083734971707
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFMW6
3461082.23000000
PA
USD
3341796.45000000
0.151628267710
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CF5
250000.00000000
PA
USD
276599.51000000
0.012550227154
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FSE7
321880.15000000
PA
USD
342708.27000000
0.015549798465
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
4.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
300000.00000000
PA
USD
285831.72000000
0.012969122808
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
455780CT1
200000.00000000
PA
USD
207867.55000000
0.009431632653
Long
DBT
NUSS
ID
N
2
2050-10-15
Fixed
4.20000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SUV7
126184.23280000
PA
USD
128251.95000000
0.005819211702
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBH2
155000.00000000
PA
USD
148552.97000000
0.006740335577
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.60000000
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCH1
200000.00000000
PA
USD
182454.42000000
0.008278555577
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40200000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FQ74
30860.62000000
PA
USD
32857.53000000
0.001490853925
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
00440EAV9
90000.00000000
PA
USD
91230.21000000
0.004139413908
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392FL7
350000.00000000
PA
USD
355303.40000000
0.016121280831
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
400000.00000000
PA
USD
393622.33000000
0.017859936391
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140K1C87
106585.99500000
PA
USD
104917.12000000
0.004760433915
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
63254AAS7
750000.00000000
PA
USD
732892.76000000
0.033253748778
Long
DBT
CORP
AU
N
2
2026-07-12
Fixed
2.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
Metropolitan Transportation Authority, RB
59259NZH9
460000.00000000
PA
USD
672298.33000000
0.030504380708
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
200000.00000000
PA
USD
213600.98000000
0.009691777181
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H040640
50000.00000000
PA
USD
50984.38000000
0.002313328575
Long
ABS-MBS
USGA
US
N
2
2052-04-15
Fixed
4.00000000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572QAK1
50000.00000000
PA
USD
47842.31000000
0.002170762551
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
6000000.00000000
PA
USD
5454375.00000000
0.247482886844
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REK0
500000.00000000
PA
USD
500345.98000000
0.022702338499
Long
DBT
CORP
US
N
2
2025-02-23
Fixed
2.95000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140JNY95
78864.76860000
PA
USD
80593.15000000
0.003656775601
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACB9
500000.00000000
PA
USD
453400.72000000
0.020572278048
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CN9
200000.00000000
PA
USD
231386.31000000
0.010498755948
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.40000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CG7
100000.00000000
PA
USD
106938.78000000
0.004852163261
Long
DBT
CORP
US
N
2
2047-03-03
Fixed
3.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAL8
75000.00000000
PA
USD
65464.48000000
0.002970338214
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DL1
85000.00000000
PA
USD
88183.48000000
0.004001173773
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KKLP2
841839.83300000
PA
USD
804755.16000000
0.036514381611
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Owl Rock Capital Corp. III
5493003BCZ22YM5BRK17
Owl Rock Capital Corp. III
69122JAA4
50000.00000000
PA
USD
44229.81000000
0.002006851575
Long
DBT
CORP
US
Y
2
2027-04-13
Fixed
3.12500000
N
N
N
N
N
N
Alameda County Joint Powers Authority
N/A
Alameda County Joint Powers Authority, RB
010831BE4
100000.00000000
PA
USD
145477.73000000
0.006600801850
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
7.04600000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BG3
500000.00000000
PA
USD
512291.95000000
0.023244366346
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011BS2
45000.00000000
PA
USD
38512.60000000
0.001747443002
Long
DBT
CORP
US
N
2
2051-12-21
Fixed
2.80000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BX7
400000.00000000
PA
USD
395465.92000000
0.017943586117
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515AP9
309000.00000000
PA
USD
381922.51000000
0.017329077176
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
6.10000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EVUP0
114908.08920000
PA
USD
114066.37000000
0.005175565401
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAY5
25000.00000000
PA
USD
22389.83000000
0.001015900037
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AS4
160000.00000000
PA
USD
149336.66000000
0.006775894163
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.37500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XDRQ1
537192.68990000
PA
USD
513231.01000000
0.023286974579
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AZ1
180000.00000000
PA
USD
165393.41000000
0.007504441585
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
3.00000000
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EM8
60000.00000000
PA
USD
52163.27000000
0.002366818681
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807AV0
90000.00000000
PA
USD
81560.99000000
0.003700689677
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAH4
8000000.00000000
PA
USD
7205624.96000000
0.326942842511
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448DD7
300000.00000000
PA
USD
347912.56000000
0.015785934175
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AM7
500000.00000000
PA
USD
508237.83000000
0.023060417622
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.00000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335AGC6
356044.46230000
PA
USD
372173.39000000
0.016886727620
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAJ2
130000.00000000
PA
USD
130644.76000000
0.005927781341
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31410LAR3
21890.23000000
PA
USD
22494.70000000
0.001020658332
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WEWJ7
88354.58890000
PA
USD
87898.91000000
0.003988261899
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EW4
4042000.00000000
PA
USD
4566986.32000000
0.207219151351
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
17136MAA0
100000.00000000
PA
USD
91483.01000000
0.004150884274
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31335BME3
904316.32020000
PA
USD
896071.42000000
0.040657699890
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
600000.00000000
PA
USD
604681.90000000
0.027436401463
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200080
N
N
N
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAT6
250000.00000000
PA
USD
261116.61000000
0.011847717189
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
4.45000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
350000.00000000
PA
USD
354883.03000000
0.016102207266
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBL8
500000.00000000
PA
USD
498906.61000000
0.022637029560
Long
DBT
NUSS
US
N
2
2024-05-21
Fixed
2.25000000
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BL7
400000.00000000
PA
USD
377905.92000000
0.017146831311
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KN0
500000.00000000
PA
USD
503869.16000000
0.022862196733
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BK3
275000.00000000
PA
USD
293984.77000000
0.013339053432
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WQAT2
66655.35600000
PA
USD
67436.41000000
0.003059811147
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBC5
100000.00000000
PA
USD
99001.26000000
0.004492011940
Long
DBT
CORP
US
N
2
2024-08-16
Fixed
2.01900000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER5J5
322896.51670000
PA
USD
320574.00000000
0.014545494024
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EV1
400000.00000000
PA
USD
355573.78000000
0.016133548859
Long
DBT
CORP
US
N
2
2051-09-22
Fixed
2.65000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F5AD5
127845.51920000
PA
USD
127534.67000000
0.005786666355
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CW3
500000.00000000
PA
USD
577368.51000000
0.026197103357
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FUF1
126074.81000000
PA
USD
134238.99000000
0.006090863347
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BV0
350000.00000000
PA
USD
394939.54000000
0.017919702530
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBE8
500000.00000000
PA
USD
499525.17000000
0.022665095656
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAH1
200000.00000000
PA
USD
226432.33000000
0.010273977624
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AM5
75000.00000000
PA
USD
72136.57000000
0.003273072825
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.15000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CM2
30000.00000000
PA
USD
26869.43000000
0.001219154184
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AX3
70000.00000000
PA
USD
59715.90000000
0.002709506281
Long
DBT
CORP
US
N
2
2031-02-04
Fixed
1.50000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAM2
150000.00000000
PA
USD
140291.55000000
0.006365487850
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.12500000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179TXV2
604198.75280000
PA
USD
619725.90000000
0.028118997095
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556BZ4
325000.00000000
PA
USD
309818.39000000
0.014057476714
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.60000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FTW72
2978.45920000
PA
USD
3094.66000000
0.000140414876
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBG9
40000.00000000
PA
USD
38764.48000000
0.001758871624
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETQP4
117332.44210000
PA
USD
121490.77000000
0.005512434785
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617B5CZ5
395349.86000000
PA
USD
402280.18000000
0.018252771448
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.50000000
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AG1
250000.00000000
PA
USD
279540.95000000
0.012683689936
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.60000000
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAJ4
205000.00000000
PA
USD
227681.85000000
0.010330672445
Long
DBT
CORP
GB
N
2
2045-08-17
Fixed
5.25000000
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC, Series A
257375AN5
100000.00000000
PA
USD
98958.02000000
0.004490049999
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140H1WA4
18720.67200000
PA
USD
19894.18000000
0.000902664209
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
5.00000000
N
N
N
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913YBD1
50000.00000000
PA
USD
44125.91000000
0.002002137291
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.65000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WNBR2
0.01970000
PA
USD
0.02000000
0.000000000907
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ2C3
762353.54060000
PA
USD
775146.81000000
0.035170953641
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
059438AK7
290000.00000000
PA
USD
349262.89000000
0.015847203077
Long
DBT
CORP
US
N
2
2027-04-29
Fixed
8.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCV9
325000.00000000
PA
USD
331355.38000000
0.015034680602
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GE7
1000000.00000000
PA
USD
995014.08000000
0.045147052956
Long
DBT
NUSS
US
N
2
2027-11-22
Fixed
2.50000000
N
N
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BB7
1250000.00000000
PA
USD
1325012.50000000
0.060120163832
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36181GDE6
441567.57200000
PA
USD
449349.68000000
0.020388469074
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WKQR9
147457.97160000
PA
USD
149851.25000000
0.006799242800
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3135G05Q2
440000.00000000
PA
USD
384200.64000000
0.017432443408
Long
DBT
USGA
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAS3
500000.00000000
PA
USD
498713.88000000
0.022628284768
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.95000000
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444UBR6
30000.00000000
PA
USD
27031.33000000
0.001226500118
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BU9
100000.00000000
PA
USD
82586.09000000
0.003747201827
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
01748TAB7
250000.00000000
PA
USD
241961.80000000
0.010978600622
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EH6
245000.00000000
PA
USD
247694.84000000
0.011238727454
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140XBQ78
2468417.69850000
PA
USD
2361639.85000000
0.107155347361
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936BF6
550000.00000000
PA
USD
560928.93000000
0.025451185683
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHT44
27715.54150000
PA
USD
29127.19000000
0.001321596162
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.50000000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co.
927804GF5
50000.00000000
PA
USD
43912.15000000
0.001992438299
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.95000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473PAH8
250000.00000000
PA
USD
238238.88000000
0.010809679529
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286CB1
600000.00000000
PA
USD
579739.46000000
0.026304681137
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.70000000
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AJ3
105000.00000000
PA
USD
95792.41000000
0.004346415889
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QLF84
206896.34100000
PA
USD
204966.01000000
0.009299980265
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4E7
292761.21660000
PA
USD
305721.96000000
0.013871608247
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJW0
300000.00000000
PA
USD
277730.42000000
0.012601540250
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.31099920
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAB5
750000.00000000
PA
USD
872524.17000000
0.039589283911
Long
DBT
CORP
CA
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp., Series D
63743HEY4
85000.00000000
PA
USD
81078.07000000
0.003678778012
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TGT6
500000.00000000
PA
USD
485381.53000000
0.022023352311
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80000000
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RR65
100000.00000000
PA
USD
96036.99000000
0.004357513285
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
2.00000000
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAG5
100000.00000000
PA
USD
126883.72000000
0.005757130618
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179UQ70
12605.23000000
PA
USD
13200.89000000
0.000598967684
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
5.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAZ2
300000.00000000
PA
USD
280608.54000000
0.012732129997
Long
DBT
CORP
JP
N
2
2027-01-22
Fixed
2.32900000
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDR2
385000.00000000
PA
USD
435387.19000000
0.019754945099
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CD9
30000.00000000
PA
USD
29312.78000000
0.001330016989
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VBD8
500000.00000000
PA
USD
569126.99000000
0.025823158559
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAV7
200000.00000000
PA
USD
216123.38000000
0.009806226744
Long
DBT
CORP
GB
N
2
2047-01-10
Fixed
4.95000000
N
N
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133TAC7
215000.00000000
PA
USD
216777.88000000
0.009835923556
Long
DBT
CORP
US
N
2
2026-06-27
Fixed
3.40000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31419LZM8
454696.40180000
PA
USD
483775.93000000
0.021950500972
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DS4
2000000.00000000
PA
USD
1790170.86000000
0.081225924579
Long
DBT
NUSS
US
N
2
2031-01-13
Fixed
1.12500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081EW9
100000.00000000
PA
USD
97086.98000000
0.004405154776
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QHEP6
587149.24000000
PA
USD
570995.06000000
0.025907919023
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140HAFL9
231512.47070000
PA
USD
242204.44000000
0.010989609995
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8M34
308844.15840000
PA
USD
312044.18000000
0.014158468108
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AL9
200000.00000000
PA
USD
202707.11000000
0.009197486562
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NV3
185000.00000000
PA
USD
172437.11000000
0.007824037361
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
100000.00000000
PA
USD
90761.52000000
0.004118147905
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31307STN3
496048.33000000
PA
USD
491322.98000000
0.022292935389
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
Mount Sinai Hospitals Group, Inc.
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group, Inc., Series 2017
623115AD4
33000.00000000
PA
USD
32056.03000000
0.001454487241
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.98100000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG, Series E
251526CM9
150000.00000000
PA
USD
145427.81000000
0.006598536816
Long
DBT
CORP
DE
N
2
2023-11-08
Fixed
0.96200000
N
N
N
N
N
Barrick Gold Corp.
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
067901AH1
150000.00000000
PA
USD
173691.21000000
0.007880939992
Long
DBT
CORP
CA
N
2
2042-04-01
Fixed
5.25000000
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
155000.00000000
PA
USD
140751.71000000
0.006386366819
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AK6
70000.00000000
PA
USD
88033.46000000
0.003994366874
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
6.20000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36212BF65
8510.83000000
PA
USD
9092.96000000
0.000412577424
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
6.50000000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AF3
100000.00000000
PA
USD
144950.00000000
0.006576857008
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764BR7
200000.00000000
PA
USD
166303.94000000
0.007545755318
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
2.62500000
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAG8
100000.00000000
PA
USD
109993.90000000
0.004990784078
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.12500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
100000.00000000
PA
USD
103385.09000000
0.004690920688
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639AW6
236000.00000000
PA
USD
277254.22000000
0.012579933494
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.87500000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CK8
180000.00000000
PA
USD
181213.98000000
0.008222272745
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
100000.00000000
PA
USD
95996.73000000
0.004355686557
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.79099920
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MMUM3
142107.25230000
PA
USD
143688.33000000
0.006519610902
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HQW3
500000.00000000
PA
USD
503961.71000000
0.022866396030
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30000000
N
N
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
80007RAE5
200000.00000000
PA
USD
196044.00000000
0.008895159402
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAJ2
120000.00000000
PA
USD
109390.08000000
0.004963386784
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWBG7
1003764.64130000
PA
USD
897071.93000000
0.040703096311
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
Republic of the Philippines
529900RAHBALMYIJ3T08
Republic of Philippines
718286BY2
500000.00000000
PA
USD
514079.73000000
0.023325483790
Long
DBT
NUSS
PH
N
2
2024-01-21
Fixed
4.20000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138WCQP1
567537.29020000
PA
USD
591506.77000000
0.026838602594
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
State of Israel Government Bond
46513JXN6
200000.00000000
PA
USD
189250.00000000
0.008586893335
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
FS KKR Capital Corp.
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
100000.00000000
PA
USD
91577.76000000
0.004155183392
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAK7
150000.00000000
PA
USD
149847.98000000
0.006799094429
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RG5
4000000.00000000
PA
USD
4491250.00000000
0.203782746060
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BP0
80000.00000000
PA
USD
65565.56000000
0.002974924545
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046AG4
100000.00000000
PA
USD
97516.83000000
0.004424658481
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138AXA92
50547.88060000
PA
USD
52642.47000000
0.002388561557
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFR0
50000.00000000
PA
USD
52195.30000000
0.002368271987
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
23317HAD4
500000.00000000
PA
USD
500324.98000000
0.022701385660
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BP5
100000.00000000
PA
USD
88932.23000000
0.004035147017
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179SWX1
1933138.53290000
PA
USD
1962579.21000000
0.089048657005
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.50000000
N
N
N
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417EAH2
250000.00000000
PA
USD
298146.90000000
0.013527902924
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.35000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31297S4U6
94748.19000000
PA
USD
102959.57000000
0.004671613450
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A26S6
100493.32500000
PA
USD
102456.85000000
0.004648803394
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V98
1200000.00000000
PA
USD
1187437.50000000
0.053877934767
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VFV1
400000.00000000
PA
USD
326188.35000000
0.014800235501
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140K06S2
119482.34970000
PA
USD
117576.71000000
0.005334841043
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
STORE Capital Corp.
5493004EA6C9IHDZ7N66
STORE Capital Corp.
862121AD2
100000.00000000
PA
USD
88629.59000000
0.004021415247
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.70000000
N
N
N
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AS8
100000.00000000
PA
USD
94392.04000000
0.004282876508
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.87500000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZZ3
300000.00000000
PA
USD
276347.39000000
0.012538787642
Long
DBT
CORP
CA
N
2
2026-11-02
Fixed
1.40000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3617BKPT2
109190.66260000
PA
USD
112112.91000000
0.005086930513
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RF0
388000.00000000
PA
USD
461822.75000000
0.020954413178
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.60600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
31329PZC0
94659.99400000
PA
USD
98338.37000000
0.004461934446
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200M2V4
48525.05000000
PA
USD
51844.11000000
0.002352337345
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
6.50000000
N
N
N
N
N
N
Entergy Texas, Inc.
LWXX58X12AJXISQ28573
Entergy Texas, Inc.
29365TAK0
400000.00000000
PA
USD
349312.32000000
0.015849445878
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAK1
140000.00000000
PA
USD
133125.62000000
0.006040346098
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.40000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AQ0
175000.00000000
PA
USD
175543.79000000
0.007964997624
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400ES8
177000.00000000
PA
USD
207321.78000000
0.009406869278
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QL5
1400000.00000000
PA
USD
1749671.87000000
0.079388352546
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBN4
300000.00000000
PA
USD
291342.03000000
0.013219143649
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
200000.00000000
PA
USD
186866.70000000
0.008478755195
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.05700120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132QL4T7
20418.56780000
PA
USD
21319.73000000
0.000967346089
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284F4
4300000.00000000
PA
USD
4313773.42000000
0.195730051412
Long
DBT
UST
US
N
2
2025-03-31
Fixed
2.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
300000.00000000
PA
USD
288764.78000000
0.013102205362
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01499920
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BS1
100000.00000000
PA
USD
90531.00000000
0.004107688457
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138LVU50
135741.38020000
PA
USD
137444.35000000
0.006236301046
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CA0
200000.00000000
PA
USD
188510.16000000
0.008553324367
Long
DBT
CORP
JP
N
2
2025-10-11
Variable
0.96199920
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138MAJZ2
452483.59130000
PA
USD
461446.40000000
0.020937336944
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140F9WA9
182228.25630000
PA
USD
184825.20000000
0.008386125643
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WMNJ9
69831.79050000
PA
USD
70663.22000000
0.003206222102
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140E75F3
95652.77260000
PA
USD
96623.70000000
0.004384134243
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133APVV8
336574.34000000
PA
USD
312895.35000000
0.014197088483
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36202FHY5
636882.79000000
PA
USD
696524.11000000
0.031603583820
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
5.00000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AZ2
200000.00000000
PA
USD
186273.97000000
0.008451861091
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132XVNB5
180531.63800000
PA
USD
179684.46000000
0.008152873405
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QB7
1500000.00000000
PA
USD
1878339.84000000
0.085226440440
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DVLS2
721403.07350000
PA
USD
671551.84000000
0.030470510008
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
8500000.00000000
PA
USD
8216445.27000000
0.372807075974
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFK5
200000.00000000
PA
USD
191494.09000000
0.008688715060
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QGZ83
835984.43780000
PA
USD
799094.02000000
0.036257517117
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36292L4Y7
6536.40000000
PA
USD
7060.41000000
0.000320353963
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015AG8
120000.00000000
PA
USD
111300.63000000
0.005050074705
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
Southwestern Electric Power Co.
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co., Series L
845437BQ4
550000.00000000
PA
USD
512769.86000000
0.023266050691
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
3.85000000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BR7
300000.00000000
PA
USD
287274.64000000
0.013034592822
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.80000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ERHL7
69454.34350000
PA
USD
70645.45000000
0.003205415819
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111GA5
50000.00000000
PA
USD
46029.56000000
0.002088512137
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132LAUF7
27494.77500000
PA
USD
28620.36000000
0.001298599622
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724AJ5
135000.00000000
PA
USD
135485.90000000
0.006147439744
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Italian Republic Government Bond
465410BG2
491000.00000000
PA
USD
555228.22000000
0.025192525769
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.37500000
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBP4
165000.00000000
PA
USD
149055.51000000
0.006763137465
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AZ3
400000.00000000
PA
USD
396374.49000000
0.017984810919
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
Brookfield Finance, Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAC6
40000.00000000
PA
USD
40169.33000000
0.001822614277
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128MJ4C1
154088.30070000
PA
USD
160901.62000000
0.007300634337
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142ER0
50000.00000000
PA
USD
46552.86000000
0.002112255975
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.05000000
N
N
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AW5
100000.00000000
PA
USD
85478.55000000
0.003878442226
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
2.70000000
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBA7
110000.00000000
PA
USD
102071.90000000
0.004631336950
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36210A4V6
605.76000000
PA
USD
647.19000000
0.000029365133
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
New Jersey Economic Development Authority, RB, NATL-RE Insured
645913AA2
125000.00000000
PA
USD
146893.05000000
0.006665019561
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia, Refunding, RB
626207YM0
484000.00000000
PA
USD
655850.69000000
0.029758097325
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292GTX4
406.14000000
PA
USD
435.92000000
0.000019779120
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
7.50000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBL8
150000.00000000
PA
USD
137144.50000000
0.006222695867
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233835AQ0
250000.00000000
PA
USD
336832.86000000
0.015283211839
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36200M6L2
20583.22000000
PA
USD
22924.39000000
0.001040154777
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
6.00000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAF9
200000.00000000
PA
USD
173356.17000000
0.007865738128
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAY7
8500000.00000000
PA
USD
7673906.25000000
0.348190300836
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3138ER5K2
116002.39690000
PA
USD
118304.82000000
0.005367877782
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AY9
40000.00000000
PA
USD
39152.67000000
0.001776485078
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAK9
230000.00000000
PA
USD
240007.79000000
0.010889940778
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.50000000
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133KMXN0
851918.77300000
PA
USD
792513.86000000
0.035958953672
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EAV1
395000.00000000
PA
USD
397377.00000000
0.018030298086
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.45000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598K5
200000.00000000
PA
USD
183914.54000000
0.008344806012
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
200000.00000000
PA
USD
176938.72000000
0.008028290174
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BA9
700000.00000000
PA
USD
824292.00000000
0.037400832132
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AK1
250000.00000000
PA
USD
288787.02000000
0.013103214464
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJZ3
100000.00000000
PA
USD
91344.34000000
0.004144592361
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.08699920
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBE9
500000.00000000
PA
USD
505568.90000000
0.022939319513
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AL0
500000.00000000
PA
USD
523612.00000000
0.023757994150
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.37500000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764CA6
25000.00000000
PA
USD
23600.68000000
0.001070840273
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.07800000
N
N
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466LAJ3
35000.00000000
PA
USD
32019.75000000
0.001452841098
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
New York City Transitional Finance Authority, Future Tax Secured, RB
64971M5L2
500000.00000000
PA
USD
593553.25000000
0.026931458105
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
5.57200000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140FVVS2
14550.67840000
PA
USD
15226.96000000
0.000690897127
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LBB8
250000.00000000
PA
USD
221325.33000000
0.010042256280
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
Rio Tinto Finance USA plc
2138006TSNBEUA761G16
Rio Tinto Finance USA plc
76720AAG1
250000.00000000
PA
USD
268460.38000000
0.012180928125
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.12500000
N
N
N
N
N
Main Street Capital Corp.
5493001FS9QJLJNF3E20
Main Street Capital Corp.
56035LAE4
100000.00000000
PA
USD
92713.65000000
0.004206722447
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31292HQX5
870.85000000
PA
USD
945.55000000
0.000042902705
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
8.00000000
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAN2
200000.00000000
PA
USD
211879.44000000
0.009613665263
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.30000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132WLR81
0.00680000
PA
USD
0.01000000
0.000000000453
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CS6
60000.00000000
PA
USD
58339.43000000
0.002647051321
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBM6
190000.00000000
PA
USD
182189.38000000
0.008266529843
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179RD55
354081.55320000
PA
USD
343886.34000000
0.015603251366
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
2.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGK4
530000.00000000
PA
USD
496830.93000000
0.022542849149
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140X8QX8
1970095.33180000
PA
USD
1835282.16000000
0.083272772248
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CG2
400000.00000000
PA
USD
398003.94000000
0.018058744411
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EJ5
50000.00000000
PA
USD
44841.87000000
0.002034622745
Long
DBT
CORP
US
N
2
2031-08-05
Fixed
1.70000000
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EY0
500000.00000000
PA
USD
524615.60000000
0.023803530775
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XCA2
200000.00000000
PA
USD
231620.95000000
0.010509402334
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.25000000
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals, Series 2021
48305QAF0
86000.00000000
PA
USD
75095.39000000
0.003407324194
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8LN1
41507.68290000
PA
USD
42137.05000000
0.001911896189
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
150000.00000000
PA
USD
152482.18000000
0.006918616724
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
3622A26G2
423957.34950000
PA
USD
432239.74000000
0.019612134967
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.50000000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AG2
50000.00000000
PA
USD
47734.52000000
0.002165871765
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BB3
400000.00000000
PA
USD
377775.23000000
0.017140901477
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418DHD7
635587.07200000
PA
USD
629111.84000000
0.028544867984
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BW3
200000.00000000
PA
USD
189572.79000000
0.008601539376
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.95299920
N
N
N
N
N
N
Consolidated Edison Co. of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York, Inc.
209111FW8
50000.00000000
PA
USD
46096.03000000
0.002091528099
Long
DBT
CORP
US
N
2
2059-11-15
Fixed
3.70000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3132HMF48
48704.42680000
PA
USD
49887.52000000
0.002263560438
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368CA9
100000.00000000
PA
USD
90117.67000000
0.004088934319
Long
DBT
CORP
US
N
2
2050-02-07
Fixed
2.87500000
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QFMX4
5133218.85980000
PA
USD
4951781.03000000
0.224678549664
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140EULA5
9243.81180000
PA
USD
9508.85000000
0.000431447718
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31298YAM3
608.18000000
PA
USD
622.23000000
0.000028232616
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
7.00000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series Q
30040WAJ7
100000.00000000
PA
USD
91996.44000000
0.004174180277
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
2022-05-02
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer
XXXX